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Sorry for the confusion. There was an error in my formula that was nagging me, and it took a while for me to get to the bottom of it.

Good thing, too, because I was able to fix something else I had thought of.

I'll be following the formula shown by the purple line until the sector configuration is that of a bull market. At that point I'll revert to the gold line. They both have similar long term results, but the purple is best for the faint of heart...

Currently calling for 110% long XLF and 50% short XLK.

On the full model I'll be 100% long the fundamental selections, 10% long XLF, and 50% short XLK.