|
Sector Model
|
XLV
|
0.25%
|
|
|
Full Model
|
Date
|
Return
|
Days
|
|
BT
|
8/11/2015
|
-57.48%
|
1015
|
|
TMK
|
11/23/2015
|
46.33%
|
911
|
|
NVR
|
12/16/2015
|
82.37%
|
888
|
|
CMP
|
2/19/2016
|
8.53%
|
823
|
|
NVR
|
2/22/2016
|
90.06%
|
820
|
|
AMWD
|
3/17/2016
|
29.63%
|
796
|
|
CASY
|
5/12/2016
|
-10.60%
|
740
|
|
AEM
|
6/7/2016
|
-13.40%
|
714
|
|
ESRX
|
6/13/2016
|
0.80%
|
708
|
|
AMED
|
6/16/2016
|
46.78%
|
705
|
|
FRO
|
6/27/2016
|
-32.50%
|
694
|
|
ASTE
|
7/12/2016
|
2.81%
|
679
|
|
MFC
|
9/1/2016
|
52.92%
|
628
|
|
SFM
|
9/8/2016
|
11.59%
|
621
|
|
CFFN
|
9/12/2016
|
2.11%
|
617
|
|
FOSL
|
5/11/2017
|
37.19%
|
376
|
|
HIBB
|
7/25/2017
|
116.79%
|
301
|
|
FOSL
|
7/27/2017
|
79.44%
|
299
|
|
HZO
|
8/1/2017
|
60.61%
|
294
|
|
CMPR
|
12/27/2017
|
15.62%
|
146
|
|
(Since 5/31/2011)
|
|||
|
S&P
|
Annualized
|
10.70%
|
|
|
Sector Model
|
Annualized
|
15.06%
|
|
|
Full Model
|
Annualized
|
15.14%
|
|
|
S&P
|
Total
|
103.22%
|
|
|
Sector Model
|
Total
|
166.16%
|
|
|
Full Model
|
Total
|
167.36%
|
|
|
Sector Model
|
Advantage
|
4.37%
|
|
|
Full Model
|
Advantage
|
4.44%
|
|
|
Previous
|
2018
|
||
|
S&P
|
98.38%
|
2.44%
|
|
|
Sector Model
|
172.95%
|
1.68%
|
|
|
Full Model
|
145.63%
|
8.84%
|
Coming out of radio silence, some plans for the future.
The Full Model is now consistently beating the earlier fundamental parameters I originally experimented with, and is now ahead of the Sector Model. The plan was to find a long term stock model that could beat both the S&P and the Sector Model, and it appears that after 7 years of live trading, I’m there.
That said, I’ll continue to post the Sector Model at least through the end of this year. But the plan has always been to have a full stock model as an open portfolio.
The holding period for the average stock is set at 2061 days, and may finally be topped out. At 5.6 years on average, the typical trade in a 20 position portfolio is 103 calendar days.
The Full Model is now consistently beating the earlier fundamental parameters I originally experimented with, and is now ahead of the Sector Model. The plan was to find a long term stock model that could beat both the S&P and the Sector Model, and it appears that after 7 years of live trading, I’m there.
That said, I’ll continue to post the Sector Model at least through the end of this year. But the plan has always been to have a full stock model as an open portfolio.
The holding period for the average stock is set at 2061 days, and may finally be topped out. At 5.6 years on average, the typical trade in a 20 position portfolio is 103 calendar days.
That’s a painfully easy portfolio to manage. Even a 100 position portfolio would only
trade once every three weeks.
Exciting? No. But that’s a good thing.
Tim
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