TradeProphet Weekly Report 6/14/2014

 

For the week, the S&P500 index opened at 1,948.97 and closed at 1,936.16 ,moving down 0.66%.

Looking at the support resistance picture (below)

 
S&P500 index support resistance picture(6 months)

We see the downward pressure on the index, there is a light support in the 192.5 levels but the real meaningful support is at the 188.5 level. If the downturn continues, this is the next line in the sand, closing below it, and we may have a light correction.
Anyway, as long as the S&P500 index stays above the 188.5 level, It is still a bullish market.

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	Long	12.63	3.22%	15.56	55.86%	0.09	13/06/2014
SPY	Long	10.10	2.50%	4.99	19.83%	0.47	13/06/2014
QQQ	Long	7.47	3.98%	6.18	46.05%	0.65	13/06/2014
QQQ	Long	21.29	2.96%	11.42	56.76%	0.61	13/06/2014
DIA	Long	5.28	3.87%	3.32	19.60%	0.54	13/06/2014
DIA	Long	6.19	3.78%	4.45	15.07%	0.23	13/06/2014

TradeProphet Triggers

Bullish ,all across the board. Nothing to add to that, strait and to the point, the market is in bull mode.

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
PRLB(+)	Long	56.53	1.67%	10.60	65.20%	0.59	13/06/2014
SAVE(+)	Long	105.58	1.63%	7.30	66.02%	0.45	13/06/2014
SAVE(+)	Long	95.12	0.41%	15.73	78.59%	0.48	13/06/2014
SAVE(+)	Long	59.00	2.39%	11.89	58.06%	0.22	13/06/2014

TradeProphet Triggers

Both PRLB and SAVE look like a reasonably offers from the Growth Model Portfolio.

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	Alpha	Beta	Order Date
HLF(+)	Long	36040.00	0.01%	20.69	120.10%	0.15	13/06/2014
RDA(+)	Long	15.63	2.06%	14.27	93.68%	1.04	13/06/2014
STRA(+)	Short	109.65	0.00%	14.13	113.06%	-0.48	13/06/2014
STRA(+)	Short	58.77	0.00%	13.18	100.31%	-0.08	13/06/2014

TradeProphet Triggers

HLF and RDA look very attractive selections from the Value Model Portfolio, STRA is a short selection(though I wouldn’t short on a long market)

Best undervalued Sectors (And best picks within that sector)

Ticker	Position	Profit/Loss Ratio	Max. Draw Down	Sharpe	Alpha	Beta	Order Date
XAR(+)	Long	59.20	0.47%	10.23	27.94%	1.00	13/06/2014
XAR(+)	Long	87.81	0.22%	9.98	22.24%	0.92	13/06/2014
XTN(+)	Long	90.30	0.07%	35.12	32.49%	0.36	13/06/2014

TradeProphet Triggers

XAR - SPDR S&P Aerospace & Defense
XTN - S&P Transportation Select Industry Index

Ticker	Position	Profit/Loss Ratio	Max. Draw Down	Sharpe	Std. Deviation	Alpha	Beta	Order Date

TradeProphet Triggers

Conclusion time – moving up, no doubt about it, open Long position and stay there no matter what.

Happy trading,
The TradeProphet team.

 

 

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)

 
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.