S&P 1500
Feb
07
2014
A Forgettable “Bounce” Season
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
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
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
Many quantitative factors, which had previously shown little correlation, suddenly all moved together.
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