{
  "id": 7650,
  "rank": 1818,
  "name": "Sectoral Intramonth Momentum Cycle",
  "aka": [
    "Sectoral Momentum Strategy",
    "Intramonth Sectoral Momentum"
  ],
  "family": "A",
  "subtype": "A4",
  "one_liner": "A strategy that exploits intramonth momentum in U.S. sector ETFs, with three distinct phases: D+1 momentum, D+2–D+3 reversal, and D–10 to D–5 momentum.",
  "market_regime": "any",
  "timeframes": [
    "D+1",
    "D+2",
    "D+3",
    "D–10 to D–5"
  ],
  "symbols": [
    "SPY",
    "XLB",
    "XLE",
    "XLF",
    "XLI",
    "XLK",
    "XLP",
    "XLU",
    "XLV",
    "XLY"
  ],
  "sessions": [
    "Close of each month’s final trading day",
    "Close of day D+1",
    "Close of day D+3",
    "Close of day D–10 to D–5"
  ],
  "indicators": [],
  "entry_long": [
    "On D–10 to D–5, go long the top-3 sector ETFs and short SPY or the bottom-3 sector ETFs"
  ],
  "entry_short": [
    "On D–10 to D–5, go short the bottom-3 sector ETFs and long SPY or the top-3 sector ETFs"
  ],
  "exit_rules": [
    "On D–5, exit all positions and sit in cash until the next D–10 signal"
  ],
  "filters": [],
  "stop_loss": null,
  "take_profit": null,
  "position_size": null,
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": [
    "UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score."
  ],
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/7650-sectoral-intramonth-momentum-cycle",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://quantpedia.com/sectoral-intramonth-momentum-cycle/",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}