Author: Jim Delaney

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…

Ratio Box

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%

Ratio Box

Label Key S/T Momentum L/T Momentum Combo Momentum CEC Strategy Long LSR 62 0.2 11 0.1 8 0.1 384 N/A Short NPD 355 -70.3% 131 -28.8% 102 -22.5% 0 92.1%

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…

Ratio Box

Label Key S/T Momentum L/T Momentum Combo Momentum CEC Strategy Long LSR 3 0.01 21 0.3 2 0.03 374 N/A Short NPD 414 -98.6% 68 -11.3% 68 -15.8% 0 89.7%

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…

Ratio Box

Label Key S/T Momentum L/T Momentum Combo Momentum CEC Strategy Long LSR 71 0.2 87 1.5 39 0.8 374 N/A Short NPD 346 -65.9% 57 7.2% 51 -2.9% 0 89.7%