Of the only five S&P 500 stocks that 12 months ago on average were rated "strong buy" by analysts, three have fallen since then, one has underperformed the S&P 500 and just one has outperformed, according to Thomson Reuters dataAsset management company Affiliated Managers Group (AMG) has slumped 30% since a year ago, when analysts on average rated it "strong buy"Twenty-First Century Fox (FOXA) and industrial company Quanta Services (PWR) are down 20% and 5%, respectively, from a year ago, when they both had average "strong buy" ratingsOf the remaining such ratings from a year-ago, Berkshire Hathaway (BRK.A) is up 0.7% and car-parts distributor LKQ Corp (LKQ) has advanced 10%, vs the S&P500's 3.6% gainAnd analyst sentiment still skewed bullish on all five stocks.It should be a great strategy to short in equal weights all 5 stocks with the highest rating from analysts. :)