Daily Watchlist · On Our Radar · Portfolio Update

Portfolio Update – 2016/11/07

Quantitative Strategy – Automated Portfolio Update

Performance

ASSET CLASS TYPE LONG or SHORT DAILY % MTD % QTD % YTD%
Equities Short-Term Long Only        
2.40% -1.17% -3.88% 42.42%
    Short Only        
      -2.03% 0.60% 0.31% 34.63%
    Long/Short        
      0.82% -0.26% -2.05% 39.65%
  Medium-Term Long Only        
      2.56% -1.49% -5.44% 15.30%
ETF Short-Term Long Only        
      1.99% 0.97% -1.12% 29.84%
    Short Only        
      -0.41% 3.03% 5.13% 11.93%
    Long/Short        
      1.77% 1.84% 1.26% 31.39%
  Medium-Term Long Only        
      2.40% 0.14% -0.90% 24.64%
Futures Short-Term Long/Short        
      2.53% 2.18% 5.58% 12.13%
FX Short-Term Long/Short        
      0% 0% 1.89% 17%
SPX Benchmark Index          
      2.22% 0.25% -1.69% 4.28%
             

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Portfolio Commentary

Stocks rallied across the board yesterday, and all hands on deck on Election Day. We shall reevaluate our strategies depending on the outcome, but as of now, we remain long and positioned for the high probability event which is a Clinton victory. Whether to sell into this rally is what we will consider depending on the reaction post-Election. In the event of Trump victory, we will most certainly take some drawdown but we will be ready as well.

 

 

 

Chart in Focus

ENDP  –  Short-Term Long

Target: 19.21

Entry Point(s): 15.68

Comments:  Plunged to bottom of channel in deeply oversold condition, should bounce in ST towards 20DMA

 20161108-endp


 

UAL  – Short-Term Short

Target: 50.88

Entry Point(s): 58.53

Comments: Pushed to top of LT descending channel, where it should find stiff overhead resistance and pullback towards 50WMA

20161108-ual

 

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