Wednesday, May 1, 2013

05/1/2013 sector change

More whipsawing between XLI and XLB.

Now the model is favoring XLB before the close.

2 comments:

  1. 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.

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

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