This paper tried to build a strategy that beats the S&P 500using its constituents, when incorporating moving average crossover on sectors as well as using value and growth factors to pick stocks, using weekly rebalancing. Moreover, this strategy was implemented in a portfolio composed by40% Equity and 60% Bonds and tested with transaction costs(even though its realistic as the NSP does not pay fees). Finally, the results show that a long-portfolio of 40 stocks on S&P 500 equities, with a weekly holding period, presents only satisfactory results for certain types of investors
