|
Style Model
|
Mid Blend
|
||
|
Sector Model
|
XLB
|
3.93%
|
|
|
Large Portfolio
|
Date
|
Return
|
Days
|
|
ABX
|
4/11/2013
|
-21.52%
|
303
|
|
NEM
|
9/30/2013
|
-22.45%
|
131
|
|
EW
|
10/28/2013
|
-13.13%
|
103
|
|
JOY
|
11/18/2013
|
-3.21%
|
82
|
|
OXY
|
11/27/2013
|
-6.57%
|
73
|
|
MUR
|
12/23/2013
|
-8.90%
|
47
|
|
SWM
|
12/31/2013
|
-13.74%
|
39
|
|
NKE
|
1/7/2014
|
-6.12%
|
32
|
|
BTI
|
1/15/2014
|
-3.55%
|
24
|
|
TM
|
2/3/2014
|
2.28%
|
5
|
|
(Since 5/31/2011)
|
|||
|
S&P
|
Annualized
|
11.35%
|
|
|
Sector Model
|
Annualized
|
25.42%
|
|
|
Large Portfolio
|
Annualized
|
26.20%
|
Rotation: selling NKE; buying RS – Reliance Steel.
I had a more extensive analysis to give, but then I saw that
it needed even more analysis than I had time for tonight…
So, enough for now.
The rest for another night.
Tim
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