October | 2020 | iMarketSignals

This 5-stock trading strategy with the Utility Sector stocks of the S&P 500 produces much higher returns than the Utility Select Sector SPDR Fund (XLU).
The universe from which stocks are selected holds point-in-time, the S&P 500 utility 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 10/1/2020 this strategy would have produced an annualized return (CAGR) of 12.7%, versus the 10.2% CAGR of XLU over this period.