Sunday, March 20, 2016

3/20/2016 Updated Returns

Mouse
XLU
4.92%
Rabbit
Date
Return
Days
BT
8/11/2015
-8.50%
222
TM
8/12/2015
-17.37%
221
DY
10/30/2015
-17.64%
142
TMK
11/23/2015
-7.75%
118
NVR
12/16/2015
4.30%
95
SPG
12/28/2015
6.41%
83
CBI
2/12/2016
22.41%
37
AMWD
2/16/2016
22.37%
33
NWBI
3/1/2016
7.78%
19
ORA
3/14/2016
0.39%
6
Turtle
Date
Return
Days
BT
8/11/2015
-8.50%
222
TM
8/12/2015
-17.37%
221
DY
10/30/2015
-17.64%
142
TMK
11/23/2015
-7.75%
118
UPL
12/1/2015
-86.03%
110
OKE
1/20/2016
52.29%
60
CMP
2/19/2016
9.93%
30
NVR
2/22/2016
8.69%
27
ENOC
3/15/2016
3.14%
5
AMWD
3/17/2016
6.06%
3
Since 5/31/2011
Annualized
S&P
52.36%
9.16%
Mouse
109.99%
16.70%
Rabbit
55.92%
9.69%
Turtle
66.09%
11.14%
Previous
YTD
S&P
51.94%
0.28%
Mouse
77.79%
18.11%
Rabbit
57.21%
-0.82%
Turtle
58.35%
4.89%

The Rabbit and Turtle still have an overlap of five stocks. The more patient approach of the Turtle is benefitting from the gyrations in the market. Stocks that the Rabbit will sell at a loss recover by the time the Turtle gets to a trade. Generally slower is better, and the greater the effect of High Frequency algorithms, the greater the benefit of slower trading.

Slow down enough, and the high frequency traders become background noise and have nearly no effect.

The Sector Models shows us still in a bear market configuration, though, so all bets are off. The models are not about which will make more, but which will lose less.

Tim


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