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Size/Style Strength Table

 

How to best interpret this table?

Start by moving your gaze to the far right of the table.

There is a row for each of the Size/Style averages and their respective names are  in the "Fund Name" column.  The column, right next to it, labeled "Today" contains the score for each average as of today.

The remaining columns that are labeled "-nwk" contain the score for the same average n weeks earlier.

How to use this table profitably in your trading regimen?

The benefit of seeing the average scores in such a time-varying format is that you can see Size/Style averages fade-in and fade-out of glory.

You can use this table to spot classical Size/Style Rotation and hopefully be able to implement a successful Tactical Size/Style Allocation strategy. I may publish some information on this at a later date.

The Size/Style score formula itself is proprietary. However you are encouraged to give a shot at reverse engineering it.

As always, if you have any suggestions that may be useful, feel free to drop me a note.

 

 

 

-27wk -26wk -25wk -24wk -23wk -22wk -21wk -20wk -19wk -18wk -17wk -16wk -15wk -14wk -13wk -12wk -11wk -10wk -9wk -8wk -7wk -6wk -5wk -4wk -3wk -2wk -1wk Today Fund Name
67 70 62 55 43 35 26 23 23 19 30 33 38 46 48 51 59 56 42 45 41 27 25 25 26 31 27 24 Value
71 75 70 71 66 56 40 29 26 22 35 41 46 58 64 62 68 66 57 55 43 28 26 24 23 29 26 22 SmallCap Value
64 70 66 70 66 57 46 32 27 25 38 45 49 61 65 62 65 60 47 50 41 26 26 27 24 30 26 22 MicroCap(iShr
71 76 70 69 63 54 37 28 25 21 31 32 36 43 47 50 60 57 47 46 39 25 24 23 23 29 25 22 MidCap Value
73 77 71 71 70 64 59 42 30 26 29 26 25 28 31 32 32 25 24 29 26 19 19 21 22 28 25 22 MidCap Growth
73 76 69 69 67 62 47 33 28 24 29 28 31 38 42 46 50 35 30 31 29 20 21 22 23 30 27 24 Growth
70 73 66 63 57 48 35 27 25 21 30 31 35 43 46 49 56 45 35 37 34 23 23 23 24 31 27 24 LargeCap
71 74 67 65 59 51 37 28 25 21 30 33 37 45 47 51 57 47 36 39 34 23 23 24 25 31 27 24 Stocks
73 77 70 70 67 60 47 33 27 23 30 29 29 34 36 37 44 34 30 33 29 21 20 21 22 28 25 22 MidCap
70 74 70 72 69 61 52 36 30 27 38 44 49 61 66 63 67 59 48 50 41 26 25 25 24 30 27 23 SmallCap(iShr)
73 76 72 74 72 66 61 44 33 27 34 35 38 47 52 54 58 43 33 35 29 20 20 22 21 28 25 21 SmallCap Growth

Table updated Wed Nov 19 23:08:06 PST 2008 .

Note: I noticed that for some reason these pages are best rendered in Firefox. In Internet Explorer, they don't look that great. If you happen to know what the reason may be, let me know and I will go ahead fix the pages.

 

 

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