IQS Weekly Quant - 10/17/2009

On a weekly basis, we will include an analysis of how various categories of factors performed.

For the week ending October 17, 2009, diversification continues to be the best weighting scheme!
The IQS composite model achieved a top/bottom decile spread of +1.1%.

4 of the 5 categories had positive spreads:
Momentum: +1.3%
Balance Sheet: +.7%
Improving Financials: +.5%
Value: +.1%
Sentiment: -.7%