Timothy Clontz
02-13-2014, 07:01 AM
Style Model Mid Blend
Sector Model XLU 0.00%
Large Portfolio Date Return Days
ABX 4/11/2013 -21.19% 307
NEM 9/30/2013 -18.88% 135
EW 10/28/2013 -13.43% 107
JOY 11/18/2013 -0.71% 86
OXY 11/27/2013 -4.92% 77
MUR 12/23/2013 -11.50% 51
SWM 12/31/2013 -11.99% 43
TM 2/3/2014 2.44% 9
RS 2/10/2014 4.28% 2
CSCO 2/12/2014 0.62% 0
(Since 5/31/2011)
S&P Annualized 11.81%
Sector Model Annualized 25.98%
Large Portfolio Annualized 26.73%
Rotation: selling OXY; buying ITRI.
Please note the correction to the matrix after the close. The sector model will move into XLU if there is a favorable gap (unlikely).
Otherwise I’ll recalculate before the close.
Tim
Sector Model XLU 0.00%
Large Portfolio Date Return Days
ABX 4/11/2013 -21.19% 307
NEM 9/30/2013 -18.88% 135
EW 10/28/2013 -13.43% 107
JOY 11/18/2013 -0.71% 86
OXY 11/27/2013 -4.92% 77
MUR 12/23/2013 -11.50% 51
SWM 12/31/2013 -11.99% 43
TM 2/3/2014 2.44% 9
RS 2/10/2014 4.28% 2
CSCO 2/12/2014 0.62% 0
(Since 5/31/2011)
S&P Annualized 11.81%
Sector Model Annualized 25.98%
Large Portfolio Annualized 26.73%
Rotation: selling OXY; buying ITRI.
Please note the correction to the matrix after the close. The sector model will move into XLU if there is a favorable gap (unlikely).
Otherwise I’ll recalculate before the close.
Tim