Eco9 Select Sector Trading System
Based on studies by Sam Stovall, the work of
Don Wilson, and the rotation of funds during
the economic cycle.
====================================================
Accutrack Pair Trade history of FSELX/FSPFX 01/26/01
====================================================
Fund = FSELX
Index = FSPFX
AccuFilter = 12, 24
Delay = 1
MMarket =
Signal =
FnuFile = ECO1
CreateSignal =
StartDate = 10/01/88
StopDate = 01/26/01
HoldMinDays = 38
PenaltyDays = 0
Penalty = 0.00%
Buy Sell Hold Pcnt Pos Next
Fund Date Date Days Gain Value Trade
----- -------- -------- ---- ---- ----- -----
FSPFX 10/13/00 01/18/01 97 22.5 8238
FSELX 01/18/01 Holding 8 -4.4 7873
Recent Accutrack Values
01/26/01 01/25/01 01/24/01 01/23/01 01/22/01 01/19/01
-------- -------- -------- -------- -------- --------
134.1 138.9 153.1 143.6 129.6 107.3
LastValue 7873, AnnRet 18.2%, Mdd 46.7% on 10/12/00
Fund Index
---- -----
Trades 34 33
Winning trades 17 21
Days held 2651 1850
Total %return 353.7 73.5
Annual %return 23.1 11.5
Buy-hold annual %return 29.8 9.6
\ft\ECO1.fnu created
====================================================
Accutrack Pair Trade history of FSAIX/FSESX 01/26/01
====================================================
Fund = FSAIX
Index = FSESX
AccuFilter = 8, 22
Delay = 1
MMarket =
Signal =
FnuFile = ECO2
CreateSignal =
StartDate = 10/01/88
StopDate = 01/26/01
HoldMinDays = 34
PenaltyDays = 0
Penalty = 0.00%
Buy Sell Hold Pcnt Pos Next
Fund Date Date Days Gain Value Trade
----- -------- -------- ---- ---- ----- -----
FSESX 12/18/00 Holding 39 8.0 13247
Recent Accutrack Values
01/26/01 01/25/01 01/24/01 01/23/01 01/22/01 01/19/01
-------- -------- -------- -------- -------- --------
-102.0 -90.3 -71.9 -57.7 -56.0 -60.5
LastValue 13247, AnnRet 23.3%, Mdd 47.9% on 10/08/98
Fund Index
---- -----
Trades 39 39
Winning trades 29 23
Days held 2236 2265
Total %return 296.6 234.0
Annual %return 25.2 21.4
Buy-hold annual %return 16.4 16.2
\ft\ECO2.fnu created
====================================================
Accutrack Pair Trade history of FSCGX/FSPHX 01/26/01
====================================================
Fund = FSCGX
Index = FSPHX
AccuFilter = 13, 56
Delay = 1
MMarket =
Signal =
FnuFile = ECO3
CreateSignal =
StartDate = 10/01/88
StopDate = 01/26/01
HoldMinDays = 32
PenaltyDays = 0
Penalty = 0.00%
Buy Sell Hold Pcnt Pos Next
Fund Date Date Days Gain Value Trade
----- -------- -------- ---- ---- ----- -----
FSCGX 01/05/01 Holding 21 2.9 13736
Recent Accutrack Values
01/26/01 01/25/01 01/24/01 01/23/01 01/22/01 01/19/01
-------- -------- -------- -------- -------- --------
56.6 59.6 61.3 61.7 62.8 64.2
LastValue 13736, AnnRet 23.7%, Mdd 20.5% on 12/13/99
Fund Index
---- -----
Trades 24 24
Winning trades 17 14
Days held 1767 2734
Total %return 172.4 404.3
Annual %return 23.0 24.1
Buy-hold annual %return 14.2 22.9
\ft\ECO3.fnu created
====================================================
Accutrack Pair Trade history of FSDPX/FSELX 01/26/01
====================================================
Fund = FSDPX
Index = FSELX
AccuFilter = 23, 40
Delay = 1
MMarket =
Signal =
FnuFile = ECO4
CreateSignal =
StartDate = 10/01/88
StopDate = 01/26/01
HoldMinDays = 25
PenaltyDays = 0
Penalty = 0.00%
Buy Sell Hold Pcnt Pos Next
Fund Date Date Days Gain Value Trade
----- -------- -------- ---- ---- ----- -----
FSDPX 10/03/00 Holding 115 12.2 18840
Recent Accutrack Values
01/26/01 01/25/01 01/24/01 01/23/01 01/22/01 01/19/01
-------- -------- -------- -------- -------- --------
9.2 15.5 20.2 31.9 45.4 60.6
LastValue 18840, AnnRet 26.9%, Mdd 45.8% on 10/17/00
Fund Index
---- -----
Trades 23 23
Winning trades 11 14
Days held 1655 2846
Total %return 45.9 1191.1
Annual %return 8.7 38.8
Buy-hold annual %return 6.8 29.8
\ft\ECO4.fnu created
====================================================
Accutrack Pair Trade history of FSPHX/FSELX 01/26/01
====================================================
Fund = FSPHX
Index = FSELX
AccuFilter = 19, 31
Delay = 1
MMarket =
Signal =
FnuFile = ECO5
CreateSignal =
StartDate = 10/01/88
StopDate = 01/26/01
HoldMinDays = 32
PenaltyDays = 0
Penalty = 0.00%
Buy Sell Hold Pcnt Pos Next
Fund Date Date Days Gain Value Trade
----- -------- -------- ---- ---- ----- -----
FSPHX 09/22/00 01/16/01 116 -3.6 52021
FSELX 01/16/01 Holding 10 6.2 55246
Recent Accutrack Values
01/26/01 01/25/01 01/24/01 01/23/01 01/22/01 01/19/01
-------- -------- -------- -------- -------- --------
-120.4 -123.1 -126.7 -120.2 -110.2 -96.5
LastValue 55246, AnnRet 38.4%, Mdd 32.9% on 01/08/01
Fund Index
---- -----
Trades 27 27
Winning trades 21 18
Days held 2054 2447
Total %return 253.3 1463.8
Annual %return 25.1 50.7
Buy-hold annual %return 22.9 29.8
\ft\ECO5.fnu created
====================================================
Accutrack Pair Trade history of FSUTX/FSELX 01/26/01
====================================================
Fund = FSUTX
Index = FSELX
AccuFilter = 6, 45
Delay = 1
MMarket =
Signal =
FnuFile = ECO6
CreateSignal =
StartDate = 10/01/88
StopDate = 01/26/01
HoldMinDays = 21
PenaltyDays = 0
Penalty = 0.00%
Buy Sell Hold Pcnt Pos Next
Fund Date Date Days Gain Value Trade
----- -------- -------- ---- ---- ----- -----
FSUTX 09/13/00 01/19/01 128 -9.2 25461
FSELX 01/19/01 Holding 7 -4.6 24294
Recent Accutrack Values
01/26/01 01/25/01 01/24/01 01/23/01 01/22/01 01/19/01
-------- -------- -------- -------- -------- --------
-44.6 -45.0 -49.0 -45.6 -38.5 -25.9
LastValue 24294, AnnRet 29.5%, Mdd 44.5% on 12/21/00
Fund Index
---- -----
Trades 39 40
Winning trades 30 18
Days held 1838 2663
Total %return 205.7 694.8
Annual %return 24.8 32.8
Buy-hold annual %return 16.4 29.8
\ft\ECO6.fnu created
====================================================
Accutrack Pair Trade history of FSVLX/FSESX 01/26/01
====================================================
Fund = FSVLX
Index = FSESX
AccuFilter = 16, 80
Delay = 1
MMarket =
Signal =
FnuFile = ECO7
CreateSignal =
StartDate = 10/01/88
StopDate = 01/26/01
HoldMinDays = 27
PenaltyDays = 0
Penalty = 0.00%
Buy Sell Hold Pcnt Pos Next
Fund Date Date Days Gain Value Trade
----- -------- -------- ---- ---- ----- -----
FSVLX 09/21/00 Holding 127 22.5 23391
Recent Accutrack Values
01/26/01 01/25/01 01/24/01 01/23/01 01/22/01 01/19/01
-------- -------- -------- -------- -------- --------
12.3 15.7 20.0 22.8 24.0 24.3
LastValue 23391, AnnRet 29.1%, Mdd 51.1% on 10/08/98
Fund Index
---- -----
Trades 19 18
Winning trades 14 13
Days held 2508 1993
Total %return 482.4 301.6
Annual %return 29.2 29.0
Buy-hold annual %return 20.6 16.2
\ft\ECO7.fnu created
====================================================
Accutrack Pair Trade history of FSRPX/FSPFX 01/26/01
====================================================
Fund = FSRPX
Index = FSPFX
AccuFilter = 17, 77
Delay = 1
MMarket =
Signal =
FnuFile = ECO8
CreateSignal =
StartDate = 10/01/88
StopDate = 01/26/01
HoldMinDays = 20
PenaltyDays = 0
Penalty = 0.00%
Buy Sell Hold Pcnt Pos Next
Fund Date Date Days Gain Value Trade
----- -------- -------- ---- ---- ----- -----
FSPFX 10/26/00 Holding 92 13.7 4010
Recent Accutrack Values
01/26/01 01/25/01 01/24/01 01/23/01 01/22/01 01/19/01
-------- -------- -------- -------- -------- --------
-25.4 -28.9 -31.0 -35.1 -39.5 -44.4
LastValue 4010, AnnRet 11.9%, Mdd 39.8% on 10/12/00
Fund Index
---- -----
Trades 24 24
Winning trades 14 11
Days held 2898 1603
Total %return 237.2 18.9
Annual %return 16.5 4.0
Buy-hold annual %return 17.6 9.6
\ft\ECO8.fnu created
====================================================
Accutrack Pair Trade history of FSESX/FSTCX 01/26/01
====================================================
Fund = FSESX
Index = FSTCX
AccuFilter = 20, 78
Delay = 1
MMarket =
Signal =
FnuFile = ECO9
CreateSignal =
StartDate = 10/01/88
StopDate = 01/26/01
HoldMinDays = 38
PenaltyDays = 0
Penalty = 0.00%
Buy Sell Hold Pcnt Pos Next
Fund Date Date Days Gain Value Trade
----- -------- -------- ---- ---- ----- -----
FSESX 03/08/00 Holding 324 24.0 19927
Recent Accutrack Values
01/26/01 01/25/01 01/24/01 01/23/01 01/22/01 01/19/01
-------- -------- -------- -------- -------- --------
69.3 66.1 62.8 64.3 67.6 72.0
LastValue 19927, AnnRet 27.5%, Mdd 46.5% on 12/03/98
Fund Index
---- -----
Trades 14 14
Winning trades 10 10
Days held 2167 2334
Total %return 239.6 486.7
Annual %return 22.9 31.9
Buy-hold annual %return 16.2 17.6
\ft\ECO9.fnu created
\ft\userdef\eco9fam.fam created
===========================================
AccuFamilyTrade history of eco9fam 03/27/00
===========================================
AccuFilter = 22, 45
Family = eco9fam
MMarket = FGRXX
Signal =
FnuFile = eco10
StartDate = 11/14/88
StopDate = 03/27/00
Positions = 1
RelativeRankSell = 1
BuyMinRank = 1
HoldMaxRank = 1
HoldMinDays = 30
PenaltyDays = 0
Penalty = 0.00%
Buy Sell Hold Last Best Pcnt Pos Next
Pos Fund Date Date Days Rank Rank Gain Value Trade
--- ----- -------- -------- ---- ---- ---- ---- ----- -----
1 ECO7 02/18/92 08/25/92 189 2 1 9.4 32375
1 ECO6 08/25/92 09/24/92 30 3 1 7.6 34834
1 ECO9 09/24/92 10/26/92 32 7 1 -0.9 34507
1 ECO5 10/26/92 01/05/93 71 2 1 9.2 37676
1 ECO7 01/05/93 02/24/93 50 2 1 8.3 40812
1 ECO2 02/24/93 05/06/93 71 2 1 13.5 46338
1 ECO9 05/06/93 06/30/93 55 2 1 3.3 47844
1 ECO3 06/30/93 07/30/93 30 2 1 1.4 48519
1 ECO1 07/30/93 09/16/93 48 2 1 7.0 51899
1 ECO9 09/16/93 10/18/93 32 2 1 5.6 54809
1 ECO7 10/18/93 11/17/93 30 5 1 -5.7 51675
1 ECO3 11/17/93 12/17/93 30 4 1 -1.7 50780
1 ECO1 12/17/93 03/09/94 82 2 1 19.5 60678
1 ECO6 03/09/94 04/19/94 41 3 1 -9.3 55036
1 ECO7 04/19/94 07/12/94 84 2 1 11.4 61304
1 ECO9 07/12/94 08/11/94 30 6 1 -3.0 59475
1 ECO8 08/11/94 10/24/94 74 2 1 3.7 61701
1 ECO3 10/24/94 02/23/95 122 2 1 11.2 68606
1 ECO2 02/23/95 03/27/95 32 5 1 2.0 69954
1 ECO4 03/27/95 10/03/95 190 2 1 50.9 105548
1 ECO5 10/03/95 11/02/95 30 3 1 1.1 106661
1 ECO3 11/02/95 12/04/95 32 2 1 4.6 111551
1 ECO2 12/04/95 04/11/96 129 3 1 23.5 137772
1 ECO9 04/11/96 05/13/96 32 3 1 0.8 138916
1 ECO8 05/13/96 07/08/96 56 3 1 -5.9 130722
1 ECO9 07/08/96 08/07/96 30 3 1 -2.8 127115
1 FGRXX 08/07/96 08/20/96 13 2 1 0.2 127346
1 ECO8 08/20/96 09/24/96 35 2 1 3.7 132048
1 ECO6 09/24/96 10/28/96 34 2 1 0.1 132175
1 ECO9 10/28/96 11/27/96 30 3 1 4.4 137982
1 ECO5 11/27/96 02/21/97 86 2 1 9.9 151587
1 ECO4 02/21/97 03/24/97 31 8 1 -6.1 142394
1 ECO8 03/24/97 04/23/97 30 3 1 -4.7 135661
1 FGRXX 04/23/97 05/07/97 14 3 1 0.2 135934
1 ECO5 05/07/97 06/06/97 30 3 1 1.9 138559
1 ECO9 06/06/97 08/15/97 70 2 1 13.0 156518
1 ECO4 08/15/97 09/15/97 31 4 1 3.8 162503
1 ECO9 09/15/97 11/20/97 66 3 1 -3.4 156949
1 ECO2 11/20/97 12/22/97 32 3 1 0.4 157646
1 ECO6 12/22/97 01/29/98 38 2 1 3.9 163772
1 ECO3 01/29/98 03/02/98 32 3 1 4.0 170299
1 ECO2 03/02/98 04/01/98 30 4 1 6.1 180676
1 ECO9 04/01/98 05/01/98 30 3 1 -0.5 179746
1 ECO3 05/01/98 06/04/98 34 2 1 -3.9 172704
1 FGRXX 06/04/98 06/11/98 7 2 1 0.1 172865
1 ECO3 06/11/98 08/11/98 61 2 1 0.2 173216
1 FGRXX 08/11/98 08/20/98 9 2 1 0.1 173437
1 ECO6 08/20/98 09/21/98 32 3 1 -6.6 162024
1 FGRXX 09/21/98 09/23/98 2 2 1 0.0 162069
1 ECO3 09/23/98 10/23/98 30 4 1 -4.0 155514
1 ECO6 10/23/98 11/23/98 31 2 1 24.0 192792
1 ECO4 11/23/98 03/03/99 100 2 1 11.5 215001
1 ECO8 03/03/99 04/05/99 33 3 1 1.0 217124
1 ECO7 04/05/99 06/28/99 84 2 1 16.1 252117
1 ECO5 06/28/99 08/10/99 43 3 1 6.6 268810
1 ECO7 08/10/99 09/09/99 30 5 1 1.8 273713
1 ECO5 09/09/99 Holding 200 1 1 102.7 554718
LastValue 554718, AnnRet 42.3%, Mdd 25.2% on 10/08/98
JR
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