RT Journal Article SR Electronic T1 Dynamic Asset Allocation Using Systematic Sector Rotation JF The Journal of Wealth Management FD Institutional Investor Journals SP 59 OP 70 DO 10.3905/jwm.2006.614437 VO 8 IS 4 A1 Paolo Sassetti A1 Massimiliano Tani YR 2006 UL https://pm-research.com/content/8/4/59.abstract AB The authors build on the insight that sectors perform differently from, and to a certain extent independently of, each other over the phases of the economic cycle to test heuristic investment rules of systematic sector rotation. Using 3 simple market-timing techniques on 41 funds of the Fidelity Select Sector family over the period January 1998–September 2003, the authors' approach always outperforms market returns.TOPICS: Mutual funds/passive investing/indexing, portfolio construction, security analysis and valuation, performance measurement