wasjeff
A couple questions about Profunds Sector Funds and your rotation strategy:
Aren't the sector funds based on the DJ US Sector/Industry Group indices? Do you use the relevant DJ sector indices as the basis of your TA or the Fund's NAV? Does it matter? Was thinking leverage/volatility might impact the effectiveness of the indicators. Maybe not.
Also, wondering how you go about ranking, or determining in-favor sectors? You don't have to be specific, just wondering if you use a pure momentum stategy (blended ROC?), or an indicator screener, etc.? What is your typical holding period on the long side? Days? Weeks? Months?
Thanks!