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S&P 1500

Feb 07 2014

A Forgettable “Bounce” Season

  • Feb 7, 2014

The last few innings of a cyclical bull market generally favor trend or momentum-oriented strategies, rather than mean-reverting ones like “Playing The Bounce."

Oct 08 2013

Playing The Bounce - With A Twist

  • Oct 8, 2013

The historical batting average of this strategy has been decent, with gains in 9 of 18 years along with “excess” returns over the S&P 500 in 10 of 18 years. The best Bounce seasons have occurred when the market was either down for the year through September, or up only modestly.

Aug 07 2013

Key Observations On Q2 S&P 1500 Earnings

  • Aug 7, 2013

Year-over-year EPS growth rate for companies with Q2 reports (with about 65% in) currently stands at +4.2%, while revenue growth has come in at a better than expected +2.6%.

Sep 05 2007

Correlation In All The Wrong Places

  • Sep 5, 2007

Many quantitative factors, which had previously shown little correlation, suddenly all moved together.