Daily Watchlist · On Our Radar · Portfolio Update

2016/10/18 – Portfolio Update

Quantitative Strategy – Automated Portfolio Update


Equities Short-Term Long Only
0.93% -1.14% -1.14% 45.17%
Short Only
  -0.73% 1.72% 1.72% 36.04%
  0% 0.01% 0.01% 41.70%
Medium-Term Long Only
  1.16% -2.72% -2.72% 18.02%
ETF Short-Term Long Only
  0.57% 0.23% 0.23% 31.20%
Short Only
  -1.40% -0.04% -0.04% 6.76%
  0.24% 0.81% 0.81% 30.94%
Medium-Term Long Only
  1.36% -0.76% -0.76% 24.78%
Futures Short-Term Long/Short
  -0.68% 2.17% 2.17% 8.72%
FX Short-Term Long/Short
  0.11% 1.57% 1.57% 16.68%
SPX Benchmark Index
0.62% -1.32% -1.32% 4.68%

Daily Trade Signals

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Portfolio Commentary

Today’s notable signal is going long XLV which is consistent with our technical view that a turnaround is in the cards. We went long JNJ which could be seen as a risky move, as it plunged on the back of earnings report despite beating expectations, though our signal believes that it dropped right into zone of strong support. In addition, with  technicals strengthening in utilities as interest rates stabilize, we have added a couple more utility names.  On the short-side, we added few names that have deteriorating technicals and broken through key swing points.

Chart in Focus

COST  –  Short-Term Long

Target: 154

Entry Point(s): 149.11

Comments:  Grinding back down after a spike up end of September on heavy volume. With technicals improving, likely headed back up to retest 200DMA.



JNJ  –  Medium-Term Long

Target: 118

Entry Point(s): 115.41, 114

Comments:  Plummeted right into bottom of down channel in reaction to earnings report but should find strong support in the breakout zone into 114 area



YUM   – Short-Term Short

Target: 80

Entry Point(s): 86.16

Comments: Broke through bullish channel and trendline with weakening technicals. Likely headed down to next channel line near 200DMA



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