For those using the Lazy Man approach and just rebalancing on weekly bars here are the views of the compact delta neutral T6 and T2 weekly models. Keep in mind that the data won't update until after Monday's close so the metrics are reflective of performance as of 8.5 only.
The simple T6 model is shown with a top 1 sort and SPY has held that slot for months now so not a lot of trading involved.
Fact be known... since the first of the year SPY and SDY have held the top 2 slots.. so if you ran a top 2 sort portfolio you would have had no trading costs.....so pretty Lazy, to say the least.
Looking at the more diversified T2 model and a top 2 sort produces somewhat similar results but, as I've mentioned several times before, the IWM and XLV have been the ETFs that have driven this model. There's a bit more volatility involved as compared to the T6 and returns could obviously have been improved by adhering to our P6 money management guidelines.\
As with all models...the results shown DO NOT reflect employing the P6 safety net but rather reflect results that would be achieved by simply following the momentum rankings with no regard for underlying market weakness and consequent drawdowns.
Click once on charts to clarify.............
