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Providing the best fundamental strategy and independent research with top priority on our clients’ needs and interests.

Welcome to Fundstrat
A differentiated approach to market strategy and sector research

We are an independent research boutique, providing market strategy and sector research. Our differentiated approach is based on what we call fundamental strategy. That is, our research process combines both top-down strategy and bottoms-up fundamental views, to develop a roadmap of practical and useful investment insights for our clients.

 

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Equity markets this year has been one of peculiar contradictions and concentration, …

Seasonals impact equities, including post-Presidential election dynamics (1st yr), g…

The flattening of long-term yield curve (30Y vs 10Y) has been signaling downside ris…

The S&P 500 has been performing considerably above our base case so far in 2017. The…

Inversion of VIX term structure has “signal value.” In 2016, we saw two instanc…

More reports are available in the Research Library.


1965 and 1969 were similar to 2017 based on positive YTD, peaking PMI and peaking RS…

Mixed messages at the index level: Long-term cycle Indicators, which bottomed in ear…

Comey’s dismissal was not good news for the embattled Trump White House and obviou…

Introducing the Doctor Quant Model (DQM) after extensive development and testing.

Our monthly S&P momentum indicator, tracking the average stock over a cycle, bottome…

More reports are available in the Research Library.



The headwinds developing from an inversion of the VIX term structure (4M contract is…

The long-term yield curve (30Y less 10Y) has impressive and impeccable track record …

Energy Investment grade CDS is the best performing sector YTD, nearly best high-yiel…

Update on "Stocks are the “new” bonds" strategy.





Equity markets this year has been one of peculiar contradictions and concentration, …

Seasonals impact equities, including post-Presidential election dynamics (1st yr), g…

The flattening of long-term yield curve (30Y vs 10Y) has been signaling downside ris…

The S&P 500 has been performing considerably above our base case so far in 2017. The…

Inversion of VIX term structure has “signal value.” In 2016, we saw two instanc…

More reports are available in the Research Library.


1965 and 1969 were similar to 2017 based on positive YTD, peaking PMI and peaking RS…

Mixed messages at the index level: Long-term cycle Indicators, which bottomed in ear…

Comey’s dismissal was not good news for the embattled Trump White House and obviou…

Introducing the Doctor Quant Model (DQM) after extensive development and testing.

Our monthly S&P momentum indicator, tracking the average stock over a cycle, bottome…

More reports are available in the Research Library.


The headwinds developing from an inversion of the VIX term structure (4M contract is…

The long-term yield curve (30Y less 10Y) has impressive and impeccable track record …

Energy Investment grade CDS is the best performing sector YTD, nearly best high-yiel…

Update on "Stocks are the “new” bonds" strategy.