Weekly RS Recap

The table below shows the performance of a universe of mid and large cap U.S. equities, broken down by relative strength decile 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 (12/9/13 – 12/13/13) is as follows:

ranks 12.16.13 Weekly RS Recap

High relative strength stocks generally held up better than the universe and than the laggards last week.

One Response to Weekly RS Recap

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