Performance Dispersion Tracking for US Large Cap Sectors

This document is a technical report that presents performance dispersion data for US large-cap sectors over the last three and six months. It details the average gains of the top 25% of performers, the middle 50%, and the bottom 25% in relation to the S&P 500 index. The report outlines how to compare sector strength by measuring the percentage of stocks with a positive price trend, utilizing a multi-factor model to generate ratings. The data indicates that the top 25% performers achieved significant gains compared to the index. Additionally, the report lists recent trend alerts, noting sectors with upgrades and downgrades. It emphasizes the importance of understanding market breadth and investor money flow through the percentage of A and B rated stocks. The report is intended for finance professionals and includes a disclaimer regarding the use of the provided services and the inherent risks involved in financial markets.