No. of Recommendations: 17
I went ahead and ran the numbers as follows:
1. The first day when Brent Crude pops from a 3-Month low by 35% a signal is issued and held for six months
2. New 35% pops in Brent prices produces a new signal and an extension of another six months
During the "bearish" periods - after a pop of 35% and a hold of six months the returns are (based on CAGR):
Investment Symbol Bearish
Spdr Select Sector Fund Materials XLB 11.36%
Spdr Select Sector Fund Consumer Discretionary XLY 9.58%
Spdr Select Sector Fund Energy Select Sector XLE 9.38%
Spdr Select Sector Fund Industrial XLI 9.32%
Spdr Select Sector Fund Utilities XLU 8.72%
Spdr Select Sector Fund Health Care XLV 6.90%
Spdr Select Sector Fund Consumer Staples XLP 6.81%
Spdr Select Sector Fund Financial XLF 5.93%
Spdr Select Sector Fund Technology XLK 4.51%
S&P 500 ^GSPC 3.85%
In contrast, during the bullish periods - when the above is NOT true:
Investment Symbol Bullish
Spdr Select Sector Fund Technology XLK 12.09%
Spdr Select Sector Fund Consumer Discretionary XLY 9.58%
Spdr Select Sector Fund Industrial XLI 9.49%
Spdr Select Sector Fund Health Care XLV 9.10%
Spdr Select Sector Fund Energy Select Sector XLE 8.67%
Spdr Select Sector Fund Utilities XLU 7.60%
Spdr Select Sector Fund Consumer Staples XLP 6.76%
Spdr Select Sector Fund Materials XLB 6.67%
Spdr Select Sector Fund Financial XLF 5.50%
S&P 500 ^GSPC 8.76%
