|
Full Model
|
Date
|
Return
|
Days
|
|
PWR
|
3/9/2015
|
0.78%
|
118
|
|
CBI
|
4/2/2015
|
4.38%
|
94
|
|
MTZ
|
4/9/2015
|
0.93%
|
87
|
|
NE
|
5/7/2015
|
-14.23%
|
59
|
|
DRQ
|
5/15/2015
|
-5.09%
|
51
|
|
RES
|
5/19/2015
|
-6.49%
|
47
|
|
SPN
|
5/28/2015
|
-11.49%
|
38
|
|
PKX
|
6/17/2015
|
2.01%
|
18
|
|
NOV
|
6/23/2015
|
-3.54%
|
12
|
|
CRR
|
6/30/2015
|
-8.34%
|
5
|
|
(Since
5/31/2011)
|
|||
|
S&P
|
Annualized
|
11.19%
|
|
|
Sector Model
|
Annualized
|
18.08%
|
|
|
Full Model
|
Annualized
|
17.02%
|
|
|
S&P
|
Total
|
54.38%
|
|
|
Sector Model
|
Total
|
97.50%
|
|
|
Full Model
|
Total
|
90.37%
|
|
|
Sector Model
|
Advantage
|
6.89%
|
|
|
Full Model
|
Advantage
|
5.84%
|
|
|
Previous
|
2015
|
||
|
S&P
|
53.06%
|
0.87%
|
|
|
Sector Model
|
122.60%
|
-11.28%
|
|
|
Full Model
|
101.13%
|
-5.35%
|
Yep – that’s a -11.28% return for the year so far on the
sector model.
China has lost 30% in the past month, but that’s no
consolation.
What gives?
Perhaps, a bear. The
Sector Ratios have shifted from a top to a likely downtrend for the broad
market.
Once we enter bear territory, all bets are off. My models stay long with no timing, but I
expect even more of a bumpy ride than we’ve had so far.
Tim
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