We believe the most important investment decision is proper asset class selection, which requires a highly disciplined and unemotional approach to evaluating risk/reward potential.
The Leuthold Sector Rotation strategy aims to take advantage of the disparity in sectors during normal business cycles.
Through an analysis of forward returns using market cycles, factor signal strength, and factor relative valuation, we seek to identify the most promising factors for a given market environment.
Momentum category gain was driven by strength in breadth measures, selected trend models, and most of the Chart Scores.
Doug is the Chief Investment Officer of The Leuthold Group, LLC, and Co-Portfolio Manager of the Leuthold Core Investment Fund and the Leuthold Global Fund.