|
Sector Model
|
XLK
|
-0.09%
|
|
|
Large Portfolio
|
Date
|
Return
|
Days
|
|
ABX
|
4/11/2013
|
-26.10%
|
183
|
|
TTM
|
5/6/2013
|
15.09%
|
158
|
|
BTI
|
7/1/2013
|
2.38%
|
102
|
|
VAR
|
8/2/2013
|
5.70%
|
70
|
|
OUTR
|
8/19/2013
|
0.16%
|
53
|
|
QCOM
|
9/3/2013
|
0.84%
|
38
|
|
FLR
|
9/16/2013
|
6.74%
|
25
|
|
NEM
|
9/30/2013
|
-6.00%
|
11
|
|
BCR
|
10/4/2013
|
0.96%
|
7
|
|
BAX
|
10/7/2013
|
1.46%
|
4
|
|
(Since 5/31/2011)
|
|||
|
S&P
|
Annualized
|
10.20%
|
|
|
Sector Model
|
Annualized
|
23.17%
|
|
|
Large Portfolio
|
Annualized
|
29.79%
|
Rotation: selling OUTR; buying BDX.
As always, an unfavorable gap between the two will prevent
the trade.
Tim
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