Day: September 12, 2011

Ratio Box

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. 9.12.2011

“If you had bought Swiss francs when I suggested, you would not have lost three-quarters of your fortune.”  Those words, spoken by the banker of Anna Eisenmenger, a middle-class Viennese diarist in post-WWI Vienna are as apropos today as they…