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Models this week:
Timing Model = 4.5
100% Long
Global Allocation of long positions
MSCI EAFE Index 40%
MCCI Emerging Markets Index 30%
Russell 3000 Index - U.S. 30%
U.S. Sector Ranks
Mid Cap Value 3.5
U.S. Leisure Goods 3.0
U.S. Oil Equipment, Services & Distribution 3.0
Composite Internet 2.5
Mid Cap Growth 2.5
U.S. Health Care 2.5
U.S. Oil & Gas 2.5
U.S. Pharmaceuticals 2.5
U.S. Utilities 2.5
Top Intl. ETFs
MSCI Malaysia Index Fund 3
MSCI Australia Index Fund 3 EAFE
MSCI Germany Index Fund 3 EAFE
MSCI Pacific ex-Japan Index Fund 3
S&P Latin America 40 Index Fund 3
MSCI Sweden Index Fund 3
MSCI Netherlands Index Fund 3
MSCI EMU Index Fund 3
MSCI Singapore Index Fund 3
MSCI Austria Index Fund 3
A few things of note this week.
It looks like there could be a fundamental style shift taking place - Growth stocks are beginning to dominate the momentum ranks as well as outperforming value according to other indicators I follow. Could this be the long awaited style swing from value to growth?
My timing model ticked down another half point this week but it's still signaling 100% long. I expect backfilling in earnest this coming week. Several sectors are short term OB.
Basic Materials plummeted from my top ranks mainly because it's so OB and seasonality is now a negative going into May.
The Healthcare and Pharma sectors are rockin but HC also looks really OB on a short term basis.
Nice weekly report on your multi-ROC nations and sectors, Tom K. I was wondering where you got your raw data, and how you got your data into an Excel spreadsheet? How do you handle 50 or a hundred ETFs each week? Do you do some things monthly? What data source do you use? Do you pay for data? Do you use the free data from Yahoo?
Much appreciated,
Anon
Use Yahoo and set up a web query in Excel. Peter Ponzi has lots of examples on his site. http://www.gummy-stuff.org/Yahoo-data.htm
You can also use Stockcharts.com perf charts if you want to enter the ROCs manually.
Roger.
I'm glad that you had a good trip; and I must say that I'm still impressed at your dog's continued obedience to your command, "All done."
Speaking of all done; what's your current thinking this year to the old adage: "Sell in May and go away"? (for the summer that is, for the folks not familiar with the saying)
I'm in a rather large 40% cash position at the present time.
Thanks.
Thanks Tom K, that “gummy-stuff” page (and site) is fabulous. I’ve been fooling around with a few multi-ROC spreadsheets over the last week and came up with this technique for grabbing data.
Instead of going to the Yahoo page, then the stock/ETF page, then the “Download To Spreadsheet” page, then hit the “Download To Spreadsheet” button, manually, I use the full address for the button.
For Health Care SPDR (XLV) here’s what it looks like:
http://ichart.finance.yahoo.com/table.csv?s=XLV&a=03&b=17&c=2006&d=03&e=23&f=2007&g=w&ignore=.csv
“s” is the stock, ETF or fund. Use Yahoo symbols, only.
“a” is the Start Date; month. Months, and only months, start with 00, so April is 03, not 04.
“b” is the Start Date; day
“c” is the Start Date; year
“d” is the End Date; month
“e” is the End Date; day
“f” is the End Date; year
“g=” is either d,w,m and means day, week or year
To get a full address from a download button, right click the button, then select “Open in New Window” This puts the full address into the address bar where it can be copied.
To make changing the addresses fast and easy, I have all of my addresses in a Word document. That way I can easily and quickly edit them. They have to be updated each week or month. And, they can be launched directly from Word, and will open in their own Excel spreadsheet.
This is as automated as I have been able to get, so far.
Wow! Thanks Tom K, I’ve just imported my first stock data using “web query” in Excel. Neat!!!
There’s quite a few web sites explaining the technique, so I’ll have a lot of reading to do for the next few weeks.
Two such sites are:
An overview from Microsoft, “Getting data from the Web”
http://office.microsoft.com/en-us/excel/HA010450851033.aspx
And a site called “Excel Web Query Secrets Revealed”
http://www.vertex42.com/News/excel-web-query.html
There’s quite a lot of information on the subject from a Google search “web query in Excel”
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