Weekly RS Recap

March 7, 2011

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 (2/28/11 – 3/4/11) is as follows:

The top quartile had a strong week last week, outperforming the universe by 0.58% and the top decile outperformed by an even wider margin of 1.45%.