We publish our current ideas about markets and quantitative portfolio modeling at our blog, Systematic Investor Blog.

Relative Market View report is a daily report that is published every night that shows relative US Sectors performance for the last year (252 days). The following charts show each sector relative performance sorted by their one year total returns. The black line is the sector price divided by S&P 500 price and normalized to begin at one. The blue and violet clouds show 2 and 1 standard deviation Bollinger Bands around 50 day moving average. This report covers following ETFs:
For your convenience, the US Relative Market View report can also be downloaded and viewed the pdf format.

We also publish the Global Country Relative Market View and the Canada Relative Market View reports