|
Sector Model
|
XLB
|
-1.62%
|
|
|
Full Model
|
Date
|
Return
|
Days
|
|
BT
|
8/11/2015
|
-42.81%
|
614
|
|
DY
|
10/30/2015
|
26.10%
|
534
|
|
TMK
|
11/23/2015
|
24.70%
|
510
|
|
NVR
|
12/16/2015
|
27.70%
|
487
|
|
CMP
|
2/19/2016
|
2.36%
|
422
|
|
NVR
|
2/22/2016
|
33.08%
|
419
|
|
ENOC
|
3/15/2016
|
-23.50%
|
397
|
|
AMWD
|
3/17/2016
|
25.90%
|
395
|
|
CASY
|
5/12/2016
|
-1.56%
|
339
|
|
AVB
|
5/24/2016
|
6.70%
|
327
|
|
AEM
|
6/7/2016
|
-6.64%
|
313
|
|
ESRX
|
6/13/2016
|
-12.44%
|
307
|
|
AMED
|
6/16/2016
|
3.43%
|
304
|
|
FRO
|
6/27/2016
|
-11.28%
|
293
|
|
ASTE
|
7/12/2016
|
2.38%
|
278
|
|
MFC
|
9/1/2016
|
26.75%
|
227
|
|
SFM
|
9/8/2016
|
15.29%
|
220
|
|
CFFN
|
9/12/2016
|
3.55%
|
216
|
|
FIG
|
12/6/2016
|
58.68%
|
131
|
|
PMC
|
3/16/2017
|
2.45%
|
31
|
|
(Since 5/31/2011)
|
|||
|
S&P
|
Annualized
|
9.79%
|
|
|
Sector Model
|
Annualized
|
16.03%
|
|
|
Full Model
|
Annualized
|
12.83%
|
|
|
S&P
|
Total
|
73.13%
|
|
|
Sector Model
|
Total
|
139.70%
|
|
|
Full Model
|
Total
|
103.34%
|
|
|
Sector Model
|
Advantage
|
6.25%
|
|
|
Full Model
|
Advantage
|
3.05%
|
|
|
Previous
|
2017
|
||
|
S&P
|
66.43%
|
4.03%
|
|
|
Sector Model
|
120.54%
|
8.69%
|
|
|
Full Model
|
91.27%
|
6.31%
|
Immediately after the sale of UPL, the stock nearly doubled
in price again. Since the model adjusts
the trading strategy based on how stocks perform even after a sale, the
rotation process has been revised into a manner that would not have missed that
opportunity.
I had been observing that potential change in the process,
and the UPL miss was only the final verification – and a rather expensive one
at that.
The short version of the story is that the median trade will
increase to become more like the average trade – a hold of five and a half
years.
In other news, the Sector Model remains firmly on the long
term regression line – abnormally “normal”.
Something has to give.
In Sector relationships, the market is both defensive and rising,
the ultimate indecision.
Nothing to do at the moment but wait.
Tim
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