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Green Book August 2015

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Featured Articles

Of Special Interest

Value, Momentum, And The Stock Market Cycle

Conventional measures of market action, like breadth and industry leadership, point to the formation of a bull market top. Divergences abound.

Macro Monitor

Re-Deflation: Lower Rates, Wider Spreads

Re-deflation is the period where reflation gives way to deflation or disinflation. It has been so prevalent that it triggered a new “Higher Risk” signal in our Risk Aversion Index.

Stock Market

Fed Watching For The 21st Century

Deteriorating stock market breadth and worrisome leadership trends both suggest liquidity has already tightened; whether the Fed follows suit in September may now be just a formality.

Stock Market

The 30/30 Club!

The S&P 500 Energy sector’s latest plunge puts it down by almost a third in the last 14 months. It now belongs to an exclusive list of sectors which have declined 30% on both an absolute basis and relative to the S&P 500!

Equity Strategies

Homebuilding, More Than Just Curb Appeal?

While this Consumer Discretionary group has not experienced six-plus-years of market outperformance, we think it may be poised for a late-game bounce. An overall lack of housing options may be just what this industry needs to give it a long-awaited boost.

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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