Of Special Interest ...examining a significantly timely topic

This once reliable market anomaly seems to have lost its effectiveness. Last four years’ results have been subpar. At this point, we don’t plan to “Play the Bounce”. Market is extended and strategy no longer seems reliable.

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Small cap earnings momentum appears to have improved significantly again in Q3, but this was matched by an equally impressive earnings performance by big caps.

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Our momentum studies indicate that big cap earnings and sales momentum may be fading. Small cap earnings and sales trends, on the other hand, appear to be stable and maybe even improving.

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Composite Leuthold technology sector not exhibiting characteristics of market leadership. But, new Leuthold Big 10 Technology Sector (largest 10 tech names) tells quite a different story.

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Small cap earnings momentum appears to have improved significantly in Q2. Big cap faded somewhat, with one-third of database yet to report.

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Last 15 years have been the best 15 year stock performance period ever recorded. Many of today's investors expect this to be the norm. Next 3, 5, 10, or 15 year time periods cannot be expected to rival current returns.

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Bottom Ten sectors per SS Scores have been significantly underperforming the S&P 500. Discipline appears to be effective in identifying lagging sectors.

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Big cap earnings momentum is best and seems to be reaccelerating. Small cap earnings lagging by a bigger margin.

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Not a hedge fund, but a disciplined quantitative program that is always 100% short.

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Earnings momentum studies indicating a re-acceleration rather than a continuation of the earnings slowdown we’ve been seeing. Earnings up/down ration at 2.20. One of the strongest ever recorded.

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Thanks to the quantitative disciplines (Sector Selection Scores), sector calls and shifts in equity portfolios were mostly on the mark in 1996...except for bad late 1995-1996 Playing The Bounce episode.

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Semiconductors being added to both portfolios in early December. Reasons for big jump in Semiconductors ranking are explained which should help readers better understand disciplines and factors in SS Scoring System.

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Our earnings momentum studies show some slowing year over year, but not as much as Wall Street seems to believe.

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While stock is being repurchased through the front door, additional shares are going out the back door for stock options, incentive compensation, and acquisitions.

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Conventional Portfolio boosting REIT holdings above the 8-10% core position. New purchases increase REITs to 12% of total assets. Increase viewed as tactical move, NOT an upward revision in core position.

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Earnings for the first and second quarter better than most expected, as evident by Andy Engel’s up/down earnings momentum work and Jim Floyd’s 3000 company studies.

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Leuthold current studies show significant downside potential from current levels. Today’s market valuation now more extreme than 1987’s, and far above historical medians.

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Andy Engel’s new “broad” Technology Composite, an all-inclusive representative tech group and Jim Floyd’s “Super Tech” sector, comprised of internet, communications and networking companies.

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Current studies show significant downside potential from current levels. Today's market valuation now more extreme than 1987's, and far above historical medians.

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While Earnings Momentum looked relatively strong for the fourth quarter of 1995, there are some very early warning signals beginning to appear.

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