As we head into a bond market holiday, dismal liquidity, and a potential Black Monday, something to think about.

The average large cap stock score is 60.09, below the four week moving average score of 63. The average large cap is trading -9.43% below its 52 week high, 3.10% above its 200 dma, has 4.49 days to cover held short, and is expected to grow EPS by 13.32% next year.

The average large cap score is 60.09 this week, below the four week moving average score of 62.60. The average large cap stock is trading -11.73% below its 52 week high, 0.59% above its 200 dma, has 4.49 days to cover held short, and is expected to see its EPS grow 13.42% next year.

The average score across ADRs is 52.81 this week, below the four week moving average score of 55.70. The average ADR is trading -19.05% below its 52 week high, -1.50% below its 200dma, has 4.26 days to cover held short, and is expected to post EPS growth of 21.22% next year.

The average score across our large cap universe this week is 59.73, below the four week moving average score of 64.25. The average large cap stock is trading -11.37% below its 52 week high, 1.1% above its 200 dma, has 4.49 days to cover held short, and is expected to grow EPS by 13.38% next year.

Since 2010, the top scoring stocks in our weekly large cap report have returned an average 363 bps of excess to the SPX in the following year.