|
Sector Model
|
XLI and XLB
|
1.66%
|
|
|
Full Model
|
Date
|
Return
|
Days
|
|
BT
|
8/11/2015
|
-56.89%
|
1034
|
|
TMK
|
11/23/2015
|
45.75%
|
930
|
|
NVR
|
12/16/2015
|
92.71%
|
907
|
|
CMP
|
2/19/2016
|
8.76%
|
842
|
|
NVR
|
2/22/2016
|
100.83%
|
839
|
|
AMWD
|
3/17/2016
|
51.43%
|
815
|
|
CASY
|
5/12/2016
|
-13.89%
|
759
|
|
AEM
|
6/7/2016
|
-9.91%
|
733
|
|
ESRX
|
6/13/2016
|
3.27%
|
727
|
|
AMED
|
6/16/2016
|
59.31%
|
724
|
|
FRO
|
6/27/2016
|
-21.23%
|
713
|
|
ASTE
|
7/12/2016
|
3.25%
|
698
|
|
MFC
|
9/1/2016
|
50.37%
|
647
|
|
SFM
|
9/8/2016
|
8.49%
|
640
|
|
CFFN
|
9/12/2016
|
4.99%
|
636
|
|
FOSL
|
5/11/2017
|
96.68%
|
395
|
|
HIBB
|
7/25/2017
|
95.42%
|
320
|
|
FOSL
|
7/27/2017
|
157.25%
|
318
|
|
HZO
|
8/1/2017
|
65.99%
|
313
|
|
BCE
|
5/31/2018
|
3.16%
|
10
|
|
(Since 5/31/2011)
|
|||
|
S&P
|
Annualized
|
10.89%
|
|
|
Sector Model
|
Annualized
|
15.02%
|
|
|
Full Model
|
Annualized
|
16.59%
|
|
|
S&P
|
Total
|
106.80%
|
|
|
Sector Model
|
Total
|
167.36%
|
|
|
Full Model
|
Total
|
194.12%
|
|
|
Sector Model
|
Advantage
|
4.13%
|
|
|
Full Model
|
Advantage
|
5.70%
|
|
|
Previous
|
2018
|
||
|
S&P
|
98.38%
|
4.25%
|
|
|
Sector Model
|
172.95%
|
2.14%
|
|
|
Full Model
|
145.63%
|
19.74%
|
The Full Model continues to pull away from the benchmark set
by the Sector Model – now split in a double whipsaw and set to trade tomorrow into
XLU and/or XLP out of XLB and/or XLI.
The sector model trades are dependent upon intraday moves.
In any case, the Full Model is finally populated with enough
data to run on its own adaptive metrics, and it unlikely to make a trade until
October. The two exceptions would be a
perfect setup where the fundamental and technical buy and sell metrics line up,
or if one of the positions is thrown into cash by a corporate buyout or privatization.
Tim
No comments:
Post a Comment