This isn't audited, but I calculated all the moves and weightings I have suggested for 2017 Q1. It wasn't great - about a match to SPY at 5.73% not including commissions, leverage costs which are not so much considering the ETFs I am using almost all have leveraged versions, or slippage. But if you followed suggestions in 2016 Q4, with IWM, DIA and XLF overweight, you would have crushed it.
I'm not doing all this to match SPY so let's see what happened. Consider that 2017 Q1 positioning entered with IWM, XLF and DIA and all of these underperformed SPY for Q1 overall. So how did I match? Gradually rotated out of IWM, and caught some XLF on the gain, then got out of that somewhat decently. While later in the move, I did rotate into EEM and INDA before significant pops. And a few hedges made a bit of money too.
Key mistakes were trying to hold the 2016 Q4 winners and not just going to more cash and rotating into the new buy signals on QQQ, EEM, INDA, etc. I think this is key point going forward - I just have seen so many definitive moves at the start of quarters. In fact a leveraged fund could trade these moves by doing analysis the last 2 weeks of each quarter, being very active the first two weeks of the new quarter, then monitoring from there for 2-4 weeks, and having a 4-6 weeks off after that. :)
But jeez it would have been so easy to decently beat SPY just by having overweight QQQ or SMH or most especially my pick from 2016 Q4, KWEB Chinese internet ETF, double the gain of QQQ. Day job got busy in January and I just didn't have my usual time for analysis, but before I go on too much in a way that sounds like excuses, that is what happens if you actively manage. Some moves are missed. Too bad.
I don't mind if matching SPY is what i consider a very mediocre quarter. 2017 Q2 is doing OK. Major calls correct on the 3/1-2 highs and then both 3/27-28 low and 4/17 rebound that mattered, but portfolio got chopped a bit when market was hammering out lows last week. Also, key point, safe haven strength was noted but not traded - I will be including safe havens in portfolio positioning going forward.