Systematicrelativestrength - systematicrelativestrength.com - Systematic Relative Strength
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Sound Smart on CNBC! 26 Aug 2013 | 06:31 pm
Henry Blodget of Business Insider wrote this timeless article about empty phrases that make you sound smart on CNBC. I’m pretty sure econ majors could turn this into a drinking game. If you had to d...
Quote of the Week 24 Aug 2013 | 12:00 am
Avoiding danger is no safer in the long run than outright exposure. The fearful are caught as often as the bold.—Helen Keller I doubt that Helen Keller was thinking about bond investors when she ...
Sector Performance 23 Aug 2013 | 07:06 pm
The chart below shows performance of US sectors and capitalizations over the trailing 12, 6, and 1 month(s). Performance updated through 8/22/2013. Numbers shown are price returns only and are not i...
Fund Flows 23 Aug 2013 | 01:35 am
Mutual fund flow estimates are derived from data collected by The Investment Company Institute covering more than 95 percent of industry assets and are adjusted to represent industry totals.
High RS Diffusion Index 21 Aug 2013 | 06:23 pm
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 8/20/13. The 10-day moving a...
Relative Strength Spread 20 Aug 2013 | 06:21 pm
The chart below is the spread between the relative strength leaders and relative strength laggards (universe of mid and large cap stocks). When the chart is rising, relative strength leaders are perf...
Is Active Investing Hopeless? 19 Aug 2013 | 11:56 pm
Every time I read an article about how active investing is hopeless, I shake my head. Most of the problem is investor behavior, not active investing. The data on this has been around for a while, bu...
Weekly RS Recap 19 Aug 2013 | 05:54 pm
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...
Sector Performance 16 Aug 2013 | 06:36 pm
The chart below shows performance of US sectors and capitalizations over the trailing 12, 6, and 1 month(s). Performance updated through 8/15/2013. Numbers shown are price returns only and are not i...
Fund Flows 15 Aug 2013 | 06:39 pm
Mutual fund flow estimates are derived from data collected by The Investment Company Institute covering more than 95 percent of industry assets and are adjusted to represent industry totals.
