|
Style Model
|
Large Value
|
||
|
Sector Model
|
XLU
|
1.01%
|
|
|
Large Portfolio
|
Date
|
Return
|
Days
|
|
ABX
|
4/11/2013
|
-17.08%
|
331
|
|
NEM
|
9/30/2013
|
-11.35%
|
159
|
|
JOY
|
11/18/2013
|
0.67%
|
110
|
|
TM
|
2/3/2014
|
-0.70%
|
33
|
|
RS
|
2/10/2014
|
2.24%
|
26
|
|
CSCO
|
2/12/2014
|
-4.32%
|
24
|
|
INT
|
2/18/2014
|
-0.91%
|
18
|
|
CBI
|
2/20/2014
|
5.43%
|
16
|
|
BT
|
2/24/2014
|
-1.61%
|
12
|
|
BHP
|
3/3/2014
|
-1.48%
|
5
|
|
(Since 5/31/2011)
|
|||
|
S&P
|
Annualized
|
12.80%
|
|
|
Sector Model
|
Annualized
|
25.14%
|
|
|
Large Portfolio
|
Annualized
|
27.20%
|
Rotation: selling INT; buying DUK (in the Eastern Utility
industry).
The sector and style models remain stubbornly defensive, in
spite of the continued uptick in the market – one of the reasons I don’t time.
The other reason I don’t time is that I’m no good at it, but
that’s a different story.
Tim
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