Citi Economic Surpise Index & Counter-Cyclicals

October 16, 2013
By Knowledge Leaders Team in Uncategorized

Normally cyclical sectors outperform counter-cyclical sectors when the Citigroup Economic Surprise Index is rising and underperform when it is falling.  The Citi Econ Surprise Index is now down since 9/12/13, having fallen over 25 points.  If the relationship between these two variables holds, then either counter-cyclicals start to outperform cyclicals or economic surprises are about to turn back up.


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