Thursday, February 25, 2016

M11 Utilities XLU Update.....02.25.16

The M11 XLU top 2 model has proven to be one, if not the best, performing model Mosaic has followed in 2016.  The drawdown metrics continue to be outstanding and even though XLU itself has stalled on several occasions the rotation into the top momentum components has proven a winning strategy.
We're just showing the momentum mode for now but when and if XLU starts to deteriorate then a switch into the mean reversion mode may be prudent and we'll post such developments accordingly.