For the paramaters of this filter, see earlier blogs.

Sectors where I have a short bias: Alternative energy

Sectors where I have a long bias: Aerospace and defence; Chemicals; Construction; Electronic and electrical equipment; Forestry and paper; Health care; Industrial engineering; Industrial metals; Mining; Personal goods; Software; Technology hardware; Tobacco; Travel and leisure

There are a total of 39 sectors, short bias 1, long bias 14; neutral 24