Wednesday, May 1, 2013

05/1/2013 sector change

More whipsawing between XLI and XLB.

Now the model is favoring XLB before the close.
Posted by at

2 comments:

  1. TraderDMay 1, 2013 at 10:29 PM

    It'll be interesting to take the performance of XLB/XLI vs XLI vs XLB during this period of quick XLB/XLI whipsawing and see if the model is able to capture alpha relative to these "holding" benchmarks.

    ReplyDelete
  2. teclontzMay 2, 2013 at 5:38 AM

    Meanwhile XLU is having a grand run without me ;-)

    ReplyDelete

Subscribe to: Post Comments (Atom)