Friday, May 2, 2014

05/02/2014 premarket rotation


Style Model
Large Value
Sector Model
XLU
2.70%
Large Portfolio
Date
Return
Days
ABX
4/11/2013
-28.74%
386
NEM
9/30/2013
-11.03%
214
JOY
11/18/2013
5.94%
165
RS
2/10/2014
2.79%
81
CSCO
2/12/2014
2.18%
79
CBI
2/20/2014
0.69%
71
BX
4/14/2014
-1.34%
18
TIVO
4/23/2014
-1.33%
9
SHOO
4/28/2014
-0.69%
4
MHK
4/30/2014
0.26%
2
(Since 5/31/2011)
S&P
Annualized
12.22%
Sector Model
Annualized
27.87%
Large Portfolio
Annualized
25.61%

 

Rotation: selling JOY; buying UNF (UniFirst Corp).

 

As I noted on the blog last night, the sector and style matrix is now as bearish as I’ve ever seen it.  Accordingly, I’ve accelerated my rotation schedule to flush out industries that are badly positioned on the model.

There may be a few more rotations next week before we get back to the more routine once-a-Monday schedule.

Tim

 

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