Description
Trading live from 2026-02-28
This portfolio employs our wavelet approach to some sectors of the economy. The sectors are selected based on the findings of David Varadi. He selects a portfolio of just 4 sectors based on detecting growth and inflation. Here we use all of his four best selections and the next best.
While these can all be active simultaneously, they are weighted based on each individual sectors contribution to performance. As a sector underperforms it will be weighted accordingly.
The portfolio uses State Street Sector ETFs, with real estate covered by an iShares fund. The full list is:
| ETF | Ticker | Sector |
|---|---|---|
| The Energy Select Sector SPDR Fund | XLE | Energy |
| The Consumer Discretionary Select Sector SPDR Fund | XLY | Consumer Discretionary |
| iShares U.S. Real Estate ETF | IYR | Real Estate |
| The Health Care Select Sector SPDR Fund | XLV | Health Care |
| The Technology Select Sector SPDR Fund | XLK | Technology |
| The Utilities Select Sector SPDR Fund | XLU | Utilities |
| The Consumer Staples Select Sector SPDR Fund | XLP | Consumer Staples |
The graph above represents the equity from following the portfolio in the past.
In the Details section below, the Assets tab shows the range that each currently active asset allocation can achieve.
Total position allocation is set to 80.00% of account
Details
Assets in current use
Metrics
| Metric | Measure |
|---|---|
| Account | Sectors |
| SharpRatio | 3.44 |
| SortinoRatio | 7.25 |
| PercentWins | 72.62% |
| AveWin | 2.24% |
| AveLoss | -1.25% |
| AveWinLoss | 1.79 |
| MedianDD | -1.75% |
| MaxDD | -4.36% |
| Rolling Year Return | 10.87% |
| Annualized Return (CAGR) | 24.16% |
| NegDev | 0.03 |
| CalmarRatio | 12.12 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit |
|---|---|---|---|---|---|---|---|
| XLV | 2026-02-19 | 2026-03-03 | $155.29 | $154.75 | Long | 156 | -0.34% |
| XLE | 2026-02-26 | 2026-03-04 | $53.31 | $54.97 | Long | 1300 | 3.11% |
| XLE | 2026-03-06 | 2026-03-10 | $56.04 | $54.97 | Long | 1417 | -1.92% |
| XLY | 2026-03-05 | 2026-03-12 | $115.21 | $112.43 | Long | 191 | -2.42% |
| IYR | 2026-03-02 | 2026-03-12 | $98.96 | $95.69 | Long | 403 | -3.30% |
| XLV | 2026-03-05 | 2026-03-13 | $153.24 | $149.20 | Long | 145 | -2.64% |
| XLU | 2026-03-12 | 2026-03-16 | $45.06 | $46.48 | Long | 1359 | 3.15% |
| XLE | 2026-03-12 | 2026-03-17 | $56.02 | $57.10 | Long | 1611 | 1.93% |
| XLY | 2026-03-13 | 2026-03-17 | $111.48 | $112.09 | Long | 183 | 0.54% |
| XLP | 2026-02-26 | 2026-03-17 | $87.57 | $83.78 | Long | 374 | -4.32% |
| XLY | 2026-03-19 | 2026-03-20 | $108.96 | $108.76 | Long | 196 | -0.18% |
| IYR | 2026-03-17 | 2026-03-26 | $97.42 | $92.16 | Long | 168 | -5.40% |
| XLU | 2026-03-20 | 2026-03-26 | $45.51 | $44.62 | Long | 2079 | -1.95% |
| XLP | 2026-03-18 | 2026-03-26 | $82.42 | $80.38 | Long | 364 | -2.47% |
| XLY | 2026-03-23 | 2026-03-27 | $109.32 | $107.86 | Long | 199 | -1.34% |
| XLK | 2026-03-26 | 2026-03-30 | $134.87 | $130.97 | Long | 217 | -2.89% |
| XLE | 2026-03-25 | 2026-03-31 | $59.53 | $61.23 | Long | 836 | 2.85% |
| XLU | 2026-04-02 | 2026-04-06 | $45.41 | $45.52 | Long | 1886 | 0.23% |
| XLK | 2026-03-31 | 2026-04-07 | $128.85 | $135.85 | Long | 224 | 5.44% |
| XLV | 2026-03-19 | 2026-04-14 | $145.34 | $146.18 | Long | 144 | 0.58% |
| XLE | 2026-04-06 | 2026-04-15 | $58.34 | $54.87 | Long | 1033 | -5.94% |
| XLK | 2026-04-09 | 2026-04-15 | $141.43 | $147.93 | Long | 243 | 4.59% |
| XLK | 2026-04-17 | 2026-04-21 | $153.70 | $154.64 | Long | 276 | 0.61% |
| XLU | 2026-04-09 | 2026-04-21 | $46.03 | $45.29 | Long | 1253 | -1.61% |
| IYR | 2026-04-09 | 2026-04-22 | $96.68 | $100.55 | Long | 229 | 4.00% |
| XLV | 2026-04-21 | 2026-04-22 | $147.09 | $145.32 | Long | 198 | -1.20% |
| XLK | 2026-04-22 | 2026-04-23 | $155.86 | $156.41 | Long | 466 | 0.35% |
| XLE | 2026-04-17 | 2026-04-28 | $53.70 | $56.97 | Long | 1219 | 6.08% |
| XLV | 2026-04-27 | 2026-04-30 | $142.51 | $142.51 | Long | 203 | 0.00% |
| XLP | 2026-04-24 | 2026-05-06 | $82.63 | $83.20 | Long | 370 | 0.69% |
| XLV | 2026-05-07 | 2026-05-08 | $144.00 | $143.42 | Long | 162 | -0.41% |
| XLU | 2026-04-27 | 2026-05-13 | $45.74 | $44.19 | Long | 1157 | -3.39% |
| XLK | 2026-05-05 | 2026-05-18 | $163.49 | $177.21 | Long | 642 | 8.39% |
| XLE | 2026-04-30 | 2026-05-20 | $57.44 | $60.01 | Long | 717 | 4.48% |
| XLY | 2026-03-30 | 2026-05-20 | $106.16 | $114.79 | Long | 218 | 8.12% |
| XLV | 2026-05-18 | 2026-05-20 | $143.33 | $146.34 | Long | 164 | 2.10% |
| XLU | 2026-05-18 | 2026-05-20 | $43.47 | $44.05 | Long | 875 | 1.34% |
| XLP | 2026-05-13 | 2026-05-20 | $83.07 | $84.43 | Long | 307 | 1.64% |
| IYR | 2026-04-30 | 2026-05-22 | $99.61 | $101.63 | Long | 213 | 2.03% |
| XLK | 2026-05-20 | 2026-05-22 | $174.26 | $179.61 | Long | 651 | 3.07% |
| XLU | 2026-05-22 | 2026-05-26 | $44.45 | $44.96 | Long | 773 | 1.17% |
| XLE | 2026-05-26 | 2026-05-29 | $58.10 | $55.94 | Long | 742 | -3.72% |
| XLK | 2026-05-27 | 2026-05-29 | $185.75 | $188.89 | Long | 591 | 1.69% |
| XLU | 2026-05-28 | 2026-05-29 | $44.42 | $44.06 | Long | 641 | -0.80% |
| XLK | 2026-06-03 | 2026-06-05 | $197.91 | $188.45 | Long | 474 | -4.78% |
| XLV | 2026-05-21 | 2026-06-08 | $145.71 | $152.00 | Long | 167 | 4.32% |
| XLV | 2026-06-09 | 2026-06-10 | $152.23 | $153.70 | Long | 324 | 0.96% |
| XLE | 2026-06-09 | 2026-06-11 | $57.32 | $58.01 | Long | 936 | 1.20% |
| IYR | 2026-06-04 | 2026-06-11 | $100.04 | $102.49 | Long | 360 | 2.45% |
| XLK | 2026-06-08 | 2026-06-11 | $184.79 | $177.38 | Long | 489 | -4.01% |
| XLU | 2026-06-02 | 2026-06-11 | $42.62 | $43.62 | Long | 639 | 2.34% |
| XLP | 2026-06-05 | 2026-06-11 | $81.48 | $84.52 | Long | 362 | 3.74% |
| XLE | 2026-06-15 | 2026-06-16 | $54.48 | $54.28 | Long | 960 | -0.36% |
| XLV | 2026-06-15 | 2026-06-16 | $152.46 | $152.35 | Long | 321 | -0.07% |
| IYR | 2026-06-12 | 2026-06-17 | $102.41 | $102.33 | Long | 346 | -0.08% |
| XLV | 2026-06-17 | 2026-06-22 | $150.81 | $148.76 | Long | 445 | -1.36% |
| XLP | 2026-06-18 | 2026-06-22 | $82.71 | $82.12 | Long | 585 | -0.71% |
| XLV | 2026-06-23 | 2026-06-29 | $150.92 | $160.09 | Long | 417 | 6.08% |
| XLK | 2026-06-24 | 2026-07-01 | $183.86 | $186.62 | Long | 324 | 1.50% |
| XLE | 2026-06-30 | 2026-07-09 | $53.30 | $54.95 | Long | 536 | 3.10% |
| XLU | 2026-07-06 | 2026-07-09 | $45.37 | $45.22 | Long | 634 | -0.34% |
| XLP | 2026-06-29 | 2026-07-14 | $84.35 | $83.96 | Long | 541 | -0.47% |
| IYR | 2026-06-24 | 2026-07-16 | $102.71 | $103.53 | Long | 295 | 0.80% |
| XLV | 2026-06-30 | 2026-07-17 | $160.40 | $161.20 | Long | 449 | 0.50% |
| IYR | 2026-07-17 | 2026-07-24 | $105.83 | $104.73 | Long | 312 | -1.04% |
| XLV | 2026-07-22 | 2026-07-24 | $160.36 | $161.85 | Long | 418 | 0.93% |
| XLY | 2026-06-04 | 2026-07-28 | $117.47 | $111.42 | Long | 270 | -5.15% |
| IYR | 2026-07-27 | 2026-07-30 | $105.95 | $106.36 | Long | 378 | 0.38% |
| XLP | 2026-07-24 | 2026-07-30 | $82.82 | $85.44 | Long | 376 | 3.15% |
| XLY | 2026-07-30 | 2026-08-03 | $111.93 | $117.38 | Long | 469 | 4.88% |
| XLV | 2026-07-27 | 2026-08-03 | $162.39 | $163.01 | Long | 403 | 0.38% |
| XLK | 2026-07-06 | 2026-08-11 | $182.45 | $187.48 | Long | 316 | 2.75% |
| XLP | 2026-08-10 | 2026-08-11 | $84.10 | $84.07 | Long | 510 | -0.05% |
| XLK | 2026-08-12 | 2026-08-13 | $189.26 | $188.92 | Long | 192 | -0.18% |
| XLV | 2026-08-12 | 2026-08-14 | $165.79 | $167.03 | Long | 434 | 0.75% |
| XLV | 2026-08-17 | 2026-08-18 | $165.82 | $168.03 | Long | 435 | 1.33% |
| XLK | 2026-08-14 | 2026-08-18 | $190.92 | $186.08 | Long | 191 | -2.54% |
| XLV | 2026-08-26 | 2026-08-27 | $173.67 | $171.30 | Long | 249 | -1.36% |
| XLK | 2026-08-28 | 2026-08-31 | $187.86 | $185.56 | Long | 223 | -1.22% |
| XLP | 2026-08-25 | 2026-08-31 | $86.29 | $84.79 | Long | 654 | -1.74% |
| IYR | 2026-08-26 | 2026-09-01 | $104.72 | $101.86 | Long | 302 | -2.73% |
| XLK | 2026-09-01 | 2026-09-02 | $183.49 | $183.25 | Long | 198 | -0.13% |
| XLE | 2026-09-08 | 2026-09-09 | $64.44 | $65.16 | Long | 792 | 1.13% |
| XLE | 2026-09-10 | 2026-09-16 | $65.74 | $64.83 | Long | 776 | -1.39% |
| XLV | 2026-09-11 | 2026-09-18 | $166.20 | $167.63 | Long | 308 | 0.86% |
| XLE | 2026-09-18 | 2026-09-21 | $63.81 | $63.17 | Long | 822 | -1.01% |
| XLY | 2026-08-05 | 2026-09-21 | $119.02 | $111.54 | Long | 272 | -6.29% |
| IYR | 2026-09-09 | 2026-09-21 | $101.08 | $98.32 | Long | 325 | -2.73% |
| XLU | 2026-09-15 | 2026-09-21 | $41.61 | $40.77 | Long | 1093 | -2.02% |
| XLP | 2026-09-14 | 2026-09-21 | $83.83 | $82.09 | Long | 480 | -2.07% |
| XLK | 2026-09-23 | 2026-09-24 | $196.66 | $193.00 | Long | 210 | -1.86% |
| XLP | 2026-09-22 | 2026-09-24 | $82.46 | $82.91 | Long | 753 | 0.55% |
| XLE | 2026-09-23 | 2026-09-30 | $62.17 | $61.82 | Long | 901 | -0.57% |
| XLV | 2026-09-24 | 2026-10-01 | $168.85 | $168.15 | Long | 357 | -0.42% |
| XLU | 2026-09-25 | 2026-10-01 | $39.41 | $39.44 | Long | 674 | 0.08% |
| XLP | 2026-09-25 | 2026-10-01 | $81.41 | $80.57 | Long | 747 | -1.03% |
| IYR | 2026-09-25 | 2026-10-05 | $97.07 | $94.62 | Long | 268 | -2.52% |
| XLK | 2026-10-01 | 2026-10-05 | $196.87 | $200.27 | Long | 169 | 1.73% |
| XLY | 2026-10-05 | 2026-10-06 | $109.77 | $110.84 | Long | 187 | 0.98% |
| XLV | 2026-10-02 | 2026-10-09 | $166.54 | $167.73 | Long | 364 | 0.71% |
| IYR | 2026-10-09 | 2026-10-12 | $95.44 | $96.07 | Long | 296 | 0.66% |
| XLU | 2026-10-02 | 2026-10-12 | $39.88 | $41.46 | Long | 688 | 3.96% |
| XLE | 2026-10-01 | 2026-10-13 | $61.16 | $66.50 | Long | 1233 | 8.73% |
| XLY | 2026-10-14 | 2026-10-15 | $111.89 | $111.94 | Long | 198 | 0.04% |
| XLP | 2026-10-12 | 2026-10-15 | $83.58 | $87.69 | Long | 834 | 4.92% |
| IYR | 2026-10-13 | 2026-10-19 | $97.80 | $97.12 | Long | 296 | -0.70% |
| XLU | 2026-10-16 | 2026-10-19 | $41.87 | $42.13 | Long | 746 | 0.62% |
| XLY | 2026-10-19 | 2026-10-20 | $112.93 | $115.00 | Long | 197 | 1.84% |
| XLV | 2026-10-15 | 2026-10-20 | $176.43 | $177.66 | Long | 224 | 0.70% |
| XLP | 2026-10-16 | 2026-10-21 | $87.34 | $87.08 | Long | 802 | -0.30% |
| XLE | 2026-10-15 | 2026-10-26 | $67.90 | $68.73 | Long | 787 | 1.22% |
| IYR | 2026-10-20 | 2026-10-27 | $96.93 | $98.42 | Long | 294 | 1.54% |
| XLV | 2026-10-23 | 2026-10-28 | $180.40 | $177.63 | Long | 216 | -1.54% |
| XLK | 2026-10-20 | 2026-10-28 | $184.27 | $190.78 | Long | 296 | 3.53% |