Sector Model
|
XLB
|
1.79%
|
|
Full Model
|
Date
|
Return
|
Days
|
BT
|
8/11/2015
|
-33.14%
|
510
|
DY
|
10/30/2015
|
5.31%
|
430
|
TMK
|
11/23/2015
|
23.02%
|
406
|
UPLMQ
|
12/1/2015
|
80.80%
|
398
|
NVR
|
12/16/2015
|
0.62%
|
383
|
CMP
|
2/19/2016
|
16.91%
|
318
|
NVR
|
2/22/2016
|
4.86%
|
315
|
ENOC
|
3/15/2016
|
-18.03%
|
293
|
AMWD
|
3/17/2016
|
10.10%
|
291
|
CASY
|
5/12/2016
|
4.25%
|
235
|
AVB
|
5/24/2016
|
0.58%
|
223
|
AEM
|
6/7/2016
|
-16.08%
|
209
|
ESRX
|
6/13/2016
|
-9.38%
|
203
|
AMED
|
6/16/2016
|
-15.38%
|
200
|
FRO
|
6/27/2016
|
-7.22%
|
189
|
ASTE
|
7/12/2016
|
15.07%
|
174
|
MFC
|
9/1/2016
|
31.61%
|
123
|
SFM
|
9/8/2016
|
-3.86%
|
116
|
CFFN
|
9/12/2016
|
18.53%
|
112
|
FIG
|
12/6/2016
|
-4.33%
|
27
|
(Since 5/31/2011)
|
|||
S&P
|
Annualized
|
9.53%
|
|
Sector Model
|
Annualized
|
15.19%
|
|
Full Model
|
Annualized
|
12.29%
|
|
S&P
|
Total
|
66.43%
|
|
Sector Model
|
Total
|
120.54%
|
|
Full Model
|
Total
|
91.27%
|
|
Sector Model
|
Advantage
|
5.65%
|
|
Full Model
|
Advantage
|
2.76%
|
|
Previous
|
2017
|
||
S&P
|
66.43%
|
0.00%
|
|
Sector Model
|
120.54%
|
0.00%
|
|
Full Model
|
91.27%
|
0.00%
|
Now that the short term (Rabbit) and long term (Turtle)
strategies have been recombined, I will be listing the total returns for all
stock trades from all iterations of the model, and proceeding with the long
term holding period of the Turtle.
With a single stock model and a single etf model, I’ll go
back to the simpler naming convention of the ETF “Sector Model” and the Stock “Full
Model”.
As can be seen from the graph, the Sector Model continues to
behave consistently between the backtested and live traded returns.
Both models are, as they say, “ready for prime time”. I’ll continue with the blog, but allow the
models to self-evolve according to the performance metrics embedded into
them. The average holding period on the
Sector Model is just shy of a month – with some holds whipsawing a few times in
a week and others lasting for months.
The average holding period on the Full Model is five and a half years,
and growing.
That translates to an average trade on the Sector Model to
once a month and on the Full Model to once a quarter (i.e. one out of twenty
stocks). It’s possible to have several
quick trades on the Full Model, but those will be extremely rare.
And that’s that. The
Models are complete. It’s just a matter
of continuing to invest and plan for retirement.
Good investing everyone.
Let’s have a saner path to retirement than the stock flippers and day
traders do.
Tim
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