|
Sector Model
|
XLU & XLK
|
2.33%
|
|
|
Style Model
|
Small Value
|
||
|
Large Portfolio
|
Date
|
Return
|
Days
|
|
ABX
|
4/11/2013
|
-23.99%
|
166
|
|
TTM
|
5/6/2013
|
1.21%
|
141
|
|
OKE
|
6/17/2013
|
21.65%
|
99
|
|
BTI
|
7/1/2013
|
5.83%
|
85
|
|
CLH
|
7/8/2013
|
10.22%
|
78
|
|
FAST
|
7/22/2013
|
6.94%
|
64
|
|
VAR
|
8/2/2013
|
4.19%
|
53
|
|
OUTR
|
8/19/2013
|
-23.61%
|
36
|
|
QCOM
|
9/3/2013
|
4.07%
|
21
|
|
FLR
|
9/16/2013
|
5.52%
|
8
|
|
(Since 5/31/2011)
|
|||
|
S&P
|
Annualized
|
10.67%
|
|
|
Sector Model
|
Annualized
|
23.31%
|
|
|
Large Portfolio
|
Annualized
|
28.39%
|
Rotation: selling OKE; buying GCO.
As I noted on the blog yesterday, the negative gap in FAST
prevented the scheduled rotation. After
recalculating last night, FAST moved out of the sell window.
I actually like this rotation better.
Tim
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