October | 2020 | iMarketSignals

This 5-stock trading strategy with the Materials Sector stocks of the S&P 500 produces much higher returns than the Materials Select Sector SPDR Fund (XLB).
The universe from which stocks are selected holds point-in-time, the S&P 500 non-energy materials stocks of FactSet’s Reverse Business Industry Classification System.
The model ranks the stocks of this custom universe and selects periodically the highest ranked stocks which also satisfy stipulated yield requirements.
From 1/2/2009 to 10/21/2020 this strategy would have produced an annualized return (CAGR) of 19.2%, significantly more than the 11.5% CAGR of XLB over this period.