|
Sector Model
|
XLB
|
4.33%
|
|
|
Large Portfolio
|
Date
|
Return
|
Days
|
|
BBRY
|
7/16/2012
|
99.03%
|
312
|
|
CAJ
|
9/25/2012
|
8.26%
|
241
|
|
BOKF
|
2/4/2013
|
15.90%
|
109
|
|
SWM
|
2/12/2013
|
29.83%
|
101
|
|
MWW
|
4/11/2013
|
18.53%
|
43
|
|
ABX
|
4/11/2013
|
-20.07%
|
43
|
|
TPX
|
4/22/2013
|
-7.76%
|
32
|
|
NYCB
|
4/24/2013
|
2.56%
|
30
|
|
TTM
|
5/6/2013
|
-0.98%
|
18
|
|
DLB
|
5/13/2013
|
-0.38%
|
11
|
|
S&P
|
Annualized
|
10.87%
|
|
|
Sector Model
|
Annualized
|
26.09%
|
|
|
Large Portfolio
|
Annualized
|
32.51%
|
Rotation: selling NYCB; buying GMCR.
Remember, this trade will NOT happen if NYCB is down
relative to GMCR throughout the day.
Tim
No comments:
Post a Comment