For the week, the S&P500 index opened at 1,934.84 and closed at 1,962.87, moving up 1.44%.
Looking at the support resistance picture (below)
S&P500 index support resistance picture (6 months)
Moving up, as we have recommended last week.
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(+) | Long | 6.15 | 4.35% | 4.86 | 21.98% | 0.50 | 20/06/2014 |
SPY(+) | Long | 10.10 | 2.50% | 4.99 | 19.83% | 0.47 | 20/06/2014 |
QQQ(+) | Long | 9.50 | 3.59% | 4.15 | 22.47% | 0.54 | 20/06/2014 |
QQQ(+) | Long | 12.58 | 7.72% | 11.65 | 37.45% | 0.18 | 20/06/2014 |
DIA(+) | Long | 5.28 | 3.87% | 3.32 | 19.60% | 0.54 | 20/06/2014 |
VXX(+) | Short | 332.25 | 0.00% | 2.27 | 40.44% | 0.16 | 20/06/2014 |
TradeProphet Triggers
Bullish ,all across the board. Nothing to add to that, strait and to the point, the market is in bull mode.
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 | 29.69 | 4.23% | 9.48 | 60.28% | 0.04 | 20/06/2014 |
PRLB(+) | Long | 43.88 | 0.00% | 10.69 | 96.09% | 0.05 | 20/06/2014 |
PRLB(+) | Long | 56.53 | 1.67% | 10.60 | 65.20% | 0.59 | 20/06/2014 |
SAVE(+) | Long | 105.58 | 1.63% | 7.30 | 66.02% | 0.45 | 20/06/2014 |
TradeProphet Triggers
This week we have a number of very nice recommendations, PRLB and SAVE were recommended last week .
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 |
BODY(+) | Short | 69.49 | 0.63% | 12.96 | 422.33% | -0.62 | 20/06/2014 |
DTV(+) | Short | 43.52 | 1.41% | 10.53 | 50.69% | -0.30 | 20/06/2014 |
IDCC(+) | Short | 41.92 | 0.00% | 9.27 | 38.16% | -0.24 | 20/06/2014 |
RDA(+) | Long | 133.04 | 0.99% | 6.47 | 54.49% | -0.38 | 20/06/2014 |
USNA(+) | Short | 39.95 | 0.00% | 6.43 | 43.86% | -0.97 | 20/06/2014 |
TradeProphet Triggers
Surprisingly enough, the system produced only short recommendations (all but RDA are short position recommendation),use with care ..
Best 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(+) | Long | 25.13 | 0.66% | 21.19 | 47.61% | 0.76 | 20/06/2014 |
XLI(+) | Long | 21.25 | 2.87% | 11.50 | 44.44% | 0.40 | 20/06/2014 |
XLI(+) | Long | 37.17 | 1.36% | 15.09 | 40.33% | 0.41 | 20/06/2014 |
TradeProphet Triggers
XAR - SPDR S&P Aerospace & Defense
XLI - The Industrial Select Sector SPDR® Fund
(click here for help on the info below)
Ticker | Position | Profit/Loss Ratio | Max. Draw Down | Sharpe | Alpha | Beta | Order Date |
PCP(+) | Long | 16.06 | 4.24% | 15.23 | 60.40% | 0.45 | 20/06/2014 |
TradeProphet Triggers
Conclusion time – (same as last week) moving up, no doubt about it, open Long position and stay there no matter what.
Happy trading,
The TradeProphet team.
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