Thursday, January 31, 2019

Sunday, January 27, 2019

1/27/2019 Inhale, Exhale


Sector Model
XLI
-3.35%
Full Model
Date
Return
Days
BT
8/11/2015
-48.50%
1264
TMK
11/23/2015
41.56%
1160
NVR
12/16/2015
51.75%
1137
CMP
2/19/2016
-18.97%
1072
NVR
2/22/2016
58.14%
1069
AMWD
3/17/2016
-1.24%
1045
CASY
5/12/2016
19.72%
989
FRO
6/27/2016
-23.06%
943
MFC
9/1/2016
27.09%
877
SFM
9/8/2016
22.71%
870
CFFN
9/12/2016
13.48%
866
FOSL
5/11/2017
21.12%
625
HIBB
7/25/2017
26.79%
550
FOSL
7/27/2017
58.42%
548
HZO
8/1/2017
23.91%
543
BCE
5/31/2018
6.35%
240
DFS
10/21/2018
-9.70%
97
CL
10/29/2018
3.43%
89
ATVI
11/23/2018
-6.11%
64
KMI
12/31/2018
12.28%
26
(Since 5/31/2011)
S&P
Annualized
9.30%
Sector Model
Annualized
12.97%
Full Model
Annualized
12.22%
S&P
Total
97.58%
Sector Model
Total
154.49%
Full Model
Total
141.83%
Sector Model
Advantage
3.67%
Full Model
Advantage
2.92%
Previous
2019
S&P
85.79%
6.35%
Sector Model
129.27%
12.70%
Full Model
122.54%
8.67%



We are in a period of systemic risk, causing normal rotation to go haywire.  I've been sitting on a potential FRO to ALLE trade in which the price ratios keep dropping in the wrong direction to set up a trade.  Either the relative prices need to reverse, or the model needs to select another trade.  Either way, I continue to wait.

The Sector Model also has been struggling, and is well under its long term regression line:


Gains are never a straight line.  The market inhales and exhales, and sometimes you just have to hold your own breath until the market comes around to the right set-up.

Tim








Sunday, January 20, 2019

1/20/2019 The Waiting Continues


Sector Model
XLI
-3.19%
Full Model
Date
Return
Days
BT
8/11/2015
-48.90%
1258
TMK
11/23/2015
39.37%
1154
NVR
12/16/2015
50.15%
1131
CMP
2/19/2016
-20.67%
1066
NVR
2/22/2016
56.47%
1063
AMWD
3/17/2016
2.05%
1039
CASY
5/12/2016
20.05%
983
FRO
6/27/2016
-18.27%
937
MFC
9/1/2016
29.92%
871
SFM
9/8/2016
26.78%
864
CFFN
9/12/2016
12.90%
860
FOSL
5/11/2017
24.65%
619
HIBB
7/25/2017
19.69%
544
FOSL
7/27/2017
63.04%
542
HZO
8/1/2017
36.03%
537
BCE
5/31/2018
5.57%
234
DFS
10/21/2018
-10.18%
91
CL
10/29/2018
4.05%
83
ATVI
11/23/2018
-4.44%
58
KMI
12/31/2018
13.99%
20
(Since 5/31/2011)
S&P
Annualized
9.36%
Sector Model
Annualized
13.03%
Full Model
Annualized
12.42%
S&P
Total
98.08%
Sector Model
Total
154.93%
Full Model
Total
144.63%
Sector Model
Advantage
3.67%
Full Model
Advantage
3.06%
Previous
2019
S&P
85.79%
6.62%
Sector Model
129.27%
12.89%
Full Model
122.54%
9.93%



Still no trade setup.  There is a potential for a FRO to ALLE trade, but not at the current prices.



The waiting continues.



Tim