High RS Diffusion Index

The chart below measures the percentage of high relative strength stocks that are trading above their 50-day moving average (universe of mid and large cap stocks.) As of 11/23/10.

This diffusion index has dipped to 85% after remaining above 90% for a couple months. In a strong trending market for high relative strength securities we will often only see modest pullbacks before again surging higher. Dips in this index have often provided good opportunities to add to relative strength strategies.


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