- This 5-stock trading strategy with the Consumer Staples Sector stocks of the S&P 500 produces much higher returns than Consumer Staples Select Sector SPDR Fund (XLP).
- The universe from which stocks are selected holds point-in-time, the S&P 500 consumer non-cyclical stocks of FactSet’s Revere business Industry Classification System.
- The model ranks the stocks of this custom universe with a modified “Greenberg” ranking system and selects periodically the highest ranked stocks which also satisfy stipulated yield requirements.
- From 1/2/2009 to 9/23/2020 this strategy would have produced an annualized return (CAGR) of 25.3%, significantly more than the 11.4% CAGR of XLP over this period.
For further details see:
Profiting From Trading Stocks Of The S&P 500 Consumer Staples Sector