So far it doesn’t look like there have been any studies that divide factor research into bull/bear or trend periods. If there are any readers that use Factset (especially in SoCal)and would like to collaborate, let me know.
I posted back in November a simple stock screen and the top picks it returned. Since that time they have returned 8% vs. -2.5% for the S&P. I’m not really a “post stock picks” type of guy (this blog is more about process and theory), but thought it was an interesting follow up. The best performer was Frontline (FRO) up 60%+ and the worst was Holly Corp (HOC) down about -25%.
What is it spitting out now? A pretty diverse group of shipping, electronics, fertilizers, REIT, housewares, engineering equipment, and egg producers.
Annaly Capital Management (NLY)
National Presto Industries (NPK)
CF Industries Holdings(CF)
Western Digital (WDC)
Koninklijke Philips Electronics (PGH)
MOSAIC COMPANY (MOS)