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Cruise Control Portfolio
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Cruise Control Portfolios ( CCP )
SelectSectors.com
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Cruise Control Portfolio (CCP)
This portfolio is designed to perform sector
rotation automatically.
When the sectors are trending
and
Market Indicators are favorable, the
top ranked sectors should provide the best
Gain per unit Risk
returns.
However, augmenting the CCP selection
process with the sectors "support" and
"resistance" levels, should produce superior
results.
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Please note: For decades Fidelity offered
trading with their sectors based on hourly
pricing. They have now terminated hourly
pricing and imposed onerous trading rules.
For this reason I use the Fidelity Sectors
to determine the "Best" sectors, but then
purchase either the
underlying stocks or
corresponding ETFs, Holders, ETN etc.
As an example, Energy Services ( FSESX )
is currently a strong sector and Power
Shares ETF,
Dynamic Oil & Gas ( PXJ ) has
comparable performance. Also Utilities (
FSUTX ) has very strong long term
performance and
Vanguard's Utility ETF ( VPU ) has
comparable performance. ( 5/12/07 ) Schippi
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Please note: Changes have been made to the
CCP programs. An estimate of sector ending
velocity and acceleration have been added to
the CCP tables. When these quantities are
negative, their charts should be inspected
for a possible Decline after posting large
gains. ( 12/14/06 ) Schippi
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Top 15, 30 and
60 day CCP sectors
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60 Day Cruise Control leaders.
(*** Candle Charts updated daily *** )
The intended purpose of this 60 day window
is to highlight longer term Sector trends.
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Cruise Control Portfolio ( 60 Market Days )
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30 Day Cruise Control leaders.
(*** Candle Charts updated daily *** )
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Cruise Control Portfolio ( 30 Market Days )
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15 Day Cruise Control leaders.
(*** Candle Charts updated daily *** )
The intended purpose of this shorter window
is to detect new emerging Sector trends.
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Cruise Control Portfolio ( 15 Market Days )
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Long Term Cruise Control Portfolio ( CCP ) Tables
 (
This data is most useful when a uniform market trend is
occurring
and the Market Indicators are mostly favorable. )
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Top 125 and
250 day CCP sectors
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Cruise Control Portfolio with Maximum
Gain Per Unit Risk .
Using daily data over past 250 market days
Cruise Control Portfolio ( 250 market days )
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Cruise Control Portfolio with Maximum Gain Per Unit Risk .
Using daily data over past 125 market
days
Cruise Control Portfolio ( 125 ) market days
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The Cruise Control Portfolio (CCP) employs a
proprietary optimization technique that is
superior and circumvents the pitfalls of the
regression approach which was previously
employed.
The CCP tables are most useful when an Up
trend is occurring. The
Indicator page attempts to
ascertain the current Up or Down status of
the Market Direction.
Assuming the indicators are mostly Green,
then the CCP tables are useful. Selecting
the Top of the table should produce the best
results.
Optimization and Maximum Gain to Risk ratios
will indicate the safest fund to employ for
an Up trend. However, you should always
verify the best CCP fund by charting the
fund for short, medium and long term time
frames.
However, in a Down Market, when the
Indicators are mostly Red, the CCP Tables
should not be used.
An
alternate market strategy is necessary.
The
Rydex fund family offers funds that
short the Market, (e.g.) ARKTOS and URSA and
are good vehicles for a Down Market.
ProShares.com now offers ETFs for
shorting or going long with leverage for
some major market Indices. These new ETFs
allow someone in an IRA to hedge their
positions without suffering the limitations
of trading mutual funds.
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Note: Positions in any of the above Sectors would
require protective and trailing stops. Where
protective stops take you out on large
daily/hourly negative NAV changes and
trailing stops take you out when the NAV
declines from it's peak value by a specified stop
percentage. (e.g.) 6% or a moving average crossover
has occurred.
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