iMarketSignals | Page 63

This 5-stock trading strategy with the Healthcare Sector stocks of the S&P 500 produces much higher returns than the Healthcare Select Sector SPDR Fund (XLV).
The universe from which stocks are selected holds point-in-time, the S&P 500 healthcare stocks of FactSet’s Reverse 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 industry and yield requirements.
From 1/2/2009 to 9/28/2020 this strategy would have produced an annualized return (CAGR) of 23.6%, significantly more than the 13.8% CAGR of XLV over this period.