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

 

 

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