Roundup: Kaeppel’s Sector Seasonality Strategy
This is a roundup of our recent posts re: Kaeppel’s Sector Seasonality Strategy.
Explains the rules of the strategy and shows performance from 1987 using Fidelity Select Sector Funds.
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.
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.
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