RRG, It’s All About the Benchmark

A presentation as part of the 50th Anniversary of the CMT Association’s Annual Symposium in New York City.

Julius will build on the basic use and interpretation of Relative Rotation Graphs®. He will explore the impact of using various universes and different benchmarks and then show the inner working of forces inside a universe. Taking a different approach allows the use of RRGs as an unusual measure of market breadth at the sector level. With this knowledge, Julius will show a potential RRG framework for portfolio construction from asset classes down to individual stocks. This session will focus on the RRG concepts and less about current views on the markets.