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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
  • Weekly RS Recap 0 comments
    May 21, 2012 4:08 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 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 (5/14/12 - 5/18/12) is as follows:

    The worst performance for the week actually came from the bottom quartile of the ranks (laggards).

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