Building an Automated Sector Fund System in MS Excel
This Guide walks you step-by-step through building a long
term sector fund rotation model using Microsoft Excel.
Microsoft's Visual Basic (VBA) language is used in conjunction
with Excel's user interface, formulas, and calculation
capabilities to deliver a powerful and flexible investment
tool. The System is based on the classic market economist's
Sector Rotation Model, providing several crucial improvements
that eliminate the guesswork in timing fund switches. Over long
periods, THE SYSTEM CAN OUTPERFORM DIVERSIFIED BUY AND HOLD
MUTUAL FUND INVESTING BY A FACTOR OF 2-4 TIMES. The automated
model incorporates three proven technical indicators--long term
relative strength, moving average crossovers, and moving
average slope, to identify the sector funds most likely to
provide long term profits. The system can be used with any
mutual fund, index fund, SPDR, ETF, future, or other index
security to allocate capital to the most profitable sectors of
the market. It operates with weekly .csv data files available
for FREE over the Internet from Yahoo Finance, or an automated
DDE data link if desired. Simply run the system on a weekly
basis and make your investment decisions. A complete PDF Guide
is provided along with a step-by-step Online Course so you can
choose how to learn in the most comfortable way. Also included
is a pre-built Excel backtest model that allows you to test up
to 10 different funds versus buy and hold over a 10 year
period.
What You Get: A TREMENDOUS 3-IN-1 VALUE!
- A complete PDF Guide showing you how to build and use the
model
- A complete Online Course including everything in the PDF
Guide PLUS VBA Code and FAQs sections
- A complete pre-built Backtesting Model in MS Excel with
graphs and trade statistics for your historical analysis
- 30 days of online access to download the materials and learn
how to build and use your new Sector Fund Model
Benefits
- Instantaneous access to the PDF Guide, Online Course, and
Backtesting Model with your own login and password provided at
time of purchase
- Learn to integrate Excel, VBA, formulas, and data sources
into a profitable trading tool
- Acquire unique knowledge applicable to any Excel modeling or
analysis project
- Save money by eliminating recurring software costs
- Calculate Buy/Sell signals on hundreds of funds within
seconds
Table of Contents
Introduction
Basic Technical Requirements
Using the Model
Economic Cycles and Sector Fund Investing
Sector Rotation Timing Diagram
How to Profit From Sector Rotation Investing
-Period 1: Market Bottom
-Period 2: Market Recovery / New Bull Market
-Period 3: Market Top
-Period 4: Bear Market / Recession
Why the Classic Sector Rotation Model is Insufficient
How the Excel Sector Fund System is Superior: 4 Technical
Tools
-Tool 1: 48-Week Relative Strength %
-Tool 2: Moving Average Crossovers
-Tool 3: Moving Average % Change
-Tool 4: Top 3 Funds
Building the Model
-Directory and File Structure
-Spreadsheet Structure
-\Calculations/ Sheet
-Visual Basic Macro Code
-\Signals/ Sheet
-\Data/ Sheet
Obtaining Historical Weekly Fund Price Data
Running the Model on a Weekly Basis
- When to Run the Model
- Combining the Signals with Other Market Information
- Money and Risk Management
Common Macro Errors
FAQs
Backtesting the model
10 Year Backtesting
Results
The following charts show historical backtesting results from
March 15, 1993 to December 20, 2004 on 3 different U.S. fund
families and 1 Exchange Traded Fund (ETF) family.
AIM-INVESCO Funds
AMEX Sector SPDRs
Fidelity Sector Funds
Vanguard Sector Funds
Technical Requirements
- Microsoft Excel for Windows
- Adobe Acrobat Reader
- 5 megabytes disk space
- Weekly Close Fund price data
- (OPTIONAL) DDE data import link for Excel
Order
Goto Developer Web Site for more information
| Additional Information: Building an Automated Sector Fund System in MS Excel | ||
| Requires Excel for Windows |
Buy Online $79.95 |
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