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Sector Strength Table

 

How to best interpret this table?

Start by moving your gaze to the far right of the table.

There is a row for each of the Sector averages and their respective names are  in the "Fund Name" column.  The column, right next to it, labeled "Today" contains the score for each average as of today.

The remaining columns that are labeled "-nwk" contain the score for the same average n weeks earlier.

How to use this table profitably in your trading regimen?

The benefit of seeing the average scores in such a time-varying format is that you can see Sector averages fade-in and fade-out of glory.

You can use this table to spot classical Sector Rotation and hopefully be able to implement a successful Tactical Sector Allocation strategy. I may publish some information on this at a later date.

The Sector score formula itself is proprietary. However you are encouraged to give a shot at reverse engineering it.

As always, if you have any suggestions that may be useful, feel free to drop me a note.

 

 

 

-27wk -26wk -25wk -24wk -23wk -22wk -21wk -20wk -19wk -18wk -17wk -16wk -15wk -14wk -13wk -12wk -11wk -10wk -9wk -8wk -7wk -6wk -5wk -4wk -3wk -2wk -1wk Today Fund Name
68 74 69 64 62 56 54 39 29 26 29 26 26 27 30 33 36 27 29 32 25 20 20 20 22 29 27 23 Materials
73 77 73 69 66 62 64 64 50 38 32 26 25 24 25 32 30 25 27 35 33 24 23 24 26 33 32 32 Energy
64 69 60 59 56 48 34 30 32 32 35 39 48 63 67 64 62 67 64 50 47 32 29 28 27 34 33 31 Stpls
62 60 44 34 27 28 23 20 22 17 36 42 50 54 52 52 60 61 49 51 49 33 33 32 29 32 26 23 Financial
64 70 60 54 47 41 31 25 24 20 30 35 40 53 59 60 67 67 60 50 40 26 23 24 24 30 25 22 Discretionary
50 55 53 55 50 39 32 32 36 44 54 62 70 74 74 69 66 55 42 33 30 22 24 30 30 34 32 29 Health Care
70 74 63 61 51 39 31 24 25 22 31 35 38 48 52 54 60 48 37 32 25 19 20 20 22 29 27 24 Industrial
71 76 74 74 75 72 75 76 52 45 35 33 30 25 27 30 28 23 22 25 22 18 18 20 21 25 22 20 Metals & Mining
65 68 71 71 67 67 68 59 53 48 37 28 26 27 27 31 30 26 22 28 28 20 22 26 28 34 33 35 Utilities
71 75 68 69 67 61 45 32 28 24 26 27 29 42 48 51 48 33 27 28 28 20 21 22 24 30 26 23 Technology

Table updated Wed Nov 19 23:08:09 PST 2008 .

Note: I noticed that for some reason these pages are best rendered in Firefox. In Internet Explorer, they don't look that great. If you happen to know what the reason may be, let me know and I will go ahead fix the pages.

 

 

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