RS Layering Video

April 6, 2011

From time to time we have shared some of our relative strength research which has informed the decision rules for our Systematic Relative Strength portfolios. Click here (financial professionals only) to view a video with Mike Moody, John Lewis, and Andy Hyer in which we share the significant increases in performance achieved when different relative layers are added to the process. Specifically, we discuss the results from adding sector and stock selection overlays to a base relative strength model.

Anyone interested in our Systematic RS Aggressive portfolio won’t want to miss this.

layering RS Layering Video

Click here to receive the brochure on our Systematic Relative strength portfolios. Click here for disclosures. Past performance is no guarantee of future returns.

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Riding Bubbles

April 6, 2011

The trend is your friend, even when it is a bubble. Markets tend to move to extremes, so bubbles have always been part of the financial landscape. You can find books or articles about the Dutch tulip mania in the 1630′s or about John Law and the South Sea Bubble in 1720 with a quick Google search. Og the caveman probably lost money in the Great Wheel Bubble of 2000 BC. It’s not a new phenomenon.

Source: www.openclipart.org

Given that bubbles are going to be around, what should you do about it? It turns out that when some asset class blows through its so-called fundamental value, the best way to play it is to overweight it! The evidence comes from a paper, Riding Bubbles, by academics in the Netherlands and New Zealand. From the abstract:

We empirically analyze rational investors’ optimal response to asset price bubbles. We define bubbles as a sudden acceleration of price growth beyond the growth in fundamental value given by an asset pricing model. Our new bubble detection method requires only a limited time-series of historical returns. We apply our method to US industries and find strong statistical and economic support for the riding bubbles hypothesis: when an investor detects a bubble, her optimal portfolio weight increases significantly. A dynamic riding bubble strategy that uses only real-time information earns abnormal annual returns of 3% to 8%.

The paper suggests that Keynes knew what he was talking about when he said that markets could remain irrational longer than you can remain solvent! Instead of avoiding bubbles, maybe you should go hunting for them. And trying to short the bubble is not the optimal strategy:

Riding bubbles is an attractive strategy for investors who have information only on past returns. Our results show that it is not optimal for rational arbitrageurs to exert a correcting force on prices during bubbles. Instead, our empirical findings confirm the theoretical predictions made by Abreu and Brunnermeier (2003) and De Long, Shleifer, Summers, and Waldmann (1990b) that it is optimal for rational investors to ride bubbles and thereby fuel them. Therefore, markets will not resolve bubbles by themselves.

You are better off going with the flow, rather than trying to fight the bubble. The unspoken truth is that for every famous hedge fund manager who got the big short right, there were five who rang the register on the way up—and five who went belly-up trying to short too early.

Relative strength is one of the best ways to exploit bubbles. Of course, just because an asset class is strong does not mean it has exceeded its fundamental value! Much of the time strong stocks have well-justified valuations. But on those occasions when something is strong due to some kind of fad or temporary phenomenon, relative strength will also identify it and allow you to go with it. Thus, relative strength is a rational strategy to use whether the asset in question is in bubble mode or not. Happy hunting.

 Riding Bubbles

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The Mathematics of Finance: Cruel and Unforgiving

April 6, 2011

Reporting on the Illinois pension dysfunction, an op-ed in the Chicago Tribune states the following:

The mathematics of finance is cruel and unforgiving: a million-dollar obligation 20 years in the future, assuming an 8 percent rate of return, could be met with a $21,852 annual contribution. Ignore the first 10 years, halving your savings period, and your required contribution does not merely double, but more than triples to $69,029, and if you wait until you have only one quarter the time, your annual contribution must go nearly eightfold, to $170,456.

The longer the state delays funding its obligations, the greater the burden of correcting the situation.

Of course, this principle equally applies to individuals saving for retirement. The best practice is to save early and to save often.

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Top ADR Performers Over Trailing 12 Months

April 6, 2011

Although U.S. investors often focus on U.S.-based companies because of greater familiarity, I suspect that many would be interested in learning more about international companies that trade on U.S. exchanges in the form of American Depository Receipts (ADRs). The top ten performing ADRs over the past 12 months, out of our universe, are shown in the table below. As of 4/5/11.

To learn more about Dorsey Wright’s Systematic Relative Strength International portfolio, click here.

Dorsey Wright’s ADR universe is a sub-set of the entire universe of ADRs. Dorsey Wright currently owns AMRN, GENT, and SPRD. A list of all holdings for this portfolio over the past 12 months is available upon request.

 

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High RS Diffusion Index

April 6, 2011

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 4/5/11.

The 10-day moving average of this indicator is 87% and the one-day reading is 90%. Nearly all high relative strength stocks continue to trend higher.

 

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