|
Sector Model
|
XLI
|
-3.61%
|
|
|
Full Model
|
Date
|
Return
|
Days
|
|
BT
|
8/11/2015
|
-46.59%
|
1200
|
|
TMK
|
11/23/2015
|
46.07%
|
1096
|
|
NVR
|
12/16/2015
|
49.67%
|
1073
|
|
CMP
|
2/19/2016
|
-22.22%
|
1008
|
|
NVR
|
2/22/2016
|
55.98%
|
1005
|
|
AMWD
|
3/17/2016
|
-3.31%
|
981
|
|
CASY
|
5/12/2016
|
12.38%
|
925
|
|
AEM
|
6/7/2016
|
-24.22%
|
899
|
|
ESRX
|
6/13/2016
|
25.58%
|
893
|
|
FRO
|
6/27/2016
|
-10.23%
|
879
|
|
MFC
|
9/1/2016
|
29.67%
|
813
|
|
SFM
|
9/8/2016
|
36.28%
|
806
|
|
CFFN
|
9/12/2016
|
9.67%
|
802
|
|
FOSL
|
5/11/2017
|
34.90%
|
561
|
|
HIBB
|
7/25/2017
|
31.37%
|
486
|
|
FOSL
|
7/27/2017
|
76.45%
|
484
|
|
HZO
|
8/1/2017
|
41.28%
|
479
|
|
BCE
|
5/31/2018
|
4.76%
|
176
|
|
DFS
|
10/21/2018
|
-6.88%
|
33
|
|
CL
|
10/29/2018
|
2.87%
|
25
|
|
(Since 5/31/2011)
|
|||
|
S&P
|
Annualized
|
9.49%
|
|
|
Sector Model
|
Annualized
|
11.81%
|
|
|
Full Model
|
Annualized
|
13.05%
|
|
|
S&P
|
Total
|
97.01%
|
|
|
Sector Model
|
Total
|
130.59%
|
|
|
Full Model
|
Total
|
150.45%
|
|
|
Sector Model
|
Advantage
|
2.33%
|
|
|
Full Model
|
Advantage
|
3.57%
|
|
|
Previous
|
2018
|
||
|
S&P
|
98.38%
|
-0.69%
|
|
|
Sector Model
|
172.95%
|
-10.95%
|
|
|
Full Model
|
145.63%
|
1.96%
|
With the S&P negative for the year, and the makings of a
stealth bear market, the Sector Model has taken quite a beating.
What’s worse is that XLI in backtests normally precedes a
bad outcome for the market over the course of the next year.
The Full Model is set up this morning for a potential trade
between AEM and ATVI, provided AEM is still performing better than ATVI by the 1:00PM
close.
Tim
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