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High Beta Vs Low Volatility Is Better Than Discretionary Vs Staples

|Includes: SPHB, SPLV, SPDR S&P 500 Trust ETF (SPY), XLP, XLY

I often discuss both these comparisons, but given most of my writing is sector related, sometimes I include Discretionary vs Staples charts and perhaps only mention "HB / LV". Now I know to give HB/LV more weight (while a lot of "technical" analysis makes it onto SA, they still discourage pure TA, and sometimes I think they don't know the difference between "quant" vs "TA". HB/LV is quant IMHO but a lot of TA has become quantitative so the lines are blurring):

HB/LV = 20.9% annualized return (trading signal 1996-2015)

CD/CS = 14.9%

Buy/Hold = 6.2%

see the S&P DJ article below (short read):

www.indexologyblog.com/2016/01/29/a-bett.../

I'll include the charts when I publish next week on earnings.

Disclosure: I am/we are short SPY.

Additional disclosure: My SPY short is actually bearish option positions on SPX. Sold the XLV on bounce (still think it is a good long term sector, but I play short in a bear market).