Relative Strength Anomaly

I mainly trade stocks and from time to time see a relative strength (RS) anomaly. My question comes at this time as this anomaly has become a little more prominent than previous times. However, it is still rare considering the overall trading spectrum.

Among other tools, I use RS at times when it fits context. The anomaly that I am seeing at times now is that a stock will show great RS against the indexes and/or the ETF. For example, as the index/ETF have 3 bars down, the stock will hold for 3 bars in a tight range and every push down gets bought in a healthy fashion.

Now as the index/ETF eases off and retraces (or even assumes/resumes trend) and comes up 3 bars, the stock fails to connect with this move and stays put, which now equates to it showing relative weakness.

What is happening here???

*Additional info:

- trade 5 min charts
- trade for protracted moves
- anomaly unlikely to have HFT influence (but opinions in this regards are welcomed)
- no buyer/seller in range holding firmly at specific price
 
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