tag:blogger.com,1999:blog-2676650858658561710.post6765643263161618442..comments2023-11-02T06:14:07.871-04:00Comments on Quantifiable Edges: What stocks will benefit the most when the market bounces?Rob Hannahttp://www.blogger.com/profile/07596674657839065754noreply@blogger.comBlogger6125tag:blogger.com,1999:blog-2676650858658561710.post-26455137601064208332008-01-24T19:45:00.000-05:002008-01-24T19:45:00.000-05:00This is a fascinating finding. For the traders her...This is a fascinating finding. For the traders here that follow longer term momentum, could you widen the time periods under study in order to demonstrate whether the highest or lowest RS stocks of the last 3, 6, and 12 months are the best "bouncers" in the months following a bottom, possibly as defined by a reversal in bullish percentage charts? Thanks for your work!<BR/>BBAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-62038316802370305722008-01-23T02:47:00.000-05:002008-01-23T02:47:00.000-05:00Very good enlightening and thought provoking post....Very good enlightening and thought provoking post. Thank you.<BR/><BR/>My best regards,<BR/>MKMKhttps://www.blogger.com/profile/17415590328550369572noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-6798655031006828802008-01-22T16:57:00.000-05:002008-01-22T16:57:00.000-05:00Tom,I would guess beta may be one of many factors,...Tom,<BR/><BR/>I would guess beta may be one of many factors, also including sector rotation, the rubber band effect, short-covering, value buying and more.<BR/><BR/>Trying to do an attribution analysis on the different factors is beyond me, though. As long as we are able to anticipate where the money is most likely to go, the "why" is secondary, anyway.Rob Hannahttps://www.blogger.com/profile/07596674657839065754noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-25255608918280055912008-01-22T11:25:00.000-05:002008-01-22T11:25:00.000-05:00Does this disparity of performance have something ...Does this disparity of performance have something to do with the beta, i.e. the ones who don't move much going down won't move much going up either?Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-33132271056027892132008-01-22T10:17:00.000-05:002008-01-22T10:17:00.000-05:00My old "HannaETF Money Flow System" - no longer fo...My old "HannaETF Money Flow System" - no longer for sale - would attempt trades like that. Generally speaking they worked quite well. You MUST keep in mind though, that the timing is still important. Underperformers will likely underperform until the bounce happens. Also, I'm not sure of your vehicle choices. XLE has dropped over 14% and more than any other of those ETF's since 12/26. That's not necessarily the "right" date to use, but I definitely don't see XLE holding up better than the rest on this recent decline...Rob Hannahttps://www.blogger.com/profile/07596674657839065754noreply@blogger.comtag:blogger.com,1999:blog-2676650858658561710.post-66139525205426602032008-01-22T04:47:00.000-05:002008-01-22T04:47:00.000-05:00How about long XLF ad XLY and short XLE and XLV?How about long XLF ad XLY and short XLE and XLV?mOOmhttps://www.blogger.com/profile/03440274434662150925noreply@blogger.com