The Motley Fool Discussion Boards
Investing/Strategies / Mechanical Investing
|Subject: Re: "Seven-Rules-Wall-Street-Crash-Tested&q||Date: 2/10/2013 5:21 PM|
|Author: klouche||Number: 241533 of 258175|
More forward testing based on the rules.
All the above are total gains for the 50 month period.
Definition: the SP500 contains nine sectors and 130 industries.
Blend of the 9 equal weight sectors is surprisingly strong. This would be buying, holding and rebalancing each of the nine Rydex equal weight SP500 ETFs. An equal weight of equal weights. Presumably better than RSP since RSP industry member counts are disimilar.
The Winter/Summer disparity is strong during this period.
Top 3 based on January is applying a rule in the book out of sample. The "rule" is, as goes January so goes the year