|
Sector Model
|
XLU & XLB
|
0.66%
|
|
|
Style Model
|
Small Value
|
||
|
Large Portfolio
|
Date
|
Return
|
Days
|
|
CAJ
|
9/25/2012
|
-8.60%
|
311
|
|
ABX
|
4/11/2013
|
-30.54%
|
113
|
|
TPX
|
4/22/2013
|
-12.85%
|
102
|
|
TTM
|
5/6/2013
|
-9.42%
|
88
|
|
DLB
|
5/13/2013
|
-3.18%
|
81
|
|
MATW
|
6/6/2013
|
6.86%
|
57
|
|
OKE
|
6/17/2013
|
19.58%
|
46
|
|
BTI
|
7/1/2013
|
5.47%
|
32
|
|
CLH
|
7/8/2013
|
10.60%
|
25
|
|
FAST
|
7/22/2013
|
7.65%
|
11
|
|
(Since 5/31/2011)
|
|||
|
S&P
|
Annualized
|
11.58%
|
|
|
Sector Model
|
Annualized
|
24.84%
|
|
|
Large Portfolio
|
Annualized
|
30.51%
|
Rotation: selling TPX; buying VAR.
Sorry for the sparse posts lately. I’ve been sick for the past few days, and I’m
still finishing the edits to the Kindle edition of The Comprehensive New
Testament:
I’ll keep posting the trades as they occur, and will eventually
catch up with some thoughts on the anatomy of a normal business cycle and what
that means in light of current market internals. We are in a very late bull. About 11:55pm if the market were a clock.
That doesn’t mean to head for the exits yet, however, since
the market usually has a good pop up before things get hairy.
Tim
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