Weekly RS Recap

November 2, 2009

The table below shows the performance of a universe of mid and large cap U.S. equities, broken down by relative strength decile and quartile and then compared to the universe return. Those at the top of the ranks are those stocks which have the best intermediate-term relative strength. Relative strength strategies buy securities that have strong intermediate-term relative strength and hold them as long as they remain strong.

Last week’s performance (10/26/09 - 10/30/09) is as follows:

Ouch! Not a pretty week.


All-Or-Nothing Trade is Over

November 2, 2009

The Capital Spectator points out the divergence in asset class returns after a stretch where everything seemed to move together.