Evidence

The ability to capture trends, profiting from bull markets and avoiding bear phases is the key to superior performance on a consistent basis. Investors that have a good understanding and a disciplined respect for the specific price trend of securities outperform competitors. Any investment strategy can be enhanced by a better synchronization to trends developments.

Trendrating has developed a unique methodology to rate price trends, with a time horizon of 6 to 18 months. In an industry that is used to rate, rank and score a large number of metrics and data, Trendrating is filling a critical gap as capturing trends is by far the most important variable to deliver superior performance on a consistent basis.

Trendrating provides advanced analytics designed to capture trends, identifying most of the winners and avoiding a large part of the losers with in a yearly horizon.  A and B ratings indicate a bull trend and C and D mark bear moves. We provide a unique edge where A and B rated stocks on average outperform those rated C and D.

Every month we publish in this section reports and statistics that document results at the end of each month.

You can look at:

  • Actual statistics on the “ edge “ – comparing the historical returns of A/B vs. C/D.
    Every month we measure and compare the last 3 to 6 months average return of stocks rated A/B vs. those rated C/D, including the list of the two subsets. It is possible then to observe the actual results of our Trend Capture Rating (TCR)©.
  • Our white papers

Actual statistics on the “edge”

Here we want to document on a systematic basis the accuracy of our rating methodology across the board and measure the outperformance of securities rated A and B vs those rated C and D. We publish every month reports to prove this point.

PDF document (Monthly Statistics EU) – June 2019

PDF document (Monthly Statistics EU) – July 2019

PDF document (Monthly Statistics US) – July 2019

PDF document (Report – AB vs CD Rated Stocks – 50 Securities) – July 2019

PDF document (Report – AB vs CD Rated Stocks – 320 Securities) – July 2019

PDF document (Trendrating Value Evidence – EU – AB vs CD) – July 2019

PDF document (Trendrating Value Evidence – US – AB vs CD) – July 2019

PDF document (EU – 3 Months Analysis – Best and Worst Performers) – July 2019

PDF document (Trendrating Value Evidence – EU – AB vs CD) – August 2019

PDF document (Trendrating Value Evidence – US – AB vs CD) – August 2019

PDF document (Bonds – Capturing the remarkable trend) – September 2019

PDF document (Trendrating Value Evidence – EU – AB vs CD) – September 2019

PDF document (Trendrating Value Evidence – US – AB vs CD) – September 2019

PDF document (Trendrating Value Evidence – US & EU – AB vs CD) – October 2019

PDF document (Trendrating Value Evidence – US & EU – AB vs CD) – November 2019

PDF document (Trendrating Report – The Science to Capture the Winners) – January 2020

PDF document (Trendrating Report – The Science to Avoid the Losers) – January 2020

PDF document (Trendrating Value Evidence – US & EU – AB vs CD) – January 2020

PDF document (Trendrating Value Evidence – US & EU – AB vs CD) – February 2020

PDF document (Trendrating Report – Timely Damage Control) – March 2020

PDF document (Trendrating Report – The challenge: Effective risk management) – March 2020

PDF document (Trendrating Report – If history can be of guidance this bear market seems to be the twin of 1987) – March 2020

PDF document (Trendrating Report – Performance Trend of US and EMEA Indexes) – March 2020

PDF document (Trendrating Report – Navigating the storm) – March 2020

PDF document (Trendrating Report – Spotting the few Winners – European Large and Mid Cap Stocks) – April 2020

PDF document (Trendrating Report – Spotting the few Winners – US Large Cap Stocks) – April 2020

PDF document (Trendrating Report – Spotting the few Winners – US Mid Cap Stocks) – April 2020

PDF document (Trendrating Value Evidence – US & EU – AB vs CD) – June 2020

Our white papers

See our white papers that explains our methodology and the benefits for active managers.

Extracting Performance from Return Dispersion in Equity Markets

Market Return Dispersion & Opportunities For Active Managers

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