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Hickey and Walters (Bespoke) submit: In our interview on CNBC Friday afternoon, we discussed our report on end of quarter window dressing and its effect on individual stocks. Over the last four years, we have found that the stocks which tend to perform best up until the last week of the quarter, have outperformed the market during the last week.

Some contend that this is the result of portfolio managers 'tidying' up their portfolios as they ditch the losers and buy the winners in an effort to show they were in the right stocks for the quarter.

window dressing by decimal

We screened the Russell 1000 for stocks which have had the best performance during the current quarter and filtered the list by looking for those with the highest levels of short interest. (In our recent study on short interest we found that during this bull market, those names with the highest short interest, have also been the best performing stocks.) While many of these names have had large moves already, history tells us that they should continue to do well next week.

best performers

Source: End of Quarter Window Dressing: Top Stocks Should Continue To Perform Well