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.