Monday, June 2, 2014

TradeProphet Weekly Report 1/6/2014

For the week, the S&P500 index opened at 1,902.01 and closed at 1,923.57 (all time high) moving up 1.13% (confirming the long position we recommended).

 

Looking at the support resistance picture (below)

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

 

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

Std. Deviation

Alpha

Beta

Order Date

^GSPC

Long

5.34

3.91%

3.39

0.00

17.82%

0.44

30/05/2014

DIA

Long

5.28

3.87%

3.32

0.00

19.60%

0.54

30/05/2014

DIA

Long

6.19

3.78%

4.45

0.00

15.07%

0.23

30/05/2014

QQQ

Long

5.70

4.59%

3.84

0.00

23.83%

0.57

30/05/2014

QQQ

Long

6.05

6.31%

3.74

0.00

21.15%

0.54

30/05/2014

QQQ

Long

9.50

3.59%

4.15

0.00

22.47%

0.54

30/05/2014

QQQ

Long

10.25

10.40%

5.41

0.00

18.88%

0.44

30/05/2014

QQQ

Long

9.03

3.90%

5.36

0.00

21.39%

0.45

30/05/2014

QQQ

Long

6.47

11.26%

7.96

0.00

27.39%

0.34

30/05/2014

QQQ

Long

6.12

5.52%

6.27

0.00

24.52%

0.35

30/05/2014

SPY

Long

6.15

4.35%

4.86

0.00

21.98%

0.50

30/05/2014

SPY

Long

10.10

2.50%

4.99

0.00

19.83%

0.47

30/05/2014

SPY

Long

6.40

5.15%

4.36

0.00

17.93%

0.46

30/05/2014

VXZ

Long

6.15

5.94%

5.35

0.00

31.92%

-0.10

30/05/2014

VXZ

Long

6.01

7.10%

6.52

0.00

29.68%

-0.01

30/05/2014

TradeProphet Triggers



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

Std. Deviation

Alpha

Beta

Order Date

KORS

Close Long

24.70

0.00%

27.35

0.00

109.06%

1.69

30/05/2014

KORS

Close Long

22.50

0.00%

24.48

0.00

117.23%

1.13

30/05/2014

SAVE

Long

161.58

0.37%

16.88

0.00

91.35%

-0.22

30/05/2014

SAVE

Long

95.12

0.41%

15.73

0.00

78.59%

0.48

30/05/2014

XRS

Close Long

25.87

1.01%

20.18

0.00

40.56%

-1.31

30/05/2014

TradeProphet Triggers

.

Value Model Portfolio

Any good triggers in the Value portfolio? Let's look at the issued triggers:

Ticker

Position

Profit/Loss Ratio

Max. Draw Down

Sharpe

Std. Deviation

Alpha

Beta

Order Date

CF

Long

168.91

0.00%

14.03

0.00

88.06%

1.05

30/05/2014

DTV

Close Long

21.30

5.06%

15.14

0.00

56.45%

0.03

30/05/2014

HFC

Close Long

66.51

1.66%

14.02

0.01

64.94%

2.63

30/05/2014

STRA

Short

109.65

0.00%

14.13

0.00

113.06%

-0.48

30/05/2014

STRA

Short

83.01

0.00%

14.64

0.01

177.13%

-0.49

30/05/2014

TradeProphet Triggers

.

Best undervalued Sectors (And best picks within that sector)

Ticker

Position

Profit/Loss Ratio

Max. Draw Down

Sharpe

Std. Deviation

Alpha

Beta

Order Date

XHE

Long

27.91

0.50%

19.75

0.00

33.38%

-0.01

30/05/2014

XHS

Close Long

37.46

0.26%

17.26

0.00

50.22%

0.41

30/05/2014

TradeProphet Triggers

:

Ticker

Position

Profit/Loss Ratio

Max. Draw Down

Sharpe

Std. Deviation

Alpha

Beta

Order Date

TradeProphet Triggers

Conclusion time –.

Happy trading,
The TradeProphet team.

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

 

 

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