What is #Sector time series and from where does it come?

General
3

Series construction is done per region and constituents are filtered as follows on a daily basis.

Starting Universe: Primary universe of the region

Rules, translated from the construction code:

Vol(0) > 0
LoopSum("Close(CTR) > 1", 125) = 125 // USD & CAD, minimum varies by currency
LoopSum("Vol(CTR) = 0", 125) < 10
AvgDailyTot(125) > 100000 // USD & CAD, minimum varies by currency

Returns are weighted by SharesCur(0).