No. of Recommendations: 1
It's the stocks that have low beta on average that they're interested in (in a steep sell-off all betas and correlations basically go to 1).

Lifting from their post:
- Get some ETF historical price data - both for the ETF and its constituents
- Look at correlations between constituents during normal times and stressed times
- Calculate historical returns to low- and high-beta constituents and figure out if we have some alpha on our hands

They seemed to have some alpha, subject to the issues they already identified as problems (and presumably other problems they didn't identify).
Since I'm not great at picking individual stocks based on fundamentals, this seemed like it might have a germ of an idea for otherwise picking stocks.
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