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.
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