|
Sector Model
|
XLB
|
1.77%
|
|
|
Large Portfolio
|
Date
|
Return
|
Days
|
|
BBRY
|
7/16/2012
|
102.62%
|
269
|
|
SEAC
|
9/25/2012
|
34.03%
|
198
|
|
CAJ
|
9/25/2012
|
5.35%
|
198
|
|
RE
|
11/26/2012
|
22.93%
|
136
|
|
BOKF
|
2/4/2013
|
10.74%
|
66
|
|
SWM
|
2/12/2013
|
8.90%
|
58
|
|
GMCR
|
2/19/2013
|
28.66%
|
51
|
|
OKE
|
2/25/2013
|
3.04%
|
45
|
|
TAC
|
3/25/2013
|
-0.14%
|
17
|
|
TTM
|
4/1/2013
|
5.08%
|
10
|
|
S&P
|
Annualized
|
9.30%
|
|
|
Sector Model
|
Annualized
|
25.64%
|
|
|
Large Portfolio
|
Annualized
|
33.29%
|
Double rotation this morning: selling TAC and RE, and buying
MWW and ABX.
As always, a negative gap will cancel either trade.
The industry rotations are stronger than usual this week,
but not as significant as the beginning of QEternity last year.
Tim
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