Daily Watchlist · On Our Radar · Portfolio Update

2016/10/24 – Portfolio Update

Quantitative Strategy – Automated Portfolio Update

Performance

ASSET `CLASS TYPE LONG or SHORT DAILY % MTD % QTD % YTD%
Equities Short-Term Long Only        
0.39% -1.65% -1.65% 44.65%
    Short Only        
      -0.45% 0.89% 0.89% 35.21%
    Long/Short        
      0.08% -0.67% -0.67% 41.02%
  Medium-Term Long Only        
      0.23% -2.79% -2.79% 17.96%
ETF Short-Term Long Only        
      0.24% 0.26% 0.26% 31.22%
    Short Only        
      0% 0.68% 0.68% 7.48%
    Long/Short        
      0.18% 0.94% 0.94% 31.07%
  Medium-Term Long Only        
      -0.02% -0.63% -0.63% 24.91%
Futures Short-Term Long/Short        
      -1.17% 3.78% 3.78% 10.34%
FX Short-Term Long/Short        
      0% 2.05% 2.05% 17.16%
SPX Benchmark Index          
      0.47% -0.78% -0.78% 5.25%
             

Daily Trade Signals

Equities Short-Term Long
SYMBOL NEW/EXIT POSITION DAILY CLOSE DAILY CHG (%) INITIATE DATE INITIATE PRICE PNL
QRVO New 57.29   2016/10/24 57.29  
2.59 0%
4.63%  
TSN New 69.83   2016/10/24 69.83  
0.29 0%
0.42%  
CELG Exit 98.07   2016/10/11 101.64  
-0.84 -3.51%
-0.85%  
Equities Short-Term Short
SYMBOL NEW/EXIT POSITION DAILY CLOSE DAILY CHG (%) INITIATE DATE INITIATE PRICE PNL
AXP New 67.09   2016/10/24 67.09  
-0.27 0%
-0.40%  
EQT New 64.46   2016/10/24 64.46  
0.11 0%
0.17%  
SYF New 28.79   2016/10/24 28.79  
0.56 0%
1.96%  
LKQ Exit 33.05   2016/10/18 32.93  
0.18 -0.36%
0.55%  
YUM Exit 87.8   2016/10/18 86.16  
0.83 -1.90%
0.95%  
Equities Medium-Term Long
SYMBOL NEW/EXIT POSITION DAILY CLOSE DAILY CHG (%) INITIATE DATE INITIATE PRICE PNL
JPM New 68.87   2016/10/24 68.87  
0.38 0%
0.55%  
QRVO New 57.29   2016/10/24 57.29  
2.59 0%
4.63%  
NAVI Exit 13.19   2016/9/27 14.49  
0.16 -8.97%
1.22%  
TWTR Exit 18.03   2016/9/27 23.72  
-0.06 -23.99%
-0.33%  
YUM Exit 87.8   2016/9/27 89.86  
0.83 -2.29%
0.95%  
GPRO Exit 13.88   2016/9/23 17.15  
-1.05 -19.07%
-7.29%  
ETF Short-Term Long
SYMBOL NEW/EXIT POSITION DAILY CLOSE DAILY CHG (%) INITIATE DATE INITIATE PRICE PNL
TLT New 132.73   2016/10/24 132.73  
-0.58 0%
-0.44%  
IYR Exit 78.2   2016/10/12 77.26  
0.21 1.22%
0.27%  

 

 

Portfolio Commentary

Today our Medium-term Equities portfolio cut losses on multiple non-performing positions so that we can move on and reallocate capital accordingly. With the breakout in QQQ, the technology sector likely continue to shine in the near-term and at 27%, the sector remains the most concentrated sector in our portfolio. Today we increased exposure in Semiconductor sector by going long QRVO in both short-term and medium-term portfolio, as strong technical breakout in the name as well as broader sector points to further upside near-term:

20161025-SMH.png

Chart in Focus

QRVO  –  Short-Term & Medium-Term Long

Target: 61

Entry Point(s): 57.29, 56

Comments:  Bullish inverse H&S breakout points to gap fill at 61 as next target. Conservative investors may wait for dips towards to enter.

20161025-QRVO.png

 

SYF   – Short-Term Short

Target: 28.79

Entry Point(s): 27.2

Comments: LT downtrend off ATHs likely stiff resistance and good entry for short position with target towards 20WMA.

20161025-SYF.png

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