| Label Key | S/T Momentum |
L/T Momentum | Combo Momentum | CEC Strategy | |||||
| Long | LSR | 348 | 6.4 | 188 | 2.4 | 181 | 7.2 | 380 | 91.8 |
| Short | NPD | 54 | 72% | 78 | 27% | 25 | 38% | 0 | 92% |
C.M.O. 12.5.2011
Agreeing to work towards an agreement is not the same as agreeing to agree and both of those are very far away from actually agreeing but it was considered a good first step by the markets this past week when the Fed along with the… »
C.M.O. 11.21.2011
“If you haven’t thrown up yet, you’re getting ready to,” was how Erskine Bowles, former co-chair of the national fiscal responsibility commission addressed a group of CEOs in Washington DC this past week and he wasn’t talking about the upcoming Thanksgiving holiday. The logic… »
C.M.O. 11.7.2011
Much has been written in this space in the recent past regarding the extraordinary level of correlation across all assets and asset classes. Also remarked on has been the level of volatility and the comparison of the “risk on” / “risk off” nature of the… »
