| Label Key | S/T Momentum |
L/T Momentum | Combo Momentum | CEC Strategy | |||||
| Long | LSR | 155 | 0.6 | 43 | 0.3 | 27 | 0.3 | 384 | N/A |
| Short | NPD | 262 | -25.7% | 173 | -31.2% | 102 | -18% | 0 | 92.1% |
C.M.O. 6.1.2010
Credit Market Overview
June 1, 2010
With the VIX closing at 40.10 on May 21st and correlation across almost every single asset class locked at 1.0 it would appear that investors are battening down the hatches early for what the National Oceanic and Atmospheric Administration (NOAA) says… »
C.M.O. 5.24.2010
Credit Market Overview
May 24, 2010
It can be debated whether the Keynesian school of economics is the right or wrong way of managing a nation’s finances but one thing John Maynard said has remained true since the words were uttered. “Markets can remain irrational longer than… »
C.M.O. 5.7.2010
Credit Market Overview
May 7, 2010
After a recent bout of severe headaches and upon the urgent urging of friends and family I have undergone a series of MRI’s, CAT Scans, EKG’s and whatever other test they could throw at me. The results show that the skeptisus… »
