Tag: index

Index Update 28.03.2015

MOMENTUM

We run our proprietary momentum scoring algorithm on indices just like we do on stocks. You can use the momentum scores of sub-indices to get a sense for which sectors have the wind on their backs and those that are facing headwinds.

Traders can pick their longs in sectors with high short-term momentum and their shorts in sectors with low momentum. Investors can use the longer lookback scores to position themselves using our re-factored index Themes.

You can see how the momentum algorithm has performed on individual stocks here.

Here are the best and the worst sub-indices:

index momentum best 365 2015-03-27 png

index momentum best 50 2015-03-27 png

index momentum worst 365 2015-03-27 png

index momentum worst 50 2015-03-27 png

Refactored Index Performance

50-day performance, from January 15, 2015 through March 27, 2015:

Index Update 21.03.2015

MOMENTUM

We run our proprietary momentum scoring algorithm on indices just like we do on stocks. You can use the momentum scores of sub-indices to get a sense for which sectors have the wind on their backs and those that are facing headwinds.

Traders can pick their longs in sectors with high short-term momentum and their shorts in sectors with low momentum. Investors can use the longer lookback scores to position themselves using our re-factored index Themes.

You can see how the momentum algorithm has performed on individual stocks here.

Here are the best and the worst sub-indices:

index momentum best 365 2015-03-20 png

index momentum best 50 2015-03-20 png

index momentum worst 365 2015-03-20 png

index momentum worst 50 2015-03-20 png

Refactored Index Performance

50-day performance, from January 08, 2015 through March 20, 2015:

Index Update 14.03.2015

MOMENTUM

We run our proprietary momentum scoring algorithm on indices just like we do on stocks. You can use the momentum scores of sub-indices to get a sense for which sectors have the wind on their backs and those that are facing headwinds.

Traders can pick their longs in sectors with high short-term momentum and their shorts in sectors with low momentum. Investors can use the longer lookback scores to position themselves using our re-factored index Themes.

Here are the best and the worst sub-indices:

index momentum best 365 2015-03-13 png

index momentum best 50 2015-03-13 png

index momentum worst 365 2015-03-13 png

index momentum worst 50 2015-03-13 png

Refactored Index Performance

50-day performance, from January 01, 2015 through March 13, 2015:

Index Update 07.03.2015

Momentum

We run our proprietary momentum scoring algorithm on indices just like we do on stocks. You can use the momentum scores of sub-indices to get a sense for which sectors have the wind on their backs and those that are facing headwinds.

Traders can pick their longs in sectors with high short-term momentum and their shorts in sectors with low momentum. Investors can use the longer lookback scores to position themselves using our re-factored index Themes.

Here are the best and the worst sub-indices:

index.momentum.best.365.2015-03-05

index.momentum.worst.365.2015-03-05

index.momentum.best.50.2015-03-05

index.momentum.worst.50.2015-03-05

Refactored Index Performance

50-day performance, from December 23, 2014 through March 04, 2015: