Figure 1: Daily Trend Alphability - top five Dow stocks
Bank of America bounds into the lead as the post-Merrill excitement rumbles on, though as the blow up shows - not always happily.
Figure 2: Daily Trend Alphability - bottom five Dow stocks
Some dossiers just can't be sexed up - and here's our old friend J & J to prove it. As the blow up shows, zzzzzzzzzzzzzzzzz…
Figure 3: Daily Trend Alphability - bond futures
From the moribund to the wired, with T-Bonds jiving way above the Bund and Long Gilt. The blow up says it all
Figure 4: Daily Trend Alphability - stock index futures
Stock index futures had a less than thrilling quarter, with the FTSE occasionally making an attempt to keep up, but suffering more than a few J & J moments.
Figure 5: Daily Reversal Alphability - top five Dow stocks
After all the excitement of the previous issue, Reversal Alphability scores declined - though it's interesting to see a new yellow face with tracks attached, in the form of Caterpillar.
Figure 6: Daily Reversal Alphability - bottom five Dow stocks
The overall scores may be low, but Verizon manages a bit of a home waddle.
Figure 7: Daily Reversal Alphability - bond futures
As with Trend Alphability, T-Bonds comfortably outpace the competition.
Figure 8: Daily Reversal Alphability - stock index futures
No shortage of zig and zag for the Emini, though overall Reversal Alphability scores were down again.