Saturday, September 6, 2014

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)

image 
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.

http://3.bp.blogspot.com/-CghrZu_hYA8/U0qsknr9gEI/AAAAAAAACa0/ERXv3dIDoDE/s1600/TP_Complete.png

 

 

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