Sunday, May 31, 2015

5/31/2015 More Whipsawing


Full Model
Date
Return
Days
JOY
12/8/2014
-23.87%
174
PWR
3/9/2015
3.49%
83
BHE
3/31/2015
-4.95%
61
CBI
4/2/2015
13.37%
59
MTZ
4/9/2015
-8.59%
52
NE
5/7/2015
-4.67%
24
DRQ
5/15/2015
-1.90%
16
RES
5/19/2015
-0.14%
12
CRR
5/19/2015
1.07%
12
SPN
5/28/2015
0.09%
3
(Since 5/31/2011)
S&P
Annualized
11.88%
Sector Model
Annualized
20.48%
Full Model
Annualized
18.66%
S&P
Total
56.66%
Sector Model
Total
110.71%
Full Model
Total
98.24%
Sector Model
Advantage
8.61%
Full Model
Advantage
6.78%
Previous
2015
S&P
53.06%
2.36%
Sector Model
122.60%
-5.34%
Full Model
101.13%
-1.44%

 

The Sector Model continues to whipsaw. It is now calling for XLU, and if there is a favorable gap in the morning I will sell XLE to buy XLU.

The Full Model continues to pour into the oilfield industry.

Ours not to reason why…

Tim

 

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