The 6-month sector strategy/signal is tracked on other sites such as CXO Advisory and I thought it would be helpful to track it in a hypothetical portfolio with a $10,000 starting value. As with the other portfolios I track, the new format will be to post the current signal/position on the portfolio page of Scott's Investments but the historical trades and dividend data will be tracked offline in order make the data tracking procedure more efficient. Performance metrics will be posted on a monthly basis.
Now you can follow me on Stocktwits and Twitter!
How has this strategy backtested? Using ETFReplay.com, I tested a strategy which purchased the top 1 ETF based on the highest previous 6 month performance. The nine ETFs used as the pool of investments are below:
| Symbol | Name | ||
| XLB | Materials Select Sector SPDR | ||
| XLE | Energy Select Sector SPDR | ||
| XLF | Financial Select Sector SPDR | ||
| XLI | Industrial Select Sector SPDR | ||
| XLK | Technology Select Sector SPDR | ||
| XLP | Consumer Staples Select Sector SPDR | ||
| XLU | Utilities Select Sector SPDR | ||
| XLV | Health Care Select Sector SPDR | ||
| XLY | Consumer Discret Select Sector SPDR |
The strategy has performed as follows since 2003 (tests exclude slippage, commission, and taxes):
The Global Sector ETF portfolio will be dropped in its entirety in order to free up more of my time for other strategies.
For those wishing to view historical data for each portfolio, the old spreadsheets will be moved to the Archived Portfolio Returns section of the site.
Disclaimer: No current positions in stocks mentioned. Please note that Scott's Investments and its author is not a financial adviser. Please consult your own investment adviser and do your own due diligence before making any investment decisions. Please read the full disclaimer at the bottom of Scott's Investments.
No comments:
Post a Comment