IFFT - A Stock Model That Profits From The Seasonal Performance Anomaly Of The S&P 500.

• This strategy exploits the anomaly that equities perform best from November to April, and less so from May to October during most years.
• ETFs (XLV, XLI, XLY, XLB) have historically performed best from November to April, and ETFs (XLK, XLP, XLU, QQQ) have done better than the first group from May to October.
• The super-sector models termed “aggressive” and “defensive” combine, respectively, the Top5(Sector)Select models for ETFs (XLV, XLI, XLY, XLB) and ETFs (XLK, XLP, XLU, QQQ), all previously published on Seeking Alpha.
• This strategy invests alternatingly in the aggressive- and defensive super-sector models during their respective “good” 6-month periods.
• From Jan-2000 to Nov-2020 a backtest shows that this strategy would have outperformed the SPDR S&P 500 ETF Trust (SPY), producing an annualized return of 23.3% versus 6.1% for SPY.

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