Sector Model
|
XLU & XLK
|
1.54%
|
|
Style Model
|
Small Value
|
||
Large Portfolio
|
Date
|
Return
|
Days
|
ABX
|
4/11/2013
|
-22.91%
|
163
|
TTM
|
5/6/2013
|
1.17%
|
138
|
OKE
|
6/17/2013
|
20.67%
|
96
|
BTI
|
7/1/2013
|
5.84%
|
82
|
CLH
|
7/8/2013
|
10.47%
|
75
|
FAST
|
7/22/2013
|
7.73%
|
61
|
VAR
|
8/2/2013
|
3.96%
|
50
|
OUTR
|
8/19/2013
|
-25.95%
|
33
|
QCOM
|
9/3/2013
|
4.19%
|
18
|
FLR
|
9/16/2013
|
7.14%
|
5
|
(Since 5/31/2011)
|
|||
S&P
|
Annualized
|
10.94%
|
|
Sector Model
|
Annualized
|
23.11%
|
|
Large Portfolio
|
Annualized
|
28.53%
|
Rotation: selling FAST; buying CXW.
Rather bizarre rotation – selling a building supply company
and buying a REIT. No clue what that
means, but I’ll follow the model. CXW
has basically gone nowhere in forever.
If we’re headed toward some kind of market decline, that may not be such
a bad thing…
No market comment today, though. Too many external variables to get any
meaningful read on market internals.
Taper, no taper, shut down, no shut down, war, no war. Eh.
Can’t control it. What I CAN
control is the methodology of my model.
The data is continuing to mature, and the model is definitely developing
into two sets: one for an IRA account and one for a Taxable account:
A taxable account clearly performs better for longer term
holding periods, but I do not yet have a rotation point. I’m quite intrigued by the resilience of the
selections well past two years from their original trade. The spike at one year, of course, is the
difference between long and short term capital gains taxes.
Lesson for now: track your trades – when you open them, when
you close them… and AFTER you close them to see how they would have done on a
longer hold. You might discover
something useful, as I am here.
Tim
the overall trend of the markets as u know are higher, it would be rare if many stocks are much lower, u did great with blackberry and got out before it pooped the bed
ReplyDeleteThe interesting thing for me is the eventual ability to have a holding period of two years of more. Since most bear markets last LESS than that, they are almost reduced to mere noise at that point.
ReplyDelete