1 | Longs | Shorts | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
2 | Portfolio 4 | Week 1 | Week 2 | Week 3 | Week 4 | Portfolio 4 | Week 1 | Week 2 | Week 3 | Week 4 | |
3 | XRT | 3.62% | -5.33% | 1.72% | 5.03% | JNK | 1.61% | -1.60% | 0.28% | 1.18% | |
4 | XLY | 2.24% | -6.08% | 1.43% | 4.14% | XLI | 3.98% | 0.34% | 0.10% | 3.27% | |
5 | XHB | 3.23% | -4.20% | 1.61% | 4.09% | VEU | 3.91% | -2.38% | -1.00% | 3.22% | |
6 | MDY | 4.47% | -2.87% | 0.39% | 3.49% | EWQ | 3.50% | -2.30% | -1.54% | 4.12% | |
7 | IYT | 3.70% | -0.28% | 1.76% | 3.45% | HEDJ | 3.40% | -4.44% | -1.68% | 4.52% | |
8 | XME | 13.04% | 8.48% | 3.27% | 1.56% | XLU | 4.48% | 1.56% | -1.85% | 1.39% | |
9 | XLP | 3.84% | -2.59% | 1.14% | 1.53% | EPI | 3.61% | -2.53% | -5.77% | 1.36% | |
10 | GDXJ | 6.10% | 10.23% | 9.20% | -0.89% | ||||||
11 | Mean Cumulative Return | 5.03% | -0.33% | 2.57% | 2.80% | Mean Cumulative Return | 3.50% | -1.62% | -1.64% | 2.72% | |
12 | |||||||||||
13 | Portfolio 4 | Week 1 | Week 2 | Week 3 | Week 4 | Total | |||||
14 | Net Cumulative Return | 1.53% | 1.29% | 4.21% | 0.08% | 7.11% | |||||