|
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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