|
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
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