Can anyone test this? Long the top 10% losers of the S&P 500 on the previous week, then do this everyone week for a year. What results do you get?
How do you quantify ‘losers’, ‘top’, or even the index basket for that matter - or are these application specific defaults? FWIW, it probably does well ytd, and not so much in 2008, buying the dip works great in bull markets.