Market Trading Signals, Market Timing Signals

Profiting from Industry Sector Rotation

Studies have shown that up to 50% of a stocks price performance can be attributed to the trend of it's underlying industry group1. Identifying the right market sectors can add huge profits to your client portfolios. Take a look at the difference between the top and bottom performing sectors over the past five years.

Sector Returns 1999 - 2004


1999	Internet	118.2%	Utilities	-16.7%
2000	Utilities	50.5%	Internet	-74.5%
2001	Real Estate	5.7%	Internet	-44.2%
2002	Precious Metals	41.0%	Semiconductors	-49.8%
2003	Semiconductors	93.9%	Telecommunication	3.5%
2004	Energy Services	34.5%	Semiconductors	-21.6%
2005	Energy Services	51.0%	Leisure	-13.0%
2006	Telecom	26.4%	Semiconductors	-7.3%

Anchor Research Sector Rotation
The Anchor Research US Sector Rotation model is a proprietary algorithm that ranks 18 different US market sectors for trend quality. Subscribers then hold the top two ranked sectors. When a sector position falls in rank, it is sold and the new leader is purchased.

Simply put, our sector rotation methodology stays fully invested in the leading market sectors, producing outstanding results in bull, bear and sideways markets.

Anchor Research Sector Rotation Model Details.


	"In constructing optimal portfolios we find that sectors offer higher potential returns and lower correlations compared to standard equity breakouts based on market capitalization or investment styles"

Models for Sector Rotation

Equities:
Sector Rotation

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Hypothetical Investment Models
Anchor Research investment models as presented are not managed portfolios, nor are they offered as investment programs. The research offered by Anchor Research.com is derived through the use of hypothetical model backtesting and strategy evaluation. Back-tested results are achieved by means of the retroactive application of a back-tested trading strategies and, as such, the corresponding results have inherent limitations, including: (1) the results do not reflect the results of actual trading using client assets, but were achieved by means of the retroactive application of each of the referenced strategies, certain aspects of which may have been designed with the benefit of hindsight; (2) backtested performance may not reflect the impact that any material market or economic factors might have had on a subscriber's use of the hypothetical strategy model if the model had been used during the period to actually trade investment assets; and, (3) for various reasons (including the reasons indicated above), Anchor’s clients may have experienced investment results during the corresponding time periods that were materially different from those portrayed in the various Anchor Research model strategies.

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