Post #1122 by mapg on the Mechanical Investing board

Investment Strategies / Mechanical Investing

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Is anyone doing specific sector/sub-sector ETF selection within the class based on momentum? (Active or passive index of sectors or sub-sectors, etc.)

I have just started using sector ETF selection within the classes. I am using watchlists first to "paper-trade" a couple of momentum factor based ideas.

That sounds like a strategy that might work well with Fidelity's Basket trading. But you are the one with the experience on that.

I watch the sector profile on the screens.

for example

ROE_GMI (FH,Q)
AS OF 09:13 AM ET 12/07/2023

  Current SoR Profile   CountIF()    %
        Sector              --      --
Information Technology      15     25%
Industrials                 15     25%
Health Care                 12     20%
Consumer Discretionary      6      10%
Materials                   5       8%
Energy                      5       8%
Communication Services      3       5%
Consumer Staples            0       0%
Financials                  0       0%
REIT                        0       0%
Utilities                   0       0%
Market Capitalization       --      --
Mega                        5       8%
Large                       17     28%
Medium                      39     64%
Small                       0       0%
                            --      --
Total Count                 61     100%

        ROE_GMI (FH,Q)         AS OF 09:13 AM ET 12/07/2023 
      Criteria: (Name)               Criteria: (range)        Count  Count (%)
Security Type                  Common Stock                   7930   
Security Price                 No Filter                             
Company Headquarters Location  United States of America       5850   
Market Capitalization          Mega, Large, Medium             613     100%
Current Ratio (MRQ)            Very high, high & Medium        222      36%
Quick Ratio (MRQ)              Very high, high & Medium        187      31%
S&P GMI Financial Health       Very high, high & Medium        110      18%
S&P GMI Quality                Very high, high & Medium        101      16%
Return on Equity (TTM)         Very high, high                  63      10%
Sector                         Exc. Financial & REIT            61      10%
Industry                       Industry                         61      10%
Sub-Industry                   Sub-Industry                     61      10%

GD_

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