Tuesday, October 1, 2013

10/01/2013 Revision to Sector Model

The coming changes to the sector model will eliminate the second sector and return to a highly revised single sector configuration.  It will trade more often, but show a substantial performance improvement that should bring it close to the performance of the full model itself:

I've also incorporated these modifications to the full model, and hope to get a slight performance bump there as well.

Yesterday closed with XLU and XLB, but there may be another whipsaw before the day is out.

When the scores stretch out enough so that I won't CREATE a whipsaw with my change, I'll switch to the single sector version.  Until then, I'll just list which of the two is the better short term (XLB).


No comments:

Post a Comment