Wednesday, April 28, 2010

Industry Group Rankings

This is ranking based on Jeff Augen's price change behavior model.
I added Gold group into Tom's list, Gold is top industry group based on 5 days.
Shoes group is top 1 based on 250 days.

I don't know why Tom did not even put Gold into his industry group list, aslo missing is Casinos group, etc. so I will have to come up my own industry group list.

If anyone is willing to share his/her industry group list in Excel file, I would apprecaite it.
I would like to have in Column A, the industry name, and Column B, its components symbos sperated by comma. If you have this kind of excel file, and willing to share it. That would be great.




Price Behavior Model Rankings on 4/28/10
Based on 250 DaysBased on 120 DaysBased on 20 DaysBased on 5 Days
Shoe
RetailBuildingSupply
RetailBuildingSupply
Gold
Furn/HomeFurnishings
Aerospace/Defense
Furn/HomeFurnishings
Homebuilding
Apparel
Shoe
Gold
Machinery
LongETFs
LongETFs
Machinery
PrecisionInstrument
Insurance(Life)
Furn/HomeFurnishings
Apparel
ShortETFs
DiversifiedCo.
AirTransport
Shoe
NaturalGas(Diversified)
Aerospace/Defense
RetailStore
Retail(SpecialLines)
Chemical(Basic)
RetailStore
Homebuilding
Homebuilding
Chemical(Specialty)
PrecisionInstrument
PrecisionInstrument
CementandAggregates
CementandAggregates
RetailBuildingSupply
Insurance(Life)
Chemical(Basic)
Toiletries/Cosmetics








Price Behavior Model Rankings on 4/27/10
Based on 250 DaysBased on 120 DaysBased on 20 DaysBased on 5 Days
Shoe
RetailBuildingSupply
RetailBuildingSupply
Homebuilding
Furn/HomeFurnishings
Shoe
Furn/HomeFurnishings
Machinery
Apparel
Aerospace/Defense
Shoe
Furn/HomeFurnishings
LongETFs
Furn/HomeFurnishings
Machinery
Gold
Insurance(Life)
LongETFs
Apparel
CementandAggregates
Aerospace/Defense
AirTransport
Retail(SpecialLines)
Retail(SpecialLines)
DiversifiedCo.
RetailStore
CementandAggregates
Shoe
RetailStore
Homebuilding
Chemical(Basic)
ShortETFs
RetailBuildingSupply
Insurance(Life)
PrecisionInstrument
Aerospace/Defense
PrecisionInstrument
Retail(SpecialLines)
Homebuilding
Apparel
blog comments powered by Disqus

My Favorite Books