1/29/2014 premarket rotation

Style Model Small Value

Sector Model XLU 1.41%

Large Portfolio Date Return Days
ABX 4/11/2013 -21.89% 292
NEM 9/30/2013 -11.14% 120
ISRG 10/21/2013 8.77% 99
EW 10/28/2013 -13.99% 92
JOY 11/18/2013 -4.84% 71
OXY 11/27/2013 -8.92% 62
MUR 12/23/2013 -3.81% 36
SWM 12/31/2013 -9.52% 28
NKE 1/7/2014 -6.10% 21
BTI 1/15/2014 -0.81% 13

(Since 5/31/2011)
S&P Annualized 11.38%
Sector Model Annualized 22.77%
Large Portfolio Annualized 27.16%


From: [url]http://market-mousetrap.blogspot.com/2014/01/1292013-premarket-rotation.html[/url]

Rotation: selling NKE; buying BBOX

This is the first rotation into the revised buying strategy that combines elements of the sector and the style model.

The sector model aggressively selects between 9 sectors.

The style model aggressively selects between 9 styles.

The combination of the two should add the alpha of each to the full model.

Time will tell.

Tim