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"Recent market aversion to small caps is a yellow flag," writes Robert Sinn, noting a favorite...

"Recent market aversion to small caps is a yellow flag," writes Robert Sinn, noting a favorite indicator - the ratio of the DJIA (DIA) to the Russell 2000 (IWO) - has moved above 1.40, a level when breached that has often led to significant market sell-offs.
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  • vision3001
    , contributor
    Comments (211) | Send Message
     
    This is the plot for DIA, IWO and DIA/IWO ratio,
    http://bit.ly/HpzDJ9

     

    The threshold of 1.40 seems too high, ie. found several false signals.
    10 Apr 2012, 09:00 AM Reply Like
DJIA (DIA) S&P 500 (SPY)
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