Ben Carlson (A Wealth of Common Sense):
It’s difficult for intelligent people, especially in the world of finance, to admit that less is more and simple can be a far more effective framework than complex for the majority of investors. Some view this as an admission of ignorance. In fact, I view it as the ultimate sign of intelligence.
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Posted by: Andy Hyer
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 (11/3/14 - 11/7/14) is as follows:
This example is presented for illustrative purposes only and does not represent a past recommendation. The performance above is based on pure price returns, not inclusive of dividends or all transaction costs. Past performance is not indicative of future results. Potential for profits is accompanied by possibility of loss.
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Posted by: Andy Hyer
You are currently browsing the Systematic Relative Strength blog archives for the day Monday, November 10th, 2014.
