Tuesday, May 7, 2013

T6 Update + Alternate Portfolios

Here's a check on the T6 Bullish model which is still chugging along and now has QQQ and XLF in the top2 slots...as mentioned yesterday this is the oft recognized precursor of bullish more sentiment.
XLU and XLV have rolled over...at least temporarily...having made the greatest gains of the 6 components.
The change in momentum can be seen clearly by looking at the 5 Day and 10 Day return columns.

For those readers interested in doing a bit of testing with the T6 software, including the weekly version, I have added a few more T6 Sample Portfolios in the USER REFERENCE section (in the right margin), including a beta neutral and beta negative model.  These models have performed well using the T6 weekly software and a 7 year lookback and constrain drawdown dramatically while still approximating returns of the SPY.
Since most readers want a low maintenance portfolio these models may provide some useful guidance.
We'll focus on expectations from these models in upcoming posts and explore alternate top # sorts.
Click once on chart to clarify and enlarge.