Daily Watchlist · On Our Radar · Portfolio Update

2016/10/20 – Portfolio Update

Quantitative Strategy – Automated Portfolio Update

Performance

ASSET `CLASS TYPE LONG or SHORT DAILY % MTD % QTD % YTD%
Equities Short-Term Long Only        
0% -1.25% -1.25% 45.05%
    Short Only        
      0.16% 1.16% 1.16% 35.48%
    Long/Short        
      0.07% -0.36% -0.36% 41.33%
  Medium-Term Long Only        
      -0.59% -2.92% -2.92% 17.82%
ETF Short-Term Long Only        
      -0.05% 0.15% 0.15% 31.12%
    Short Only        
      0% 0.68% 0.68% 7.48%
    Long/Short        
      -0.05% 0.86% 0.86% 30.99%
  Medium-Term Long Only        
      0.16% -0.34% -0.34% 25.20%
Futures Short-Term Long/Short        
      0.42% 3.04% 3.04% 9.60%
FX Short-Term Long/Short        
      0.19% 1.81% 1.81% 16.92%
SPX Benchmark Index          
      -0.14% -1.24% -1.24% 4.77%
             

Daily Trade Signals

Equities Short-Term Long
SYMBOL NEW/EXIT POSITION DAILY CLOSE DAILY CHG (%) INITIATE DATE INITIATE PRICE PNL
KMX New 50.83   2016/10/20 50.83  
-0.93 0%
-1.81%  
UNP New 90.64   2016/10/20 90.64  
-6.48 0%
-6.91%  
HCN Exit 70.88   2016/10/7 69.54  
0.29 1.93%
0.41%  
AEP Exit 62.91   2016/10/6 62.25  
-0.28 1.06%
-0.44%  
Equities Short-Term Short
SYMBOL NEW/EXIT POSITION DAILY CLOSE DAILY CHG (%) INITIATE DATE INITIATE PRICE PNL
ITW New 113.28   2016/10/20 113.28  
-2.44 0%
-2.13%  
NTAP New 33.87   2016/10/20 33.87  
0.19 0%
0.56%  
STX New 34.98   2016/10/20 34.98  
0.66 0%
1.90%  
AMGN Exit 161.5   2016/10/14 161.9  
0.42 0.25%
0.26%  
CSX Exit 30.34   2016/10/14 31.03  
-0.73 2.22%
-2.38%  
DLPH Exit 64.42   2016/10/14 65.99  
-0.71 2.38%
-1.10%  
KMI Exit 21.19   2016/10/14 20.36  
0.48 -4.08%
2.29%  
BSX Exit 23.01   2016/10/13 23.15  
0.14 0.60%
0.61%  
FTR Exit 4.09   2016/10/13 4  
0 -2.25%
0%  
Equities Medium-Term Long
SYMBOL NEW/EXIT POSITION DAILY CLOSE DAILY CHG (%) INITIATE DATE INITIATE PRICE PNL
HOLX New 38.47   2016/10/20 38.47  
0.1 0%
0.26%  
KSS New 44.02   2016/10/20 44.02  
0.19 0%
0.43%  
ETR Exit 74.51   2016/9/23 81.43  
-0.38 -8.50%
-0.51%  
ETF Short-Term Long
SYMBOL NEW/EXIT POSITION DAILY CLOSE DAILY CHG (%) INITIATE DATE INITIATE PRICE PNL
FRI Exit 23.31   2016/10/14 23.13  
-0.09 0.78%
-0.39%  
TLT Exit 133.11   2016/10/14 131.59  
0.14 1.16%
0.11%  

 

Portfolio Commentary

Most notable action today is that our signal has trimmed down on long utilities and REIT names, as well as exited FRI (REITs ETN) and TLT (Treasury Long Bonds) in our ETFs, as we believe the short-term rally in interest rates may be nearing an end. Also dipping our toes on couple names which we will cover in the analysis below.

 

Chart in Focus

KMX  –  Short-Term Long

Target: 55

Entry Point(s): 50.83

Comments:  Dipping our toes again as selling pressure appears to be fizzling out on positive technical divergence on marginal lower lows.

20161021-KMX.png

 

UNP  –  Short-Term Long

Target: 95

Entry Point(s): 90.64

Comments:  Plunges on heavy volume have proven to be contrarian buy signals in the past, and should have strong support at key swing point near 90.

 20161021-unp


 

NTAP   – Short-Term Short

Target: 31

Entry Point(s): 33.87

Comments: A false breakout above 2015 highs suggests further downside in this correction. Targetting the bottom of strong gap up candle at 31

20161021-NTAP.png

 

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