Looking at the support resistance picture (below)
Ticker | Position | Profit/Loss Ratio | Max. Draw Down | Sharpe | Alpha | Beta | Order Date |
S&P500 | Close Long | 13.37 | 2.48% | 3.49 | 17.48% | 0.44 | 23/05/2014 |
DOW30 | Short | 57.19 | 0.00% | 9.65 | 15.01% | -0.51 | 23/05/2014 |
DOW30 | Short | 33.84 | 0.00% | 6.49 | 16.37% | -0.48 | 23/05/2014 |
DOW30 | Short | 13.62 | 0.00% | 7.21 | 16.44% | -0.37 | 23/05/2014 |
DOW30 | Close Long | 18.51 | 3.58% | 12.98 | 33.81% | 0.14 | 23/05/2014 |
QQQ | Close Long | 15.11 | 0.00% | 5.39 | 21.42% | 0.45 | 23/05/2014 |
QQQ | Close Long | 14.33 | 0.00% | 6.32 | 24.59% | 0.35 | 23/05/2014 |
The triggers are not bearish ("Short") for the entire market (DOW30 is the only one with "Short" triggers).
S&P500 and the Nasdaq100 index received a "Close Long" position and the DOW30 index has 3 (!) short triggers. The future picture does not look good for the bulls.
Ticker | Position | Profit/Loss Ratio | Max. Draw Down | Sharpe | Alpha | Beta | Order Date |
MELI | Long | 27.66 | 0.00% | 7.75 | 83.63% | 0.97 | 23/05/2014 |
Ticker | Position | Profit/Loss Ratio | Max. Draw Down | Sharpe | Alpha | Beta | Order Date |
HLF | Long | 25.66 | 2.28% | 6.16 | 33.87% | -0.26 | 27/05/2014 |
HLF | Long | 14.20 | 3.67% | 8.33 | 68.69% | 0.26 | 27/05/2014 |
HLF | Long | 5.64 | 7.79% | 5.22 | 48.65% | 0.06 | 27/05/2014 |
TradeProphet Triggers
Ticker | Position | Profit/Loss Ratio | Max. Draw Down | Sharpe | Alpha | Beta | Order Date |
Ticker | Position | Profit/Loss Ratio | Max. Draw Down | Sharpe | Alpha | Beta | Order Date |
enabling us to profit some from the last up move to all time high.
Happy trading, The TradeProphet team.