Saturday, December 6, 2014

TradeProphet Weekly Report 06/12/2014

For the week, the S&P500 index opened at 2,074.78 and closed at 2,075.37, barely moving for the week.

Looking at the support resistance picture (below)

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

The S&P500 is making a strange double top bearish trigger, without a sell trigger. .

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

QQQ

Short

51.49

0.00%

9.74

46.98%

-0.51

05/12/2014

QQQ

Close Long

22.73

2.97%

11.74

56.82%

0.61

05/12/2014

DIA

Close Long

18.49

3.59%

12.99

33.81%

0.14

03/12/2014

 TradeProphet Triggers

Bearish triggers .

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

CSTE

Long

1813.61

0.03%

9.24

48.70%

0.07

05/12/2014

PRLB

Close Long

415.89

0.09%

25.76

146.66%

-0.48

05/12/2014

KORS

Long

221.29

0.15%

8.60

25.83%

0.08

05/12/2014

CSTE

Long

219.80

0.35%

9.53

56.00%

-0.02

05/12/2014

EGOV

Short

83.19

0.31%

23.17

31.50%

-0.06

05/12/2014

COG

Close Long

44.23

4.80%

9.12

82.48%

0.51

05/12/2014

ULTA

Close Long

41.62

13.35%

13.57

78.41%

0.14

05/12/2014

AGN

Short

41.48

1.35%

8.70

57.31%

-0.11

05/12/2014

 TradeProphet Triggers

I would recommend go the long and the short recommendations in this market.

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

HLF

Long

36040.00

0.01%

20.69

120.10%

0.15

05/12/2014

NSR

Short

132.71

1.24%

12.52

76.55%

-0.31

05/12/2014

SAFM

Short

111.26

1.49%

10.07

65.63%

-0.48

05/12/2014

WLP

Short

82.89

0.00%

8.56

123.01%

-0.14

01/12/2014

ONE

Close Short

66.96

1.10%

16.86

212.68%

-0.64

02/12/2014

STRA

Short

58.77

0.00%

13.18

100.31%

-0.08

04/12/2014

 TradeProphet Triggers

Some good short 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

XLK

Short

115.32

0.52%

8.27

29.42%

-0.73

05/12/2014

XTN

Close Long

98.62

0.06%

35.20

32.43%

0.36

05/12/2014

XBI

Close Long

65.54

1.48%

17.51

67.53%

0.17

05/12/2014

XBI

Close Long

39.97

0.91%

12.37

58.51%

-0.02

05/12/2014

XLI

Close Long

37.43

1.35%

15.13

40.38%

0.41

05/12/2014

 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 – bearish triggers all across the board ,keep the long positions with a tight close and consider opening short positions.

Happy trading,
The TradeProphet team.

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

 

 

Saturday, November 15, 2014

TradeProphet Weekly Report 15/11/2014

 

For the week, the S&P500 index opened at 2,032.01 and closed at 2,039.82, moving up 0.4%.

Looking at the support resistance picture (below)

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

Flat line after a nice run to a new high, a new buy-if signal is triggered, caution ...

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

1514.94

0.00%

12.00

149.31%

0.70

14/11/2014

QQQ

Close Long

31.76

0.23%

12.82

38.50%

1.98

14/11/2014

DIA

Long

18.49

3.59%

12.99

33.81%

0.14

13/11/2014

SPY

Long

18.30

3.35%

10.95

36.42%

0.36

14/11/2014

 TradeProphet Triggers

The market a slightly long other then the tech NASDAQ.

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

PRLB

Long

415.89

0.09%

25.76

146.66%

-0.48

14/11/2014

CSTE

Long

219.80

0.35%

9.53

56.00%

-0.02

14/11/2014

ALXN

Short

85.31

0.00%

8.90

64.84%

0.13

14/11/2014

SAVE

Close Long

59.94

1.95%

19.96

115.03%

-0.37

14/11/2014

AGN

Close Short

41.48

1.35%

8.70

57.31%

-0.11

13/11/2014

IPGP

Short

39.65

0.00%

12.24

69.75%

-0.89

14/11/2014

 TradeProphet Triggers

I would recommend go the long and the short recommendations in this market.

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

WTW

Short

797.52

0.21%

14.02

67.72%

0.05

14/11/2014

WLP

Short

166.90

0.65%

9.42

121.14%

-0.15

14/11/2014

ONE

Short

108.50

0.36%

8.32

185.12%

-0.94

14/11/2014

 TradeProphet Triggers

Some good short 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

14/11/2014

XLU

Short

180.67

0.20%

10.83

53.08%

-0.33

14/11/2014

XBI

Short

68.04

0.00%

8.44

77.71%

-0.80

14/11/2014

XPH

Short

62.75

1.18%

19.19

25.93%

-0.16

14/11/2014

XLI

Long

37.43

1.35%

15.13

40.38%

0.41

12/11/2014

XOVR

Short

23.76

0.11%

6.85

30.28%

-0.24

10/11/2014

XOP

Long

23.56

2.70%

13.34

60.81%

-0.02

14/11/2014

 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 – this market is only for the brave ones since it had flattened for the past two weeks..go short and long .

Happy trading,
The TradeProphet team.

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