Wednesday, August 27, 2014

TradeProphet Weekly Report 25/08/2014

 

For the week, the S&P500 index opened at 1,958.36 and closed at 1,988.40, moving up 1.5%.

Looking at the support resistance picture (below)

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

A very nice recovery for the market, continuing the long term bull run.

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

12.64

3.21%

15.57

55.86%

0.09

22/08/2014

SPY

Long

10.46

4.34%

4.95

19.97%

0.48

22/08/2014

QQQ

Close Long

538.23

0.06%

4.09

21.85%

0.53

22/08/2014

DIA

Short

33.77

0.00%

6.49

16.37%

-0.48

22/08/2014

VXX

Short

119.51

1.64%

10.75

56.18%

0.16

22/08/2014

VXX

Short

1994.55

0.00%

6.55

122.88%

1.11

22/08/2014

SH

Short

165.30

0.18%

6.52

16.26%

0.08

22/08/2014

SH

Short

394.19

0.18%

12.27

19.32%

-0.01

22/08/2014

SDS

Short

201.99

0.36%

11.24

28.88%

0.09

22/08/2014

^GSPC

Short

293.69

0.00%

13.10

37.38%

-0.22

22/08/2014

 TradeProphet Triggers

Very strong triggers to short the short-ETFs,What does that mean? Where are the long triggers on the market ETFs? The triggers for the market ETFs are not as strong as the ones to short the shorts
I'm going bullish-this is the sensible thing to do – This means the next bullish leg is here !.

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

22/08/2014

KORS

Long

59.51

0.64%

12.83

113.08%

-0.64

22/08/2014

 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

PDLI

Short

73.83

0.74%

7.03

75.68%

-0.31

22/08/2014

CF

Short

69.75

0.00%

6.24

55.67%

-1.33

22/08/2014

CPLA

Close Short

39.15

1.00%

7.54

67.36%

0.47

22/08/2014

DTV

Long

32.81

4.23%

13.66

61.55%

0.45

22/08/2014

PDLI

Short

21.04

2.57%

6.87

67.84%

-1.49

22/08/2014

 TradeProphet 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

Long

38.31

0.00%

17.18

61.39%

-1.34

26/08/2014

XLI

Long

37.43

1.35%

15.13

40.38%

0.41

26/08/2014

 TradeProphet Triggers

XAR - SPDR® S&P Aerospace & Defense ETF

XLI - Industrial Select Sector SPDR ETF

(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 – the market is on another Bull Run, very positive signs, close short and go long.

Happy trading,
The TradeProphet team.

https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEhrlBw-2SyrPJYdDjMHBIL4qj1d-KZATBBmSJT73LyHiVS_C0NLndSH7xYNQBm0PxzRXjcxLhX6Z8k3r8tHAMrKA04U1nS0Yykv-my7ntzaOmm_yZjcoWTY5etSb9uFp0Pw05ZQKWmWNKo/s1600/TP_Complete.png

 

 

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