This year’s post-Quad witching in June trades in our Almanac Trader portfolio scored another home run. The market has been defying expectations and keep on going up. Still, they dipped briefly for our post-expiration trades to close at profit.

Till yesterday morning, eight of nine ETF trades that we execute for this strategy had exited. The last remaining one, Consumer Staples Select Sector, XLP, triggered the exit signal at the close of yesterday, June 26th, 2014. The corresponding short ETFs for this sector, Proshares Ultra Short Consumer Goods (SZK) and ProShares Ultra Short Consumer Services (SCC), are very thinly traded so we short the XLP or XLY. This year XLY was not triggered.

• Close XLP short at or near 44.58, the close on June 26th, 2014, for a gain of +1.8% in eight days

The total return for this strategy in 2014 was a gain of +1.1% within eight calendar days, giving an annualized return of +52%. Since 2000, the strategy has produced 65 trades with 94% winning rate. The average return has been +2.4% within eight calendar days giving an annualized return of 113%.