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Despite the market’s weakness in March, the breadth experienced some deterioration in the last half of the month.

The 10 best and 10 worst performing equity groups over the last twelve months.

In 2000, the NASDAQ was the most volatile it had ever been. However, in 2001, new standards are being set.

U.S. focus equity fund net redemptions of $11 billion are estimated for March.

In the last ten weeks, a total of $9.8 billion of big block net insider sales have occurred.

Continuing to evaluate Leuthold Index methodology.

Last month, we changed the name of this group. After a bounce in January, the “Internet Debacle Index” continued its freefall.

How have sharp declines of the past year affected performance over longer time horizons?

Upgrade to Attractive for April led us to this mid/small cap flavored group. Current GS score bolstered by strengthening Value and Judgmental related factors. Group fundamentals should benefit from U.S. infrastructure spending (including utilities) and eventual economic rebound.

March was an ugly month for the market as a whole, with the S&P 500 diving 6.4% and the NASDAQ plummeted 14.5%. Unlike February, the decline in March was pretty broad based.

Overall inflationary pressures subsiding, but expect a few more energy related flare ups.

Recession means it is time to buy stocks. Knowing to buy stocks half way through a recession is easy. The hard part is, when the recession started, and when it might end.

Is a market timing strategy superior to “buy and hold”? You can prove anything with numbers. Despite that, there does appear to be a supportive case for tactical asset allocation, or market timing.

Navigating safely through the current, turbulent market environment requires more experience, knowledge and training.

Stock selection in a recession is a different ball game! A look at some of the rules and the traps when investing during a recession. The Bullish Message Of Breadth: Demonstration of how divergences between the S&P 500 and the A/D Lines have denoted market tops and market strength.

S&P 500 tech weighting has plunged 43% from February 2000’s peak of 34%. Now at 19%, but expect it may have further to fall in 2001.

This is the first monthly net redemption since August 1998’s $6.6 billion net outflow during the throes of the Asian market crisis.

The smart money exodus began back in late March of 2000, when 10-week total “net selling” spiked to an unprecedented 1.8% of total market capitalization. In retrospect, this was a perfect sell signal for equities.

Continuing to evaluate Leuthold Index methodology.

Fortunately, we cashed in, in January. Tech stocks crashed in February. Luck or skill? We’ll take it.