Daily Watchlist · On Our Radar · Portfolio Update

2016/11/01 – Portfolio Update

Quantitative Strategy – Automated Portfolio Update

Performance

ASSET CLASS TYPE LONG or SHORT DAILY % MTD % QTD % YTD%
Equities Short-Term Long Only
-1.44% -1.44% -4.16% 42.15%
Short Only
  1.48% 1.48% 1.19% 35.51%
Long/Short
  -0.27% -0.27% -2.06% 39.63%
Medium-Term Long Only
  -1.19% -1.19% -5.14% 15.61%
ETF Short-Term Long Only
  0.11% 0.11% -1.99% 28.98%
Short Only
  1.09% 1.09% 3.19% 9.99%
Long/Short
  0.50% 0.50% -0.09% 30.04%
Medium-Term Long Only
  -0.75% -0.75% -1.80% 23.74%
Futures Short-Term Long/Short
  0% 0% 3.40% 9.96%
FX Short-Term Long/Short
  0% 0% 1.89% 17%
SPX Benchmark Index
-0.68% -0.68% -2.61% 3.32%
 

Daily Trade Signals

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Portfolio Commentary

Our system has detected statistical buy signal in S&P 500 (SPY) after the market tumbled. Considering the ongoing uncertainty, the trade is indeed risky but our signal has a 70% positive record in SPY long trades with avg +1% gain since 2009, so we are comfortable in taking the trade. However we will monitor the market closely heading into election and will keep subscribers posted if manual override is needed. Similarly for high-yield junk bonds (HYG and JNK).

 

 

 

Chart in Focus

CXO  –  Medium-Term Long

Target: 136.42

Entry Point(s): 128.06

Comments:  CXO dropped to bottom of up channel which has a high probability of a reversal back towards 20DMA


 

EXPE  – Short-Term Short

Target: 121

Entry Point(s): 125.99

Comments: Broke sharp uptrend with RSI confirming bearish trend change. Should retrace further and retest broken up channel near 121 area.

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