- This 5-stock trading strategy with the Industrial sector stocks of the S&P 500 produces much higher returns than the Industrial Select Sector SPDR ETF.
- The universe from which stocks are selected holds point-in-time the S&P 500 industrial stocks of FactSet’s Revere Business Industry Classification System.
- The model ranks the stocks of this custom universe with the Portfolio123 “Greenblatt” ranking system and selects periodically the highest ranked stocks which also satisfy stipulated yield requirements.
- From 1/2/2009 to 10/2/2020, this strategy would have produced an annualized return (CAGR) of 20.6%, significantly more than the 12.7% CAGR of XLI over this period.
For further details see:
Profiting From Trading Stocks Of The S&P 500 Industrial Sector