Roundup: Kaeppel’s Sector Seasonality Strategy

14Jan10

This is a roundup of our recent posts re: Kaeppel’s Sector Seasonality Strategy.

>> Strategy Explained & Tested

Explains the rules of the strategy and shows performance from 1987 using Fidelity Select Sector Funds.

>> Strategy Explored: Breaking Out Individual Sectors

Tests each of the individual sector plays that are part of Kaeppel’s strategy. The energy play has been the most effective and gold the most questionable.

>> Strategy Explored: Uptrend Confirmation

Tests an addition to the strategy: requiring confirmation of an uptrend before taking the month’s trade. In short, this addition has hurt performance historically, possibly indicating that the strategy is especially curve-fit.

Happy Trading,
ms

. . . . .

To stay up to date with what’s happening at the MarketSci Blog, we recommend subscribing to our RSS Feed or Email Feed.



No Responses Yet to “Roundup: Kaeppel’s Sector Seasonality Strategy”

  1. Leave a Comment

Leave a Reply

Please log in using one of these methods to post your comment:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Connecting to %s