Daily Watchlist · On Our Radar · Portfolio Update

2016/11/10 – Portfolio Update

Quantitative Strategy – Automated Portfolio Update


Equities Short-Term Long Only        
0.54% -1.32% -4.03% 42.28%
    Short Only        
      -1.79% -3.08% -3.38% 30.94%
      -0.42% -1.89% -3.68% 38.02%
  Medium-Term Long Only        
      0.22% -0.76% -4.71% 16.04%
ETF Short-Term Long Only        
      -2.30% 3.21% 1.12% 32.08%
    Short Only        
      -1.58% -2.89% -0.78% 6.02%
      -1.87% 1.23% 0.64% 30.78%
  Medium-Term Long Only        
      0.06% 1.89% 0.84% 26.38%
Futures Short-Term Long/Short        
      -1.59% 1.52% 4.92% 11.48%
FX Short-Term Long/Short        
      0% 0% 1.89% 17%
SPX Benchmark Index          
      0.20% 1.94% -0.04% 6.04%

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Portfolio Commentary

Very interesting action today as technology, consumer staples sectors were dumped, as banks and financials continue their relentless run up. As a result many stocks are overbought/oversold after the 2-day move and our signal is not inclined to chase the move. There will always be a dip buy opportunity to rotate into outperformers in the LT. Also many emerging markets suffered massive drop on strength of US dollar. We picked up quite a few today including Mexico, which plunged back to YTD lows, Brazil, South Africa and Indonesia. We believe there should be a quick snapback bounce after such a one sided 2 day move. Similarly we went short the IWM which we believe in the ST will pullback due to overstretched conditions like a few other sectors, though it is clear the longer-term technical picture is turning more positive.


Chart in Focus

EWW   –  Short-Term Long

Target: 46

Entry Point(s): 44.2

Comments: Mexico ETF was pounded back to YTD low, an astonishing 17% move in 2 days. Our signal believes an oversold bounce is due back above lower Bollinger band in the weekly chart.



HBAN  –  Short-Term Short

Target: 10.5

Entry Point(s): 11.6

Comments:  More extremely overbought regional banks that our signal decided to pull triggers on including HBAN, which is retesting LT broken uptrend and 2015 highs..




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