- 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 Fund (XLI).
- 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.
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