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Consumer Discretionary Industry Investment Model (Under Development)

Preliminary Results

XLY vs. Consumer Discretionary Investment Model

Summary

The Consumer Discretionary Industry Investment Model, currently under development, forecasts the price of the SPDR Consumer Discretionary Select ETF (XLY).  The Consumer Discretionary Industry is composed of companies involved in film/movie production/distribution, consumer retail, internet retailing, automobiles, leisure products, etc. 

The Consumer Discretionary Investment Model currently takes into account retail sales and stock market performance and has a 93.4% correlation but has not undergone a backtest.  A prototype and a finished version is expected to be completed soon.

Next Steps in Development

Look into using retailer inventory data and possibly wholesalers sales and inventory data