11/18/2014 Back Tests for the Sector Model

I keep saying that the Sector Model is performing consistently with back tested returns, but I seem to have neglected the back tests.

Date	SPY	SPY%	Sector	Sector%		Advantage
12/31/2013	184.69	32.31%	1400.73	42.36%		10.05%
12/31/2012	139.59	15.99%	983.96	28.95%		12.96%
12/30/2011	120.35	1.90%	763.07	6.23%		4.33%
12/31/2010	118.11	15.06%	718.34	17.54%		2.48%
12/31/2009	102.65	26.35%	611.16	58.07%		31.72%
12/31/2008	81.24	-36.80%	386.64	-16.37%		20.43%
12/31/2007	128.54	5.15%	462.31	21.85%		16.70%
12/29/2006	122.25	15.84%	379.41	17.82%		1.97%
12/30/2005	105.53	4.83%	322.03	-0.49%		-5.32%
12/31/2004	100.67	10.70%	323.62	30.96%		20.26%
12/31/2003	90.94	28.17%	247.12	36.48%		8.30%
12/31/2002	70.95	-21.58%	181.07	-7.58%		14.00%
12/31/2001	90.47	-11.76%	195.91	25.68%		37.44%
12/29/2000	102.53	-9.78%	155.89	18.47%		28.25%
12/31/1999	113.64	20.37%	131.58	35.30%		14.93%
12/31/1998	94.41		97.25			0.00%

In summary:

	SPY	Sector	Advantage
Average%	6.45%	21.02%	14.57%
Median%	10.70%	21.85%	11.15%
Best%	32.31%	58.07%	25.76%
Worst%	-36.80%	-16.37%	20.43%

The only thing that counts are real returns, and it is encouraging that these are performing consistently with the back tests.