MMT

Sector-Rotation 5-Stage Backtest

Market Stage →

The textbook business-cycle rotation model: market_bottom → early_recovery → market_top → bear_market → late_bear. Each stage has 3 textbook leader sectors. We classify every week of our 5y data into one of these 5 stages, then run three backtests to validate.

Rebalance plan →
Crisis by crisis · credit gate vs buy & hold
Crisis breakdown unavailable right now.
connecting…