For the week, the S&P500 index opened at 1,902.01 and closed at 1,923.57 (all time high) moving up 1.13% (confirming the long position we recommended).
Looking at the support resistance picture (below)
S&P500 index support resistance picture(6 months)
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 | Std. Deviation | Alpha | Beta | Order Date |
| ^GSPC | Long | 5.34 | 3.91% | 3.39 | 0.00 | 17.82% | 0.44 | 30/05/2014 |
| DIA | Long | 5.28 | 3.87% | 3.32 | 0.00 | 19.60% | 0.54 | 30/05/2014 |
| DIA | Long | 6.19 | 3.78% | 4.45 | 0.00 | 15.07% | 0.23 | 30/05/2014 |
| QQQ | Long | 5.70 | 4.59% | 3.84 | 0.00 | 23.83% | 0.57 | 30/05/2014 |
| QQQ | Long | 6.05 | 6.31% | 3.74 | 0.00 | 21.15% | 0.54 | 30/05/2014 |
| QQQ | Long | 9.50 | 3.59% | 4.15 | 0.00 | 22.47% | 0.54 | 30/05/2014 |
| QQQ | Long | 10.25 | 10.40% | 5.41 | 0.00 | 18.88% | 0.44 | 30/05/2014 |
| QQQ | Long | 9.03 | 3.90% | 5.36 | 0.00 | 21.39% | 0.45 | 30/05/2014 |
| QQQ | Long | 6.47 | 11.26% | 7.96 | 0.00 | 27.39% | 0.34 | 30/05/2014 |
| QQQ | Long | 6.12 | 5.52% | 6.27 | 0.00 | 24.52% | 0.35 | 30/05/2014 |
| SPY | Long | 6.15 | 4.35% | 4.86 | 0.00 | 21.98% | 0.50 | 30/05/2014 |
| SPY | Long | 10.10 | 2.50% | 4.99 | 0.00 | 19.83% | 0.47 | 30/05/2014 |
| SPY | Long | 6.40 | 5.15% | 4.36 | 0.00 | 17.93% | 0.46 | 30/05/2014 |
| VXZ | Long | 6.15 | 5.94% | 5.35 | 0.00 | 31.92% | -0.10 | 30/05/2014 |
| VXZ | Long | 6.01 | 7.10% | 6.52 | 0.00 | 29.68% | -0.01 | 30/05/2014 |
TradeProphet 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 | Std. Deviation | Alpha | Beta | Order Date |
| KORS | Close Long | 24.70 | 0.00% | 27.35 | 0.00 | 109.06% | 1.69 | 30/05/2014 |
| KORS | Close Long | 22.50 | 0.00% | 24.48 | 0.00 | 117.23% | 1.13 | 30/05/2014 |
| SAVE | Long | 161.58 | 0.37% | 16.88 | 0.00 | 91.35% | -0.22 | 30/05/2014 |
| SAVE | Long | 95.12 | 0.41% | 15.73 | 0.00 | 78.59% | 0.48 | 30/05/2014 |
| XRS | Close Long | 25.87 | 1.01% | 20.18 | 0.00 | 40.56% | -1.31 | 30/05/2014 |
TradeProphet Triggers
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Value Model Portfolio
Any good triggers in the Value portfolio? Let's look at the issued triggers:
| Ticker | Position | Profit/Loss Ratio | Max. Draw Down | Sharpe | Std. Deviation | Alpha | Beta | Order Date |
| CF | Long | 168.91 | 0.00% | 14.03 | 0.00 | 88.06% | 1.05 | 30/05/2014 |
| DTV | Close Long | 21.30 | 5.06% | 15.14 | 0.00 | 56.45% | 0.03 | 30/05/2014 |
| HFC | Close Long | 66.51 | 1.66% | 14.02 | 0.01 | 64.94% | 2.63 | 30/05/2014 |
| STRA | Short | 109.65 | 0.00% | 14.13 | 0.00 | 113.06% | -0.48 | 30/05/2014 |
| STRA | Short | 83.01 | 0.00% | 14.64 | 0.01 | 177.13% | -0.49 | 30/05/2014 |
TradeProphet Triggers
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Best undervalued Sectors (And best picks within that sector)
| Ticker | Position | Profit/Loss Ratio | Max. Draw Down | Sharpe | Std. Deviation | Alpha | Beta | Order Date |
| XHE | Long | 27.91 | 0.50% | 19.75 | 0.00 | 33.38% | -0.01 | 30/05/2014 |
| XHS | Close Long | 37.46 | 0.26% | 17.26 | 0.00 | 50.22% | 0.41 | 30/05/2014 |
TradeProphet Triggers
:
| Ticker | Position | Profit/Loss Ratio | Max. Draw Down | Sharpe | Std. Deviation | Alpha | Beta | Order Date |
TradeProphet Triggers
Conclusion time –.
Happy trading,
The TradeProphet team.
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