Tuesday, September 2, 2014

TradeProphet Weekly Report 01/09/2014

 

For the week, the S&P500 index opened at 1,991.74 and closed at 2,003.37, moving up 0.58%.

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

VXX

Short

2109.28

0.00%

6.11

75.61%

0.14

29/08/2014

DIA

Long

18.49

3.59%

12.99

33.81%

0.14

29/08/2014

VXZ

Short

13.98

0.00%

25.58

80.11%

-0.52

29/08/2014

 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

BWLD

Long

73.65

0.00%

12.20

61.36%

0.23

29/08/2014

 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

MO

Long

50.85

2.07%

17.43

59.06%

0.30

29/08/2014

DTV

Long

32.81

4.23%

13.66

61.55%

0.45

29/08/2014

 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

29/08/2014

XBI

Short

43.39

0.00%

9.42

33.61%

-0.40

29/08/2014

XHS

Close Long

20.09

0.00%

23.18

31.30%

0.13

29/08/2014

XLI

Close Long

37.43

1.35%

15.13

40.38%

0.41

29/08/2014

XLU

Long

77.24

0.30%

11.27

28.48%

0.41

29/08/2014

XOP

Long

23.56

2.70%

13.34

60.81%

-0.02

29/08/2014

 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 the market is taking some time to think with a bullish bias  .. short term opportunities will surface but one should be nimble.

Happy trading,
The TradeProphet team.

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

 

 

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