Daily Watchlist · On Our Radar · Portfolio Update

2016/10/27 – Portfolio Update

Quantitative Strategy – Automated Portfolio Update

Performance

ASSET `CLASS TYPE LONG or SHORT DAILY % MTD % QTD % YTD%
Equities Short-Term Long Only
-0.79% -2.62% -2.62% 43.69%
Short Only
  -0.61% 0.26% 0.26% 34.58%
Long/Short
  -0.72% -1.53% -1.53% 40.17%
Medium-Term Long Only
  -0.51% -3.61% -3.61% 17.14%
ETF Short-Term Long Only
  -0.37% -0.36% -0.36% 30.60%
Short Only
  0.40% 1.63% 1.63% 8.43%
Long/Short
  -0.18% 0.71% 0.71% 30.84%
Medium-Term Long Only
  -0.68% -1.66% -1.66% 23.89%
Futures Short-Term Long/Short
  -0.12% 3.08% 3.08% 9.64%
FX Short-Term Long/Short
  0% 1.89% 1.89% 17%
SPX Benchmark Index
-0.30% -1.62% -1.62% 4.36%
 

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Portfolio Commentary

No doubt it has been a tricky month for investors with choppiness all over the place – for example, the false breakout in QQQ we experienced this week, and our portfolios have also taken a tough hit as a result. But as our signals are adaptive, it will learn from this month’s trades and look to improve the accuracy going forward like it has in the past.

 

 

 

Chart in Focus

ORLY  –  Medium-Term Long

Target: 269.51

Entry Point(s): 253

Comments:  Huge plunge on earnings right into May swing point with oversold conditions. Likely relief bounce back towards 200DMA to form a large H&S pattern.

20161028=ORLY.png

 

QCOM   – Short-Term Short

Target: 67.1

Entry Point(s):70.09

Comments: Spiked on M&A headlines but closed at lows with a shooting star candle. Combined with negative technical divergence, a pullback is likely back towards 20DMA.

20161028-QCOM.png

 

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