Because available sample periods are very short, we focus on daily return statistics, along with cumulative returns. (cxoadvisory.com)
The following two charts, taken from the paper, plot the market regime indicator and the sentiment index over the entire sample period. (cxoadvisory.com)
The next three charts summarized average returns by calendar month, in groups of three, for the nine sector ETFs over the available sample period. (cxoadvisory.com)