TradeProphet Weekly Report 13/09/2014

 

 

For the week, the S&P500 index opened at 2,007.17 and closed at 1,985.54,  moving down 1.07%.

Looking at the support resistance picture (below)

 
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.

 

 

TradeProphet Weekly Report 06/09/2014

 

For the week, the S&P500 index opened at 2,004.07 and closed at 2,007.71,barely making a move.

Looking at the support resistance picture (below)

 
S&P500 index support resistance picture (6 months)

Storm clouds!.

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	Close Long	12.64	3.21%	15.57	55.86%	0.09	05/09/2014
QQQ	Close Long	10.88	2.94%	10.70	48.72%	0.56	05/09/2014
DIA	Close Long	18.49	3.59%	12.99	33.81%	0.14	05/09/2014
VXX	Short	2091.74	0.00%	7.60	72.30%	0.12	05/09/2014

 TradeProphet Triggers

Storm clouds ,yet again.

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	30.84	4.23%	9.52	59.44%	0.03	05/09/2014
IPGP	Long	28.50	0.00%	6.75	66.39%	2.88	05/09/2014
SAVE	Long	105.58	1.63%	7.36	64.39%	0.47	05/09/2014

 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
STRA	Short	145.85	0.00%	10.67	148.67%	-0.44	05/09/2014
PDLI	Short	73.83	0.74%	7.03	75.68%	-0.31	05/09/2014
GME	Short	50.11	0.00%	7.25	134.29%	0.18	05/09/2014
BTH	Short	41.76	0.00%	6.76	114.31%	-1.01	05/09/2014
UTIW	Short	33.18	0.00%	10.75	69.27%	-0.83	05/09/2014
GME	Short	28.97	0.00%	8.30	64.16%	0.67	05/09/2014
NTI	Close Long	23.81	0.72%	9.33	66.49%	1.19	05/09/2014

 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	Short	561.90	0.05%	24.96	36.32%	0.18	05/09/2014
XBI	Short	68.04	0.00%	8.44	77.71%	-0.80	05/09/2014
XTN	Long	67.04	0.88%	13.48	43.63%	0.08	05/09/2014
XME	Short	41.87	0.00%	7.24	32.00%	-1.17	05/09/2014
XHS	Close Long	40.21	0.27%	17.93	49.53%	0.41	05/09/2014
XBI	Close Long	39.97	0.91%	12.37	58.51%	-0.02	05/09/2014
XLI	Close Long	37.43	1.35%	15.13	40.38%	0.41	05/09/2014
XAR	Close Long	30.61	0.11%	9.14	32.16%	-0.55	05/09/2014

 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 – Storm clouds in the horizon, no need to open new long positions and the ones open should be kept with a tight stop.

Happy trading,
The TradeProphet team.