Tuesday, May 22, 2018

5/22/2018 Full Model Fully Developed


Sector Model
XLV
0.25%
Full Model
Date
Return
Days
BT
8/11/2015
-57.48%
1015
TMK
11/23/2015
46.33%
911
NVR
12/16/2015
82.37%
888
CMP
2/19/2016
8.53%
823
NVR
2/22/2016
90.06%
820
AMWD
3/17/2016
29.63%
796
CASY
5/12/2016
-10.60%
740
AEM
6/7/2016
-13.40%
714
ESRX
6/13/2016
0.80%
708
AMED
6/16/2016
46.78%
705
FRO
6/27/2016
-32.50%
694
ASTE
7/12/2016
2.81%
679
MFC
9/1/2016
52.92%
628
SFM
9/8/2016
11.59%
621
CFFN
9/12/2016
2.11%
617
FOSL
5/11/2017
37.19%
376
HIBB
7/25/2017
116.79%
301
FOSL
7/27/2017
79.44%
299
HZO
8/1/2017
60.61%
294
CMPR
12/27/2017
15.62%
146
(Since 5/31/2011)
S&P
Annualized
10.70%
Sector Model
Annualized
15.06%
Full Model
Annualized
15.14%
S&P
Total
103.22%
Sector Model
Total
166.16%
Full Model
Total
167.36%
Sector Model
Advantage
4.37%
Full Model
Advantage
4.44%
Previous
2018
S&P
98.38%
2.44%
Sector Model
172.95%
1.68%
Full Model
145.63%
8.84%



Coming out of radio silence, some plans for the future.

The Full Model is now consistently beating the earlier fundamental parameters I originally experimented with, and is now ahead of the Sector Model.  The plan was to find a long term stock model that could beat both the S&P and the Sector Model, and it appears that after 7 years of live trading, I’m there.

That said, I’ll continue to post the Sector Model at least through the end of this year.  But the plan has always been to have a full stock model as an open portfolio.

The holding period for the average stock is set at 2061 days, and may finally be topped out.  At 5.6 years on average, the typical trade in a 20 position portfolio is 103 calendar days. 

That’s a painfully easy portfolio to manage.  Even a 100 position portfolio would only trade once every three weeks.

Exciting?  No.  But that’s a good thing.

Tim








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