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1/5: The following takeaways are from my statistical analysis of the 10 year history of @Hedgeye Quad rotations, when positioned purely in the appropriate sector ETFs only.
2/5: The majority of the Quad rotations (28.8%), involved transitioning between #Quad1 / #Quad4, and vice versa.
3/5: #Quad2 and #Quad4 environments combined, were experienced 65% of the time. While #Quad3 conditions were only experienced 11% of the time.
4/5: On the rare occasions we did experience #Quad3, those conditions never lasted more than a month, and were typically over in two weeks. Be prepared to adjust your portfolio for shifting Quad conditions every 3 months or less.
5/5: The only significant times $IYR / $XLP / $XLF allocations outperform is when your positioned for #Quad4. The most frequent outperformers across multiple Quads, are $XLE / $XLK.
