Daily Watchlist · On Our Radar · Portfolio Update

2016/10/19 – Portfolio Update

Quantitative Strategy – Automated Portfolio Update


Equities Short-Term Long Only        
-0.11% -1.25% -1.25% 45.06%
    Short Only        
      -0.71% 1.01% 1.01% 35.33%
      -0.45% -0.43% -0.43% 41.26%
  Medium-Term Long Only        
      0.39% -2.33% -2.33% 18.41%
ETF Short-Term Long Only        
      -0.03% 0.20% 0.20% 31.17%
    Short Only        
      0.72% 0.68% 0.68% 7.48%
      0.10% 0.90% 0.90% 31.04%
  Medium-Term Long Only        
      0.26% -0.50% -0.50% 25.04%
Futures Short-Term Long/Short        
      0.46% 2.62% 2.62% 9.18%
FX Short-Term Long/Short        
      0.05% 1.62% 1.62% 16.73%
SPX Benchmark Index          
      0.22% -1.11% -1.11% 4.91%

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Portfolio Commentary

Given the short term technicals turning bullish, our signal slightly trimmed our short exposure and our long/short exposure in now roughly equal. Our equities short portfolio was burned by some aggressive short positions which squeezed higher though likely fizzle out soon. In our ETFs and futures portfolio, we covered IBB and Platinum short respectively which were the only changes.

In the coming days, we look to improve the Screener functionality in WingDashboard which will give you access to how our signal detects statistical anomalies in the markets which we hope will assist you in your trading decisions.


Chart in Focus

CVS  –  Short-Term Long

Target: 91

Entry Point(s): 85.97

Comments:  Retest of broken down trend and potential double with positive technical divergence. Good long entry here for a potential rebound to 50DMA



COG  –  Medium-Term Long

Target: 23.15

Entry Point(s): 21.58, 21

Comments:  Falling knife nears key swing point and in oversold condition warrants a good bounce



EXPE   – Short-Term Short

Target: 117

Entry Point(s): 124.69

Comments: At top of LT bullish channel and Bollinger Band which signals overbought condition. Likely pullback in the ST.



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