Daily Watchlist · On Our Radar · Portfolio Update

2016/10/13 – Portfolio Update

Quantitative Strategy – Automated Portfolio Update

Performance

ASSET `CLASS TYPE LONG or SHORT DAILY % MTD % QTD % YTD%
Equities Short-Term Long Only        
0.01% -1.45% -1.45% 44.86%
    Short Only        
      0.71% 1.89% 1.89% 36.21%
    Long/Short        
      0.36% -0.04% -0.04% 41.66%
  Medium-Term Long Only        
      -0.28% -3.34% -3.34% 17.40%
ETF Short-Term Long Only        
      0.64% 0.05% 0.05% 31.02%
    Short Only        
      -0.41% 0.20% 0.20% 7%
    Long/Short        
      0.37% 0.42% 0.42% 30.55%
  Medium-Term Long Only        
      0.48% -1.79% -1.79% 23.75%
Futures Short-Term Long/Short        
      0.66% 3.06% 3.06% 9.61%
FX Short-Term Long/Short        
      0.28% 1.33% 1.33% 16.44%
SPX Benchmark Index          
      -0.31% -1.65% -1.65% 4.34%
             

Portfolio Commentary

Our portfolios outperformed yesterday thanks to strength in Utilities and REITs. We added a few longs as well as shorts to continue positioning for choppiness in the market. In ETFs, our signal picked up short on IBB as it anticipates further weakness after technical breakdown.

Daily Trades & Positions

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Chart in Focus

MCHP  –  Medium-Term Long

Target: 62.5

Entry Point(s): 58.41

Comments:  Bullish hammer candle formed after a partial gap fill and holding breakout area. Ought to bounce towards top of consolidation

20161014-MCHP.png

 

 

BSX   – Short-Term Short

Target: 22

Entry Point(s): 23.15, 23.51

Comments: In steady decline since double top and also dropped through bullish trendline. Likely continue to decline towards June lows of 22

20161014-BSX.png

 

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