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Dorsey Wright Money Management
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The Dorsey Wright Money Management team is composed of Michael Moody, Harold Parker, John Lewis, Andy Hyer, and JP Lee. Mr. Moody and Mr. Parker, Senior Portfolio Managers, joined Dorsey Wright Money Management in 1994. John Lewis, Portfolio Manager, joined the team in 2002. Andy Hyer, Marketing... More
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Dorsey Wright Money Management
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Systematic Relative Strength Investing
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  • High RS Diffusion Index

    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 7/30/13.

    (click to enlarge)

    The 10-day moving average of this indicator is 89% and the one-day reading is 88%.

    Jul 31 12:33 PM | Link | Comment!
  • RS Spread

    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 performing better than relative strength laggards. As of 7/29/2013:

    (click to enlarge)

    Jul 30 2:24 PM | Link | Comment!
  • Weekly RS Recap

    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 (7/22/13 - 7/26/13) is as follows:

    (click to enlarge)

    Jul 29 4:58 PM | Link | Comment!
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