Monday, February 25, 2019

A Tail of Two Extremes

% of Trading Universe <> 25% in a Quarter

For nearly two years the percentage of stocks above/below 25% over a three month period remained fairly consistent with a ceiling of approximately 20%.  Beginning October through December 24th the percentage of stocks down 25% clipped 50%.  Two months later this has almost completely inverted with the percentage up currently at 45%.

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