|
PureBytes Links
Trading Reference Links
|
Nice piece of work Gitanshu!
One suggestion - having played with seasonal patterns a little myself, I
would compare all indices and sectors during the same time period.
Statements such as: "Sector picking (through Sector Mutual Funds or
their tracking sector stocks) – beat S&P 500 Indexing by a factor of 10
to 1 since 1994" are a little misleading because your S&P index data
goes back to 1950 while most of your sectors only go back to the mid
1990s. The seasonal patterns and rates of return for the S&P 500 have
been considerably different the last few years as the market went
straight up so I think comparisons would be more valid if they covered
the same time period - say 1994 to present or however far back you can
get the data for everything.
This isn't meant as a criticism; just a helpful suggestion. I really do
like what you've done. I'd like to see anything else you care to share.
--
Dennis
|