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01

Equal weighting — how to spread risk

A cap-weighted index concentrates in sectors that have already risen the most. Equal weighting does the opposite: it systematically rebalances away from what has become dominant and toward what has been overlooked. The goal is not to predict the next winner — it is to avoid being overcommitted to yesterday's winner.

Coverage11 sector ETFs, equal weight
RebalanceMonthly
Allocation per sector~9.1% when all 11 invested
02

200-day trend rule — whether to take risk at all

Each sector is compared to its 200-day moving average daily. If a sector is in a confirmed uptrend, the strategy participates. If the sector breaks down past the threshold, that allocation moves to cash earning the actual T-bill rate. There is no discretion. The rule fires, and the model follows.

Buy signalINVEST  price > SMA × 1.01
Sell signalCASH    price < SMA × 0.99
Inside the bandHOLD    ±1% band
Cash rateActual 3-month T-bill rate

All 11 S&P 500 sectors. Every week.

The report covers every major sector of the U.S. economy — not just the broad index. Sector-level visibility is the whole point.

XLK Technology
XLF Financials
XLV Health Care
XLY Cons. Discretionary
XLI Industrials
XLP Cons. Staples
XLE Energy
XLU Utilities
XLB Materials
XLRE Real Estate
XLC Comm. Services

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