Comments on: Buying the Highs vs. Buying the Lows http://www.mebanefaber.com/2007/05/30/buying-the-highs-vs-buying-the-lows/ Stock Market and Investing Blog of Mebane Faber Tue, 11 Oct 2011 15:24:53 +0000 hourly 1 http://wordpress.org/?v=3.2.1 By: seadog http://www.mebanefaber.com/2007/05/30/buying-the-highs-vs-buying-the-lows/comment-page-1/#comment-1351 seadog Mon, 04 Jun 2007 14:59:00 +0000 http://www.mebanefaber.com/2007/05/30/buying-the-highs-vs-buying-the-lows/#comment-1351 Check out Russell Research commentary by Dennis Triton "Has Growth Become Value - Reprise" March '07. Good piece on how value managers are finding value in...growth stocks. Similar to '88-89 pre-growth stock run. Check out Russell Research commentary by Dennis Triton “Has Growth Become Value – Reprise” March ’07. Good piece on how value managers are finding value in…growth stocks. Similar to ’88-89 pre-growth stock run.

]]> By: Mebane Faber http://www.mebanefaber.com/2007/05/30/buying-the-highs-vs-buying-the-lows/comment-page-1/#comment-1350 Mebane Faber Fri, 01 Jun 2007 15:47:00 +0000 http://www.mebanefaber.com/2007/05/30/buying-the-highs-vs-buying-the-lows/#comment-1350 For the screen mentioned, the returns for 2000-2006 have been ~12%/yr vs. ~2%/yr for the S&P500. (With one down year at -7%)<br/><br/>The cross-market momentum has done ~12%/yr with one down year at -3.64%.<br/><br/>The GTAA trendfollowing model has done ~10%/yr with no down years. . . For the screen mentioned, the returns for 2000-2006 have been ~12%/yr vs. ~2%/yr for the S&P500. (With one down year at -7%)

The cross-market momentum has done ~12%/yr with one down year at -3.64%.

The GTAA trendfollowing model has done ~10%/yr with no down years. . .

]]> By: Anonymous http://www.mebanefaber.com/2007/05/30/buying-the-highs-vs-buying-the-lows/comment-page-1/#comment-1349 Anonymous Fri, 01 Jun 2007 15:34:00 +0000 http://www.mebanefaber.com/2007/05/30/buying-the-highs-vs-buying-the-lows/#comment-1349 CXO also said:<br/>As counterpoint and caution, see our blog entry of 3/8/07 summarizing more recent research concluding that the momentum effect died in 2000 after a fairly reliable 60-year run. CXO also said:
As counterpoint and caution, see our blog entry of 3/8/07 summarizing more recent research concluding that the momentum effect died in 2000 after a fairly reliable 60-year run.

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