Market FORECAST for Monday, 7/26/10
*************
Table
1. ETF Signals
****************
Auto-Trading Signals
(for auto-trades at
http://www.tradewallstreet.com)
Key: BUY (go
Long)
$$$$ (go to Cash)
SHORT (go
Short)
***************************************************
QQQQ
BUY (NASDAQ 100)
SPY
BUY (S&P 500)
DIA
BUY (DOW 30)
IWM
BUY (Russell Small-Cap 2000 Index)
MDY
BUY (S&P Mid-cap 400)
SMH
BUY (Semiconductors)
VTI
BUY (Whole US Stock Market)
USS#1
BUY (Ultra-Safe Signal #1)
USS#2
BUY (Ultra-Safe Signal #2)
MFTI-A
BUY (Long-Term Trading Signal A: Mutual
Funds)
MFTI-B BUY (Long-Term Trading
Signal B: Mutual Funds/ETFs)
MFTI-C BUY
(Long-Term Trading Signal C: Mutual Funds/ETFs)
MFTI-D
BUY (Long-Term Trading Signal D: Mutual
Funds/ETFs)
MFTI-X BUY (Long-Term
Trading Signal X:
ETFs)
***************************************************************
Table
2. Ultra-Safe Signals. Back-Tested
(using IWM traded Long-only) since 8/16/02:
|
Ultra-Safe Signal |
Back-Tested Annualized Gain (Long-only) |
Back-Tested Maximum Drawdown (Long-Only) |
Back-Tested #BUYS (since 8/16/02) |
Notes |
|
USS #1 |
39.35% |
-9.20% |
85 |
MFTI-X is the same signal, but it is traded Short as well as Long. |
|
USS #2 |
30.00% |
-8.65% |
71 |
This signal is a version of MFTI-C, augmented by use of the MTI value to reduce drawdowns. |
Table 3. Long-Term Signals (for mutual funds AND ETFs). Back-Tested (using IWM traded Long/Short) since 8/16/02:
|
MFTI-n |
Back-Tested Annualized Gain (Long/Short) |
Back-tested Maximum Drawdown (Long/Short) |
Back-Tested #BUYS/#SELLS (since 8/16/02) |
Notes |
|
MFTI-A (mutual funds) |
45.70% |
-16.46% |
15 + 15 |
Best suited for mutual funds when traded Long-only. Note 1 |
|
MFTI-B |
53.70% |
-14.94% |
22 + 22 |
22 BUY intervals in 8 years |
|
MFTI-C |
63.62% |
-17.04% |
38 + 38 |
38 BUY intervals in 8 years |
|
MFTI-D |
67.89% |
-17.04% |
49 + 49 |
49 BUY intervals in 8 years. |
|
MFTI-X |
75.50% |
-18.21% |
85 + 85 |
Long/Short version of Ultra-Safe Signal #1. Note 2 |
Note 1: The MFTI-A signal is normally traded Long-only for mutual funds, although the shorting drawdowns are still 'reasonable' if Bear funds are employed during SELL intervals (or shorting ETFs are purchased). MFTI-A has the lowest trading frequency of any of our signals, and it has an excellent track record of accuracy over the past 6 years.
Note 2: The MFTI-X signal is really the same as the Ultra-Safe Signal #1, except that gains are significantly boosted (but 'safety' is naturally diminished) by shorting during Sell periods.
Models MFTI-A through MFTI-D are very 'simple' long-term models; they each employ only 9 tunable parameters. MFTI-X, however, is a hybridized model that employs both MFTI-C and the IWM Voted Signal. It is thus extremely complex, with perhaps 290 optimized empirical parameters, and although it 'back-tests' extremely well, there are no guarantees that future performance will continue at these elevated levels.
Key Strength Indicators (See Report 6 for a complete list):
MTI(Market Timing Indicator): 1.3390 (> neutral value of 1.0)
Market Color Code: BLUE (our 'relatively safe' color)
MSI (Market Strength Indicator): 0.72 to 0.76 (weak/moderate UP)
Predicted QQQQ vs. DIA Strength: 0.6647 vs. 0.6715
============
Forecast Reports (Jump to Key Information) ============
Report
1: Differential Signals (fully hedged and partially hedged low risk
trading)
Report 2: Pairs Trading (pairs of
ETFs that work well together)
Report 3: Voted
Signals for stocks and ETFs (make your own portfolios)
Report
4: Day Trades (Stocks and ETF 'picks' for the day + Trading
Pairs)
Report 5: Prediction Table (predicting
the Close based upon the Open)
Report 6:
Primary Indicators (the technical basis for our Forecast)
Report
A: Major Strategies (a spectrum of investment
choices)
====================================================================
Strategy Performance
|
Relevant Report |
Noteworthy Performance |
Comments |
|
Although stocks are more volatile than ETFs, and will entail larger drawdowns, they will also generally produce higher gains, Report 3 shows some excellent stock performance, e.g., VTI (Total US Market ETF) has an actual gain of 82.11% over the past 473 trading days, giving an annualized yield of 37.44%. Note, however, that VTI is a relatively low volume ETF, making it somewhat hard to trade Long, and even more difficult to Short. Its main importance is providing corroboration for our predictions of overall market direction MSFT has an actual gain of 59.57% over the past 429 trading days (an annualized gain of 31.67%). See Report 3 (below) for more information about both stock and ETF performance. AAPL has an actual gain of 94.29% over the past 429 trading days (an annualized gain of 47.85%). See Report 3 (below) for more information about both stock and ETF performance. On the financial side, observe that AXP has made an actual gain of 161.21% over the past 429 trading days (an annualized gain of 76.00%). Note that IWM has made a gain of 75.57% (annualized gain of 34.80%) over a period of 475 trading days. *** Note that when we passed the 1-year mark, the annual gain for IWM and SMH hit 46.39% and 55.52%, respectively.
|
QQQQ, SPY, DIA, IWM, MDY, and SMH are the 6 equities that TimerTrac monitoring for us1. The performance of QQQQ has suffered in comparison because of frequent model changes, but should now be performing on a par with these other signals. |
|
|
|
When pairs are traded we use a pre-determined 'equity ratio'. For example, the ratio for IBB/IYJ is 35% IBB to 65% IYJ. Larger portfolios of ETFs (3 or more) can be easily constructed by selecting several pairs to trade, and by combining ratios when two pairs share a common equity. |
|
|
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Whether trading single equities or Pairs, protective stops of +/- 3% are utilized, thus greatly reducing risk. The relative 'goodness' of a trade is determined by its G/d value (back-tested annualized gain divided by maximum drawdown). |
|
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(4) Fully-Hedged Trading (simultaneous Longs and Shorts). The availability of the 2x 'short' ETFs (e.g., QID and DXD) make this strategy suitable for retirement accounts, and it provides maximum safety. |
|
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(5) Partially-Hedged Trading (hedged only when MTI <= 1.0). |
|
|
|
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(6) Trading Mutual Funds (1000 funds from 21 different fund families). We add additional funds and fund families based upon subscriber requests. |
MUTFUNDS Report |
|
|
Actual Performance of Long-Term Signals (traded Long/Short) and Ultra-Safe Signals (traded Long).
The following Table shows the 'actual' performance of MFTI-A thru MFTI-X, plus our two Ultra-Safe Signals beginning at the Open on 5/18/10. This date was chosen because from that date forwards all signals remained constant until 6/25/10, on which date we saw some signal changes. What you see is the net compounded gain or loss at the Close on the date shown, assuming that all trades have been made at the market Open.
(1a) 6 Primary ETF Signals (see Report 3, below): Our 6 primary ETF signals (QQQQ, SPY, DIA, IWM, MDY, SMH) are those that we have TimerTrac monitor for us. Although QQQQ has been monitored for several years now, the other 5 ETFs began to be monitored on 9/4/08. The actual performance of these 6 ETFs over this time span can be seen by clicking on the TimerTrac icon on our web site (http://www.schulenberg.com). We also reproduce this medallion here for convenience:
(1b) 140 Voted Signals (See Report 3, below): We have 140 Voted Signals and 31 Differential Signals, and TimerTrac only monitors 6 ETF signals out of the 140 stock and ETF signals that we generate. Therefore, we have numerous 'tracking reports' that maintain actual trading histories of all 140 Voted Signals, e.g., TRKVOTEB.TXT, TRKDSTKA.TXT, TRKQSTKA.TXT, etc. All tracking reports are contained in our downloadable daily report archive. The current values for all 140 Voted Signals are contained both in the report ALLVOTES.TXT and in the smaller Report 3 that is included in this Forecast.
============
Forecast Reports ============
Report 1:
Differential Signals
Report 2: Pairs
Trading
Report 3: Major ETF Signals
Report
4: Day Trades
Report 5: Prediction
Table
Report 6: Primary Indicators
Report
A: Major Strategies
==========================================
FORECAST Summary Reports (Reports 1-6, and Report “A”)
The following 7 special Reports are automatically generated summaries that are specially designed for incorporation in our daily emailed Forecast:
Report 1 tracks the cumulative performance of our QQQQ/DIA hedging portfolio, and also now shows 30 other hedging combinations together with current signals and cumulative performance since 6/24/09. Many of these differential signals are not intended for use in hedged trading, but rather are intended to give us a more complete picture of market strength, e.g., are financials stronger than energy stocks? What we believe to be the 'best' portfolios are marked with 3 asterisks ('***'). In addition, Report 1 fully describes two special 'partially hedged' portfolios that are similar to QQQQ/SPY and QQQQ/DIA, but become unhedged (trading QQQQ alone) when the MTI is > 1.0 and there is a non-Cash signal for QQQQ. These partially hedged versions are given the special symbols {QQQQ/SPY} and {QQQQ/DIA}.
Report 2 shows the actual performance of 20 Paired Equities since 9/4/08, and the important thing to note here is that Equity Ratios are very important. You should consult the STKPAIRS.TXT and TRKPAIRS.TXT for further information, and the TRKVOTEB.TXT (supplemented by the TimerTrac graphs of our top 6 ETFs) can be used to corroborate the actual gains and drawdowns for the equities shown.
Report 3 gives the current (latest) signals for our major ETFs. The Class “A” signals are the 'raw' (independently generated) signals, and the Class “B” signals are our 'official' signals – and these are the ones that we submit to TimerTrac. The Class “B” signals are derived from the Class “A” signals by voting 'across' our spectrum of signals, so they are Voted Signals that have then been 're-voted' in order to encourage 'consistency' of similar signals, and also to boost signal accuracy when the market is rather indecisive and signals are finely balanced. The remainder of Report 3 summarizes the current states of all 140 Voted Signals, and for even more complete information (both Actual and Back-Tested performance info), please consult the ALLVOTES.TXT Report in the downloadable report archive.
Report 4 summarizes our 'best' stock picks for the next trading day, and also shows how the preceding day's 'picks' performed today. Notice that we do not commit to trades unless the QQQQ Voted Signal is a BUY (in which case we look for Long trades) or a SHORT (in which case we look at the shorting signals). This Report is a prototype, and we expect it to evolve as we add new indicators to our System. It is strongly recommended that you Chart and analyze any of the listed 'picks' before you consider trading them. Be sure to check for liquidity since some of the equities are low volume, thinly traded stocks. Note also that all of the Type 1 Signals (fully confirmed Voted Signals) are organized into Trading Pairs in a new Table, and these pairs are sorted by decreasing G/d values (portfolio annualized Gain divided by maximum drawdown). This makes it easy to focus on a small number of 'picks' that have the best potential for turning a profit for the day.
Report 5 contains the most important information (Tables I-A and I-B) drawn from our Prediction Table (predtabl.htm), and it is intended to give the probabilities that QQQQ, SMH, or SPY will Close higher than their Open price, or higher than their previous Close price … all based upon a knowledge of the MTI (Market Timing Indicator) and the MOS (Market Open Signature) – or that QQQQ, SMH, or SPY will Open higher tomorrow than they Closed today, based upon the MTI and the MCS (Market Close Signature). See Report 5 for further details.
Report 6 shows all of our primary indicators that form the technical basis for our Forecast. The special symbols '++' are used to flag values that seem favorable for Longs, and '–-' marks values that seem favorable to Shorts. The use of '??' indicates values that are ambiguous and could thus be interpreted either way.
Report “A” provides an overview of all of our major strategies, as well as describing some of our methods and specialized indicators. We may gradually add some actual performance numbers in the various sections, as well as hyperlinks to additional explanatory material.
*** IMPORTANT NOTES:
(1) Although we now have 31 differential signals (with perhaps more to be added), not all of the associated tracking reports are included in the daily report archive because of the swelling size of our file. We will probably truncate the 'back-tested' data contained in each report so they become more manageable in size.
(2) Some ETFs listed in Reports 1 and 2 may not be 'shortable', depending upon which brokerage is used, and (perhaps) prevailing market conditions. For example, our highly accurate IYW ETF may be difficult (or impossible) to Short, and because of low trading volume for SWH, the SMH/SWH portfolio may similarly be tough to implement.
============
Forecast Reports ============
Report 1:
Differential Signals
Report 2: Pairs
Trading
Report 3: Voted Signals
Report
4: Day Trades
Report 5: Prediction
Table
Report 6: Primary Indicators
Report
A: Major Strategies
==========================================
=====================================================================
FORECAST
Report 1: DIFFERENTIAL SIGNALS (as of the Close on
07/23/10)
=====================================================================
***
The MTI value for the next trading day is: 1.3390.
*** Since
this value is > 1.0, the two Partially Hedged portfolios
({QQQQ/SPY}
*** and {QQQQ/DIA}) should drop the hedging ETF (SPY
or DIA), and QQQQ should
*** be traded in accordance with the QQQQ
Voted Signal:
***
*** The QQQQ Voted Signal is now:
BUY
Fully-Hedged and Partially-Hedged ({})
Portfolios
=================================================
Note:
All 2-equity ETF portfolios shown in this Report are fully
hedged,
except for the two portfolios that are enclosed in curly
braces ({}). By
'fully hedged' we mean that at all times one ETF
is held Long while the other
is Shorted. The two special
portfolios shown in braces, {QQQQ/DIA} and
{QQQQ/SPY} are
'partially' hedged and are traded according to the
following
strategy:
Rule 1: When the MTI value
is <= 1.0, then full hedging is performed
using the indicated equity Ratio, and following the
indicated
pair of signals (OLD SIG and NEW SIG). Thus, for low MTI
regions
there is NO difference between the 31 fully hedged
portfolios,
and the 2 partially hedged ones -- in the way that they
are
set up and managed.
Rule 2: When the MTI value is >
1.0, and the QQQQ signal is a BUY or a
SHORT, then QQQQ is traded exclusively and will be Long or
Short,
respectively, and will utilize 100% of allocated funds. In
this
situation the Signal that is to be used for QQQQ is our
standard
Voted Signal (see Forecast Report 3 or the ALLVOTES.TXT
report).
If the QQQQ signal is CASH ($$$$), however, it is slightly
better
to go ahead and hedge anyway -- rather than cashing out
altogether.
So, in this fairly rare case we perform full hedging (as in Rule
1)
despite the high MTI value.
The Actual and
Back-Tested performance figures shown in this Report for
these two Partially Hedged portfolios assume that Rule 1 and Rule 2
are
followed completely. Nonetheless, the following
trading variations may
be useful:
Variation 1: When in a high MTI region, the trader may optionally
reimpose
the hedge (as though the MTI were <= 1.0) if the QQQQ signal is
a
SHORT. This is a more conservative way to implement the
portfolio.
The same might be done at any time if the trader suspects
that
the market might 'tank'. To reimpose the 'hedge', of course,
the
second ETF (DIA or SPY) has to be added to the QQQQ trade, and
the
current 'differential signal' (NEW SIG) must be used to set up
the
pair -- and not the QQQQ Voted Signal. Thus a possible 100%
Short
of QQQQ 'might' get converted into a 60% Long on QQQQ and a
40%
Short on DIA, for example.
Variation 2: Instead
of buying and shorting QQQQ and DIA (or SPY), the
trader may consider using the 2x ETF equivalents from
Proshares:
(a) buying QLD instead of QQQQ, (b) buying QID instead of
shorting
QQQQ, (c) buying DDM instead of DIA, (d) buying DXD instead
of
shorting DIA, (e) buying SSO instead of SPY, and (f) buying
SDS
instead of shorting SPY. This procedure is actually necessary
for
Cash accounts that do not permit shorting.
Note
1: Because of the IRS' Wash Rule, if one of these hedging
strategies
is implemented in a taxable account, we recommend that you
cease using this method by Thanksgiving (late November), and
then
either stay in cash, or switch to a totally different
trading
strategy that doesn't utilize QQQQ, DIA, SPY, QLD, QID, SDS,
SSO,
or any equivalent equities. This will ensure that all
losses
that are necessarily incurred as part of the hedging process
can
be fully deducted from the gains in the current trading year.
Note 2: Because of the IRS' Settling Rules, if one of these
hedging
strategies is implemented in a Cash account (e.g., IRA),
we
recommend that you subdivide your available funds into
three
piles (sometimes two will work most of the time, and at
other
times four may be needed), and only trade the portfolio
with
one money 'pile' at a time. By keeping some of your money
in
Cash you provide time for previous trades to 'settle', so
that
the proceeds are ready when you need them again. Because
only
a portion (say, one-third) of your funds may be 'active' at
any
given time, this is another reason to utilize the 2x ETFs
(QLD, QID, DDM, DXD, SDS, SSO) in order to boost potential
gains back up to reasonable levels (i.e., by achieving a
leveraging effect).
The material in this Report has
been gathered from 33 different Tracking
Reports, each of which
corresponds to one of our Differential Signals. This
extract,
however, is based upon what we feel is an 'optimal' equity
ratio
(RATIO) between the two ETFs. You should consult the
appropriate Tracking
Reports if you believe that there is a better
equity RATIO for your trading
objectives.
*** Important
Note: The REC (Recommendation) field has 4 possible values:
blank = Provided for Informational Purposes Only
* = Possibly OK for trading
** = Probably BETTER for trading
*** = Probably BEST for trading
These REC values
are a function of the G/d (Annualized Gain divided by the
Drawdown)
and the Trading Accuracy of the hedged pair -- as determined
by
back-testing. Poorer performing pairs are shown so that they
may provide
clues as to the relative strength of different market
segments. We will
be doing more with these more marginal
differential signals in the future.
Actual Hedging
Portfolio Performance (6/24/09 -
Present)
========================================================
The
figures below are for the tracking period from 6/24/09 - Present
...
EXCEPT for the last three lines that show QQQQ/DIA performance.
The
tracking period for QQQQ and DIA began on
10/16/08. There are three
separate
QQQQ/DIA Hedging Portfolios, and these are tracked in three
separate Tracking Reports.
Report 1:
TRKQQ-DW.TXT Use of QQQQ and DIA, either Long or
Short
Report 2: TRKQQDW1.TXT Use of
QQQQ/PSQ and DIA/DOG (1x ETFs, always Long)
Report 3: TRKQQDW2.TXT Use of QLD/QID and DDM/DXD (2x
ETFs, always Long)
Key:
REC
Recommendation (*=OK, **=Better, ***=Best)
{...}
The curly braces indicate that the portfolio is Partially
Hedged,
that is, hedging occurs only when the MTI (Market Timing
Indicator)
value is <= 1.0 (or when QQQQ has a CASH signal). See the
discussion
at the top of this Report that relates to our two Partially
Hedged
portfolios {QQQQ/DIA} and {QQQQ/SPY}.
OLD SIG The
OLD (previous) differential Signal (the one used to generate
the
DAYGAIN, TOTGAIN, ANNGAIN, MAXdraw, and G/d figures.
NEW SIG
The NEW (latest) differential Signal (for the next trading
day)
A '+/-' signal means that the first ETF of the Pair is LONG,
and
the second ETF of the Pair should be Shorted.
A '-/+' signal means that the first ETF of the Pair should
be
shorted, and the second ETF of the Pair should be Long.
RATIO
The percentage of ETF #1: The percentage of ETF #2
See the appropriate Tracking Report to determine if a
different
equity RATIO might be better for your trading objectives,
i.e.,
other Ratios might produce higher annualized gains (but
with
increased drawdowns).
DAYGAIN The percentage
gain/loss for the last trading day (based on
the previous day's signal (SIG-prev)
TOTGAIN The total
percentage gain/loss since the start of tracking
ANNGAIN
The projected 'annualized' percentage gain (based upon Actual
data)
MAXdraw The Actual maximum drawdown over the
tracking interval
G/d The
Reward/Risk Ratio (Annualized Gain divided by Max Drawdown)
***
Important Note 1: The ANNGAIN, MAXdraw, and G/d figures are based on
the
currently available Actual data, and thus will probably not be
indicative of
long-term values -- at least until more Actual data
has been accumulated. Use
the back-tested values in the following
Table to get a better idea of what
'might' be true over longer
periods.
*** Important Note 2: If you are following one of the
two 'Partially Hedged'
portfolios ({QQQQ/SPY} OR {QQQQ/DIA}),
remember that the OLD SIG and NEW SIG
fields are NOT applicable if
the current MTI (Market Timing Indicator) value
is > 1.0;
instead, you must trade JUST QQQQ (with 100% of available funds),
and
in accordance with the QQQQ Voted Signal (see Report 3 in this
Forecast).
OLD NEW equity <---- ACTUAL
performance based on OLD SIG --->
REC ETF pair SIG
SIG RATIO DAYGAIN TOTGAIN
ANNGAIN MAXdraw G/d
=== ========
=== === ===== =======
======= ======= =======
======
The following Hedging portfolios have
been tracked since 6/24/09:
The first two
portfolios (in {} brackets) are Partially Hedged:
***{QQQQ/DIA}
+/- 60:40
1.30% 8.01% 7.37%
-12.59% 0.59
* {QQQQ/SPY} +/-
60:40 1.30%
0.25% 0.23% -13.20%
0.02
*** IYW /DIA +/- > -/+ 55:45
0.12% 3.39% 3.13%
-4.35% 0.72
XLK /DIA
+/- 50:50
-0.07% -5.69% -5.26%
-7.24% -0.73
* QQQQ/SPY
+/- 60:40
0.36% 6.87% 6.33%
-3.67% 1.72
QQQQ/IWM
+/- 60:40
-0.41% -4.01% -3.71%
-5.93% -0.63
** QQQQ/GLD +/- >
-/+ 55:45 1.10%
-1.36% -1.26% -9.18%
-0.14
*** QQQQ/XLF +/-
55:45 0.28% -2.55%
-2.36% -9.27% -0.25
*
QQQQ/XLE +/- > -/+ 65:35
0.59% -0.30% -0.27%
-9.16% -0.03
*** QQQQ/XLP +/-
55:45 0.26% -6.81%
-6.30% -13.68% -0.46
*** QQQQ/XLU
+/- 65:35
0.82% 3.61% 3.33%
-9.33% 0.36
SPY /DIA
+/- 60:40
0.17% 1.85% 1.71%
-6.15% 0.28
* SMH /DIA
+/- 55:45
-0.04% -4.89% -4.52%
-11.30% -0.40
SMH /IBB
+/- 55:45
-0.05% 3.93% 3.62%
-10.11% 0.36
SMH /IYJ
+/- 55:45
-0.50% -10.44% -9.67%
-15.08% -0.64
SMH /SWH
+/- 65:35
0.15% -0.08% -0.08%
-15.39% 0.00
* SMH /IWM
+/- 55:45
-0.87% -5.02% -4.64%
-11.94% -0.39
SMH /SPY
+/- 55:45
0.00% -10.79% -10.00% -17.64%
-0.57
SMH /XLF +/-
55:45 0.03% -4.95%
-4.58% -14.70% -0.31
*** SMH /XLP
+/- 55:45
0.02% -3.63% -3.36%
-9.31% -0.36
*** IWM /DIA +/-
55:45 1.12% 18.56%
17.02% -6.83% 2.49
IWM /SPY +/- > -/+ 60:40
1.36% 29.98% 27.38%
-3.42% 8.01
IWM /QQQ
+/- 65:35
1.47% 19.81% 18.15%
-7.02% 2.59
IWM /SMH
+/- 65:35
1.63% -0.26% -0.24%
-11.69% -0.02
XLF /SPY
+/- > -/+ 50:50 -0.04%
-5.94% -5.49% -8.91%
-0.62
XLF /DIA +/- > -/+
55:45 0.02% -1.47%
-1.36% -13.56% -0.10
XLF /IWM +/- > -/+ 60:40
-0.60% -1.23% -1.13%
-11.08% -0.10
XLF /GLD
-/+ > +/- 55:45 -0.92%
-12.89% -11.96% -21.98%
-0.54
XLE /SPY +/-
55:45 -0.08% -5.75%
-5.32% -7.97% -0.67
XLE /DIA +/-
60:40 -0.03% -1.37%
-1.26% -14.04% -0.09
XLE /IWM +/-
65:35 -0.57% -13.99%
-12.98% -18.24% -0.71
** XLE
/GLD +/- 65:35
0.76% -14.66% -13.61% -23.00%
-0.59
For 273 days of tracking ...
Averages (all pairs):
0.20% -1.00% -0.96%
-11.04% 0.27
Averages
("*" pairs):
0.01% -0.84% -0.77%
-9.02% 0.23
Averages
("**" pairs):
0.93% -8.01% -7.43%
-16.09% -0.36
Averages ("***"
pairs): 0.44%
2.10% 1.91% -8.80%
0.42
The following QQQQ/DIA portfolios have
been tracked since 10/16/08:
*** QQQQ/DIA +/-
55:45 0.20% 25.51%
13.73% -2.99% 4.60
**
QQQQ/DIA +/-
55:45 0.18% 27.66%
14.83% -3.45% 4.30
**
QQQQ/DIA +/-
55:45 0.45% 40.77%
21.36% -6.40%
3.34
Back-Tested Hedging Portfolio
Performance
=========================================
Use the
Tracking File (Section II) to explore other RATIOs. The
back-tested
data shown is for the single equity ratio indicated by
RATIO. Note that other
RATIOs may fit better with your trading
objectives: producing higher potential
annualized yields ...
although with larger maximum drawdowns. By the same
token, you may
prefer a RATIO that is more conservative, and thus may result
in a
lower drawdown.
Key:
REC
Recommendation (*=OK, **=Better, ***=Best)
{...}
The curly braces indicate that the portfolio is Partially
Hedged,
that is, hedging occurs only when the MTI (Market Timing
Indicator)
value is <= 1.0 (or when QQQQ has a CASH signal). See the
discussion
at the top of this Report that relates to our two Partially
Hedged
portfolios {QQQQ/DIA} and {QQQQ/SPY}.
RATIO
The percentage of ETF #1: The percentage of ETF #2
ANNGAIN
The back-tested 'annualized' percentage gain
MAXdraw
The back-tested maximum drawdown (8/16/02-present)
G/d
The Reward/Risk Ratio (Annualized Gain divided by Max
Drawdown)
TradeAcc The back-tested average accuracy per
Trade
equity <------ Based on Back-Testing ------>
REC
ETF Pair Track File RATIO
ANNGAIN MAXdraw G/d
TradeAcc
=== ======== ============ =====
======= ======= ======
========
***{QQQQ/DIA} SSSQQ-DW.TXT 60:40
91.49% -7.84% 11.67
80.52%
* {QQQQ/SPY} SSSQQ-SP.TXT 60:40
88.37% -9.39% 9.41
78.51%
*** IYW /DIA TRKYW-DW.TXT 55:45
46.90% -3.73% 12.58
80.18%
XLK /DIA TRKXL-DW.TXT
50:50 25.36% -3.41%
7.44 83.01%
* QQQQ/SPY
TRKQQ-SP.TXT 60:40 42.13%
-4.61% 9.14
79.34%
QQQQ/IWM TRKQQ-RU.TXT
60:40 25.99% -5.25%
4.95 69.09%
** QQQQ/GLD
TRKQQ-AU.TXT 55:45 84.01%
-7.79% 10.79 75.34%
***
QQQQ/XLF TRKQQ-FN.TXT 55:45
60.00% -4.77% 12.59
83.02%
* QQQQ/XLE TRKQQ-LE.TXT 65:35
57.73% -6.07% 9.51
74.67%
*** QQQQ/XLP TRKQQ-LP.TXT 55:45
57.00% -4.48% 12.72
81.74%
*** QQQQ/XLU TRKQQ-LU.TXT 65:35
75.54% -6.57% 11.50
80.55%
SPY /DIA TRKSP-DW.TXT
60:40 14.27% -5.77%
2.47 71.43%
* SMH /DIA
TRKSM-DW.TXT 55:45 60.14%
-6.56% 9.16
78.63%
SMH /IBB TRKSM-BB.TXT
55:45 56.15% -7.77%
7.22 81.27%
SMH /IYJ
TRKSM-YJ.TXT 55:45 52.26%
-6.95% 7.52
78.78%
SMH /SWH TRKSM-SW.TXT
65:35 80.72% -7.50%
10.77 78.48%
* SMH /IWM
TRKSM-RU.TXT 55:45 55.66%
-6.29% 8.84
82.15%
SMH /SPY TRKSM-SP.TXT
55:45 51.43% -8.07%
6.37 80.19%
SMH /XLF
TRKSM-FN.TXT 55:45 66.54%
-8.25% 8.06
81.07%
*** SMH /XLP TRKSM-LP.TXT 55:45
100.75% -5.83% 17.28
81.20%
*** IWM /DIA TRKRU-DW.TXT 55:45
43.71% -2.91% 15.03
81.33%
IWM /SPY TRKRU-SP.TXT
60:40 46.17% -5.49%
8.40 76.48%
IWM /QQQ
TRKRU-NQ.TXT 65:35 38.35%
-6.69% 5.73
74.17%
IWM /SMH TRKRU-SM.TXT
65:35 26.54% -19.04%
1.39 69.42%
XLF /SPY
TRKFN-SP.TXT 50:50 40.01%
-6.58% 6.08
77.16%
XLF /DIA TRKFN-DW.TXT
55:45 43.60% -8.49%
5.13 75.54%
XLF /IWM
TRKFN-RU.TXT 60:40 55.87%
-7.96% 7.01
71.70%
XLF /GLD TRKFN-AU.TXT
55:45 95.11% -15.64%
6.08 74.00%
XLE /SPY
TRKLE-SP.TXT 55:45 41.31%
-7.64% 5.40
80.36%
XLE /DIA TRKLE-DW.TXT
60:40 60.43% -8.42%
7.17 79.95%
XLE /IWM
TRKLE-RU.TXT 65:35 49.92%
-8.98% 5.56
72.63%
** XLE /GLD TRKLE-AU.TXT 65:35
86.82% -8.26% 10.51
75.34%
*** QQQQ/DIA TRKQQ-DW.TXT 55:45
38.34% -2.84% 13.49
81.09%
** QQQQ/DIA TRKQQDW1.TXT 55:45
34.86% -3.09% 11.27
75.85%
** QQQQ/DIA TRKQQDW2.TXT 55:45
72.35% -5.78% 12.53
71.98%
===============
END OF REPORT
1
===============
============ Forecast Reports
============
Report 1: Differential
Signals
Report 2: Pairs Trading
Report
3: Voted Signals
Report 4: Day Trades
Report
5: Prediction Table
Report 6: Primary
Indicators
Report A: Major
Strategies
==========================================
=======================================================================
FORECAST Report 2: Selected TRADING PAIRS (as of the Close on 07/23/10)
=======================================================================
The material in this Report has been extracted from the TRKPAIRS.TXT Report,
which itself works with 20 ETF pairs that have been pulled from the much larger
STKPAIRS.TXT Report. Unlike our various Differential Signals, these Trading
Pairs are bought or shorted in accordance with our Voted signals (see the
ALLVOTES.TXT Report), and thus they may be both Long, both Short, or one may
be Long while the other is Short.
The Equity Ratio has been empirically determined to produce the best G/d
ratio for the pair of ETFs. All of the data shown is Back-Tested EXCEPT for
the Actual TotGain% field which shows the amount of gain or loss that would
have been achieved if the pair of ETFs, at the equity ratio shown, had been
traded in accordance with our published Voted Signals (see the TRKVOTEB.TXT
Report) since 9/4/08.
KEY:
====
NEW SIG The Voted Signals (Class "B") for the equity pair for the
next trading day (see ALLVOTES.TXT Report):
+ ==> Go Long
- ==> Go Short
$ ==> Stay in Cash
Best G/d This value is the ratio of back-tested annualized gain
(Best AnnGain%) to back-tested maximum drawdown
(Best MaxDraw%). The largest G/d values correspond to an
'optimal' equity ratio.
Best AnnGain% Back-tested (theoretical) annualized gain.
Best MaxDraw% Back-tested (theoretical) maximum drawdown.
Actual TotGain% The ACTUAL gain (based upon our published TimerTrac monitored
signals since 9/4/08.
Optimal Equity Ratios (Based on back-tested Gain/draw figures)
==============================================================
ETF1/ETF2 NEW Equity Best Best Best Actual
portfolio SIG Ratio G/d AnnGain% MaxDraw% TotGain%
--------- --- ----- ----- -------- -------- --------
DIA/IWM +/+ 45-55 31.87 209.82% -6.58% 47.42%
DIA/QQQQ +/+ 5-95 37.75 259.17% -6.87% -14.96%
DIA/SMH +/+ 10-90 42.60 358.56% -8.42% 7.28%
DIA/SPY +/+ 55-45 26.88 159.25% -5.92% 4.66%
IWM/IWZ +/+ 40-60 30.65 206.23% -6.73% 107.28%
IWM/IYY +/+ 25-75 30.05 195.00% -6.49% 20.60%
IWM/QQQQ +/+ 15-85 39.91 266.41% -6.68% -5.82%
IWM/SMH +/+ 45-55 48.88 332.86% -6.81% 36.30%
IWM/VTI +/+ 95- 5 25.26 260.96% -10.33% 76.82%
QQQQ/IBB +/+ 80-20 43.57 255.05% -5.85% 3.21%
QQQQ/IWV +/+ 90-10 41.32 250.29% -6.06% -6.28%
QQQQ/IWW +/+ 95- 5 37.55 257.28% -6.85% -12.88%
QQQQ/MDY +/+ 70-30 40.12 257.87% -6.43% -2.63%
IBB/IWZ +/+ 80-20 38.15 201.31% -5.28% 126.29%
IBB/IYJ +/+ 75-25 39.04 218.19% -5.59% 144.40%
IBB/IYW +/+ 55-45 49.62 235.06% -4.74% 76.75%
IBB/MDY +/+ 80-20 38.66 215.00% -5.56% 105.36%
IBB/VTI +/+ 80-20 38.84 203.70% -5.24% 117.49%
IWW/IYW +/+ 5-95 31.64 256.37% -8.10% 28.04%
IWV/SWH +/+ 70-30 25.45 156.40% -6.14% 123.42%
===============
END OF REPORT 2
===============
============
Forecast Reports ============
Report 1:
Differential Signals
Report 2: Pairs
Trading
Report 3: Voted Signals
Report
4: Day Trades
Report 5: Prediction
Table
Report 6: Primary Indicators
Report
A: Major Strategies
==========================================
==============================================================
FORECAST
Report 3: Voted Signals (as of the Close on
07/23/10)
==============================================================
***
Note: This is a summary report. Please consult the larger
report
ALLVOTES.TXT for more complete information, including both
Actual performance
data and additional back-tested data.
Section
I. Special Signals
==========================
This first
Section summarizes the official (Class "B") signals for
some
major ETFs, and the 2x Long and Short (or 3x Long and Short)
equivalent
ETFs are shown for reference purposes. The "Raw"
(or Class "A") signal
is shown for the sake of
comparison, but the Class "B" signal is almost
always
more accurate.
Official "Raw"
Class "B" Class "A" 2x Long 2x
Short
ETF Signal
Signal ETF
ETF
=== ======== ======== ========
==========
QQQQ BUY
BUY QLD
QID
SPY BUY
BUY SSO
SDS
DIA BUY
BUY DDM
DXD
IWM BUY
BUY UWM
TWM
MDY BUY
BUY MVV
MZZ
SMH BUY
BUY USD
SSG
VTI BUY
BUY ---
---
IYY BUY
BUY ---
---
FAS BUY
BUY ---
FAZ (3x)
UYG BUY
BUY ---
SKF (2x)
ERX BUY
BUY ---
ERY (3x)
BGU BUY
BUY ---
BGZ (3x)
TNA BUY
BUY ---
TZA (3x)
Section II. All Voted
Signals
=============================
This second Section
lists all 140 Voted Signals in alphabetical order, giving
both the
current ("official" = Class "B") signal and the
previous signal. If
there has been a change in the signal, then
the symbols "<<<<" are used to
highlight the
signal change.
Actual Performance data (over #days):
#days
-- This is the total number of days for which actual performance
data
is available
(see the appropriate Tracking Report for complete
information, e.g., TRKVOTEB.TXT).
Total Gain% -- The total
(compounded) gain reflecting the actual performance
of Long/Short/Cash trades over the period #days.
Annualized
Gain% -- The equivalent annual gain% if the Total Gain% value
is
projected to a
full trading year.
Back-tested data (over a 7 years
period) is also shown to help suggest trades
that may be more
profitable:
G/d -- This is the back-tested annualized Gain
divided by the back-tested maximum
drawdown observed for the equity. High G/d ratios are better than low
ones,
either because higher gains
might be expected, or because the drawdowns
will be lower.
Accuracy -- This is the back-tested trading
accuracy for the equity, and there
is no guarantee, of course, that future actual trading accuracies
will
be as
high.
Actual Performance
Back-Tested Performance
========================
=======================
New Prev
# Total Annualized
(8/16/02 -> present)
Equity Signal
Signal days Gain%
Gain% G/d
Accuracy Company Name
====== ======
====== ==== ======== ==========
====== ========
============
AA BUY
BUY 305 14.98%
12.22% 5.37
81.65% Alcoa Inc
AAPL
BUY BUY
428 94.29% 47.85%
8.13 84.04%
Apple Inc
ADBE BUY
BUY 428 63.96%
33.79% 7.85
83.10% Adobe Systems Inc
ADP
BUY BUY
305 -13.49% -11.28%
8.87 79.62%
Automatic Data Processing Inc.
ADSK
BUY BUY
399 80.86% 45.39%
7.62 83.41%
Autodesk Inc
AKAM BUY
BUY 305 30.53%
24.63% 2.05
82.73% Akamai Technologies Inc
ALTR
BUY BUY
399 0.99%
0.62% 9.22
79.75% Altera Corp
AMAT
BUY BUY
399 -27.51% -18.39%
6.55 84.01%
Applied Materials Inc
AMGN SHORT <<<<
BUY 428 19.95%
11.31% 6.96
83.69% Amgen Inc
AMZN
BUY BUY
428 47.82% 25.87%
5.37 83.36%
Amazon.Com Inc
APOL BUY
BUY 399 2.60%
1.64% 5.67
82.12% Apollo Group Inc Cl A
ATVI
SHORT <<<< BUY 428
51.82% 27.87%
5.58 83.69%
Activision Blizzard` Inc
AXP
BUY BUY
428 161.21% 76.00%
6.35 83.25%
American Express Co
BA
BUY BUY
428 36.88% 20.30%
9.80 82.38%
Boeing Co
BAC BUY
BUY 428 -55.64%
-38.04% 2.82
78.99% Bank Of America Corp
BBBY
BUY BUY
399 35.91% 21.39%
5.47 83.12%
Bed Bath & Beyond Inc
BGU
BUY BUY
305 -37.65% -32.31%
6.05 83.68%
Direxion Large Cap Bull 3x Share
BIIB
BUY BUY
399 17.99% 11.01%
4.66 83.48%
Biogen Idec Inc
BRCM BUY
BUY 399 -35.35%
-24.08% 4.68
83.99% Broadcom Corp Cl A
C
BUY BUY
305 -35.52% -30.41%
2.27 81.68%
Citigroup
CA BUY
BUY 399 -29.73%
-19.98% 5.56
79.81% CA Inc
CAT
BUY BUY
428 34.13% 18.88%
6.57 83.56%
Caterpillar Inc
CELG BUY
BUY 428 25.79%
14.46% 5.48
83.52% Celgene Corp
CEPH
BUY BUY
399 -10.51% -6.77%
7.93 83.39%
Cephalon Inc
CERN BUY
BUY 239 22.55%
23.92% 1.69
77.87% Cerner Corp
CHKP
BUY BUY
305 25.08% 20.31%
7.72 83.88%
Check Point Software Technologie
CHRW
BUY BUY
399 28.15% 16.96%
6.34 83.25%
C.H. Robinson Worldwide
CMCSA BUY
BUY 428 28.04%
15.66% 6.04
74.02% Comcast Corp Cl A
COST
BUY BUY
399 -26.09% -17.38%
10.56 83.45%
Costco Wholesale Corp
CSCO SHORT <<<<
BUY 428 24.38%
13.70% 10.63
84.07% Cisco Systems Inc
CTAS
BUY BUY
399 23.46% 14.24%
7.91 81.24%
Cintas Corp
CTSH BUY
BUY 399 36.40%
21.66% 7.13
80.47% Cognizant Tech Sol Cp A
CTXS
BUY BUY
399 47.60% 27.88%
7.01 81.83%
Citrix Systems Inc
CVX BUY
BUY 428 3.89%
2.27% 7.22
82.49% Chevron Corp
DD
BUY BUY
428 -2.91% -1.73%
10.08 84.04%
E. I. du Pont de Nemours and Co
DELL SHORT
<<<< BUY 399
30.46% 18.29%
6.42 76.89%
Dell Inc
DIA BUY
BUY 475 15.69%
8.04% 16.34
86.46% DIAMONDS Trust Series ETF
DIS
BUY BUY
305 -6.40% -5.32%
7.02 83.44%
The Walt Disney Company
DISH BUY
BUY 239 -3.82%
-4.02% 7.79
83.26% Dish Network Corp Cl A
DTV
BUY BUY
428 63.56% 33.60%
6.51 81.54%
The DIRECTV Group` Inc.
EBAY BUY
BUY 428 18.72%
10.63% 7.92
84.08% Ebay Inc
ERTS
BUY BUY
399 -37.28% -25.52%
6.46 83.39%
Electronic Arts Inc
ERX BUY
BUY 305 -41.99%
-36.23% 2.74
83.72% Direxion Energy Bull 3x
Shares
ESRX $$$$ <<<<
BUY 428 27.16%
15.19% 5.92
82.68% Express Scripts Inc
EXPD
BUY BUY
399 -19.44% -12.76%
6.16 81.70%
Expeditors International of Wash
FAS
BUY BUY
305 -41.42% -35.72%
2.63 84.46%
Direxion Financial Bull 3x Share
FAST
BUY BUY
399 78.86% 44.37%
6.30 81.71%
Fastenal Company
FISV BUY
BUY 399 29.81%
17.92% 9.12
83.97% Fiserv Inc
FLEX
BUY BUY
239 10.31% 10.90%
4.28 81.62%
Flextronics Internat Ltd
FLIR BUY
BUY 399 25.94%
15.68% 6.71
83.52% Flir Systems Inc
GE
BUY BUY
305 -22.17% -18.70%
8.20 84.24%
General Electric Co
GENZ BUY
BUY 428 -10.73%
-6.47% 9.26
83.55% Genzyme Corporation
GILD
BUY BUY
428 3.03%
1.77% 5.53
83.02% Gilead Sciences Inc
GRMN
BUY BUY
399 155.80% 80.98%
5.06 84.02%
Garmin Ltd
HANS BUY
BUY 239 -38.18%
-39.78% 3.41
83.12% Hansen Natural Corp
HD
BUY BUY
305 -26.81% -22.73%
4.80 80.81%
Home Depot Inc
HOLX $$$$ <<<<
BUY 239 9.35%
9.88% 6.58
82.66% Hologic Inc
HPQ
BUY BUY
428 -16.39% -10.00%
5.84 83.06%
Hewlett-Packard Co
HSIC SHORT <<<<
BUY 239 -7.96%
-8.37% 9.03
83.53% Henry Schein Inc
IACI
SHORT <<<< BUY 239
3.75% 3.96%
6.38 81.31%
IAC/Interactive Corp
IBB BUY
BUY 475 124.00%
53.40% 12.54
83.86% iShares Nasdaq Biotechnology
Ind
IBM BUY
BUY 428 35.84%
19.76% 11.09
83.64% International Business
Machines
ILMN BUY
BUY 239 18.54%
19.64% 4.37
83.18% Illumina Inc
INFY
BUY BUY
239 25.54% 27.11%
6.19 80.26%
Infosys Technologies Limited ADS
INTC
BUY BUY
428 19.90% 11.28%
4.81 82.09%
Intel Corp
INTU BUY
BUY 399 18.23%
11.15% 7.41
84.22% Intuit Inc
ISRG
BUY BUY
399 5.39%
3.37% 5.58
81.82% Intuitive Surgical Inc
IWM
BUY BUY
475 75.57% 34.80%
8.32 85.98%
iShares Russell 2000 Index Fund
IWV
BUY BUY
475 143.14% 60.22%
16.46 84.59%
iShares Russell 3000 Index Fund
IWW
BUY BUY
475 77.09% 35.42%
9.06 85.62%
iShares Russell 3000 Value Index
IWZ
BUY BUY
475 122.33% 52.79%
16.25 84.66%
iShares Russell 3000 Growth Inde
IXN
BUY BUY
475 -37.57% -22.12%
10.68 81.91%
iShares S&P Global Technology Se
IYJ
BUY BUY
475 194.91% 77.49%
10.61 83.54%
iShares Dow Jones US Industrial
IYW
BUY BUY
475 25.31% 12.71%
11.09 84.72%
iShares Dow Jones US Technology
IYY
BUY BUY
475 5.01% 2.63%
14.90 89.08%
iShares Dow Jones US Total Marke
IYZ
BUY BUY
475 52.73% 25.19%
10.04 81.71%
iShares Dow Jones US Telecommuni
JBHT
BUY BUY
239 15.57% 16.48%
7.09 82.26%
JB Hunt Transport Services
JNJ $$$$
<<<< BUY 428
10.35% 5.97%
15.53 83.53%
Johnson & Johnson
JNPR BUY
BUY 399 2.24%
1.41% 5.56
84.32% Juniper Networks
JOYG
BUY BUY
239 9.09%
9.61% 3.34
83.03% Joy Global Inc
JPM
SHORT <<<< BUY 428
-2.63% -1.56%
5.78 82.83%
JPMorgan Chase and Co
KFT
BUY BUY
428 11.90% 6.84%
10.43 84.04%
Kraft Foods Inc
KLAC BUY
BUY 399 -19.12%
-12.54% 6.09
82.65% Kla-Tencor Corp
KO
BUY BUY
428 6.89% 4.00%
12.58 84.28%
Coca-Cola Co
LIFE BUY
BUY 239 15.57%
16.48% 7.62
83.63% Life Technologies Corporation
LLTC
BUY BUY
399 -7.32% -4.69%
8.64 82.68%
Linear Technology Corp
LOGI BUY
BUY 239 9.19%
9.72% 2.48
84.19% Logitech Intl Sa Ord
LRCX
BUY BUY
305 -38.87% -33.42%
4.77 83.45%
Lam Research Corp
MCD SHORT <<<<
BUY 428 8.89%
5.14% 7.96
83.83% McDonalds Corp
MCHP
BUY BUY
239 -18.54% -19.45%
5.67 82.90%
Microchip Technology Inc
MDY
BUY BUY
475 34.25% 16.92%
12.36 84.69%
SPDRs S&P Midcap Trust Series ET
MICC
BUY BUY
399 -9.24% -5.94%
2.20 80.68%
Millicom Intl Cellular Sa
MMM
BUY BUY
428 41.77% 22.82%
11.75 83.33%
3M Company
MRK BUY
BUY 428 61.32%
32.52% 7.14
83.49% Merck & Co
MRVL
SHORT <<<< BUY 399
-50.61% -35.95%
3.43 83.40%
Marvell Technology Group
MSFT BUY
BUY 428 59.57%
31.67% 9.94
80.64% Microsoft Corp
NTAP
BUY BUY
399 30.01% 18.03%
6.02 82.07%
Netapp Inc
NVDA BUY
BUY 399 -53.68%
-38.49% 3.05
81.61% NVIDIA Corporation
NWSA
BUY BUY
239 13.10% 13.86%
4.98 79.75%
News Corp Inc Cl A
ORCL BUY
BUY 428 83.96%
43.17% 8.55
83.97% Oracle Corporation
ORLY
BUY BUY
239 -16.18% -16.98%
5.39 82.72%
O'reilly Automotive Inc
PAYX BUY
BUY 399 17.39%
10.66% 6.80
81.53% Paychex Inc
PCAR
BUY BUY
399 -22.90% -15.15%
9.35 82.04%
Paccar Inc
PDCO BUY
BUY 239 -26.24%
-27.45% 5.04
80.31% Patterson Companies Inc
PFE
BUY BUY
305 2.43%
2.01% 8.89
81.17% Pfizer Inc
PG
BUY BUY
428 7.13% 4.14%
13.46 83.73%
Procter & Gamble Co
PPDI BUY
BUY 239 25.30%
26.84% 5.13
79.25% Pharmaceutical Prod Dev
QCOM
BUY BUY
428 115.25% 57.05%
8.14 83.31%
Qualcomm Inc
QQQQ BUY
BUY 475 -16.49%
-9.12% 11.88
83.53% PowerShares QQQTrust Ser 1
RF
BUY BUY
305 -17.81% -14.96%
1.12 75.43%
Regions Financial Corp
RIMM SHORT <<<<
BUY 428 67.69%
35.58% 4.59
84.05% Research In Motion Ltd
ROST
BUY BUY
239 -0.58% -0.61%
8.07 83.47%
Ross Stores Inc
RYAAY SHORT <<<<
BUY 239 18.84%
19.96% 6.21
79.68% Ryanair Hldgs Plc Adr
SBUX
$$$$ <<<< BUY 399
-20.82% -13.71%
8.22 83.86%
Starbucks Corporation
SIAL BUY
BUY 399 22.37%
13.60% 8.24
83.64% Sigma-Aldrich Corp
SMH
BUY BUY
475 5.45%
2.85% 8.99
84.00% HOLDRS Semiconductor ETF
SPLS
BUY BUY
399 -4.20% -2.67%
6.61 82.08%
Staples Inc
SPY BUY
BUY 475 -9.04%
-4.90% 6.64
85.94% SPDRs S&P 500 Trust Series
ETF
SRCL BUY
BUY 399 -1.49%
-0.95% 7.40
83.77% Stericycle Inc
STLD
BUY
BUY
3.51 79.15%
Steel Dynamics Inc
SWH BUY
BUY 475 73.17%
33.82% 8.62
82.54% HOLDRS Software ETF
SYMC
BUY BUY
428 62.25% 32.97%
4.36 82.71%
Symantec Corp
T SHORT
<<<< BUY 305
-26.54% -22.50%
9.35 82.35%
AT&T Inc
TEVA SHORT <<<<
BUY 428 31.09%
17.28% 6.84
84.27% Teva Pharm Ind
TNA
BUY BUY
305 -25.53% -21.61%
3.99 88.99%
Direxion Small Cap Bull 3x Share
URBN
BUY
BUY
5.02 80.03%
Urban Outfitters Inc
UTX BUY
BUY 428 47.00%
25.46% 11.06
84.36% United Technologies Corp
UYG
BUY BUY
305 -41.01% -35.35%
3.37 83.21%
ProShares Ultra Financials
VRSN
BUY BUY
305 6.56%
5.39% 5.90
82.65% Verisign Inc
VRTX
BUY BUY
399 -5.25% -3.35%
5.37 82.68%
Vertex Pharmaceuticals
VTI
BUY BUY
475 82.11% 37.44%
11.03 85.68%
Vanguard Total Stock Mkt Etf
VZ
BUY BUY
428 -9.57% -5.75%
6.44 83.08%
Verizon Communications
WFC
BUY BUY
305 29.98% 24.19%
4.62 76.73%
Wells Fargo & Company
WMT SHORT
<<<< BUY 428
51.72% 27.82%
9.23 84.15%
Wal-Mart Stores Inc
XLE BUY
BUY 475 87.42%
39.55% 6.55
82.04% SPDRs Select Sector Energy
ETF
XLF SHORT <<<<
BUY 475 169.75%
69.29% 6.78
83.70% SPDRs Select Sector Financial
ET
XLK BUY
BUY 475 14.11%
7.25% 8.35
83.46% SPDRs Select Sector Technology
E
XLNX BUY
BUY 399 9.38%
5.83% 8.08
82.89% Xilinx Inc
XOM
BUY BUY
428 -30.96% -19.60%
11.79 82.64%
Exxon Mobil Corporation
XRAY BUY
BUY 399 23.08%
14.01% 10.07
81.77% Dentsply Internat Inc
YHOO
BUY BUY
399 10.50% 6.51%
5.75 83.94%
Yahoo! Inc
===============
END OF REPORT
3
===============
============ Forecast Reports
============
Report 1: Differential
Signals
Report 2: Pairs Trading
Report
3: Voted Signals
Report 4: Day Trades
Report
5: Prediction Table
Report 6: Primary
Indicators
Report A: Major
Strategies
==========================================
========================================================================
FORECAST
Report 4: New Signals of Interest (as of the Close on
07/23/10)
========================================================================
This
Report consists of 6 subreports:
4.1 Possible
Trades for Next Market Day
This
subreport lists all of our 'picks' for the next trading day,
broken down into 7 categories based upon our Signal Type.
4.2
New Signal Type 1 PAIRS (Sorted by Portfolio G/d Value)
This subreport takes all of the Signal Type 1 equities from
subreport
4.1 and groups them into
Trading Pairs, sorted by the back-tested value
for the G/d parameter (annualized Gain divided by maximum drawdown)
that
characterizes the Trading
Pair.
4.3 Daily Results for Trades (Committed
Based on QQQQ Signal)
This
subreport shows the actual gains and losses for the trades
identified
on the previous day's
4.1 subreport. This shows us how well our 'picks'
actually performed TODAY.
4.4 Daily Results for
Signal Type 1 PAIRS Trades
This
subreport shows the actual gains and losses for the Trading
Pairs
identified on the previous
day's 4.2 subreport. This shows us how well
our Trading Pair 'picks' actually performed TODAY.
4.5
Global Statistics for All Trades Grouped by Signal Types
This subreport shows the actual gains and losses for our 'picks'
since
our tracking began on
7/17/09. Statistics are maintained separately
for each Signal Type. In other words, this subreport is essentially
a
synopsis of all of the previous
4.3 subreports since the inception of
tracking.
4.6 Global Statistics for All Pairs
Trades Grouped by G/d Range
This subreport shows the actual gains and losses for our Signal Type
1
Trading Pairs since our tracking
began on 7/17/09. All Trading Pairs
are derived from our highly accurate Type 1 signals, and
statistics
are maintained for
Long-only pairs (BUY/BUY), Short-only pairs (SHORT/
SHORT), and Hedged pairs (BUY/SHORT or SHORT/BUY). For each
category
separate statistics are
shown for key G/d ranges.
Subreport
4.1:
==============
The following lines have been extracted
from the SELECTOR.HTM Report, and
they show Signals that may
represent profitable trading opportunities for
the next market
day.
This Report is based upon looking for agreement between
our 3 fundamental
types of signals:
(1) VoteS = Voted
Signals (see ALLVOTES.TXT): Our short-term signals
(2) GrailS =
Grail System Signals: Our intermediate-term signals
(3)
Preprocessor Signals (see NEWPICKS.TXT): Our longer-term signals
If
the Preprocessor's acquistion date field is followed by a '+++', this
means
that the Preprocessor has just bought (or Shorted) the
equity.
You should closely examine all equities listed here,
and you should Chart them
and look for corroborating technical
patterns before making trades. The basic
idea behind this report
is to try to identify possible trades that may have
the most
profit potential, but this should be confirmed by Charting.
If
the signal in the VoteS column is shown in parentheses, then there is
no
Voted Signal for the equity, and instead the 'Consensus' signal
is shown. The
Consensus Signal will be the Preprocessor's signal
for new trades (marked by
'+++' following the acquisition date
field), and it will be the Grail System
signal
otherwise.
Key:
====
T The TYPE of the
"pick":
1 -->
Voted Signal is in agreement with the Grail System signal
and
the Preprocessor signal.
2
--> Voted Signal is in agreement with the Grail System signal,
but
is NOT confirmed by the Preprocessor signal.
3 --> Voted Signal is in agreement with the Preprocessor signal,
but
is NOT confirmed by the Grail System signal.
4 --> Voted Signal is NOT confirmed by either the Grail System
signal
or the Preprocesor signal.
5
--> Preprocessor "New Pick" that is confirmed by the
Grail System
signal.
6 --> Preprocessor
"New Pick" that is unconfirmed.
7 --> Preprocessor Signal (BUY) that is confirmed by the Grail
System.
G/d The Ratio of the 'back-tested'
annualized gain (G) to the 'back-tested'
maximum drawdown (d). Prospective trades will larger G/d values
'should'
be better trades. This is not a
guarantee, however. If an equity doesn't
like 'healthy' at the market Open, it would be better to pick an
alternate
that looks better, even if its
back-tested G/d value is lower.
Long Qual This is an
experimental value, and it comes out of our Generalized
Candlestick neural network. It is desirable to have a large
positive
number if we have a BUY, and a large negative number if we have
a
SHORT.
4.1 Possible Trades for Next Market Day
========================================
Note: Our procedure
is to only act on BUY signals if our QQQQ Voted Signal is
a BUY,
and to SHORT only if the QQQQ signal had been a SHORT. We suggest
that
no trading be done if the QQQQ signal is Cash ($$$$).
The
candidate trades are grouped by their Signal Type (1, 2, 3, ... 7),
and
within each Signal Type grouping, stocks are ordered by
increasing G/d value,
thus suggesting the best theoretical
ranking. Remember, however, that what is
more important is how the
equity 'looks' at the Open; don't blindly trade based
strictly on
the G/d value.
*** NOTE 1: The "VoteS" column thus
contains the official signal. If the value
is NOT in parentheses
then it is the actual Voted Signal -- and we NEVER go
against this
signal. If the value is in parentheses, e.g., (BUY), then there
is
no Voted Signal available; instead, this is the Consensus signal
between
the Grail System models and the Preprocessor. So, in all
cases, the VoteS
column defines the direction of the trade.
***
NOTE 2: We gather trading statistics assuming that Protective Stops
are
used to prevent unnecessary losses. The Stop values used
are:
Long -3.00% (We sell the equity if it drops
below the Open price by more than
this value)
Short +3.00% (We cover the Short if the price
rises above the Open price by
more than this value)
*** NOTE 3: Within Signal Types 1-4, if
the Preprocessor signal has the '+++'
(New Trade) flag, then that
equity might be a better trade than those that
have not just been
picked up by the
Preprocessor.
Long
T Eqty G/d VoteS GrailS
Preprocessor Signal
Qual Company Name
= ==== ==== ===== ======
============================== =====
================================
1 VRTX 58.8 BUY
BUY (BUY
061110 -5.95%) 2.09
Vertex Pharmaceuticals
1 AAPL 51.2 BUY
BUY (BUY
061410 1.70%) -0.05
Apple Inc
1 EBAY 42.2 BUY BUY
(BUY 070810
5.87%) -0.46 Ebay Inc
1 SMH 41.6 BUY
BUY (BUY
061110 3.80%)
0.19 HOLDRS Semiconductor ETF
1 BRCM 40.2 BUY
BUY (BUY
062810 10.57%) -1.18
Broadcom Corp Cl A
1 NVDA 38.4 BUY
BUY (BUY
070710 -3.00%) 5.96
NVIDIA Corporation
1 QQQQ 37.8 BUY
BUY (BUY
071210 2.06%)
0.15 PowerShares QQQTrust Ser 1
1 ORCL 37.4 BUY
BUY (BUY
060810 12.39%) -0.01 Oracle
Corporation
1 IYW 32.8 BUY
BUY (BUY
060210 0.50%)
4.71 iShares Dow Jones US Technology
1 IBB 31.0 BUY
BUY (BUY
061410 -2.79%) 2.23
iShares Nasdaq Biotechnology Ind
1 MDY 30.9 BUY
BUY (BUY
060210 -0.29%) 0.11
SPDRs S&P Midcap Trust Series ET
1 XLNX 29.9 BUY
BUY (BUY
063010 15.64%) 2.30
Xilinx Inc
1 CELG 29.5 BUY BUY
(BUY 071310
1.23%) -0.01 Celgene Corp
1 IYY 28.9 BUY
BUY (BUY
070810 3.01%)
4.97 iShares Dow Jones US Total Marke
1 GENZ 28.8 BUY
BUY (BUY
071910 22.23%) 3.63
Genzyme Corporation
1 CHKP 27.8 BUY
BUY (BUY
060910 12.79%) 1.22
Check Point Software Technologie
1 UTX 26.1 BUY
BUY (BUY
060210 4.56%) -0.53
United Technologies Corp
1 DIA 26.0 BUY
BUY (BUY
061110 1.20%)
0.31 DIAMONDS Trust Series ETF
1 UYG 25.4 BUY
BUY (BUY
070910 0.58%)
2.31 ProShares Ultra Financials
1 IWM 25.4 BUY
BUY (BUY
061410 -1.44%) -0.01
iShares Russell 2000 Index Fund
1 QCOM 25.2 BUY
BUY (BUY
051710 5.56%) -2.19
Qualcomm Inc
1 LLTC 24.1 BUY BUY
(BUY 061110
15.35%) 1.46 Linear Technology Corp
1 HPQ 23.8
BUY BUY
(BUY 061010
-0.28%) 0.38 Hewlett-Packard Co
1 XLK 23.0
BUY BUY
(BUY 061010
3.79%) 0.17 SPDRs Select Sector Technology E
1 AXP
22.3 BUY BUY
(BUY 061010
13.42%) -1.09 American Express Co
1 DISH 22.2 BUY
BUY (BUY
070810 5.15%) -1.33
Dish Network Corp Cl A
1 IWV 22.2 BUY
BUY (BUY
060210 -0.53%) 4.30
iShares Russell 3000 Index Fund
1 JBHT 20.8 BUY
BUY (BUY
060210 3.62%) -0.06
JB Hunt Transport Services
1 AA 19.9 BUY
BUY (BUY
052710 -6.28%) 2.21
Alcoa Inc
1 CA 19.4 BUY
BUY (BUY
052710 -3.63%) 0.62
CA Inc
1 INTC 19.2 BUY BUY
(BUY 061110
3.53%) 0.06 Intel Corp
1 INFY 19.1 BUY
BUY (BUY
072210 1.06%)
0.08 Infosys Technologies Limited ADS
1 IYZ 19.0 BUY
BUY (BUY
060910 4.46%)
2.00 iShares Dow Jones US Telecommuni
1 LIFE 18.2 BUY
BUY (BUY
062510 -7.15%) -3.17 Life
Technologies Corporation
1 BBBY 16.7 BUY
BUY (BUY
070710 4.79%) -0.98
Bed Bath & Beyond Inc
1 GE 16.1 BUY
BUY (BUY
061610 -0.95%) -3.88
General Electric Co
1 SPLS 14.6 BUY
BUY (BUY
070110 4.00%)
0.54 Staples Inc
1 BA 14.2 BUY
BUY (BUY
060210 4.99%) -0.07
Boeing Co
1 SYMC 14.2 BUY BUY
(BUY 060810
7.73%) 0.27 Symantec Corp
1 PAYX 13.9 BUY
BUY (BUY
060210 -7.72%) -0.12
Paychex Inc
1 HD 13.6 BUY
BUY (BUY
071310 -0.88%) 0.48
Home Depot Inc
1 DIS 13.1 BUY
BUY (BUY
061010 1.28%)
0.16 The Walt Disney Company
1 SPY 13.0 BUY
BUY (BUY
061110 -0.16%) 0.19
SPDRs S&P 500 Trust Series ETF
1 INTU 12.6 BUY
BUY (BUY
062510 6.47%) -1.58
Intuit Inc
1 ERTS 11.6 BUY BUY
(BUY 052710
-4.51%) 1.07 Electronic Arts Inc
1 ORLY 11.6 BUY
BUY (BUY
062510 -0.22%) -0.80
O'reilly Automotive Inc
1 IWW 11.6 BUY
BUY (BUY
062510 1.05%)
2.98 iShares Russell 3000 Value Index
1 XLE 11.4 BUY
BUY (BUY
070710 2.61%)
0.09 SPDRs Select Sector Energy ETF
1 PPDI 10.0 BUY
BUY (BUY
060910 7.97%)
0.28 Pharmaceutical Prod Dev
1 CERN 3.5 BUY
BUY (BUY
061010 -3.62%) -0.96 Cerner
Corp
2 NTAP 41.8 BUY BUY
(short?
) -0.40 Netapp Inc
2 AMZN 40.9 BUY
BUY (short?
) 0.29 Amazon.Com Inc
2 ILMN 40.1 BUY
BUY (short?
) -0.43 Illumina Inc
2 VRSN 39.4 BUY
BUY (short?
) -0.02 Verisign Inc
2 GRMN 36.1 BUY
BUY (short?
) 3.10 Garmin Ltd
2 LRCX 36.0 BUY
BUY (short?
) -0.30 Lam Research Corp
2 JNPR 35.8 BUY
BUY (short?
) 1.40 Juniper Networks
2 AMAT 33.4 BUY
BUY (short?
) -0.26 Applied Materials Inc
2 CTSH 33.0 BUY
BUY (short?
) -0.85 Cognizant Tech Sol Cp A
2 AKAM 32.6 BUY
BUY (short?
) -0.42 Akamai Technologies Inc
2 ISRG 32.0 BUY
BUY (short?
) -3.86 Intuitive Surgical Inc
2 IYJ 30.9 BUY
BUY (short?
) 1.34 iShares Dow Jones US Industrial
2 HANS 30.6
BUY BUY
(short?
) 5.59 Hansen Natural Corp
2 ALTR 29.4 BUY
BUY (short?
) -0.50 Altera Corp
2 JOYG 29.1 BUY
BUY (short?
) -0.20 Joy Global Inc
2 FISV 28.5 BUY
BUY (short?
) -0.63 Fiserv Inc
2 IWZ 28.1 BUY
BUY (short?
) 3.16 iShares Russell 3000 Growth Inde
2 IXN
27.7 BUY BUY
(short?
) 1.81 iShares S&P Global Technology Se
2 CTXS
27.0 BUY BUY
(short?
) -1.02 Citrix Systems Inc
2 ADSK 26.9 BUY
BUY (short?
) 1.31 Autodesk Inc
2 APOL 26.7 BUY
BUY (short?
) 6.12 Apollo Group Inc Cl A
2 MICC 26.5 BUY
BUY (short?
) 5.79 Millicom Intl Cellular Sa
2 CAT 26.0
BUY BUY
(short?
) -3.76 Caterpillar Inc
2 COST 25.8 BUY
BUY (short?
) 0.24 Costco Wholesale Corp
2 FLIR 25.4 BUY
BUY (short?
) 0.19 Flir Systems Inc
2 DD 25.3 BUY
BUY (short?
) -0.52 E. I. du Pont de Nemours and Co
2 CTAS 22.8 BUY
BUY (short?
) 0.24 Cintas Corp
2 VTI 22.7 BUY
BUY (short?
) 0.10 Vanguard Total Stock Mkt Etf
2 SWH 22.3
BUY BUY
(short?
) 1.65 HOLDRS Software ETF
2 KLAC 22.0 BUY
BUY (short?
) 0.30 Kla-Tencor Corp
2 ROST 21.3 BUY
BUY (short?
) -0.23 Ross Stores Inc
2 ADBE 21.2 BUY
BUY (short?
) 1.73 Adobe Systems Inc
2 GILD 20.6 BUY
BUY (short?
) 0.48 Gilead Sciences Inc
2 EXPD 20.0 BUY
BUY (short?
) 0.76 Expeditors International of Wash
2 MCHP 19.9
BUY BUY
(short?
) -0.05 Microchip Technology Inc
2 FAST 19.7 BUY
BUY (short?
) 0.17 Fastenal Company
2 XOM 19.3 BUY
BUY (short?
) 0.19 Exxon Mobil Corporation
2 C
19.0 BUY BUY
(short?
) 0.52 Citigroup
2 PCAR 18.2 BUY
BUY (short?
) 0.80 Paccar Inc
2 FLEX 18.1 BUY
BUY (short?
) -3.88 Flextronics Internat Ltd
2 CMCSA17.5 BUY
BUY (short?
) 1.99 Comcast Corp Cl A
2 MMM 17.4 BUY
BUY (short?
) 0.03 3M Company
2 WFC 17.2 BUY
BUY (short?
) 1.02 Wells Fargo & Company
2 KO 15.9
BUY BUY
(short?
) -0.02 Coca-Cola Co
2 XRAY 15.2 BUY
BUY (short?
) 0.46 Dentsply Internat Inc
2 BAC 14.8 BUY
BUY (short?
) 0.16 Bank Of America Corp
2 SRCL 14.2 BUY
BUY (short?
) -1.17 Stericycle Inc
2 CVX 14.1 BUY
BUY (short?
) 0.36 Chevron Corp
2 KFT 14.0 BUY
BUY (short?
) 0.24 Kraft Foods Inc
2 DTV 13.1 BUY
BUY (short?
) -0.40 The DIRECTV Group` Inc.
2 CHRW 12.2 BUY
BUY (short?
) 2.08 C.H. Robinson Worldwide
2 MSFT 11.4 BUY
BUY (short?
) 0.13 Microsoft Corp
2 NWSA NaN BUY
BUY (short?
) -0.44 News Corp Inc Cl A
2 PG 13.1 BUY
BUY (short?
) 0.17 Procter & Gamble Co
2 PFE 12.6
BUY BUY
(short?
) -0.04 Pfizer Inc
2 SIAL 11.6 BUY
BUY (short?
) 4.16 Sigma-Aldrich Corp
2 IBM 11.6 BUY
BUY (short?
) -3.49 International Business Machines
2 VZ
10.2 BUY BUY
(short?
) 1.00 Verizon Communications
2 ADP 9.9
BUY BUY
(short?
) 0.21 Automatic Data Processing Inc.
2 LOGI 8.1
BUY BUY
(short?
) 0.01 Logitech Intl Sa Ord
2 PDCO 4.9 BUY
BUY (short?
) 0.42 Patterson Companies Inc
2 RF
4.5 BUY BUY
(short?
) 1.93 Regions Financial Corp
2 ERX 3.4
BUY BUY
(short?
) 0.55 Direxion Energy Bull 3x Shares
2 FAS
3.2 BUY BUY
(short?
) -3.91 Direxion Financial Bull 3x Share
2 BGU
1.6 BUY BUY
(short?
) 4.78 Direxion Large Cap Bull 3x Share
2 TNA
1.2 BUY BUY
(short?
) -2.95 Direxion Small Cap Bull 3x Share
3 IACI 27.4
SHORT
BUY (short?
) 0.33 IAC/Interactive Corp
3 RYAAY26.9 SHORT
BUY (short?
) 0.12 Ryanair Hldgs Plc Adr
3 CSCO 24.8 SHORT
BUY (short?
) 0.12 Cisco Systems Inc
3 T 18.0
SHORT
BUY (short?
) 0.44 AT&T Inc
3 XLF 17.8 SHORT
BUY (short?
) 0.05 SPDRs Select Sector Financial ET
3 WMT
14.8 SHORT
BUY (short?
) -0.01 Wal-Mart Stores Inc
4 YHOO 41.3 BUY
SHORT (short?
) 1.67 Yahoo! Inc
4 DELL 26.2 SHORT
BUY (BUY
061110 1.58%)
0.01 Dell Inc
4 JPM 17.7 SHORT
BUY (BUY
060210 -0.05%) -0.15
JPMorgan Chase and Co
4 MRK 17.1 BUY
SHORT (short?
) 0.34 Merck & Co
5 URI 47.4 (BUY)
BUY (BUY
072310+++ 0.00%) -2.15 United Rentals
Inc
5 INFA 30.7 (BUY) BUY
(BUY 072310+++
0.00%) 1.41 Informatica Corporation
5 AFFX 25.5
(BUY) BUY (BUY
072310+++ 0.00%) -0.76 Affymetrix Inc
5
THOR 22.6 (BUY) BUY
(BUY 072310+++
0.00%) -0.02 Thoratec Corporation
5 HAS 14.0 (BUY)
BUY (BUY
072310+++ 0.00%) -0.57 Hasbro Inc
5
RKH 12.6 (BUY) BUY
(BUY 072310+++
0.00%) -0.23 HOLDRS Regional Bank ETF
6 AEM
(BUY)
(BUY 072310+++
0.00%) 0.58 Agnico-Eagle Mines Ltd
6 CMLS
(BUY)
(BUY 072310+++
0.00%) -3.97 Cumulus Media Inc
6 CPWM
(BUY)
(BUY 072310+++
0.00%) -3.90 Cost Plus Inc California
6 HL
(BUY)
(BUY 072310+++
0.00%) 4.06 Hecla Mining Co
6 MGAM
(BUY)
(BUY 072310+++
0.00%) 3.67 Multimedia Games Inc
6 SRDX
(BUY)
(BUY 072310+++
0.00%) -1.27 Surmodics Inc
7 IWP 86.9 (BUY)
BUY (BUY
061110 -0.61%) 1.64
iShares Russell MidCap Growth In
7 JDSU 79.9 (BUY)
BUY (BUY
070710 8.42%) -3.79
JDS Uniphase Corp
7 IWO 78.3 (BUY) BUY
(BUY 061010
3.48%) 3.28 iShares Russell 2000 Growth Inde
7 IGN
78.2 (BUY) BUY (BUY
061710 3.48%)
2.08 iShares S&P GSTI Networking Inde
7 VECO 74.8 (BUY)
BUY (BUY
070110 22.12%) -3.39 Veeco
Instruments Inc
7 IJS 68.1 (BUY) BUY
(BUY 061010
2.42%) 2.13 iShares S&P SmallCap 600/Barra V
7
BBY 67.3 (BUY) BUY
(BUY 072210
2.23%) 3.28 Best Buy Co Inc
7 TMW 66.5 (BUY)
BUY (BUY
071310 0.74%)
3.35 SPDR DJ Wilshire Tot Market
7 SNDK 63.0 (BUY)
BUY (BUY
070710 -6.79%) 0.37
Sandisk Corp
7 MTK 59.7 (BUY) BUY
(BUY 070210
7.94%) 5.11 SPDR Morgan Stanley Technology E
7 HOT
58.2 (BUY) BUY (BUY
070710 9.71%) -3.96
Starwood Hotels & Resorts Worldw
7 COH 57.6 (BUY)
BUY (BUY
071310 1.25%)
2.41 Coach Inc
7 IJK 56.7 (BUY) BUY
(BUY 052710
-0.43%) 1.82 iShares S&P MidCap 400/Barra Gro
7
ANSS 56.6 (BUY) BUY
(BUY 112309
11.07%) -2.93 Ansys Inc
7 AMD 56.4 (BUY)
BUY (BUY
071210 3.03%)
4.05 Advanced Micro Devices
7 EWW 55.9 (BUY)
BUY (BUY
070610 5.75%)
2.56 iShares MSCI Mexico Index Fund E
7 PNRA 54.8 (BUY)
BUY (BUY
060810 -5.64%) -0.59 Panera
Bread Co Cl A
7 DRIV 53.2 (BUY) BUY
(BUY 052110
4.64%) -3.78 Digital River Inc
7 DSG 52.9 (BUY)
BUY (BUY
060210 -1.24%) 1.76
SPDR DJ Wilshire Small Cap Growt
7 COL 52.7 (BUY)
BUY (BUY
060210 -3.55%) -0.13
Rockwell Collins Inc
7 BMC 52.5 (BUY)
BUY (BUY
070910 5.12%) -3.17
Bmc Software Inc
7 EWZ 51.1 (BUY) BUY
(BUY 060810
9.54%) -0.22 iShares MSCI Brazil Index Fund E
7 ADI
51.0 (BUY) BUY (BUY
071210 3.94%) -0.10
Analog Devices Inc
7 PBR 50.3 (BUY)
BUY (BUY
062510 0.19%)
0.31 Petroleo Brasileiro S.A. Petrobr
7 CCK 49.9 (BUY)
BUY (BUY
070610 14.02%) -3.13 Crown
Holdings Inc
7 EWD 48.8 (BUY) BUY
(BUY 052710
13.80%) 2.92 iShares MSCI Sweden Index Fund E
7 TUES
48.3 (BUY) BUY (BUY
070810 2.84%)
1.55 Tuesday Morning Corp
7 RHI 48.1 (BUY)
BUY (BUY
071910 9.74%)
1.86 Robert Half Internat
7 XLB 47.2 (BUY)
BUY (BUY
061010 6.77%) -0.70
SPDRs Select Sector Materials ET
7 X 46.6
(BUY) BUY (BUY
070710 19.24%) -3.86 US
Steel Corp
7 ERJ 46.2 (BUY) BUY
(BUY 052710
9.17%) -3.35 Embraer-Empresa Brasileira de Ae
7 EWG
45.6 (BUY) BUY (BUY
061410 3.77%)
1.22 iShares MSCI Germany Index Fund
7 PCLN 45.1 (BUY)
BUY (BUY
061010 27.77%) -2.22
Priceline.com Inc
7 LEN 44.1 (BUY) BUY
(BUY 061110
-5.80%) 4.82 Lennar Corp Cl A
7 HHH 44.0
(BUY) BUY (BUY
052110 -1.58%) 0.35
HOLDRS Internet ETF
7 CRA 43.8 (BUY)
BUY (BUY
070210 3.94%) -3.33
Celera Corporation
7 PETM 43.6 (BUY) BUY
(BUY 070710
2.96%) -0.32 Petsmart Inc
7 INCY 43.5 (BUY)
BUY (BUY
070210 15.22%) 1.77
Incyte Corp
7 EWN 42.9 (BUY) BUY
(BUY 052710
8.70%) 0.07 iShares MSCI Netherlands Index F
7 FLS
42.8 (BUY) BUY (BUY
071910 8.74%) -0.65
Flowserve Corp
7 AMKR 42.3 (BUY) BUY
(BUY 070710
6.50%) -1.22 Amkor Technology Inc
7 QSFT 42.3 (BUY)
BUY (BUY
070810 4.12%) -0.31
Quest Software Inc
7 JOSB 42.2 (BUY) BUY
(BUY 052410
7.25%) 0.09 Jos A Bank Clothiers
7 MANH 41.4 (BUY)
BUY (BUY
050510 -1.22%) -3.94
Manhattan Associates Inc
7 BHE 41.3 (BUY)
BUY (BUY
071310 4.02%)
0.60 Benchmark Electronics
7 MOGA 41.3 (BUY)
BUY (BUY
062310 9.42%) -2.35
Moog Inc
7 SNPS 40.9 (BUY) BUY
(BUY 011310
-0.05%) 0.16 Synopsys Inc
7 ATMI 40.5 (BUY)
BUY (BUY
052710 -3.98%) 1.28
Atmi Inc
7 IJH 40.5 (BUY) BUY
(BUY 052610
0.28%) 4.05 iShares S&P MidCap 400 Index Fun
7
RSH 40.4 (BUY) BUY
(BUY 051210
-1.80%) -3.96 Radioshack Corp
7 BDC 40.1 (BUY)
BUY (BUY
070910 3.26%)
5.44 Belden` Inc.
7 MOLX 40.0 (BUY) BUY
(BUY 061410
-1.92%) -0.65 Molex Inc
7 JCOM 39.9 (BUY)
BUY (BUY
060210 1.72%)
4.42 J2 Global Communications
7 PWR 39.9 (BUY)
BUY (BUY
060210 6.53%) -0.40
Quanta Services Inc
7 CSGP 39.7 (BUY) BUY
(BUY 070810
13.12%) -3.89 Costar Group Inc
7 NICE 39.2 (BUY)
BUY (BUY
070810 2.51%)
0.70 Nice-Systems Ltd Adr
7 NUAN 39.2 (BUY)
BUY (BUY
071210 6.40%) -2.48
Nuance Communications Inc
7 CTV 38.6 (BUY)
BUY (BUY
071310 4.76%)
2.08 Commscope Inc
7 CHL 38.0 (BUY)
BUY (BUY
110409 6.61%)
0.19 China Mobile Limited ADS
7 EWA 37.9 (BUY)
BUY (BUY
061110 1.00%)
5.21 iShares MSCI Australia Index Fun
7 OII 37.8 (BUY)
BUY (BUY
062510 3.55%) -0.02
Oceaneering Internat
7 BZH 37.6 (BUY)
BUY (BUY
070910 12.85%) -2.90 Beazer
Homes Usa
7 AMR 37.4 (BUY) BUY
(BUY 063010
1.92%) 2.38 AMR Corporation
7 RCL 36.8 (BUY)
BUY (BUY
071310 13.52%) 2.20
Royal Caribbean Cruises
7 AEO 36.2 (BUY)
BUY (BUY
061010 -2.35%) 5.68
American Eagle Outfitter
7 STLD 36.1 (BUY)
BUY (BUY
052710 -0.34%) -1.53 Steel
Dynamics Inc
7 IYG 36.0 (BUY) BUY
(BUY 061610
-2.75%) 5.55 iShares Dow Jones US Financial S
7 BBOX
35.9 (BUY) BUY (BUY
070810 9.12%)
0.32 Black Box Corp
7 CWTR 35.9 (BUY) BUY
(BUY 071310
0.26%) -0.77 Coldwater Creek Inc
7 IOO 35.9 (BUY)
BUY (BUY
070210 7.77%)
0.83 iShares S&P Global 100 Index Fun
7 EMC 35.5
(BUY) BUY (BUY
060810 11.78%) -0.45 Emc
Corp
7 EWL 35.4 (BUY) BUY
(BUY 060210
5.27%) 3.24 iShares MSCI Switzerland Index F
7 ATW
35.2 (BUY) BUY (BUY
062510 6.05%) -0.62
Atwood Oceanics Inc
7 TKR 35.2 (BUY)
BUY (BUY
060210 5.40%) -2.78
Timken Co
7 ICF 35.0 (BUY) BUY
(BUY 060910
3.65%) 3.96 iShares Cohen & Steers Realty Ma
7
ARRS 34.6 (BUY) BUY
(BUY 060310
9.07%) -3.88 Arris Group Inc
7 SHAW 34.5 (BUY)
BUY (BUY
051210 -11.27%) -0.37 Shaw Group
Inc (The)
7 ING 34.3 (BUY) BUY
(BUY 060210
12.28%) -2.63 ING Group N.V.
7 ZQK 34.3 (BUY)
BUY (BUY
070710 12.91%) -3.80
Quiksilver Inc
7 MFE 34.2 (BUY) BUY
(BUY 062810
2.51%) 1.35 McAfee Inc
7 NATI 34.2 (BUY)
BUY (BUY
071910 4.58%) -0.25
National Instruments Cp
7 FICO 34.1 (BUY)
BUY (BUY
072210 4.62%)
1.19 Fair Isaac Inc
7 AEG 33.8 (BUY)
BUY (BUY
070710 1.38%)
1.43 AEGON N.V.
7 CYMI 33.7 (BUY) BUY
(BUY 070110
13.25%) 1.74 Cymer Inc
7 IJJ 33.7 (BUY)
BUY (BUY
061010 1.83%)
1.53 iShares S&P MidCap 400/Barra Val
7 NKTR 33.3 (BUY)
BUY (BUY
062310 4.49%) -3.97
Nektar Therapeutics
7 IYM 33.2 (BUY)
BUY (BUY
061110 1.73%)
1.34 iShares Dow Jones US Basic Mater
7 DSV 33.1 (BUY)
BUY (BUY
052710 -2.90%) 4.86
SPDR DJ Wilshire Small Cap Value
7 ZRAN 33.0 (BUY)
BUY (BUY
070710 5.96%)
2.22 Zoran Corp
7 MDR 32.4 (BUY) BUY
(BUY 070210
10.45%) -2.70 Mcdermott Internat Inc
7 ERIC 32.1 (BUY)
BUY (BUY
052710 11.35%) -0.01 LM
Ericsson Telephone Company
7 AYE 32.0 (BUY)
BUY (BUY
062410 10.43%) -0.83
Allegheny Energy Inc
7 AVT 31.8 (BUY)
BUY (BUY
061110 -4.94%) -0.49 Avnet
Inc
7 LPX 31.8 (BUY) BUY
(BUY 070710
14.18%) -3.95 Louisiana-Pacific Corp
7 IDCC 31.7 (BUY)
BUY (BUY
051710 0.74%)
3.51 Interdigital Commun Cp
7 IEV 31.4 (BUY)
BUY (BUY
062310 6.87%)
1.96 iShares S&P Europe 350 Index Fun
7 ELG 31.3
(BUY) BUY (BUY
060810 3.36%)
0.89 SPDR DJ Wilshire Large Cap Growt
7 IWS 31.3 (BUY)
BUY (BUY
061110 -1.02%) 5.25
iShares Russell MidCap Value Ind
7 PKX 31.2 (BUY)
BUY (BUY
061410 13.69%) -0.39 POSCO
ADS
7 HSC 31.1 (BUY) BUY
(BUY 061410
1.67%) -2.85 Harsco Corp
7 CPRT 30.7 (BUY)
BUY (BUY
062510 0.69%) -0.06
Copart Inc
7 EWT 30.6 (BUY) BUY
(BUY 051310
1.48%) 5.59 iShares MSCI Taiwan Index Fund E
7 PCP
30.6 (BUY) BUY (BUY
070710 9.13%) -2.19
Precision Castparts Corp
7 SEE 30.5 (BUY)
BUY (BUY
032610 6.38%)
2.30 Sealed Air Corp
7 MEE 30.4 (BUY)
BUY (BUY
070610 14.13%) 2.29
Massey Energy Company
7 AVX 30.3 (BUY)
BUY (BUY
052710 -2.57%) -3.64 Avx
Corp
7 TER 30.3 (BUY) BUY
(BUY 070610
6.84%) -0.04 Teradyne Inc
7 MKSI 30.1 (BUY)
BUY (BUY
070710 8.23%) -3.38
Mks Instruments Inc
7 CHK 30.0 (BUY)
BUY (BUY
070710 0.69%)
0.13 Chesapeake Energy Corp
7 ELX 29.9 (BUY)
BUY (BUY
070710 -2.99%) 2.20
Emulex Corp
7 CSC 29.8 (BUY) BUY
(BUY 070710
3.02%) 0.03 Computer Sciences Corp
7 HAL 29.8
(BUY) BUY (BUY
063010 21.20%) -0.32
Halliburton Co
7 NCR 29.8 (BUY) BUY
(BUY 062310
9.98%) -3.99 Ncr Corp
7 SIVB 29.7 (BUY)
BUY (BUY
061010 6.94%) -0.05
SVB Financial Group
7 TBI 29.4 (BUY)
BUY (BUY
062310 12.35%) -3.61
TrueBlue` Inc.
7 ROP 29.1 (BUY) BUY
(BUY 062310
5.33%) 1.08 Roper Industries Inc
7 CY 29.0
(BUY) BUY (BUY
062510 4.29%)
2.35 Cypress Semiconductor Cp
7 ACGY 28.6 (BUY)
BUY (BUY
063010 3.37%)
0.53 Acergy S.A. Ads
7 NVLS 28.5 (BUY) BUY
(BUY 070710
4.89%) -0.73 Novellus Systems Inc
7 WPPGY28.1 (BUY)
BUY (BUY
052710 10.11%) 0.28
WPP Group plc
7 PBY 28.0 (BUY) BUY
(BUY 062310
6.07%) 2.25 Pep Boys Manny Moe&Jack
7 ELV
27.9 (BUY) BUY (BUY
061010 0.93%)
1.02 SPDR DJ Wilshire Large Cap Value
7 CIEN 27.8 (BUY)
BUY (BUY
070710 1.28%) -3.78
Ciena Corporation
7 SPW 27.8 (BUY) BUY
(BUY 060210
-1.72%) -0.09 Spx Corp
7 VSAT 27.7 (BUY)
BUY (BUY
072110 1.66%) -1.02
Viasat Inc
7 ETH 27.5 (BUY) BUY
(BUY 071310
11.31%) 1.01 Ethan Allen Interiors
7 PLXS 27.0
(BUY) BUY (BUY
070610 13.28%) -0.17 Plexus
Corp
7 ACF 26.9 (BUY) BUY
(BUY 060210
13.36%) -1.09 Americredit Corp
7 IYC 26.7 (BUY)
BUY (BUY
060210 -4.51%) 0.40
iShares Dow Jones US Consumer Se
7 RECN 26.7 (BUY)
BUY (BUY
071510 -6.28%) 1.44
Rscs Connection
7 FMC 26.4 (BUY) BUY
(BUY 052610
0.02%) -0.21 Fmc Corp
7 ADTN 26.1 (BUY)
BUY (BUY
052110 26.58%) -0.10 Adtran
Inc
7 HGSI 26.1 (BUY) BUY
(BUY 072110
3.69%) -3.99 Human Genome Sciences
7 EZU 26.0 (BUY)
BUY (BUY
072210 1.72%)
2.08 iShares MSCI EMU Index Fund ETF
7 TKLC 26.0 (BUY)
BUY (BUY
061410 0.07%) -3.19
Tekelec
7 EWJ 25.8 (BUY) BUY
(BUY 042910
-8.24%) 0.19 iShares MSCI Japan Index Fund ET
7 DGT
25.7 (BUY) BUY (BUY
072210 0.14%)
3.33 SPDR DJ Global Titans ETF
7 OIH 25.7 (BUY)
BUY (BUY
063010 9.70%)
0.18 HOLDRS Oil Service ETF
7 ARW 25.6 (BUY)
BUY (BUY
061110 -7.60%) 0.45
Arrow Electronics Inc
7 MMS 25.5 (BUY)
BUY (BUY
060910 3.79%) -1.20
Maximus Inc
7 TSO 25.3 (BUY) BUY
(BUY 060310
3.79%) -0.67 Tesoro Corp
7 PLAB 25.2 (BUY)
BUY (BUY
070710 7.02%) -0.38
Photronics Inc
7 VCLK 25.2 (BUY) BUY
(BUY 072210
0.09%) -3.59 Valueclick Inc
7 IWN 24.9 (BUY)
BUY (BUY
061010 1.80%)
3.73 iShares Russell 2000 Value Index
7 HON 24.6 (BUY)
BUY (BUY
060210 1.02%) -0.05
Honeywell International
7 REGN 24.6 (BUY)
BUY (BUY
070910 3.98%) -3.68
Regeneron Pharm Inc
7 TV 24.6 (BUY)
BUY (BUY
062510 3.42%)
0.32 Grupo Televisa Sa Gdr
7 IRF 24.5 (BUY)
BUY (BUY
061110 -3.59%) 0.31
Internat Rectifier Corp
7 RMBS 24.4 (BUY)
BUY (BUY
062110 -1.15%) -0.79 Rambus
Inc
7 TTEK 24.4 (BUY) BUY
(BUY 062510
-10.50%) 2.97 Tetra Tech Inc
7 ANF 24.2 (BUY)
BUY (BUY
063010 20.30%) 1.28
Abercrombie & Fitch Co
7 WHR 24.0 (BUY)
BUY (BUY
070910 -6.10%) 2.84
Whirlpool Corp
7 CAR 23.6 (BUY) BUY
(BUY 070710
12.34%) 0.09 Avis Budget Group Inc
7 AMX 23.5
(BUY) BUY (BUY
070210 5.37%) -0.29
America Movil S A B De C V
7 IVE 23.5 (BUY)
BUY (BUY
061010 1.22%)
5.24 iShares S&P 500/Barra Value Inde
7 IYH 23.5
(BUY) BUY (BUY
070810 -1.56%) 4.64
iShares Dow Jones US Healthcare
7 SKS 23.5 (BUY)
BUY (BUY
071310 3.28%) -0.55
Saks Holdings Inc
7 GCO 23.4 (BUY) BUY
(BUY 062310
1.20%) -2.87 Genesco Inc
7 NEWP 23.4 (BUY)
BUY (BUY
070610 21.99%) -3.93
Newport Corp
7 SKM 23.3 (BUY) BUY
(BUY 070210
6.51%) 0.12 SK Telecom Co.` Ltd. ADS
7 STD 23.3
(BUY) BUY (BUY
063010 21.04%) 0.68
Banco Sntndr Cen Hsp Ads
7 WMS 23.1 (BUY)
BUY (BUY
062310 -10.55%) -0.42 Wms
Industries Inc
7 APH 22.9 (BUY) BUY
(BUY 051710
-0.31%) -1.00 Amphenol Corp
7 EWQ 22.8 (BUY)
BUY (BUY
060810 11.31%) 3.58
iShares MSCI France Index Fund E
7 SPF 22.8 (BUY)
BUY (BUY
071310 2.97%) -3.98
Standard Pacific Corp
7 NUE 22.7 (BUY)
BUY (BUY
060210 -7.69%) -1.42 Nucor
Corp
7 RRC 22.6 (BUY) BUY
(BUY 070810
-4.87%) -3.94 Range Resources Corp
7 GPS 22.5 (BUY)
BUY (BUY
061810 -14.37%) 0.26 Gap
Inc
7 NOV 22.4 (BUY) BUY
(BUY 070210
11.88%) 0.22 National Oilwell Varco Inc
7 TLAB 22.4
(BUY) BUY (BUY
062310 13.50%) 3.29
Tellabs Inc
7 BMRN 22.3 (BUY) BUY
(BUY 063010
5.93%) -3.47 Biomarin Pharmaceuticals
7 FLR 22.2
(BUY) BUY (BUY
060210 2.26%) -3.77
Fluor Corp (New)
7 SMSC 22.2 (BUY) BUY
(BUY 070910
0.73%) 4.53 Standard Microsystems Cp
7 WAT 22.1
(BUY) BUY (BUY
062510 -6.50%) 0.25
Waters Corp
7 EP 22.0 (BUY) BUY
(BUY 070710
4.93%) -0.41 El Paso Corp
7 EWP 21.9 (BUY)
BUY (BUY
062510 14.70%) 2.61
iShares MSCI Spain Index Fund ET
7 NWS 21.9 (BUY)
BUY (BUY
070810 5.41%)
0.16 News Corp Inc
7 DDS 21.8 (BUY)
BUY (BUY
071310 4.80%) -3.97
Dillard's Inc
7 IGW 21.8 (BUY) BUY
(BUY 061010
6.42%) 5.55 iShares S&P GSTI Semiconductor I
7
STM 21.7 (BUY) BUY
(BUY 070710
0.12%) -3.99 STMicroelectronics NV ADR
7 DOW 21.6
(BUY) BUY (BUY
061010 4.10%) -1.04
Dow Chemical Co
7 OI 21.6 (BUY)
BUY (BUY
062310 5.67%)
3.11 Owens Illinois Inc
7 LLL 21.5 (BUY)
BUY (BUY
071310 2.55%)
0.11 L-3 Communications Hldgs
7 XEL 21.5 (BUY)
BUY (BUY
060210 8.43%)
0.29 Xcel Energy Inc
7 THQI 21.3 (BUY) BUY
(BUY 071310
0.42%) -3.70 Thq Inc
7 WBSN 21.3 (BUY)
BUY (BUY
061110 3.66%) -3.59
Websense Inc
7 WGO 21.3 (BUY) BUY
(BUY 070710
8.31%) 5.23 Winnebago Industries Inc
7 DDM 20.9
(BUY) BUY (BUY
060210 2.05%) -0.10
ProShares Ultra Dow30 ETF
7 SFY 20.9 (BUY)
BUY (BUY
072010 4.82%) -3.69
Swift Energy Co
7 ITMN 20.8 (BUY) BUY
(BUY 062310
13.59%) -3.89 Intermune Inc
7 URBN 20.8 (BUY)
BUY (BUY
072210 1.42%) -1.98
Urban Outfitters Inc
7 CR 20.5 (BUY)
BUY (BUY
071310 9.63%) -3.66
Crane Co
7 EFII 20.5 (BUY) BUY
(BUY 070710
12.82%) 2.26 Electronics For Imaging
7 COLM 20.4
(BUY) BUY (BUY
060910 -0.94%) -3.83
Columbia Sportswear Co
7 SPIL 20.4 (BUY) BUY
(BUY 052710
-4.40%) 3.16 Siliconware Precision Industries
7 ENTG
20.2 (BUY) BUY (BUY
062810 18.69%) -3.47
Entegris Inc
7 NSIT 20.2 (BUY) BUY
(BUY 070710
13.65%) 0.08 Insight Enterprises Inc
7 BLUD 20.1
(BUY) BUY (BUY
060310 -3.36%) -0.20
Immucor Inc
7 HAR 20.1 (BUY) BUY
(BUY 070710
-0.63%) -2.16 Harman Internat Ind Inc
7 KCG 20.1
(BUY) BUY (BUY
051210 -6.25%) 4.54
Knight Capital Group Inc Cl A
7 PLCE 20.0 (BUY)
BUY (BUY
062310 0.77%)
0.82 Children's Place Rtl Str
7 CDNS 19.9 (BUY)
BUY (BUY
062510 3.98%)
4.81 Cadence Design Systems
7 IVV 19.9 (BUY)
BUY (BUY
070710 3.20%)
1.55 iShares S&P 500 Index Fund ETF
7 SLAB 19.9 (BUY)
BUY (BUY
070910 -0.14%) 0.51
Silicon Laboratories Inc
7 KMX 19.8 (BUY)
BUY (BUY
071910 11.59%) 1.46
Carmax Inc
7 EIX 19.7 (BUY) BUY
(BUY 021810
-1.61%) 0.39 Edison International
7 EWO 19.5
(BUY) BUY (BUY
052710 4.23%)
4.55 iShares MSCI Austria Index Fund
7 FL 19.5
(BUY) BUY (BUY
062310 2.69%)
1.61 Foot Locker Inc
7 IJR 19.2 (BUY)
BUY (BUY
060910 3.43%)
1.79 iShares S&P SmallCap 600 Index F
7 SCHW 19.0 (BUY)
BUY (BUY
060210 -8.42%) -0.17
Charles Schwab Corp
7 PENN 18.9 (BUY) BUY
(BUY 062310
8.36%) 1.81 Penn National Gaming Inc
7 TSM 18.9
(BUY) BUY (BUY
062510 3.87%)
0.08 Taiwan Semiconductor Manufacturi
7 ODP 18.7 (BUY)
BUY (BUY
070810 5.28%)
2.23 Office Depot Inc
7 CCMP 18.6 (BUY) BUY
(BUY 070610
-2.87%) -0.78 Cabot Microelectronics
7 MINI 18.4 (BUY)
BUY (BUY
052110 9.46%) -1.86
Mobile Mini Inc
7 NVR 18.2 (BUY) BUY
(BUY 072010
-1.52%) 1.01 Nvr Inc
7 MEOH 18.0 (BUY)
BUY (BUY
070110 16.57%) -2.98
Methanex Corporation
7 TBL 18.0 (BUY)
BUY (BUY
072010 6.52%) -4.00
Timberland Co
7 LAD 17.9 (BUY) BUY
(BUY 063010
30.76%) -3.95 Lithia Motors Inc Cl A
7 EWS 17.8
(BUY) BUY (BUY
061110 6.52%)
3.32 iShares MSCI Singapore Index Fun
7 TWX 17.8 (BUY)
BUY (BUY
070810 5.59%) -0.71
Time Warner Inc
7 NOK 17.7 (BUY) BUY
(BUY 061510
7.41%) -0.87 Nokia Corp Ads
7 MTH 17.6 (BUY)
BUY (BUY
062310 0.74%) -3.99
Meritage Homes Corp
7 RPM 17.6 (BUY)
BUY (BUY
052610 -3.36%) -0.67 Rpm
International
7 CBST 17.5 (BUY) BUY
(BUY 070710
4.52%) 3.84 Cubist Pharmaceuticals
7 CSGS 17.4
(BUY) BUY (BUY
070710 5.75%)
1.33 CSG Systems Internat Inc
7 MAR 17.4 (BUY)
BUY (BUY
070710 6.80%)
1.92 Marriott Internat Inc A
7 SMTC 17.3 (BUY)
BUY (BUY
062310 2.35%)
1.99 Semtech Corp
7 CMS 17.2 (BUY) BUY
(BUY 041910
1.26%) -0.06 Cms Energy Corp
7 CVG 17.2 (BUY)
BUY (BUY
061010 6.69%) -2.99
Convergys Corp
7 THG 17.1 (BUY) BUY
(BUY 060210
0.78%) 0.36 The Hanover Insurance Group Inc
7 FWRD
17.0 (BUY) BUY (BUY
051110 1.33%) -3.89
Forward Air Corporation
7 RCII 16.8 (BUY)
BUY (BUY
070710 10.28%) 3.31
Rent A Center Inc
7 RDC 16.8 (BUY) BUY
(BUY 062510
6.92%) -0.14 Rowan Companies Inc
7 MGM 16.7 (BUY)
BUY (BUY
071310 0.96%) -1.58
Mgm Resorts International
7 BIO 16.6 (BUY)
BUY (BUY
070910 0.81%)
2.01 Bio-rad Laboratories Inc Cl A
7 ACXM 16.5 (BUY)
BUY (BUY
070710 3.73%)
1.01 Acxiom Corp
7 CTB 16.4 (BUY) BUY
(BUY 060210
17.56%) -3.88 Cooper Tire & Rubber Co
7 DY
16.1 (BUY) BUY (BUY
070910 5.39%)
0.80 Dycom Industries Inc
7 JNS 16.0 (BUY)
BUY (BUY
061510 3.38%)
2.09 Janus Capital Group Inc
7 RL 16.0 (BUY)
BUY (BUY
070710 3.96%)
0.10 Polo Ralph Lauren Corp
7 ELY 15.9 (BUY)
BUY (BUY
062810 8.35%) -1.96
Callaway Golf Co
7 HUM 15.9 (BUY) BUY
(BUY 062510
-4.42%) 0.33 Humana Inc
7 IWB 15.8 (BUY)
BUY (BUY
071310 1.06%)
1.71 iShares Russell 1000 Index Fund
7 FLO 15.2 (BUY)
BUY (BUY
061110 -3.06%) 0.48
Flowers Foods Inc
7 UTH 15.1 (BUY) BUY
(BUY 052710
6.28%) NaN HOLDRS Utilities ETF
7 CHS 14.9
(BUY) BUY (BUY
072210 1.59%)
4.66 Chico's Fas Inc
7 ACGL 14.6 (BUY) BUY
(BUY 061110
4.65%) -2.64 Arch Capital Group Ltd
7 IDU 14.5
(BUY) BUY (BUY
062510 5.65%)
3.81 iShares Dow Jones US Utilities S
7 TXN 14.4 (BUY)
BUY (BUY
062310 3.17%) -0.85
Texas Instruments Inc
7 ASCA 14.1 (BUY) BUY
(BUY 070910
-2.07%) 3.62 Ameristar Casinos Inc
7 DLTR 14.1
(BUY) BUY (BUY
060910 5.22%)
0.19 Dollar Tree Stores Inc
7 EWM 14.1 (BUY)
BUY (BUY
061010 6.27%)
3.64 iShares MSCI Malaysia Index Fund
7 VPHM 14.1 (BUY)
BUY (BUY
060210 -5.73%) -1.24
Viropharma Inc
7 USB 14.0 (BUY) BUY
(BUY 061510
2.82%) 0.00 US Bancorp
7 RYL 13.7 (BUY)
BUY (BUY
052510 -6.00%) 0.23
Ryland Group Inc. The
7 IYF 13.5 (BUY)
BUY (BUY
061010 1.47%)
3.00 iShares Dow Jones US Financial S
7 TECH 13.5 (BUY)
BUY (BUY
061410 -4.63%) 0.30
Techne Corp
7 WSM 12.7 (BUY) BUY
(BUY 061510
-5.10%) 4.39 Williams Sonoma Inc
7 BID 12.6
(BUY) BUY (BUY
070810 12.59%) 1.88
Sotheby's Holding Cl A
7 IYE 12.6 (BUY)
BUY (BUY
070710 2.73%)
2.89 iShares Dow Jones US Energy Sect
7 FCH 12.5 (BUY)
BUY (BUY
070910 9.00%) -3.99
Felcor Lodging Trust Inc
7 IYK 12.5 (BUY)
BUY (BUY
052610 4.23%)
1.57 iShares Dow Jones US Consumer Go
7 PCG 12.5 (BUY)
BUY (BUY
060210 6.37%)
0.01 PG &E Corporation.
7 AMTD 12.2 (BUY)
BUY (BUY
071310 -0.06%) 2.24
TD Ameritrade Holding Corp
7 HP 12.1 (BUY)
BUY (BUY
062310 2.76%)
0.26 Helmerich & Payne Inc
7 BK 12.0 (BUY)
BUY (BUY
072210 1.06%)
0.16 The Bank of New York Mellon Corp
7 GLF 12.0 (BUY)
BUY (BUY
052610 5.90%) -3.68
Gulfmark Offshore Inc
7 COF 11.7 (BUY)
BUY (BUY
061010 3.65%)
1.36 Capital One Financial Cp
7 SLGN 11.5 (BUY)
BUY (BUY
072010 4.29%) -3.07
Silgan Holdings Inc
7 LUV 11.1 (BUY)
BUY (BUY
070710 3.87%)
0.18 Southwest Airlines Co
7 MTU 10.2 (BUY)
BUY (BUY
061510 -0.64%) 0.15
Mitsubishi UFJ Financial Group`
7 PPH 10.1 (BUY)
BUY (BUY
060310 0.90%) -0.40
HOLDRS Pharmaceutical ETF
7 XLP 9.4 (BUY)
BUY (BUY
050310 -1.59%) 0.28
SPDRs Select Sector Consumer Sta
7 RE 9.3
(BUY) BUY (BUY
042810 -8.41%) 0.14
Everest Re Group Ltd.
7 SII 9.0 (BUY)
BUY (BUY
062510 3.82%) -0.20
Smith Internat Inc
7 XLV 8.7 (BUY)
BUY (BUY
071310 -2.37%) 0.68
SPDRs Select Sector Health Care
7 WDR 8.6 (BUY)
BUY (BUY
061510 -3.25%) 5.54
Waddell & Reed Fncl Inc
7 BRO 8.2 (BUY)
BUY (BUY
070710 4.34%) -0.41
Brown & Brown
7 IGT 8.2 (BUY)
BUY (BUY
072210 1.66%)
3.71 International Game Technology
7 IJT **** (BUY)
BUY (BUY
061010 3.58%)
1.36 iShares S&P SmallCap 600/Barra G
7 IVW ****
(BUY) BUY (BUY
060210 0.62%)
1.73 iShares S&P 500/Barra Growth Ind
4.2 New Signal Type 1 PAIRS (Sorted by Portfolio G/d
Value)
============================================================
The
following Table shows all pairs of Signal Type 1 equities (fully
confirmed
Voted Signals), and they are sorted in decreasing order
of 'back-tested' G/d
(Annualized Gain% divided by Maximum
Drawdown) value. The back-tested Annualized
Gain figure is shown
also, although in actual trading this level of performance
will
almost always be unattainable. Also bear in mind that the
back-tested
figures were derived by assuming that trades were
always made at the market
Open; in our situation, we assume that
the positions are exited at the
market Close -- removing the
uncertainty and risk involved with holding
equities
overnight.
This Table is being limited to Signal Type 1
PAIRS because this is our most
accurate timing signal, and this
also helps keep the length of the Table from
growing excessively
long; at times there might still be several hundred entries
in the
Table. We are currently investigating the appropriateness of
chopping
the Table off once the G/d values go below a prescribed
threshhold, e.g., 30 or
40.
Remember that properly
chosen pairs of equities will have a combined (portfolio)
drawdown
that is LESS than the drawdown of either equity alone. The G/d
value
for the portfolio (that is, both equities traded together in
equal dollar
amounts), will similarly be better than the G/d
values of the two equities
would suggest. This is because
drawdowns tend to add like electrical resistances
in parallel (1/R
= 1/R1 + 1/R2). Of course, back-tested information can only
serve
as a general guide; in any specific situation, the stock market will
do
whatever it wants to do.
Pairs selected from near
the top of the list 'might' be expected to be more
profitable,
either having potentially larger gains -- or lower than average
draw-
downs. If it is desired to trade three equities, then simply
find two high-ranked
pairs that have one equity in common; to
select four equities, simply pick two
high-ranked pairs that have
no common equity, etc.
Note that the following Table is broken
up into three subtables: (1) LONG Pairs,
(2) Hedged Pairs, and (3)
SHORT Pairs. LONG Pairs have BUY signals for both
equities,
while SHORT Pairs have SHORT signals for both equities. The
HEDGED
Pairs will have one equity shown as a BUY, while the other
one is a SHORT.
In general, we would prefer LONG Pairs if the
market is moving upward (e.g.,
QQQQ signal is a BUY), SHORT Pairs
if the market is moving downward (e.g.,
QQQQ Signal is a SHORT),
and HEDGED Pairs when the market is choppy (e.g.,
QQQQ Signal is
CASH).
*** IMPORTANT NOTE: In trading PAIRs, or more than
two of these equities, the
same rules apply about Protective
Stops; we currently set Stops for Longs with
the trigger level set
at -3.0% below the Open (purchase) price, and our Short
Stops are
similarly set at +3.0% above the Open (shorting)
price.
Back-Tested
================
Equity Pair Signals
G/d Ann.Gain
=========== ===========
====== ========
(1) === LONG Pairs: BUY/BUY ===
BRCM
/VRTX BUY /BUY 86.08
856.56%
AAPL /DISH BUY /BUY
68.21 405.72%
NVDA /VRTX BUY /BUY
67.79 1009.32%
NVDA /UYG BUY /BUY
67.71 1085.59%
AAPL /SMH BUY /BUY
67.66 475.34%
EBAY /ORCL BUY /BUY
67.10 416.12%
VRTX /XLNX BUY /BUY
66.70 675.13%
EBAY /VRTX BUY /BUY
66.50 672.61%
INTC /VRTX BUY /BUY
66.26 581.74%
VRTX /XLK BUY
/BUY 65.64 494.57%
AAPL
/VRTX BUY /BUY 64.66
743.09%
EBAY /SMH BUY /BUY
64.18 427.02%
AAPL /CHKP BUY /BUY
62.60 457.23%
IYW /VRTX BUY
/BUY 62.54 526.24%
ORCL
/SMH BUY /BUY 62.46
383.52%
AXP /VRTX BUY /BUY
62.24 641.66%
QQQQ /VRTX BUY /BUY
60.64 525.38%
ORCL /QQQQ BUY /BUY
59.46 316.66%
BRCM /NVDA BUY /BUY
59.28 887.55%
AAPL /IYW BUY
/BUY 59.13 395.64%
IYW
/UTX BUY /BUY 59.12
245.30%
EBAY /QQQQ BUY /BUY
59.05 354.08%
SMH /VRTX BUY
/BUY 58.91 625.22%
AAPL
/CELG BUY /BUY 58.66
515.24%
EBAY /IYW BUY /BUY
58.64 354.16%
AAPL /BRCM BUY /BUY
58.64 654.82%
AAPL /HPQ BUY
/BUY 58.53 447.00%
CHKP
/VRTX BUY /BUY 58.34
601.49%
UYG /VRTX BUY /BUY
58.11 1040.00%
AAPL /NVDA BUY /BUY
57.39 780.32%
AAPL /QQQQ BUY /BUY
57.34 395.12%
JBHT /VRTX BUY /BUY
57.27 650.78%
AAPL /EBAY BUY /BUY
57.17 512.42%
EBAY /XLK BUY
/BUY 56.71 331.19%
QCOM
/VRTX BUY /BUY 56.35
599.47%
BRCM /UYG BUY /BUY
55.98 921.88%
AAPL /IWM BUY
/BUY 55.93 395.92%
EBAY
/GENZ BUY /BUY 55.10
354.94%
HPQ /VRTX BUY /BUY
54.83 589.37%
AAPL /MDY BUY
/BUY 54.72 376.33%
IYW
/ORCL BUY /BUY 54.63
316.40%
ORCL /VRTX BUY /BUY
54.17 609.57%
AAPL /ORCL BUY /BUY
54.15 460.85%
CELG /EBAY BUY /BUY
54.14 464.43%
SYMC /VRTX BUY /BUY
54.10 582.84%
MDY /VRTX BUY
/BUY 54.04 500.50%
SPLS
/VRTX BUY /BUY 54.02
506.50%
BA /VRTX BUY /BUY
54.02 495.83%
AAPL /UTX BUY
/BUY 53.86 365.45%
CA
/VRTX BUY /BUY 53.82
540.81%
BA /SMH BUY /BUY
53.66 307.71%
LLTC /VRTX BUY /BUY
53.63 516.69%
GENZ /SMH BUY
/BUY 53.60 326.91%
JBHT
/NVDA BUY /BUY 53.56
686.03%
BRCM /JBHT BUY /BUY
53.51 575.51%
CELG /VRTX BUY /BUY
53.27 670.73%
AAPL /XLK BUY
/BUY 53.06 370.63%
INTU
/VRTX BUY /BUY 52.84
494.71%
EBAY /XLNX BUY /BUY
52.84 462.66%
GE /VRTX BUY
/BUY 52.67 473.70%
DISH
/VRTX BUY /BUY 52.53
536.29%
IBB /VRTX BUY /BUY
52.43 472.82%
IBB /SMH BUY
/BUY 52.40 292.57%
GENZ
/QQQQ BUY /BUY 52.29
267.50%
UTX /VRTX BUY /BUY
52.27 486.68%
BRCM /XLNX BUY /BUY
52.09 592.85%
EBAY /IWM BUY
/BUY 52.03 354.50%
AAPL
/GENZ BUY /BUY 51.93
395.90%
NVDA /XLNX BUY /BUY
51.75 704.16%
AAPL /XLNX BUY /BUY
51.49 514.86%
AAPL /DIS BUY
/BUY 51.34 332.75%
ORCL
/QCOM BUY /BUY 51.31
365.57%
CELG /NVDA BUY /BUY
51.26 711.40%
EBAY /MDY BUY
/BUY 51.18 336.53%
AAPL
/UYG BUY /BUY 51.16
800.13%
DIA /EBAY BUY /BUY
50.98 276.35%
IYY /VRTX BUY
/BUY 50.98 440.80%
CELG
/ORCL BUY /BUY 50.86
418.10%
LIFE /VRTX BUY /BUY
50.70 505.36%
BRCM /CELG BUY /BUY
50.58 597.91%
EBAY /UTX BUY
/BUY 50.38 326.63%
IWM
/VRTX BUY /BUY 50.32
525.31%
UTX /XLNX BUY /BUY
50.29 328.62%
GENZ /VRTX BUY /BUY
50.08 523.95%
AAPL /IBB BUY
/BUY 49.98 356.27%
CELG
/XLNX BUY /BUY 49.79
466.33%
AAPL /CA BUY /BUY
49.78 410.36%
SMH /XLNX BUY
/BUY 49.76 426.56%
AAPL
/LLTC BUY /BUY 49.52
389.18%
AAPL /IYY BUY /BUY
49.35 328.38%
EBAY /SPY BUY
/BUY 49.21 289.08%
GENZ
/IYW BUY /BUY 49.19
267.77%
CHKP /SMH BUY /BUY
49.17 378.71%
BRCM /IWM BUY
/BUY 49.16 462.11%
EBAY
/IBB BUY /BUY 49.10
318.02%
INTC /NVDA BUY /BUY
49.08 606.91%
EBAY /IYY BUY
/BUY 49.07 292.98%
CHKP
/EBAY BUY /BUY 49.04
411.13%
INFY /VRTX BUY /BUY
48.99 601.10%
EBAY /NVDA BUY /BUY
48.98 707.13%
... Remaining Pairs not Shown
(2)
=== Hedged Pairs: BUY/SHORT or SHORT/BUY ===
*** No PAIRS found in
this Category
(3) === SHORT Pairs: SHORT/SHORT ===
*** No
PAIRS found in this Category
4.3 Daily Results for Trades (Committed Based on QQQQ
Signal)
==============================================================
Result
of Trade Signals generated on previous market day. Notice that
BUYs
are only initiated if the QQQQ signal had been a BUY, and
Shorts are only
initiated if the QQQQ signal had been a SHORT. No
trades are attempted if
the QQQQ signal (the Voted Signal) had
been Cash ($$$$).
*** NOTE: The following trades assume that
Protective Stops are being used to
prevent unnecessary losses. The
Stop values used are:
Long -3.00% (We sell the
equity if it drops below the Open price by more than
this value)
Short +3.00% (We cover the Short if the price
rises above the Open price by
more than this value)
If the Stop is 'hit' during the day, you
will see a Comment to that effect on
the far right side of the
trading line, and the SELL or COVER price will be
forced to the
Stop value -- and not the Close price for the day.
*** The
Stock/ETF "Picks" were generated on: 072210
***
The QQQQ Voted Signal was calculated as: BUY
*** "Day"
Trades (Open-->Close) were made on: 072310
Type 1: Voted
Signal (confirmed: Grail/Preproc)
Type 2: Voted Signal (confirmed:
Grail System only)
Type 3: Voted Signal (confirmed: Preprocessor
only)
Type 4: Voted Signal (unconfirmed)
Type 5: Preprocessor
"New Pick" (confirmed: Grail)
Type 6: Preprocessor "New
Pick" (unconfirmed)
Type 7: Grail System Signal (confirmed:
Preproc)
Type: 1 TRADE: VRTX
BUY GAIN: 1.16% BUY
@ 32.67 SELL @ 33.05
Type: 1 TRADE:
AAPL BUY GAIN:
1.06% BUY @ 257.21 SELL @ 259.94
Type:
1 TRADE: SMH BUY
GAIN: 0.85% BUY @ 28.20
SELL @ 28.44
Type: 1 TRADE: BRCM
BUY GAIN: 1.10% BUY
@ 37.35 SELL @ 37.76
Type: 1 TRADE:
XLNX BUY GAIN:
1.81% BUY @ 28.68 SELL @
29.20
Type: 1 TRADE: CELG BUY
GAIN: 0.88% BUY @ 52.29
SELL @ 52.75
Type: 1 TRADE: MRVL
BUY GAIN: -0.48% BUY
@ 16.55 SELL @ 16.47
Type: 1 TRADE:
HOLX BUY GAIN:
0.07% BUY @ 13.36 SELL @
13.37
Type: 1 TRADE: DELL BUY
GAIN: 1.27% BUY @ 13.34
SELL @ 13.51
Type: 1 TRADE: GENZ
BUY GAIN: 15.95% BUY
@ 53.92 SELL @ 62.52
Type: 1 TRADE:
QCOM BUY GAIN:
0.13% BUY @ 39.03 SELL @
39.08
Type: 1 TRADE: HPQ BUY
GAIN: 0.22% BUY @ 46.05
SELL @ 46.15
Type: 1 TRADE: LIFE
BUY GAIN: -1.60% BUY
@ 47.54 SELL @ 46.78
Type: 2
TRADE: ILMN BUY GAIN:
0.02% BUY @ 42.49 SELL @
42.50
Type: 2 TRADE: LRCX BUY
GAIN: 2.47% BUY @ 41.28
SELL @ 42.30
Type: 2 TRADE: AMAT
BUY GAIN: 1.05% BUY
@ 12.38 SELL @ 12.51
Type: 2 TRADE:
AKAM BUY GAIN:
2.15% BUY @ 44.10 SELL @
45.05
Type: 2 TRADE: HANS BUY
GAIN: 0.26% BUY @ 42.90
SELL @ 43.01
Type: 2 TRADE: RYAAY
BUY GAIN: 0.27% BUY
@ 30.12 SELL @ 30.20
Type: 2 TRADE:
CAT BUY GAIN:
2.68% BUY @ 67.50 SELL @
69.31
Type: 2 TRADE: MICC BUY
GAIN: 1.03% BUY @ 91.61
SELL @ 92.55
Type: 2 TRADE: MCHP
BUY GAIN: 1.22% BUY
@ 30.41 SELL @ 30.78
Type: 2 TRADE:
FLEX BUY GAIN:
-3.00% BUY @ 6.25 SELL @
6.06 Protective Stop at: 6.06
Type: 2
TRADE: PCAR BUY GAIN:
0.94% BUY @ 45.74 SELL @
46.17
Type: 2 TRADE: T
BUY GAIN: -1.16% BUY
@ 25.84 SELL @ 25.54
Type: 2 TRADE:
CMCSA BUY GAIN:
2.55% BUY @ 18.84 SELL @
19.32
Type: 2 TRADE: MMM BUY
GAIN: 2.10% BUY @ 84.40
SELL @ 86.17
Type: 2 TRADE: WFC
BUY GAIN: 0.62% BUY
@ 27.25 SELL @ 27.42
Type: 2 TRADE:
KO BUY GAIN:
0.85% BUY @ 54.29 SELL @
54.75
Type: 2 TRADE: HSIC BUY
GAIN: 0.02% BUY @ 52.51
SELL @ 52.52
Type: 2 TRADE: AMGN
BUY GAIN: -0.75% BUY
@ 53.15 SELL @ 52.75
Type: 2 TRADE:
BIIB BUY GAIN:
-3.00% BUY @ 55.88 SELL @
54.20 Protective Stop at: 54.20
Type: 2
TRADE: TEVA BUY GAIN:
-3.00% BUY @ 53.64 SELL @
52.03 Protective Stop at: 52.03
Type: 2
TRADE: PFE BUY GAIN:
-1.02% BUY @ 14.73 SELL @
14.58
Type: 2 TRADE: IBM BUY
GAIN: 0.81% BUY @ 127.35
SELL @ 128.38
Type: 2 TRADE: VZ
BUY GAIN: 0.79% BUY
@ 27.80 SELL @ 28.02
Type: 2 TRADE:
PDCO BUY GAIN:
0.60% BUY @ 26.79 SELL @
26.95
Type: 2 TRADE: RF BUY
GAIN: 1.84% BUY @
6.53 SELL @ 6.65
Type: 4 TRADE:
MRK BUY GAIN:
-0.60% BUY @ 35.08 SELL @
34.87
Type: 4 TRADE: ESRX BUY
GAIN: 1.77% BUY @ 42.32
SELL @ 43.07
Type: 4 TRADE: JNJ
BUY GAIN: 0.58% BUY
@ 57.30 SELL @ 57.63
Type: 5
TRADE: GAP BUY GAIN:
-3.00% BUY @ 3.34 SELL @
3.24 Protective Stop at: 3.24
Type: 5
TRADE: EZU BUY GAIN:
1.72% BUY @ 32.01 SELL @
32.56
Type: 5 TRADE: BK BUY
GAIN: 1.06% BUY @ 25.55
SELL @ 25.82
Type: 6 TRADE: ASGN
BUY GAIN: 3.54% BUY
@ 4.80 SELL @ 4.97
Type: 6
TRADE: BVN BUY GAIN:
-0.83% BUY @ 39.92 SELL @
39.59
Type: 7 TRADE: OTEX BUY
GAIN: -3.00% BUY @ 41.31
SELL @ 40.07 Protective Stop at:
40.07
Type: 7 TRADE: CCK BUY
GAIN: 1.96% BUY @ 27.51
SELL @ 28.05
Type: 7 TRADE: TEX
BUY GAIN: 6.07% BUY
@ 19.93 SELL @ 21.14
Type: 7 TRADE:
X BUY GAIN:
3.76% BUY @ 47.13 SELL @
48.90
Type: 7 TRADE: ASTE BUY
GAIN: 2.42% BUY @ 30.58
SELL @ 31.32
Type: 7 TRADE: EWG
BUY GAIN: 1.23% BUY
@ 20.40 SELL @ 20.65
Type: 7 TRADE:
AEIS BUY GAIN:
0.12% BUY @ 17.17 SELL @
17.19
Type: 7 TRADE: GLW BUY
GAIN: -0.66% BUY @ 18.13
SELL @ 18.01
Type: 7 TRADE: EWN
BUY GAIN: 0.46% BUY
@ 19.41 SELL @ 19.50
Type: 7 TRADE:
BHE BUY GAIN:
3.22% BUY @ 16.78 SELL @
17.32
Type: 7 TRADE: RSH BUY
GAIN: 2.68% BUY @ 20.17
SELL @ 20.71
Type: 7 TRADE: TBH
BUY GAIN: -0.57% BUY
@ 5.26 SELL @ 5.23
Type: 7
TRADE: EWL BUY GAIN:
0.67% BUY @ 21.02 SELL @
21.16
Type: 7 TRADE: RCL BUY
GAIN: 3.19% BUY @ 27.25
SELL @ 28.12
Type: 7 TRADE: CNX
BUY GAIN: 0.08% BUY
@ 38.99 SELL @ 39.02
Type: 7 TRADE:
CTV BUY GAIN:
2.34% BUY @ 26.04 SELL @
26.65
Type: 7 TRADE: TKR BUY
GAIN: 5.08% BUY @ 29.33
SELL @ 30.82
Type: 7 TRADE: ING
BUY GAIN: 2.72% BUY
@ 8.81 SELL @ 9.05
Type: 7
TRADE: EMC BUY GAIN:
1.71% BUY @ 19.87 SELL @
20.21
Type: 7 TRADE: DSV BUY
GAIN: 1.10% BUY @ 59.01
SELL @ 59.66
Type: 7 TRADE: NKTR
BUY GAIN: 5.18% BUY
@ 12.17 SELL @ 12.80
Type: 7 TRADE:
HSC BUY GAIN:
1.90% BUY @ 26.29 SELL @
26.79
Type: 7 TRADE: ZRAN BUY
GAIN: 1.14% BUY @
9.67 SELL @ 9.78
Type: 7 TRADE:
AEG BUY GAIN:
3.35% BUY @ 5.67 SELL @
5.86
Type: 7 TRADE: TNE BUY
GAIN: -1.04% BUY @ 16.29
SELL @ 16.12
Type: 7 TRADE: ERIC
BUY GAIN: 0.71% BUY
@ 11.20 SELL @ 11.28
Type: 7 TRADE:
AVT BUY GAIN:
2.00% BUY @ 25.47 SELL @
25.98
Type: 7 TRADE: AVX BUY
GAIN: 2.71% BUY @ 13.27
SELL @ 13.63
Type: 7 TRADE: PCP
BUY GAIN: 2.64% BUY
@ 116.10 SELL @ 119.17
Type: 7 TRADE: ACGY
BUY GAIN: 1.72% BUY
@ 15.08 SELL @ 15.34
Type: 7 TRADE:
CY BUY GAIN:
3.13% BUY @ 10.85 SELL @
11.19
Type: 7 TRADE: ROP BUY
GAIN: 3.26% BUY @ 60.05
SELL @ 62.01
Type: 7 TRADE: TBI
BUY GAIN: 3.75% BUY
@ 12.80 SELL @ 13.28
Type: 7 TRADE:
PBY BUY GAIN:
3.49% BUY @ 9.46 SELL @
9.79
Type: 7 TRADE: SPW BUY
GAIN: 1.85% BUY @ 57.22
SELL @ 58.28
Type: 7 TRADE: VSAT
BUY GAIN: 1.74% BUY
@ 35.57 SELL @ 36.19
Type: 7 TRADE:
ETH BUY GAIN:
2.87% BUY @ 15.69 SELL @
16.14
Type: 7 TRADE: HGSI BUY
GAIN: -3.00% BUY @ 25.02
SELL @ 24.27 Protective Stop at:
24.27
Type: 7 TRADE: ARW BUY
GAIN: 1.98% BUY @ 23.25
SELL @ 23.71
Type: 7 TRADE: DTG
BUY GAIN: 0.44% BUY
@ 47.36 SELL @ 47.57
Type: 7 TRADE:
TSO BUY GAIN:
1.82% BUY @ 12.09 SELL @
12.31
Type: 7 TRADE: FCX BUY
GAIN: 3.13% BUY @ 68.92
SELL @ 71.08
Type: 7 TRADE: IRF
BUY GAIN: 1.38% BUY
@ 19.63 SELL @ 19.90
Type: 7 TRADE:
EWQ BUY GAIN:
1.14% BUY @ 21.90 SELL @
22.15
Type: 7 TRADE: IYH BUY
GAIN: 0.33% BUY @ 58.46
SELL @ 58.65
Type: 7 TRADE: APH
BUY GAIN: 2.50% BUY
@ 44.00 SELL @ 45.10
Type: 7 TRADE:
ICLR BUY GAIN:
-1.13% BUY @ 27.39 SELL @
27.08
Type: 7 TRADE: WHR BUY
GAIN: -0.16% BUY @ 86.11
SELL @ 85.97
Type: 7 TRADE: ELN
BUY GAIN: -3.00% BUY
@ 4.90 SELL @ 4.75
Protective Stop at: 4.75
Type: 7 TRADE:
TLAB BUY GAIN:
2.55% BUY @ 7.46 SELL @
7.65
Type: 7 TRADE: IGW BUY
GAIN: 1.22% BUY @ 47.52
SELL @ 48.10
Type: 7 TRADE: CR
BUY GAIN: 4.99% BUY
@ 32.64 SELL @ 34.27
Type: 7 TRADE:
SLAB BUY GAIN:
0.14% BUY @ 42.49 SELL @
42.55
Type: 7 TRADE: BDH BUY
GAIN: -0.26% BUY @ 11.53
SELL @ 11.50
Type: 7 TRADE: BLUD
BUY GAIN: 6.39% BUY
@ 18.14 SELL @ 19.30
Type: 7 TRADE:
STM BUY GAIN:
-3.00% BUY @ 8.39 SELL @
8.14 Protective Stop at: 8.14
Type: 7
TRADE: COLM BUY GAIN:
4.51% BUY @ 47.22 SELL @
49.35
Type: 7 TRADE: EIX BUY
GAIN: 0.24% BUY @ 32.83
SELL @ 32.91
Type: 7 TRADE: SCHW
BUY GAIN: 0.53% BUY
@ 15.14 SELL @ 15.22
Type: 7 TRADE:
PENN BUY GAIN:
3.97% BUY @ 26.18 SELL @
27.22
Type: 7 TRADE: MEOH BUY
GAIN: 1.90% BUY @ 22.65
SELL @ 23.08
Type: 7 TRADE: CBST
BUY GAIN: 2.55% BUY
@ 21.19 SELL @ 21.73
Type: 7 TRADE:
FCS BUY GAIN:
2.29% BUY @ 10.05 SELL @
10.28
Type: 7 TRADE: SMTC BUY
GAIN: 3.18% BUY @ 17.31
SELL @ 17.86
Type: 7 TRADE: RCII
BUY GAIN: 1.79% BUY
@ 22.35 SELL @ 22.75
Type: 7 TRADE:
HUM BUY GAIN:
-0.13% BUY @ 46.08 SELL @
46.02
Type: 7 TRADE: ELY BUY
GAIN: 5.04% BUY @
6.55 SELL @ 6.88
Type: 7 TRADE:
QLGC BUY GAIN:
-3.00% BUY @ 16.59 SELL @
16.09 Protective Stop at: 16.09
Type: 7
TRADE: GVA BUY GAIN:
0.33% BUY @ 24.04 SELL @
24.12
Type: 7 TRADE: TXN BUY
GAIN: 0.71% BUY @ 25.20
SELL @ 25.38
Type: 7 TRADE: WSM
BUY GAIN: 3.00% BUY
@ 26.04 SELL @ 26.82
Type: 7 TRADE:
AMTD BUY GAIN:
1.54% BUY @ 15.55 SELL @
15.79
Type: 7 TRADE: LUV BUY
GAIN: 1.37% BUY @ 11.66
SELL @ 11.82
Type: 7 TRADE: PPH
BUY GAIN: -0.17% BUY
@ 59.72 SELL @ 59.62
Type: 7 TRADE:
MTU BUY GAIN:
0.65% BUY @ 4.63 SELL @
4.66
Type: 7 TRADE: XLV BUY
GAIN: -0.04% BUY @ 28.44
SELL @ 28.43
Type: 7 TRADE: WDR
BUY GAIN: 1.24% BUY
@ 24.10 SELL @ 24.40
Avg. Gain
(All):
1.31% #equities: 123
Avg. Gain (#
1):
1.72% #equities: 13
Avg. Gain (#
2):
0.41% #equities: 25
Avg. Gain (#
3):
0.00% #equities: 0
Avg. Gain (#
4):
0.58% #equities: 3
Avg. Gain (#
5):
-0.07% #equities: 3
Avg. Gain (#
6):
1.36% #equities: 2
Avg. Gain (#
7):
1.61% #equities: 77
4.4 Daily Results for Signal Type 1 PAIRS Trades
=================================================
The
following Table shows the actual gain/loss for each of the Trading
Pairs
that had been previously identified for the current day.
When using Trading
Pairs, however, we 'always' make the trade,
whether Long or Short, regardless
of what the QQQQ signal might
have been. The reason for this is that Pairs
Trading 'should' be
safer than trading individual equities, and additionally
we are
interested in tracking the accuracy of Shorts and hedged trading
pairs
(one Long and one Short), and these would not normally be
tracked if we were
keying off the QQQQ signal (or some other
Master Trading Switch).
The current statistics assume,
however, that each Long trade is protected by
a Stop set -3% below
the Open price, and that all Short trades are protected
by a Stop
set +3% above the Open price.
In our current implementation,
all Trading Pairs are constructed ONLY from
our Type 1 Signals
(fully confirmed Voted Signals), and this is already
sufficient to
produce a long list of candidate pairs.
The following Table is
broken up into 3 subtables according to whether the
Trading Pair
is a Long-only (BUY/BUY), Short-only (SHORT/SHORT), or Hedged
trade
(BUY/SHORT or SHORT/BUY). An additional assumption is made that
equal
dollar amounts are allocated to each equity so that their
individual gains
and losses can be simply averaged. A future
extension of this Pairs Trading
system will be to calculate more
optimal equity ratios for each
pair.
Actual Day's Performance Data
==============================
Pair
Individual
Equity Pair Signals
G/d Gain/Loss
Gains/Losses
=========== =========== ======
========= ==============
(1)
=== LONG Pairs: BUY/BUY ===
BRCM /VRTX BUY /BUY
86.08 1.13%
1.10% 1.16%
AAPL /SMH BUY /BUY
67.66 0.95%
1.06% 0.85%
VRTX /XLNX BUY /BUY
66.70 1.48%
1.16% 1.81%
AAPL /VRTX BUY /BUY
64.66 1.11%
1.06% 1.16%
DELL /VRTX BUY /BUY
61.83 1.21%
1.27% 1.16%
MRVL /VRTX BUY /BUY
61.72 0.34%
-0.48% 1.16%
SMH /VRTX BUY /BUY
58.91 1.00%
0.85% 1.16%
AAPL /CELG BUY /BUY
58.66 0.97%
1.06% 0.88%
AAPL /BRCM BUY /BUY
58.64 1.08%
1.06% 1.10%
AAPL /HPQ BUY /BUY
58.53 0.64%
1.06% 0.22%
QCOM /VRTX BUY /BUY
56.35 0.64%
0.13% 1.16%
HPQ /VRTX BUY /BUY
54.83 0.69%
0.22% 1.16%
AAPL /MRVL BUY /BUY
54.38 0.29%
1.06% -0.48%
CELG /HOLX BUY /BUY
53.69 0.47%
0.88% 0.07%
GENZ /SMH BUY /BUY
53.60 8.40%
15.95% 0.85%
HOLX /VRTX BUY /BUY
53.50 0.62%
0.07% 1.16%
CELG /VRTX BUY /BUY
53.27 1.02%
0.88% 1.16%
BRCM /XLNX BUY /BUY
52.09 1.45%
1.10% 1.81%
AAPL /GENZ BUY /BUY
51.93 8.51%
1.06% 15.95%
AAPL /XLNX BUY /BUY
51.49 1.43%
1.06% 1.81%
LIFE /VRTX BUY /BUY
50.70 -0.22%
-1.60% 1.16%
AAPL /DELL BUY /BUY
50.60 1.16%
1.06% 1.27%
BRCM /CELG BUY /BUY
50.58 0.99%
1.10% 0.88%
GENZ /VRTX BUY /BUY
50.08 8.56%
15.95% 1.16%
CELG /XLNX BUY /BUY
49.79 1.35%
0.88% 1.81%
SMH /XLNX BUY /BUY
49.76 1.33%
0.85% 1.81%
DELL /QCOM BUY /BUY
49.41 0.70%
1.27% 0.13%
BRCM /HOLX BUY /BUY
49.29 0.59%
1.10% 0.07%
BRCM /MRVL BUY /BUY
49.12 0.31%
1.10% -0.48%
AAPL /HOLX BUY /BUY
48.83 0.56%
1.06% 0.07%
AAPL /QCOM BUY /BUY
48.31 0.59%
1.06% 0.13%
GENZ /HOLX BUY /BUY
47.64 8.01%
15.95% 0.07%
BRCM /QCOM BUY /BUY
47.39 0.62%
1.10% 0.13%
BRCM /SMH BUY /BUY
47.23 0.98%
1.10% 0.85%
HOLX /MRVL BUY /BUY
44.72 -0.20%
0.07% -0.48%
MRVL /XLNX BUY /BUY
44.64 0.66%
-0.48% 1.81%
GENZ /QCOM BUY /BUY
43.89 8.04%
15.95% 0.13%
CELG /SMH BUY /BUY
43.66 0.87%
0.88% 0.85%
DELL /SMH BUY /BUY
43.64 1.06%
1.27% 0.85%
AAPL /LIFE BUY /BUY
42.91 -0.27%
1.06% -1.60%
CELG /QCOM BUY /BUY
42.84 0.50%
0.88% 0.13%
BRCM /DELL BUY /BUY
42.59 1.18%
1.10% 1.27%
CELG /HPQ BUY /BUY
41.97 0.55%
0.88% 0.22%
HPQ /XLNX BUY /BUY
41.85 1.01%
0.22% 1.81%
MRVL /SMH BUY /BUY
41.61 0.19%
-0.48% 0.85%
LIFE /XLNX BUY /BUY
41.55 0.10%
-1.60% 1.81%
CELG /MRVL BUY /BUY
40.80 0.20%
0.88% -0.48%
CELG /DELL BUY /BUY
40.54 1.08%
0.88% 1.27%
HOLX /HPQ BUY /BUY
40.49 0.14%
0.07% 0.22%
HOLX /QCOM BUY /BUY
40.24 0.10%
0.07% 0.13%
QCOM /SMH BUY /BUY
40.10 0.49%
0.13% 0.85%
DELL /HOLX BUY /BUY
39.76 0.67%
1.27% 0.07%
HPQ /SMH BUY /BUY
39.59 0.54%
0.22% 0.85%
BRCM /HPQ BUY /BUY
39.40 0.66%
1.10% 0.22%
HOLX /SMH BUY /BUY
38.98 0.46%
0.07% 0.85%
HOLX /XLNX BUY /BUY
38.32 0.94%
0.07% 1.81%
BRCM /LIFE BUY /BUY
38.08 -0.25%
1.10% -1.60%
GENZ /MRVL BUY /BUY
37.93 7.74%
15.95% -0.48%
HPQ /QCOM BUY /BUY
37.58 0.17%
0.22% 0.13%
CELG /LIFE BUY /BUY
37.52 -0.36%
0.88% -1.60%
DELL /LIFE BUY /BUY
37.40 -0.17%
1.27% -1.60%
DELL /XLNX BUY /BUY
37.39 1.54%
1.27% 1.81%
BRCM /GENZ BUY /BUY
37.34 8.52%
1.10% 15.95%
QCOM /XLNX BUY /BUY
37.16 0.97%
0.13% 1.81%
LIFE /SMH BUY /BUY
36.89 -0.38%
-1.60% 0.85%
GENZ /HPQ BUY /BUY
36.83 8.09%
15.95% 0.22%
DELL /MRVL BUY /BUY
36.79 0.39%
1.27% -0.48%
HPQ /MRVL BUY /BUY
36.69 -0.13%
0.22% -0.48%
DELL /HPQ BUY /BUY
36.47 0.75%
1.27% 0.22%
GENZ /XLNX BUY /BUY
36.21 8.88%
15.95% 1.81%
GENZ /LIFE BUY /BUY
35.87 7.17%
15.95% -1.60%
HOLX /LIFE BUY /BUY
35.62 -0.76%
0.07% -1.60%
MRVL /QCOM BUY /BUY
35.24 -0.17%
-0.48% 0.13%
LIFE /MRVL BUY /BUY
34.79 -1.04%
-1.60% -0.48%
DELL /GENZ BUY /BUY
34.18 8.61%
1.27% 15.95%
CELG /GENZ BUY /BUY
33.49 8.41%
0.88% 15.95%
LIFE /QCOM BUY /BUY
31.58 -0.74%
-1.60% 0.13%
HPQ /LIFE BUY /BUY
26.29 -0.69%
0.22% -1.60%
(2) === Hedged Pairs: BUY/SHORT or SHORT/BUY
===
*** No PAIRS found in this Category
(3) === SHORT
Pairs: SHORT/SHORT ===
*** No PAIRS found in this
Category
4.5 Global Statistics for All Trades Grouped by Signal
Types
=============================================================
H I S T O R I C A L T R A C K I N G D A T
A
(since 7/17/09)
The following Report presents performance
summaries based upon our published
history of stock/ETF daily
'picks', and separate data lines are shown for each
of the 7 types
of signals that we are currently tracking. This information
is
being used to determine: (1) which of the 7 signal types produce the
highest
G/d ratio (annualized gain divided by maximum drawdown),
(2) whether SHORT
trades are equally as profitable as Long trades,
and (3) whether the current
strategy of trading ONLY when the QQQQ
Voted Signal is a BUY or a SHORT is an
effective strategy or not.
In considering #3, it might be more profitable to
trade based upon
MTI value, MSI (Market Strength Indicator) values, our
Generalized
Japanese Candlestick neural networks, or something
else...
KEY:
====
Note 1: The 'Avg. Gain per trade'
takes into account ONLY those market days
when we actually make
trades, i.e., when the QQQQ Voted Signal is a BUY or a
SHORT.
These figures combine both the Long and Short trades, and separate
values
for BUY and SHORT trades are shown in the adjacent two
columns.
Note 2: The 'Avg. Gain per BUY' only looks at days
when BUYs are made, and it
averages the net gain or loss made for
all BUY trades on those days, and these
figures are maintained by
Signal 'Type'. The idea is to compare the 'Avg. Gain
per BUY'
value with the 'Avg. Gain per SHORT' value to see how well our
BUY
profits compare to our Shorting profits -- for each of our 7
signal Types.
Corresponding to the 'Avg. Gain per BUY' is the
'Avg. Accuracy per BUY'. This
shows the percentage of BUY signals
for that 'type' that produced winning
trades for the day.
Note
3: The 'Avg. Gain per SHORT' only looks at days when SHORTs are made,
and
it averages the net gain or loss made for all SHORT trades on
those days, and
these figures are maintained by Signal 'Type'.
Corresponding to the 'Avg. Gain
per SHORT' is the 'Avg. Accuracy
per SHORT'. This shows the percentage of SHORT
signals for that
'type' that produced winning trades for the day.
Note 4: The
'Total Gain' counts ALL market days, even those on which no
trades
were made (QQQQ Voted Signal = Cash). Since we base all
statistics upon buying
(or shorting) at the Open, and Selling (or
Covering) at the Close price, we
are always in cash on the 'off
days'. This gain is compounded, and is thus not
equal to the 'Avg.
Gain per trade' multiplied by the '# of days trades were
made'.
Although these values don't account for commissions or slippage,
they
represent the Actual percentage gains that might be
realistically made if ALL
signals for the given TYPE were
traded.
Note 5: The 'Annualized Gain' takes the 'Total Gain'
values and annualizes
them to a full trading year. Since 'Total
Gain' is maintained for all market
days -- even those days when we
make no trades at all -- it is easy to
annualize.
Average Gain per Trade/BUY/SHORT
Trading Portfolio Performance
=======================================================
===================================
Signal Avg. Gain
Avg. Gain Avg. Acc. Avg. Gain Avg.
Acc. Total
Annualized Maximum
Type per
trade per BUY per BUY
per SHORT per SHORT
Gain Gain
Drawdown
===== ========= =========
========== ========= ==========
======== ========== =========
All
0.03% 0.06%
52.49% -0.03%
47.82% 6.88%
6.77% -11.72%
# 1
0.05% 0.07%
56.60% 0.01%
48.44% 11.62%
11.43% -15.24%
# 2
-0.02% -0.01%
53.88% -0.05%
46.25% -6.66%
-6.56% -19.90%
# 3
0.02% 0.02%
49.52% 0.04%
50.00% 4.93%
4.85% -11.28%
# 4
0.04% 0.06%
51.82% 0.00%
44.78% 8.86%
8.71% -9.75%
# 5
-0.09% -0.13%
47.62% -0.01%
50.00% -20.57%
-20.28% -26.89%
# 6
-0.04% -0.05%
46.79% -0.03%
0.00% -11.67%
-11.49% -31.12%
# 7
0.04% 0.06%
53.89% 0.00%
0.00% 8.75%
8.61% -15.35%
# of market days:
256; # of days trades were made: 234
4.6 Global Statistics for All Pairs Trades Grouped by G/d
Range
=================================================================
The
purpose of this subreport is to track the actual performance of all
of
the Trading Pairs generated since tracking was initiated on
7/17/09. The
Pairs are grouped into 3 categories: LONG-only Pairs
(BUY/BUY), SHORT-only
Pairs (SHORT/SHORT), and Hedged Pairs
(BUY/SHORT or SHORT/BUY). Within each
Pair category, there are 5
breakdowns determined by the back-tested G/d values
associated
with each Pair (G/d = Annualized Gain divided by Maximum
Drawdown):
Top Pair Only
Only the top (largest G/d) pair is traded each day.
All G/d Pairs All pairs
within that category are traded each day
G/d >=
60.0 Only pairs
having G/d values of 60.0 or greater are
traded each day.
60.0 > G/d >= 40.0
Only pairs having G/d values between 40.0 and 60.0
are
traded each day.
40.0 > G/d >= 20.0
Only pairs having G/d values between 20.0 and 40.0
are
traded each day.
Within each of the 5 G/d breakdowns within
each of the three Trading Pair
categories, the number of
historical trades is shown that were averaged
together.
Note
that all trades were made with Protective Stops set at -3.0% for
Longs
(Open price - 3.0%), and at +3.0% for Shorts (Open price +
3.0%).
At the present time our focus is on gathering data, and
on learning which
types of Pairs Trades -- and which G/d value
ranges -- produce the best
returns. We will eventually add the
usual tracking parameters to this Table:
(a) total compounded
gain, (b) annualized gain, and (c) maximum
drawdown.
Avg.Gain # trades
G/d Range
per trade averaged
================== =========
========
(1) === LONG Pairs: BUY/BUY ===
Top Pair Only
-0.12% 128
All G/d
Pairs -0.01%
8993
G/d >= 60.0
0.01% 153
60.0 > G/d >=
40.0 0.07%
1945
40.0 > G/d >= 20.0 -0.03%
6181
(2) === Hedged Pairs: BUY/SHORT or SHORT/BUY ===
Top
Pair Only
-0.03% 107
All G/d
Pairs
0.00% 2515
G/d >= 60.0
-0.04% 30
60.0 > G/d
>= 40.0 -0.03%
485
40.0 > G/d >= 20.0 0.00%
1747
(3) === SHORT Pairs: SHORT/SHORT ===
Top Pair
Only
0.46% 173
All G/d
Pairs 0.45%
44658
G/d >= 60.0
0.58% 428
60.0 > G/d >=
40.0 0.46%
8617
40.0 > G/d >= 20.0 0.43%
29231
===============
END OF REPORT 4
===============
================================================================================
FORECAST Report 5: Intra-Day Tactics Using MOS/MCS (as of the
Close on 7/24/10)
================================================================================
The following two Tables have been extracted from the Report
predtabl.htm, and
they share the common theme of using
"signatures", plus the current MTI value,
in an attempt
to predict how 3 key ETFs will Close based upon the morning's
Open
price, or will Open tomorrow based upon today's Close price.
The
"signatures" are based upon the changes in the prices of
QQQQ, SMH, and
DIA, and in that specific order. The MOS (Market
Open Signature) depicts how
QQQQ, SMH, and SPY 'opened' in
comparison to the previous day's Close, and
the MCS (Market Close
Signature) depicts how QQQQ, SMH, and SPY 'closed' in
comparison
to the current day's Open. In Table I-A we use the MOS (which
must
be determined at the market Open) to try to forecast what
might be expected
to happen at the Close, and in Table I-B we
look at the MCS (which we project
for the market Close) to try to
forecast what might be expected to happen at
the next market
Open.
The use of these Tables is still experimental, but the
next logical step is
to use the probabilities to help decide
whether to commit to a short-term
trade during the current day,
or to keep a trade overnight.
Table I-A (extracted from predtabl.htm)
=======================================
Probabilities that
QQQQ, SMH, and SPY will close higher based upon the MOS
(Market
Open Signature) value. The idea is to use historical values of
the
MTI and MOS to determine the most likely outcome for QQQQ,
SMH, and SPY
Closing prices.
MOS = (xyz) where x = '+' if
QQQQ Opens higher than previous Close, otherwise '-'
y = '+' if SMH Opens higher than previous Close, otherwise '-'
z = '+' if SPY Opens higher than previous Close, otherwise '-'
Key:
====
CL>OP% Probability
that the ETF will Close higher than its Open price
CL>CL%
Probability that the ETF will Close higher than the Preceding Close
price
MTI (MOS) #cases
ETF CL>OP% CL>CL%
-------------------------------------------
1.34
(+++) 214 QQQQ
52.80% 69.63%
SMH 51.40% 64.95%
SPY 48.60% 70.09%
MTI
(MOS) #cases ETF CL>OP%
CL>CL%
-------------------------------------------
1.34
(++-) 25 QQQQ
72.00% 80.00%
SMH 68.00% 80.00%
SPY 80.00% 64.00%
MTI
(MOS) #cases ETF CL>OP%
CL>CL%
-------------------------------------------
1.34
(+-+) 41 QQQQ
48.78% 56.10%
SMH 48.78% 41.46%
SPY 48.78% 68.29%
MTI
(MOS) #cases ETF CL>OP%
CL>CL%
-------------------------------------------
1.34
(+--) 16 QQQQ
50.00% 75.00%
SMH 43.75% 43.75%
SPY 75.00% 56.25%
MTI
(MOS) #cases ETF CL>OP%
CL>CL%
-------------------------------------------
1.34
(-++) 9 QQQQ
88.89% 88.89%
SMH 66.67% 66.67%
SPY 77.78% 77.78%
MTI
(MOS) #cases ETF CL>OP%
CL>CL%
-------------------------------------------
1.34
(-+-) 36 QQQQ
58.33% 52.78%
SMH 52.78% 55.56%
SPY 69.44% 58.33%
MTI
(MOS) #cases ETF CL>OP%
CL>CL%
-------------------------------------------
1.34
(--+) 13 QQQQ
69.23% 69.23%
SMH 69.23% 61.54%
SPY 53.85% 61.54%
MTI
(MOS) #cases ETF CL>OP%
CL>CL%
-------------------------------------------
1.34
(---) 168 QQQQ
58.33% 43.45%
SMH 55.36% 35.12%
SPY 62.50% 42.86%
Table I-B (extracted from predtabl.htm)
=======================================
Probabilities that
QQQQ, SMH, and SPY will Open higher on the following trading
day
based upon the MCS (Market Close Signature) value at today's Close --
and
at the current MTI (Market Timing Indicator) value.
MCS
= (xyz) where x = '+' if QQQQ Closes higher than today's Open,
otherwise '-'
y = '+' if SMH Closes higher than today's Open, otherwise '-'
z = '+' if SPY Closes higher than today's Open, otherwise '-'
Key:
====
OP>CL% Probability
that the ETF will Open higher than today's Close price.
There
are two probabilities given that depend upon whether today's Close
was
higher than today's Open (case 1), or today's Close was lower
than today's
Open (case 2).
1:ETF Close > Open 2:ETF Close < Open
MTI
(MCS) ETF (#cases OP%>CL%)
(#cases OP%>CL%)
---------------------------------------------------------
1.34
(+++) QQQQ 197
57.36% 21
47.62%
SMH 198 54.55%
20 55.00%
SPY 189 50.26%
29 48.28%
1.34 (++-) QQQQ
22 59.09%
6 83.33%
SMH 23
47.83% 5
80.00%
SPY 12
41.67% 16
68.75%
1.34 (+-+) QQQQ
35 48.57%
12 33.33%
SMH 14
42.86% 33
48.48%
SPY 37
43.24% 10
70.00%
1.34 (+--) QQQQ
14 57.14%
6 83.33%
SMH 4
25.00% 16
68.75%
SPY 7
57.14% 13
61.54%
1.34 (-++) QQQQ
3 66.67%
10 80.00%
SMH 11
72.73% 2
50.00%
SPY 9
88.89% 4
75.00%
1.34 (-+-) QQQQ
1 0.00%
16 50.00%
SMH 11
72.73% 6
33.33%
SPY 1
100.00% 16
50.00%
1.34 (--+) QQQQ
4 50.00%
29 48.28%
SMH 3
33.33% 30
56.67%
SPY 21
42.86% 12
41.67%
1.34 (---) QQQQ
19 52.63%
127 62.99%
SMH 17
58.82% 129
59.69%
SPY 24
62.50% 122
65.57%
===============
END OF REPORT 5
===============
============ Forecast Reports ============
Report
1: Differential Signals
Report 2: Pairs
Trading
Report 3: Voted Signals
Report
4: Day Trades
Report 5: Prediction
Table
Report 6: Primary Indicators
Report
A: Major Strategies
==========================================
===============================================================================
FORECAST Report 6: Primary Indicators and Signals (as of the Close on 07/23/10)
===============================================================================
The following Table shows all of our PRIMARY indicators, drawn from all
components of our System.
++/--/?? symbols are used to indicate whether the indicator (or CHANGE in the
indicator) is favorable for Longs (++), unfavorable for Longs (--), or
ambiguous (??). We utilize this Table to help us gauge the overall condition
of the market, and as a checklist to ensure that we don't overlook any
pertinent factor.
Indicator 07/23/10 07/22/10
-----------------------------------------------------
++ MutFnd MFTI: buy <-- buy
++ MutFnd Score: 7.98 <-- 7.75
++ GrailSys Buy%: 97.00% <-- 96.20%
++ 80+%Club Buy%: 96.26% <-- 96.19%
++ MTI (MktTim): 1.3390 <-- 1.0624
++ MktColorCode: BLUE <-- ORANGE
++ LSI/SSI: 3.33/-0.38 <-- 3.19/-0.36
-- TSI ("techs"): 22.9 <-- 23.5
++ Preproc. TOT: 559 <-- 557
++ Preproc. #L: 11 <-- 21
++ Preproc. #S: 0 <-- 0
++ #LongRawSigs: 5 <-- 5
-- NN1 (1-day): 0.50% <-- 6.86%
-- NN3 (3-day): -1.34% <-- 10.75%
-- NN8 (8-day): 2.03% <-- 19.31%
-- CNNI (avg.): 2.90% <-- 10.73%
-- QQQQ 5-day: ----- <-- -----
++ Prudent A.V.: ( 10, 0, 90)% <-- ( 0, 0,100)%
?? AllocVec #0: ( 46, 0, 54)% <-- ( 64, 0, 36)%
++ AllocVec #1: ( 55, 45, 0)% <-- ( 45, 55, 0)%
++ AllocVec #2: ( 54, 46, 0)% <-- ( 45, 55, 0)%
?? Recommended: 10-46% LONG <-- 0-64% LONG
++ Preproc. L/1: 1 <-- 1
++ MRI Indicator: 0.32 <-- -0.22
?? PredTablSigs: ?+/S <-- **/S
-- PredTablQQQQ: DN <-- ??
++ PredTablSMH: UP <-- UP
-- PredTablSPY: DN <-- DN
-- PredTablDIA: DN <-- DN
++ VotedClA QQQQ: BUY <-- BUY
++ VotedClA SPY: BUY <-- BUY
++ VotedClA DIA: BUY <-- BUY
++ VotedClA IWM: BUY <-- BUY
++ VotedClA MDY: BUY <-- BUY
++ VotedClA SMH: BUY <-- BUY
-- VotedClA XLK: SHORT <-- BUY
++ VotedClA IYW: BUY <-- BUY
++ VotedClA IXN: BUY <-- BUY
++ VotedClA IYY: BUY <-- BUY
++ VotedClA IYZ: BUY <-- BUY
++ VotedClA IWZ: BUY <-- BUY
++ VotedClA IWW: BUY <-- BUY
++ VotedClA IBB: BUY <-- BUY
++ VotedClA SWH: BUY <-- BUY
++ VotedClB QQQQ: BUY <-- BUY
++ VotedClB SPY: BUY <-- BUY
++ VotedClB DIA: BUY <-- BUY
++ VotedClB IWM: BUY <-- BUY
++ VotedClB MDY: BUY <-- BUY
++ VotedClB SMH: BUY <-- BUY
++ VotedClB XLK: BUY <-- BUY
++ VotedClB IYW: BUY <-- BUY
++ VotedClB IXN: BUY <-- BUY
++ VotedClB IYY: BUY <-- BUY
++ VotedClB IYZ: BUY <-- BUY
++ VotedClB IWZ: BUY <-- BUY
++ VotedClB IWW: BUY <-- BUY
++ VotedClB IBB: BUY <-- BUY
++ VotedClB SWH: BUY <-- BUY
++ VotedClC QQQQ: BUY <-- BUY
++ VotedClC SPY: BUY <-- BUY
++ VotedClC DIA: BUY <-- BUY
++ VotedClC IWM: BUY <-- BUY
++ VotedClC MDY: BUY <-- BUY
++ VotedClC SMH: BUY <-- BUY
?? VotedClC XLK: $$$$ <-- BUY
++ VotedClC IYW: BUY <-- BUY
++ VotedClC IXN: BUY <-- BUY
++ VotedClC IYY: BUY <-- BUY
++ VotedClC IYZ: BUY <-- BUY
++ VotedClC IWZ: BUY <-- BUY
?? VotedClC IWW: $$$$ <-- $$$$
?? VotedClC IBB: $$$$ <-- $$$$
?? VotedClC SWH: $$$$ <-- $$$$
?? $NQ-RU: +/- <-- +/-
?? $NQ-SP: +/- <-- +/-
?? $NQ-DW: +/- <-- +/-
?? $NQ-AU: -/+ *Change* <-- +/-
Definitions:
============
MutFnd MFTI Mutual Fund Timing Indicator (BUY/SELL/HOLD)
MutFnd Score (0=Hard Sell, 5=Hold, 10=Strong Buy)
GrailSys Buy% Percentage of 1000 Grail System equities in the BUY state
80+%Club Buy% Percentage of BUYS among Grail models with accuracies >= 80%
MTI (MktTim) Market Timing Indicator (calculated by Preprocessor)
MktColorCode Market Color Code (GREEN,BLUE,YELLOW,ORANGE,RED)
LSI/SSI Long Strength Indicator/Short Strength Indicator
TSI ("techs") Technical Strength Indicator ('tech' stocks)
Preproc. TOT Preprocessor Value: Total # of equities held LONG
Preproc. #L Preprocessor Value: # of new LONGs for tomorrow
Preproc. #S Preprocessor Value: # of new SHORTs for tomorrow
#LongRawSigs Preprocessor Value: # of 'Raw' (unvoted) Long Signals (0-10)
NN1 (1-day) Neural Network: 1-day projection for QQQQ
NN3 (3-day) Neural Network: 3-day projection for QQQQ
NN8 (8-day) Neural Network: 8-day projection for QQQQ
CNNI (avg.) Neural Network: Combined (avg.) n-day projection for QQQQ
QQQQ 5-day QQQQ 5-day 'Weather Forecast'
Prudent A.V. Prudent Asset Allocation Vector: (%Long, 0, %Cash)
AllocVec #0 Long/Cash Asset Allocation Vector: (%Long, 0, %Cash)
AllocVec #1 "Official" Asset Allocation Vector: (%Long,%Short,%Cash)
AllocVec #2 Aggressive Asset Allocation Vector: (%Long,%Short, 0)
Recommended Recommended LONG% Allocation Range (Prudent to Aggressive)
Preproc. L/1 Preprocessor L/1 Portfolio: 0 if NO holding; 1 if FULL
MRI Indicator MRI Indicator (negative values can portend major movements)
PredTablSigs Prediction Table (PREDTABL) Class 1/2 QQQQ Signals
PredTablQQQQ Prediction Table (PREDTABL) 'Probable' Direction of QQQQ (UP/DN)
PredTablSMH Prediction Table (PREDTABL) 'Probable' Direction of SMH (UP/DN)
PredTablSPY Prediction Table (PREDTABL) 'Probable' Direction of SPY (UP/DN)
PredTablDIA Prediction Table (PREDTABL) 'Probable' Direction of DIA (UP/DN)
VARPORT Buy% VARPORTA-G (Intermediate-Term) portfolios: Max Long%
"H" Buy% PORTSTAT (Grail System) portfolios: Avg Long% of "H" portfolios
"N" Buy% PORTSTAT (Grail System) portfolios: Avg Long% of "N" portfolios
"C" Buy% PORTSTAT (Grail System) portfolios: Avg Long% of "C" portfolios
"E" Buy% PORTSTAT (Grail System) portfolios: Avg Long% of "E" portfolios
"U" Buy% PORTSTAT (Grail System) portfolios: Avg Long% of "U" portfolios
VotedSigQQQQ Voted QQQQ Signal (from voteqqqq.htm report)
$NQ-RU Differential Signal (from diffhist.htm): QQQQ vs. IWM
$NQ-SP Differential Signal (from diffhist.htm): QQQQ vs. SPY
$NQ-DW Differential Signal (from diffhist.htm): QQQQ vs. DIA
$NQ-AU Differential Signal (from diffhist.htm): QQQQ vs. GLD (Gold)
===============
END OF REPORT 6
===============
============
Forecast Reports ============
Report 1:
Differential Signals
Report 2: Pairs
Trading
Report 3: Voted Signals
Report
4: Day Trades
Report 5: Prediction
Table
Report 6: Primary Indicators
Report
A: Major Strategies
==========================================
=============================================================================
FORECAST
Report A: Portfolio/Strategy Directory (as of the Close on
07/23/10)
=============================================================================
The
following Table organizes many of the more effective strategies
supported
by the myriad reports of the Strategist Newsletter, and
organizes them into
families and subfamilies of similar
strategies. For each type of strategy,
the Directory points you to
the Reports that are necessary to support that
strategy, and lists
some examples of the 'best' specific strategy within
the
subfamily. Symbolic names are used for families, subfamilies, and
strategy
variations in order to facilitate future discussions and
studies.
The 'top' strategy at the present time is considered
to be E2PH:{QQQQ/DIA},
a high-performing, but conservative
strategy that is fully hedged during weak
market conditions, and
which trades QQQQ aggressively during strong market
conditions.
E2PH:{QQQQ/SPY} runs a very close second in performance and
safety.
Whenever it is clear that subscribers need further
information in order to
choose the strategy that is best for them,
or to actually 'run' the strategy,
then we will add more
explanatory text -- or hyperlinks to more detailed
instructions.
Please let us know what you need.
3 Fundamental
Proprietary Techniques
====================================
The
Schulenberg Stock Strategist System is constructed using 3 powerful
and
unique mathematical modeling concepts:
1. MTI (Market
Timing Indicator). The MTI is an accurate 'predictor' of the
strength
of the market -- not just an estimate of its current strength, but
an
indicator of short-term 'future' market strength. The MTI might also
be
called the 'Market Temperature Indicator' because it is
analogous to the
equations in Physics by which the temperature of
a gas can be determined by
looking at the distribution of speeds
(momenta) of gas molecults. Rather than
counting the number of
molecules contained within various speed partitions,
however, we
construct a spectrum of stock portfolios that vary in size, and
that
have very special (and rather surprising) buy and sell rules. We
then
gauge the temperature of the market by looking at the number
of stocks that
are currently contained within each portfolio, as
well as looking at the
overall 'curve' that is produced by looking
across the spectrum of portfolios
from the smallest to the largest
portfolios.
2. Generalized Japanese Candlestick Neural
Networks. What we do here is to
convert the four prices for each
day (Open, High, Low, Close) to a transformed
set of four
dimensionless numbers -- rather than converting them directly
to
Japanese candlesticks. We call this the RaDiSH Transform
because the four
prices become the dimensionless and
time-invariant R, D, S, and H parameters.
We then incorporate
these 4 parameters with the previous 2 days of values,
throw in
the recent time history of the MTI as well as some commodities
prices
(gold, oil, etc.), and train a neural network to predict the price
of
QQQQ 1 day in advance. What this effectively does is to find
the Japanese
Candlestick patterns that actually have predictive
power, and we obtain the
prediction -- without ever actually
knowing what kind of a pattern had been
detected. Since the R, D,
S, and H parameters are both dimensionless and
time-invariant,
they produce neural networks that have predictive power not
only
over QQQQ, but also over other stocks and ETFs -- and over wide
ranges
of price histories.
3. Mutual Fund Timing Indicator.
Our MFTI is constructed based upon our MTI
value, and it produces
a mutual fund buy/sell signal that is not only highly
accurate,
but that also switches (buy > sell, sell > buy) fairly
infrequently.
Another proprietary idea, however, is that we
develop a relative strength for
1000 different mutual funds by the
following process:
a. Determine the current
composition of each mutual fund by finding the
weighted sum of 5 ETFs (or key stocks) whose price history over
the
past N market days most
closely matches the actual price history of
the mutual fund. This is done by a Monte Carlo (Darwinian)
process
and it generates
surprisingly good results -- generally developing
decompositions into ETFs that match closely the stated
'objectives'
of the mutual
fund.
b. Use the estimated composition of
each mutual fund as a weighted sum
of equities for which we have timing signals, and then calcule a
net
timing signal for the
entire mutual fund. The resulting timing
information is contained within the MUTFUNDS.TXT report, and
the
decompositions can be
provided upon request (because of the size of
the decomposition report it is not included in the daily report
archive).
I. E1 Work
with 1 ETF
exclusively.
=======================================
Method: We
use our Voted Signals for each ETF, and these take into account
not
only the recent price history for a particular ETF, but also
factor in the
Voted Signals for related ETFs -- and for the market
as a whole.
(1) E1LS
Trade 1 ETF both Long and Short (we have over 20 ETF
signals)
Relevant Reports: TRKVOTEB.TXT, ALLVOTES.TXT
Tracked by TimerTrac(TM): QQQQ, SPY, DIA, SMH, MDY, IWM
>>>
Favorites: E1LS:QQQQ, E1LS:IWM, E1LS:SMH
See Forecast Report 3 for 2x and 3x ETF
equivalents
(QLD, QID, SSO, SDS, DDM, DXD, ...)
Stops/Exits: See TRKVOTEB.TXT
(2) E1LO Trade 1 ETF Long-Only (more
conservative)
Relevant Reports: TRKVOTEB.TXT, ALLVOTES.TXT
>>>
Favorites: E1LO:QQQQ, E1LO:IWM, E1LO:SMH
Stops/Exits: See TRKVOTEB.TXT
II. E2
Work with 2 ETFs as a
portfolio.
===========================================
Method
(E2FH/E2PH): We construct a 'pseudo-ETF' whose price history is
the
ratio of ETF1 to ETF2 (the quotient), and whose daily trading
volume is the
harmonic mean of the two ETFs. We then generate a
Voted Signal (utilizing
our MTI value and related Voted Signals)
for this 'differential' ETF and
it accurately generates the
BUY/SHORT or SHORT/BUY signals for the ETF pair.
Method
(E2TP): We analyze all possible pairs of our 140 Voted Signals
(this
is 9730 possible 2-equity portfolios), and we back-test all
pairs over a
7 year trading history in order to determine the
pairs that have the highest
G/d ratio (annualized gain divided by
maximum drawdown). This analysis is
summarized in the STKPAIRS.TXT
report. We then select the 20 best pairs of
ETFs, and we back-test
these again, but this time varying the equity ratio
between the
two ETFs in order to find the optimum percentages of ETF1 and
ETF2
that produce the maximal G/d ratio. This analysis is summarized in
the
TRKPAIRS.TXT report.
(1) E2FH Trade 2 ETFs in a Fully Hedged fashion (ALL the
time)
Relevant Reports: Forecast Report 1
>>>
Favorites: E2FH:QQQQ/DIA, E2FH:QQQQ/SPY,
E2FH:SMH/SPY
See Forecast Report 3 for 2x and 3x ETF
equivalents
(QLD, QID, SSO, SDS, DDM, DXD, ...)
(2) E2PH Trade 2 ETFs in a Partially Hedged
fashion
Relevant Reports: Forecast Report 1
>>>
Favorites: E2PH:{QQQQ/DIA}, E2PH:{QQQQ/SPY}
See Forecast Report 3 for 2x and 3x ETF
equivalents
(QLD, QID, SSO, SDS, DDM, DXD, ...)
(3) E2TP Trade 2 ETFs as a Trading Pair
Relevant Reports: Forecast Report 2, STKPAIRS.TXT,
TRKPAIRS.TXT, ALLVOTES.TXT
>>>
Favorites: E2TP:IWM/SMH
III. En Work
with a portfolio of 'n'
ETFs.
=============================================
(1) En Trade 'n' ETFs as a
portfolio
Relevant Reports: Forecast Report 2, STKPAIRS.TXT,
TRKPAIRS.TXT, ALLVOTES.TXT
Method: Use Forecast Report 2 to construct
portfolios
of 3 ETFs (by selecting two Trading Pairs with an
ETF
in common) or 4 ETFs (by selecting two Trading
Pairs
with no ETFs in common). Use the Equity Ratios for
the
Trading Pairs to determine the overall portfolio
equity
ratios. Construct portfolios of 5 or more ETFs in
a
similar fashion. Trade the portfolio by following
the
signals in the ALLVOTES.TXT Report.
IV. S1
Work with a single
stock.
====================================
Method: We use our
Voted Signals for each stock, and these take into account not
only
the recent price history for a particular stock, but also factor in
the
Voted Signals for related stocks -- and for the market as a
whole.
(1) S1LS
Trade 1 stock both Long and Short (we have 120 stock
signals)
Relevant Reports: ALLVOTES.TXT, TRKQSTKA.TXT,
TKQ1STKA.TXT,
TKQ2STKA.TXT, TKQ3STKA.TXT, TRKDSTKA.TXT, TKM1STKA.TXT
>>>
Favorites: S1LS:AMZN, S1LS:ATVI, S1LS:MSFT,
S1LS:AAPL
also, S1LS:FAS(FAZ). Use TKM1STKA.TXT for tracking
of
FAS, and TRKQSTKA.TXT for AMZN, ATVI, MSFT, and AAPL
Stops/Exits: See appropriate tracking report,
e.g.,
TRKQSTKA.TXT.
(2) S1LO
Trade 1 stock Long-Only (more conservative)
Trade only on BUY signals
Stops/Exits: See appropriate tracking report,
e.g.,
TRKQSTKA.TXT.
(3) S1LOHZ Trade
1 stock Long-Only and only in the MTI High-Zone
(most conservative). Trade only on BUY signals and only
if
the MTI is >= 1.0 (trading only on MTI > 1.0 signals
would
result in protracted stays in Cash).
Stops/Exits: See appropriate tracking report,
e.g.,
TRKQSTKA.TXT.
V. S2 Work
with a pair of stocks as a
portfolio.
=====================================================
(1) S2TP Trade 2 stocks, both Long and Short, as a
Trading Pair.
Relevant Reports: STKPAIRS.TXT, ALLVOTES.TXT
Good Candidates: S2TP:ALTR/JNPR, S2TP:ALTR/VRTX,
S2TP:JPM/LRCX, S2TP:AXP/NTAP, ...
VI. Sn
Work with a portfolio of 'n'
stocks.
===============================================
(1) Sn Trade 'n' stocks as a
portfolio.
Relevant Reports: STKPAIRS.TXT, ALLVOTES.TXT
Method: Use STKPAIRS.TXTE Report to construct
portfolios
of 3 stocks (by selecting two Trading Pairs with a
stock
in common) or 4 stocks (by selecting two Trading
Pairs
with no stocks in common). Use an even equity
distribution
that assigns equal funds to each stock. Construct
portfolios
of 5 or more stocks in a similar fashion. Trade
the
portfolio by following the signals in the
ALLVOTES.TXT
Report.
VII. Mutual Funds (see MUTFUNDS.TXT Report
and keep an eye on the Mutual
Fund Timing Indicator,
MFTI).
==============================================
===============
END
OF REPORT A
===============
============ Forecast Reports
============
Report 1: Differential
Signals
Report 2: Pairs Trading
Report
3: Voted Signals
Report 4: Day Trades
Report
5: Prediction Table
Report 6: Primary
Indicators
Report A: Major
Strategies
==========================================
Section A: Introduction and Overview
We believe that our ‘thermally-based’ market timing method (based on an analogy with the Maxwell-Boltzmann distribution law of thermal physics) is able to ‘measure’ the most fundamental of market forces, and is thus relatively immune to shifts in market behavior over time. After almost seven years of development and back-testing, the evidence continues to suggest that this method really does provide a high predictive accuracy. However, there is no way to be certain that it will always be able to anticipate the direction of the market with such high precision.
A.4 Report Structure
Report Summary
==============
TRKQQ-DW.TXT: Tracking report for the hedged strategy using QQQQ and DIA
TRKQQDW1.TXT: Tracking report for 1x ETF variation of hedging strategy (PSQ and DOG)
TRKQQDW2.TXT: Tracking report for 2x ETF variation of hedging strategy (QID/QLD/DXD/DDM)
TRKYW-DW.TXT: Tracking report for the hedged strategy using IYW and DIA
TRKQQ-AU.TXT: The Hedging Report for QQQQ vs. GLD ETF trades
TRKQQ-FN.TXT: The Hedging Report for QQQQ vs. XLF ETF trades
TRKQQ-SP.TXT: The Hedging Report for QQQQ vs. SPY ETF trades
TRKQQ-LE.TXT: The Hedging Report for QQQQ vs. XLE ETF trades
TRKQQ-LP.TXT: The Hedging Report for QQQQ vs. XLP ETF trades
TRKQQ-LU.TXT: The Hedging Report for QQQQ vs. XLU ETF trades
TRKQQ-RU.TXT: The Hedging Report for QQQQ vs. IWM ETF trades
TRKSP-DW.TXT: The Hedging Report for SPY vs. DIA ETF trades
TRKSM-DW.TXT: The Hedging Report for SMH vs. DIA ETF trades
TRKSM-BB.TXT: The Hedging Report for SMH vs. IBB ETF trades
TRKSM-YJ.TXT: The Hedging Report for SMH vs. IYJ ETF trades
TRKSM-SW.TXT: The Hedging Report for SMH vs. SWH ETF trades
TRKVOTEB.TXT: Tracking report for 20 principal ETF signals (see also TRKVOTEA and C)
TRKQSTKA.TXT: Tracking report for the top 20 stocks that make up QQQQ
TKQ1STKA.TXT: Tracking report for #21-40 of QQQQ-based stocks
TKQ2STKA.TXT: Tracking report for #41-60 of QQQQ-based stocks
TKQ3STKA.TXT: Tracking report for #61-80 of QQQQ-based stocks
TKM1STKA.TXT: Tracking report for FAS and UYG, 7 QQQQ component stocks, and 11 DIA component stocks.
TRKDSTKA.TXT: Tracking report for the top 20 stocks that make up DIA.
predtabl.htm: The Prediction Table (MOS/MCS Analysis; predicting the Close based upon the Open)
selector.htm: The Day Trading signals list (lists all preprocessor signals plus Grail/Voted Signals).
ALLVOTES.TXT: Summary Report that summarizes all 140 Voted Signals.
STKPAIRS.TXT: The relative performance of 7140 2-equity portfolios.
TRKPAIRS.TXT: The actual performance of 20 2-ETF portfolios since 9/4/08.
MUTFUNDS.TXT: The current signals (and past performance) for 1000 mutual funds.
A.5 Downloads and Key Links
End of Report