trendwhizo Profile picture
Global, high Sharpe ratio, Alpha extracting Long/Short Trader. #quant asset allocator. Not investment advice. Do your own due diligence. CFA.

Jan 26, 2022, 5 tweets

S&P 500 - avg returns of large cap index components by GICS Level 1 sector factor 1day, 1 week, 1 month, 1 quarter.

#Quant #momentum #investing #trading #SwingTrading #stocks #Equities

S&P 500 - avg returns of large cap index components by GICS Level 1 & Level 2 factors 1day, 1 week, 1 month, 1 quarter.

#Quant #momentum #investing #trading #SwingTrading #stocks #Equities #HedgeyeNation

S&P 500 - avg returns of large cap index components by Interest Coverage Ratio Quartiles

(1=good cos and 4=vulnerable cos)

Colors continuum - shaded by columns

#Factor #Quant #momentum #investing #trading #SwingTrading #stocks #Equities #HedgeyeNation #Hedgeye

S&P 500 league... 1/26

Top 10
$GLW
$ADM
$AVGO
$TER
$MSFT
$SLB
$HSIC
$ADI
$KLAC
$TXN

Bottom 10
$LEN
$CLX
$HAS
$TEL
$MKTX
$FFIV
$T
$DISCK
$DISCA
$ADP

#Factor #Quant #momentum #investing #trading #SwingTrading #stocks #Equities #HedgeyeNation

S&P500 Equal weighted ETFs
$RYE - Energy
$RHS - Staples
$RYU - Utilities
$EWRE - Real Estate
$RTM - Materials
$RYH - HealthCare
$RYT - Tech
$RYF - Financials
$EWCO - Comms
$RCD - Cons Disc
$RGI - Industrials

#stocks #momentum #RRG @RRGresearch

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