Daily Watchlist · On Our Radar · Portfolio Update

2016/10/25 – Portfolio Update

Quantitative Strategy – Automated Portfolio Update

Performance

ASSET `CLASS TYPE LONG or SHORT DAILY % MTD % QTD % YTD%
Equities Short-Term Long Only        
-0.49% -2.15% -2.15% 44.16%
    Short Only        
      0.22% 1.10% 1.10% 35.42%
    Long/Short        
      -0.22% -0.89% -0.89% 40.80%
  Medium-Term Long Only        
      -0.65% -3.44% -3.44% 17.31%
ETF Short-Term Long Only        
      0.11% 0.37% 0.37% 31.34%
    Short Only        
      0% 0.68% 0.68% 7.48%
    Long/Short        
      0.08% 1.02% 1.02% 31.15%
  Medium-Term Long Only        
      0.34% -0.29% -0.29% 25.25%
Futures Short-Term Long/Short        
      -1.74% 2.04% 2.04% 8.59%
FX Short-Term Long/Short        
      -0.06% 1.99% 1.99% 17.10%
SPX Benchmark Index          
      -0.38% -1.16% -1.16% 4.85%
             

Daily Trade Signals

Equities Short-Term Long
SYMBOL NEW/EXIT POSITION DAILY CLOSE DAILY CHG (%) INITIATE DATE INITIATE PRICE PNL
BSX New 22.44   2016/10/25 22.44  
-0.53 0%
-2.33%  
PNR New 55.92   2016/10/25 55.92  
-3.02 0%
-5.26%  
COG Exit 20.63   2016/10/17 21.93  
-0.48 -5.93%
-2.30%  
PCG Exit 60.79   2016/10/12 59.31  
0.28 2.50%
0.46%  
SPG Exit 197.27   2016/10/12 198.92  
0.26 -0.83%
0.13%  
Equities Short-Term Short
SYMBOL NEW/EXIT POSITION DAILY CLOSE DAILY CHG (%) INITIATE DATE INITIATE PRICE PNL
CNC New 65.36   2016/10/25 65.36  
2.31 0%
3.60%  
SEE New 42.45   2016/10/25 42.45  
-0.68 0%
-1.59%  
TRV New 109.03   2016/10/25 109.03  
-0.04 0%
-0.04%  
EXPE Exit 127.99   2016/10/19 124.69  
0.3 -2.65%
0.23%  
XEL Exit 40.48   2016/10/17 40.34  
0.28 -0.35%
0.69%  
Equities Medium-Term Long
SYMBOL NEW/EXIT POSITION DAILY CLOSE DAILY CHG (%) INITIATE DATE INITIATE PRICE PNL
OKE New 49.17   2016/10/25 49.17  
-1.2 0%
-2.41%  
RAI New 54.96   2016/10/25 54.96  
-0.14 0%
-0.25%  
WAT New 138.6   2016/10/25 138.6  
-19.15 0%
-12.94%  
UNP Exit 89.99   2016/9/28 96.16  
0.11 -6.42%
0.12%  
ETF Short-Term Long
SYMBOL NEW/EXIT POSITION DAILY CLOSE DAILY CHG (%) INITIATE DATE INITIATE PRICE PNL
EFA New 58.14   2016/10/25 58.14  
-0.04 0%
-0.07%  
XOP New 36.76   2016/10/25 36.76  
-0.7 0%
-1.89%  
XLV Exit 69.38   2016/10/18 70.22  
-0.2 -1.20%
-0.29%  
XLP Exit 52.76   2016/10/5 52.37  
0.19 0.74%
0.36%  
ETF Short-Term Short
SYMBOL NEW/EXIT POSITION DAILY CLOSE DAILY CHG (%) INITIATE DATE INITIATE PRICE PNL
IWF New 103.2   2016/10/25 103.2  
-0.55 0%
-0.53%  

 

Portfolio Commentary

In light of the plunge in crude oil under 50, some of our favorite energy names we used to own are taking quite a beating. Today we went long the OKE, which we owned for about 1/2 year and exited only earlier this month. It is certainly a risky strategy to try to catch bottoms, but it has worked very well for us during the oil plunge scare in February. Similarly, we went long XOP in our ETFs portfolio. Also dipped our toes in some oversold names as we position ourselves into November.

 

 

 

Chart in Focus

OKE  –  Medium-Term Long

Target: 51.58

Entry Point(s): 49.17

Comments:  Dropped to ST uptrend on weak oil price action but remains one of the relatively stable and outperforming energy names.

20161026-OKE.png

 

SEE   – Short-Term Short

Target: 40

Entry Point(s): 42.45, 43

Comments: Waterfall drop in progress after plunging through critical June swing lows. Gap at 40 should get filled. Conservative traders can look to enter on bounce to 43 area.

20161026-SEE.png

 

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