2/5/2015 A Note on Stats

Sector Model	XLF	1.37%
Full Model	Date	Return	Days
ESI	8/4/2014	-40.88%	185
EDU	10/27/2014	-16.87%	101
UVV	12/2/2014	13.11%	65
JOY	12/8/2014	-15.59%	59
RS	12/11/2014	-13.15%	56
JNPR	1/5/2015	1.29%	31
COG	1/12/2015	-11.32%	24
GNW	1/20/2015	2.19%	16
AGCO	1/23/2015	7.30%	13
DNR	2/4/2015	-4.99%	1
(Since 5/31/2011)
S&P	Annualized	11.99%
Sector Model	Annualized	24.42%
Full Model	Annualized	19.66%
S&P	Total	51.76%
Sector Model	Total	123.73%
Full Model	Total	93.74%
Sector Model	Advantage	12.44%
Full Model	Advantage	7.67%
	Previous	2015
S&P	53.06%	-0.84%
Sector Model	122.60%	0.51%
Full Model	101.13%	-3.68%

 

Haven’t posted much in a while because of the move to a new town and most of the family (myself included) coming down with the flu.

In any case, I should give a few notes on model stats.  The Sector Model is actually up slightly more than listed because of some triple whipsaws (one sector leading just before the close, then a different one just after the close, then the first one leading again just after the open).  Normally, if I miss a listed whipsaw, I use the worst reported number (either the theoretical model returns or my actual returns, whichever is worse).

My actual returns on DNR are positive (0.71% up instead of -4.99% down).  When I trade with a positive gap, I put the gain onto the sold stock, rounding down the gain.  So, on yesterday’s trade MWW was flat and DNR was down more than 5%.  I rounded down the gap and added that to MWW’s final return.  So, instead of being down -6% it’s listed in my records as down -1% (to balance out DNR being listed at -4.99% instead of +0.71%).

Not trying to be fancy – just auto-tracking stocks from the previous day’s close, in order to capture dividend returns into the total.  Also, I try to under-report, but not by too much.

Tim