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 (12/16/13 – 12/20/13) is as follows:

perf 12.23.13 Weekly RS Recap

For the most part, the best performance came from the top half of the relative strength ranks last week.

One Response to Weekly RS Recap

  1. Anja says:

    I do agree with all the concepts you’ve introduced in your post.
    They’re really convincing and will definitely work.
    Nonetheless, the posts are too quick for beginners.

    May just you please extend them a bit from next time?
    Thank you for the post.

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