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Strategies & Market Trends : Movers of the SPX

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To: fut_trade who wrote (12)3/8/2000 1:22:00 AM
From: fut_trade  Read Replies (1) of 20
 
MID short/long picks

Downward Momentum (SHORT)
UVV -0.74 -0.71 0.45 4184
HUB.B -0.67 -0.32 0.64 2841
ALK -0.64 -0.42 0.67 2451
ASBC -0.61 -0.57 1.43 2793
CCB -0.61 -0.57 1.41 1786
AFC -0.60 -0.39 2.00 1698
FLS -0.59 -0.41 0.39 5917
PMS -0.59 -0.16 0.29 7752
LIT -0.57 -0.48 1.27 0
CSK -0.55 -0.61 0.35 0
ASFC -0.53 -0.28 1.24 0
SQA.A -0.52 -0.34 2.31 0
UFI -0.50 -0.22 0.47 0
SR -0.50 -0.49 0.36 0
RLR -0.50 -0.34 2.15 0
MXM -0.49 -0.29 0.20 0
DF -0.49 -0.59 0.97 0
VVI -0.49 -0.28 1.95 0
RT -0.47 -0.25 0.31 0
FMER -0.47 -0.63 1.23 0

Upward Momentum (LONG)
ESV 0.71 0.40 4.66 1842
VRTS 0.70 0.40 63.57 382
BJS 0.66 0.52 5.41 876
SEBL 0.63 0.43 30.44 388
SII 0.60 0.39 3.57 856
MCHP 0.59 0.32 5.53 865
OSG 0.55 0.46 0.79 2674
QLGC 0.54 0.60 13.83 330
SYMC 0.53 0.37 4.48 0
ALTR 0.51 0.27 18.45 0
NVLS 0.49 0.16 7.60 0
VSH 0.49 0.13 4.38 0
VLO 0.48 0.18 1.61 0
IDTI 0.48 0.11 4.09 0
CHIR 0.48 0.10 11.78 0
CPN 0.47 0.25 6.50 0
ATML 0.46 0.28 11.40 0
SBL 0.45 0.39 9.99 0

Price for longs > 0.85*52wkhi, shorts < 1.15*52wklo
Column 2: momentum rating 1
Column 3: momentum rating 2
Column 4: market cap in billions of USD
Column 5: # shares in a $500,000 portfolio

UVV HUB.B ALK ASBC CCB AFC FLS PMS
ESV VRTS BJS SEBL SII MCHP OSG QLGC
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