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Dingo,
You are absolutely right to be concerned about performance
since Jan 2001 compared to the prior years. From
1987 to 2000 the annual average was 49% with the lowest
year averaging 30%. But in 2001 the average was 8% and in
2002 the average was 0% (the conservative system made 2%
and the aggressive one lost 2%).
I mentioned the Yurconis sector systems only because they
did so much better than the Pankin ones for 2001 and 2002.
Yurconis was flat to up slightly which looks good if
compared to the 20% losses for each year by the Pankin
system. The benchmark SP500 had losses of 13% and 20% for
those years.
Ideally one (me) would want a sector rotation system that
was better than either of these. However, the Yurconis
approach, while not perfect, appears to be a lot "safer"
than some others.
Someone else asked me about 2003 performance but I do not
have any numbers for that years. My understanding is that
the "conservative" sector system spent most of 2003 in
"cash" - not unreasonable given its name. But I guess it
spent too much time there since Dennis appears to be
setting it aside, at least temporarily, in favor of putting
more funds into the aggressive system.
b
--- dingo <dingo@xxxxxxxxxxxx> wrote:
> but look at his curve since Jan 01..looks like he ran
> outta gas..
>
> d
>
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