frommi Posted February 14, 2016 Posted February 14, 2016 http://www.amazon.com/Invest-Fed-Maximizing-Portfolio-Performance/dp/0071834400 I´ve read this book some time ago, but because of the current FED policy i reread the book. Its a book for the quants under the investors, similar to Deep Value. Only that here the authors backtest several sector rotation strategies according to the current FED policy. They divide the market cycle into 3 different stages, Expansive, Indeterminate and Restrictive. For example under Expansive monetary policy Smallcap Value, Autos and Industrials perform very well while under Restrictive policy Materials, Energy, Commodities, Utilities and Consumer Goods perform well. Thats probably the reason why many recently see bad performance from stocks like GM or FCAU and good performance in stocks like XOM since december. So maybe there is some truth in their model that can help to increase performance.
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