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Summary Results - May 7 to Nov 8, 2013
Hi-
Here is a compilation of the data I report in this thread. Recall, this portfolio is always long, and no accommodation is made for market direction.
From May 7 to Nov 8:
LEV Leaders (close-to-close) = +17.02% & (open-to-close) = +9.96%
Note: a 5d rolling portfolio better approximates close-to-close performance because open-to-close results ignore gains or losses that occur outside market hours.
SPY = +9.77%
Oct 2013 was notable because SPY increased about 4.6% in Oct vs the LEV Leader's decline of -5.3%. Thus, the LEV Leaders gave back about 10% of its May through Sept out-performance vs SPY.
I am not sure how to explain these results or what happened in Oct, other than speculating about possible leadership rotation, e.g. leading oil producers seem to be reversing fortunes, and maybe the 3 month RS criteria is not fast enough to reflect changes that happen in a few weeks. In any event, I will continue to report results here.
Shawn
[ATTACH=CONFIG]20704[/ATTACH]
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LEV Leaders - Nov 11 Performance
Hi-
Results for Mon, Nov 11, 2013:
[ATTACH=CONFIG]20751[/ATTACH]
Shawn
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LEV Leaders - Nov 12 Performance
Hi-
Results for Tu, Nov 12, 2013
[ATTACH=CONFIG]20771[/ATTACH]
Shawn
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LEV Leaders - Nov 13 Performance
Hi-
Results for Wed, Nov 13, 2013:
[ATTACH=CONFIG]20798[/ATTACH]
Take care,
Shawn
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LEV Leaders - Nov 14 Performance
Hi-
Results for Th, Nov 14, 2013:
[ATTACH=CONFIG]20820[/ATTACH]
Shawn
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LEV Leaders - Nov 15 Performance
Hi-
Results for Fri, Nov 15, 2013 :
Looks like we are back to the +2x SPY out performance
[ATTACH=CONFIG]20853[/ATTACH]
Shawn
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LEV Leaders - Nov 18 Performance
Hi-
Results for Mon, Nov 18, 2013
[ATTACH=CONFIG]20875[/ATTACH]
Shawn
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LEV Leaders - Nov 20 Performance
Hi-
Missed Nov 19 due to visitors in town. I will try to catch up as I can.
For Wed, Nov 20, 2013:
[ATTACH=CONFIG]20967[/ATTACH]
Shawn
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LEV Leaders - Nov 21 Performance
Hi-
For Th, Nov 21, 2013:
[ATTACH=CONFIG]20968[/ATTACH]
Shawn