Returns for week ending 7/31/09
Model portfolio, hypothetical returns for past…
1 week: -0.1%
Year-to-date: +1.75%
52 weeks: +11.6%
Value of $10,000 invested at inception in 2003: $54,623
S&P 500 Index, returns for past…
52 weeks: % -22.2%
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Hi Chris,
ReplyDeleteI have developed a predictive model for selecting the stocks. The model uses selection criteria that have been shown to be correlated with price gains in stocks that fit within the "momentum" or "growth" category, as opposed to "value" stocks. The main drivers in the model are Industry Group Strength, Relative Strength, Sales Growth, Earnings Growth and Return on Equity. Most data is sourced from Thomson Reuters. Each week the model screens for stocks meeting the criteria (proprietary) and ranks them (proprietary) with the highest ranking stocks replacing the lower ranked stocks in the portfolio. For the past few months, few stocks have met the model's criteria, which leads to a higher than normal amount of cash in the portfolio. I expect that as more companies begin posting YOY Sales and Earnings growth that more stocks will meet the model's selection criteria. Hope this helps.