I took the Fidelity Select Sector funds that
had data available all the way back to the mid- 1980's

Staples	FDFAX
Energy	FSENX
Finance	FIDSX
Health	FSPHX
Info.	FSPTX
Telcom	FSTCX
Util.	FSUTX

(now there are 41 Fidelity sector/industry funds, but with much
shorter history)

http://fundresearch.fidelity.com/mutual-funds/category-perfo...

www.fidelity.com/sector-investing/health-care/overview

It turns out that a good method is to buy
the one that did the best over the past 10 
months only if the S&P500 has not
fallen more than 5% below its 
9 month moving average.
Else go to T-Bills or cash.

You would only trade at the end of the month.

For 2014, this would have had you mostly in the healthcare
sector.

I could post, if there is interest, the actual results,
including adding more than one sector pick.


Some reference material-

https://www.fidelity.com/viewpoints/investing-ideas/quarterl......    (go to page 2)

https://eresearch.fidelity.com/eresearch/markets_sectors/sec......

http://www.etf.com/sections/etf-strategist-corner/us-sector-......