Saturday, September 13, 2014

TradeProphet Weekly Report 13/09/2014

 

 

For the week, the S&P500 index opened at 2,007.17 and closed at 1,985.54moving down 1.07%.

Looking at the support resistance picture (below)

image 
S&P500 index support resistance picture
(6 months)

Moving down , probably to the 1,970 area.

As far as the triggers from TradeProphet system for the market, this is how it looks:

(click here for help on the info below)

Ticker

Position

Profit/Loss Ratio

Max. Draw Down

Sharpe

Alpha

Beta

Order Date

VXX

Short

901.98

0.89%

13.71

44.01%

0.30

12/09/2014

^GSPC

Short

467.27

0.00%

9.02

24.17%

-0.53

12/09/2014

QQQ

Close Long

85.22

1.11%

7.97

28.21%

0.32

12/09/2014

DIA

Close Long

18.49

3.59%

12.99

33.81%

0.14

12/09/2014

SPY

Close Long

18.30

3.35%

10.95

36.42%

0.36

12/09/2014

 TradeProphet Triggers

Close long positions , no short orders yet.

Growth Model Portfolio

Lets now look at the Growth portfolio,  TradeProphet system issued the triggers below for the growth portfolio :

(click here for help on the info below)

Ticker

Position

Profit/Loss Ratio

Max. Draw Down

Sharpe

Alpha

Beta

Order Date

SAVE

Long

843.44

0.06%

7.23

38.00%

0.10

12/09/2014

PRLB

Long

415.89

0.09%

25.76

146.66%

-0.48

12/09/2014

CMG

Long

318.17

0.00%

41.29

47.80%

-0.91

12/09/2014

SWI

Short

281.67

0.25%

8.05

167.39%

-0.60

12/09/2014

 TradeProphet Triggers

.

Value Model Portfolio

Any good triggers in the Value portfolio? Let's look at the issued triggers:

(click here for help on the info below)

Ticker

Position

Profit/Loss Ratio

Max. Draw Down

Sharpe

Alpha

Beta

Order Date

COH

Short

217.47

0.93%

5.12

96.35%

-1.26

12/09/2014

STRA

Short

145.85

0.00%

10.67

148.67%

-0.44

12/09/2014

PDLI

Short

108.21

0.52%

5.90

81.60%

-0.39

12/09/2014

LQDT

Short

63.72

0.00%

6.02

179.02%

0.35

12/09/2014

AET

Short

55.05

0.00%

5.82

80.58%

-0.84

12/09/2014

BKE

Close Long

39.14

1.05%

3.75

101.62%

1.93

12/09/2014

 TradeProphet Triggers

Don’t go anywhere near value investment..

Best overvalued / undervalued Sectors (And best picks within that sector)

(click here for help on the info below)

Ticker

Position

Profit/Loss Ratio

Max. Draw Down

Sharpe

Alpha

Beta

Order Date

XTN

Long

67.04

0.88%

13.48

43.63%

0.08

12/09/2014

XBI

Short

43.39

0.00%

9.42

33.61%

-0.40

12/09/2014

XME

Short

41.87

0.00%

7.24

32.00%

-1.17

12/09/2014

XHS

Close Long

40.21

0.27%

17.93

49.53%

0.41

12/09/2014

XOVR

Short

23.76

0.11%

6.85

30.28%

-0.24

12/09/2014

XOP

Close Long

23.56

2.70%

13.34

60.81%

-0.02

12/09/2014

 TradeProphet Triggers

 

(click here for help on the info below)

Ticker

Position

Profit/Loss Ratio

Max. Draw Down

Sharpe

Alpha

Beta

Order Date

TradeProphet Triggers

Conclusion time – very confusing situation in the market , the market as a whole is in no position to open new positions, growth stocks are really powerful but value isn’t, and there are even some shortable sectors...

Happy trading,
The TradeProphet team.

http://3.bp.blogspot.com/-CghrZu_hYA8/U0qsknr9gEI/AAAAAAAACa0/ERXv3dIDoDE/s1600/TP_Complete.png

 

 

Saturday, September 6, 2014

TradeProphet Weekly Report 06/09/2014

 

For the week, the S&P500 index opened at 2,004.07 and closed at 2,007.71,barely making a move.

Looking at the support resistance picture (below)

image 
S&P500 index support resistance picture
(6 months)

Storm clouds!.

As far as the triggers from TradeProphet system for the market, this is how it looks:

(click here for help on the info below)

Ticker

Position

Profit/Loss Ratio

Max. Draw Down

Sharpe

Alpha

Beta

Order Date

SPY

Close Long

12.64

3.21%

15.57

55.86%

0.09

05/09/2014

QQQ

Close Long

10.88

2.94%

10.70

48.72%

0.56

05/09/2014

DIA

Close Long

18.49

3.59%

12.99

33.81%

0.14

05/09/2014

VXX

Short

2091.74

0.00%

7.60

72.30%

0.12

05/09/2014

 TradeProphet Triggers

Storm clouds ,yet again.

Growth Model Portfolio

Lets now look at the Growth portfolio,  TradeProphet system issued the triggers below for the growth portfolio :

(click here for help on the info below)

Ticker

Position

Profit/Loss Ratio

Max. Draw Down

Sharpe

Alpha

Beta

Order Date

EDU

Long

30.84

4.23%

9.52

59.44%

0.03

05/09/2014

IPGP

Long

28.50

0.00%

6.75

66.39%

2.88

05/09/2014

SAVE

Long

105.58

1.63%

7.36

64.39%

0.47

05/09/2014

 TradeProphet Triggers

.

Value Model Portfolio

Any good triggers in the Value portfolio? Let's look at the issued triggers:

(click here for help on the info below)

Ticker

Position

Profit/Loss Ratio

Max. Draw Down

Sharpe

Alpha

Beta

Order Date

STRA

Short

145.85

0.00%

10.67

148.67%

-0.44

05/09/2014

PDLI

Short

73.83

0.74%

7.03

75.68%

-0.31

05/09/2014

GME

Short

50.11

0.00%

7.25

134.29%

0.18

05/09/2014

BTH

Short

41.76

0.00%

6.76

114.31%

-1.01

05/09/2014

UTIW

Short

33.18

0.00%

10.75

69.27%

-0.83

05/09/2014

GME

Short

28.97

0.00%

8.30

64.16%

0.67

05/09/2014

NTI

Close Long

23.81

0.72%

9.33

66.49%

1.19

05/09/2014

 TradeProphet Triggers

 

Best overvalued / undervalued Sectors (And best picks within that sector)

(click here for help on the info below)

Ticker

Position

Profit/Loss Ratio

Max. Draw Down

Sharpe

Alpha

Beta

Order Date

XAR

Short

561.90

0.05%

24.96

36.32%

0.18

05/09/2014

XBI

Short

68.04

0.00%

8.44

77.71%

-0.80

05/09/2014

XTN

Long

67.04

0.88%

13.48

43.63%

0.08

05/09/2014

XME

Short

41.87

0.00%

7.24

32.00%

-1.17

05/09/2014

XHS

Close Long

40.21

0.27%

17.93

49.53%

0.41

05/09/2014

XBI

Close Long

39.97

0.91%

12.37

58.51%

-0.02

05/09/2014

XLI

Close Long

37.43

1.35%

15.13

40.38%

0.41

05/09/2014

XAR

Close Long

30.61

0.11%

9.14

32.16%

-0.55

05/09/2014

 TradeProphet Triggers

 

(click here for help on the info below)

Ticker

Position

Profit/Loss Ratio

Max. Draw Down

Sharpe

Alpha

Beta

Order Date

TradeProphet Triggers

Conclusion time – Storm clouds in the horizon, no need to open new long positions and the ones open should be kept with a tight stop.

Happy trading,
The TradeProphet team.

http://3.bp.blogspot.com/-CghrZu_hYA8/U0qsknr9gEI/AAAAAAAACa0/ERXv3dIDoDE/s1600/TP_Complete.png