Sector Model
|
XLE
|
4.99%
|
|
Full Model
|
Date
|
Return
|
Days
|
BT
|
8/11/2015
|
-2.65%
|
89
|
TM
|
8/12/2015
|
-4.72%
|
88
|
MMP
|
9/4/2015
|
-3.24%
|
65
|
ED
|
9/17/2015
|
-2.52%
|
52
|
NYT
|
10/21/2015
|
4.77%
|
18
|
EA
|
10/22/2015
|
-0.56%
|
17
|
DY
|
10/30/2015
|
7.97%
|
9
|
RJF
|
11/2/2015
|
5.81%
|
6
|
STR
|
11/3/2015
|
-7.84%
|
5
|
CVS
|
11/6/2015
|
-0.84%
|
2
|
(Since
5/31/2011)
|
|||
S&P
|
Annualized
|
10.54%
|
|
Sector Model
|
Annualized
|
17.60%
|
|
Full Model
|
Annualized
|
13.23%
|
|
S&P
|
Total
|
56.05%
|
|
Sector Model
|
Total
|
105.44%
|
|
Full Model
|
Total
|
73.66%
|
|
Sector Model
|
Advantage
|
7.06%
|
|
Full Model
|
Advantage
|
2.69%
|
|
Previous
|
2015
|
||
S&P
|
53.06%
|
1.96%
|
|
Sector Model
|
142.84%
|
-15.40%
|
|
Full Model
|
101.13%
|
-13.66%
|
The models seem to be stabilizing from their insufferable
mean reversion. The sector model broke
through the long term median regression and then reversed back upward. It is now once again intensely, adamantly,
insistently, and comfortingly, “normal.”
Meanwhile the sector ratios are sitting on a perfectly
configured market top.
Since my model is the canary in the coal mine, I would
venture a guess that the pain in the market is not over by a long shot.
And of course my response is to do nothing. I don’t time,
but I always wish I could.
The Fed is still the main player in everyone’s mind. The good job report on Friday was cause for a
market panic that Yellen might actually pull the trigger next month.
I have to apologize for being scarce. Truth is that I’m studying for a series 65
investment advisor test. Once I pass I’ll
have to put a more persistent disclaimer on my posts. But for now I’m just a fellow amateur trying
to figure out how to lose money slower than the stock market.
The purpose of the blog has always been to keep myself
honest. If I post my trades and reasons
for making them, then I won’t trade on blind instinct. That hasn’t always worked out so well, but it’s
been far better than the experience I had on trades before creating this blog.
So my advice for those making their own trades – while I’m
still an amateur and my advice counts for nothing: be ABLE to have your own “blog”
to justify your trades. You won’t do as
bad in your private trades.
You won’t necessarily get rich, but if you do well you won’t
have to worry about the basic necessities when you aren’t able to work anymore.
And you never know what obstacles or evil will you may
encounter between now and retirement.
Plan for the worst, save the most, and trade as slow as possible.
Advice over, especially since I’m “not qualified” to give
advice, and will have to have a disclaimer whenever I finally am.
Tim
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