Sunday, June 25, 2017

6/25/2017 Catching up

Sector Model
XLU
-0.41%
Full Model
Date
Return
Days
BT
8/11/2015
-46.32%
684
TMK
11/23/2015
26.71%
580
NVR
12/16/2015
46.30%
557
CMP
2/19/2016
-0.68%
492
NVR
2/22/2016
52.46%
489
ENOC
3/15/2016
4.51%
467
AMWD
3/17/2016
39.06%
465
CASY
5/12/2016
-6.13%
409
AVB
5/24/2016
11.02%
397
AEM
6/7/2016
-4.00%
383
ESRX
6/13/2016
-14.08%
377
AMED
6/16/2016
29.93%
374
FRO
6/27/2016
-21.23%
363
ASTE
7/12/2016
-4.89%
348
MFC
9/1/2016
33.78%
297
SFM
9/8/2016
11.84%
290
CFFN
9/12/2016
1.60%
286
FIG
12/6/2016
61.48%
201
PMC
3/16/2017
16.26%
101
FOSL
5/11/2017
-31.37%
45
(Since 5/31/2011)
S&P
Annualized
10.24%
Sector Model
Annualized
16.76%
Full Model
Annualized
13.21%
S&P
Total
80.74%
Sector Model
Total
156.18%
Full Model
Total
112.41%
Sector Model
Advantage
6.52%
Full Model
Advantage
2.97%
Previous
2017
S&P
66.43%
8.60%
Sector Model
120.54%
16.16%
Full Model
91.27%
11.05%

Just a quick catch up.  I’ve been pre-occupied with testing the new dataset, now that Yahoo is unusable.

The model has remained dormant during this time, which is by design. 

And given the data interruption that design worked out well.

Tim


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