Wednesday, February 12, 2014

2/12/2014 matrix (corrected)

There was an error in my intraday data source.  The end of day data shows a change in the Sector model from XLB to XLU.

If there is a favorable gap in the morning, I'll make the trade.  Otherwise I'll recalculate before the close.

Mid Blend Small Value Large Value Small Growth Mid Growth Large Blend Large Growth Small Blend Mid Value
Utilities 1 3 5 16 18 21 26 27 32
Materials 2 4 7 17 19 23 28 30 34
Finance 6 8 9 22 29 36 39 40 43
Technology 10 12 14 41 45 48 51 52 56
Staples 11 13 15 44 47 50 54 55 57
Industrial 20 24 33 58 59 63 64 66 68
Cyclicals 25 35 38 60 62 67 69 71 72
Energy 31 37 42 61 65 70 73 74 76
Healthcare 46 49 53 75 77 78 79 80 81

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