• Stocks and commodities closed positively in the first week of 2012.
• Equity trend improved across major indices.
• RSMCs indicate a short‐term stock market peak.
• Offensive stocks rallied, financials and materials lead stocks higher.
• Historical returns distributions are mostly leftward shifting for the next 4weeks.
• Treasury yields rallied on the long end this week; short‐term and long‐term rates were still negatively correlated.
read more at...
http://plus.alpbeta.com/report/201201.pdf
or
Alpbeta: Plus
• Equity trend improved across major indices.
• RSMCs indicate a short‐term stock market peak.
• Offensive stocks rallied, financials and materials lead stocks higher.
• Historical returns distributions are mostly leftward shifting for the next 4weeks.
• Treasury yields rallied on the long end this week; short‐term and long‐term rates were still negatively correlated.
read more at...
http://plus.alpbeta.com/report/201201.pdf
or
Alpbeta: Plus