# Sectoral Intramonth Momentum Cycle

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.

Canonical: https://prismaticalgos.com/compendium/algo/7650-sectoral-intramonth-momentum-cycle
Record ID: 7650
Catalog rank: 1818 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://quantpedia.com/sectoral-intramonth-momentum-cycle/
Evidence label (unverified): backtest_shown

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

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.

## Recorded profile

- symbols: SPY, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY
- timeframes: D+1, D+2, D+3, D–10 to D–5
- 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
- market_regime: any

## Indicators

No indicator stack recorded.

## Recorded long-entry rules

- On D–10 to D–5, go long the top-3 sector ETFs and short SPY or the bottom-3 sector ETFs

## Recorded short-entry rules

- On D–10 to D–5, go short the bottom-3 sector ETFs and long SPY or the top-3 sector ETFs

## Recorded exit rules

- On D–5, exit all positions and sit in cash until the next D–10 signal

## Recorded filters

- Not specified.

## Risk controls

- Stop loss: Not specified
- Take profit: Not specified
- Position sizing: Not specified