Before revision:  After a sharp drop in 2008, portfolio similarity resumed its growth in 2009, with a notable acceleration in 2013, reaching levels not seen since 2007. 
After revision:  After a sharp drop in 2008, portfolio similarity resumed its growth in 2009, with a notable acceleration in 2013, reaching levels not seen since 2007. We finally show that market trends tend to be amplified in the portfolios identified by the algorithm, such that it is possible to have an informative signal about financial institutions that are about to suffer (enjoy) the most significant losses (gains).