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Monthly Reports

IQS Monthly Reports provide analysis of our flagship IQS DFM and IQS LVM models​, including our five investment dimensions.  Our models are highly robust yet consistent, supported by sound financial economics and advanced statistical techniques. IQS's approach is intuitive from an investment perspective and is grounded in fundamental investment concepts using publicly available financial and market data. We simply use the data more effectively through a very sophisticated analytical approach.

Monthly Reports

Monthly Reports

Each month IQS publishes a report on model and factor effectiveness. These reports help managers gain insights into the investment landscape and a peek at what our dynamic weighting scheme is forecasting.


May 2017 Monthly IQS Report



The S&P 500 achieved its’ fifth consecutive month of positive returns to start the year.  The last time this was achieved was in 2013, and you have to go all the way back to 1996 to find a year where the S&P 500 had the first six consecutive months of positive returns.

With the markets rising steadily, the Chart of the Month looks at the annual drawdowns of the S&P 500 Index ...



June 2017 Monthly IQS Report



Quick summary - markets keep rising, FANG stocks roaring (See Chart of the Month), Amazon buying Whole Foods, retail as we knew it will not exist again, VIX staying low, tight job market, Fed raising rates, and geopolitical risks remain high.


The S&P 500 achieved its’ sixth consecutive month of positive returns to start the year.  The last time this was achieved was in 1996, and only one year was there more than six, and that was in 1995 where the first nine months all had positive returns.



July 2017 Monthly IQS Report



The Month that was …

The DJIA has now passed 22,000! While this is not a critical value for traders, chartists or mathematicians, it nonetheless represents another milestone by the DJIA. As we noted last month in our piece about the FANGA stocks, technology is driving the market higher this year, with Apple reporting strong numbers this week, giving the market yet another lift.


Chart of the Month

Our chart of the month looks at the level of volatility in 2017 through July and puts it in historical context. It feels like the market continues to rise almost daily, with very few downward blips. We explore this question in the chart of the month...


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