Daily Archives: 8 January, 2010

There is nothing that validates performance cycles more than trying it on highly correlated assets. We have done it on prior occasions illustrating the S&P 500 and Dow pair, a tight pair. Since 15 July 2009 S&P 500 has underperformed the Dow 30 delivering 5% on an absolute basis and 10% on an annualized basis. [...]