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Green Book May 2014

Small Cap Weakness Is Not A Market Death Knell. We Need More Evidence.

The final distribution phase before a market top is typically accompanied by erosion in not only Small and Mid Cap market breadth, but in Large Cap breadth as well. There’s no sign of that yet.

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Stock Market

Small Cap Weakness Is Not A Market Death Knell

With Small Cap stocks falling to an 11-month RS low while the DJIA hits a new price high, many technicians point to this divergence as evidence the dangerous "distribution" period is underway. We're not so sure.

Of Special Interest

Two Market Anomalies Intact: A Quantitative Review

We are entering the most bearish window among the potential combinations of the Presidential Election Cycle and the Annual Cycle.

Stock Market

EM Sentiment Readings Reach Extremes

A few measures are suggesting that investor sentiment towards EM has reached a low ebb.

Stock Market

Stock Market Observations

DJIA eclipsed its year-end closing high; Dow Transports still strong; NYSE A/D Line hits all-time high.

Macro Monitor

10-Year Yield: More Downside

We expect the 245-250 barrier to be tested, and if it is decisively broken, much lower yields could be in the cards.

Equity Strategies

Despite Volatility In Factor Performance, There Has Been Low Group Turnover

Info Tech and Health Care have been the highest rated sectors for 10 consecutive months. Energy sector is improving from the bottom of the rankings.

Equity Strategies

Refiners Group Looks Healthy Once Again

The only Energy group rated Attractive, its score has improved for seven consecutive months.

Table of Contents

Stock Market

Of Special Interest

Macro Monitor

Equity Strategies

Quant

Market Internals

Portfolios

Major Trend

Estimating the Downside

At Random

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