Current Positions

Last update: Tue May 23 20:11:36 EDT 2017, see the Portfolios page (http://stockmarketsvane.com/?page_id=32) for historical transactions and charts.

Portfolios
US Trend Portfolio
US Enhanced Indexing ETF Portfolio
CAD Trend Portfolio
CAD Enhanced Indexing ETF Portfolio
Swing Trade Candidates
Stock Candidates Performance Long & Short
Stock Candidates Performance Long Only
Stock Candidates Performance Short Only
SMV Market Breadth Oscillator

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US Trend Portfolio

This porfolio buys US stocks that will grow over a long period of time, average holding period: 94 days, max positions: 15.

Pending Orders
none
Orders Executed Today
2017-05-23 BUY CRM SALESFORCECOM ORD@88.49
Current Positions
2017-05-23 CRM SALESFORCECOM ORD@88.49 (88.49 0.00%)
2017-03-08 EXAS EXACT SCIENCES ORD@21.94 (31.90 45.39%)
2016-11-23 EXEL EXELIXIS ORD@16.49 (19.80 20.07%)
2016-11-14 FMC FMC ORD@52.76 (74.51 41.24%)
2017-03-06 GEO GEO GROUP REIT@28.00 (30.01 7.17%)
2017-02-24 HAS HASBRO ORD@97.78 (100.98 3.27%)
2016-11-18 IRWD IRONWOOD PHARMA CL A OR@16.11 (18.31 13.65%)
2017-03-22 KITE KITE PHARMA ORD@76.38 (70.96 -7.09%)
2016-11-28 MXL MAXLINEAR CL A ORD@21.49 (31.14 44.90%)
2017-03-03 NTES NETEASE ADR REP 25 ORD@293.47 (292.28 -0.40%)
2017-03-09 PF PINNACLE FOODS ORD@57.38 (61.05 6.39%)
2017-05-10 RBS ROYAL BANK SCOTLAND ADS@6.85 (6.93 1.16%)
2017-03-20 SBAC SBA COMMUNICATIONS CL A@117.06 (134.31 14.73%)
2016-10-27 SGMS SCIENTIFIC GAMES CL A O@12.60 (23.05 82.93%)
2017-03-02 XRX XEROX ORD@7.29 (6.95 -4.66%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
0.57% 0.29% 1.63% 26.24% 8.88% 1.89% 8.80% 9.25% 19.22% 21.46% -21.41%
3, 5 and 10 years performance is annualized.

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US Enhanced Indexing ETF Portfolio

This diversified ETF Portfolio can be traded in two different ways: 1) Passive Management by rebalancing a few times a year so that the money is invested following the Base Allocation column. 2) Enhanced Indexing by rebalancing the first trading day of every month based on the Current Allocation column. The goal of this strategy is not to beat a static allocation portfolio but is designed to reduce the drawdown during big market corrections, more info here..
Start date: 2004-01-02

Name
Base Allocation
Current Allocation
VANGUARD TOTAL STOCK MA(VTI) 45% 45%
ISHARES MSCI EAFE ETF(EFA) 10% 10%
ISHARES MSCI EMERGING M(EEM) 10% 10%
SELECT SECTOR UTI SELEC(XLU) 5% 5%
SPDR DOW JONES REIT ETF(RWR) 5% 5%
ISHARES 20 YR TREASURY(TLT) 10% 10%
ISHARES CORE US AGGREGATE BOND ETF(AGG) 14% 14%
SPDR GOLD SHARES ETF(GLD) 1% 1%


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
0.01% 1.02% 2.22% 10.76% 8.41% 12.35% -5.90% 7.09% 8.13% 9.32% -16.36%
3, 5 and 10 years performance is annualized.

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CAD Trend Portfolio

This porfolio buys Canadian stocks that will grow over a long period of time, average holding period: 128 days, max positions: 15.

Pending Orders
BUY CG.TO CENTERRA GOLD ORD
Orders Executed Today
none
Current Positions
2017-03-09 CFP.TO CANFOR ORD@17.94 (19.05 6.18%)
2016-10-13 CP.TO CANADIAN PACIFIC RAILWA@201.08 (212.72 5.78%)
2017-05-18 CSH-UN.TO CHARTWELL RETIREMENT RE@15.87 (16.00 0.81%)
2017-01-19 D-UN.TO DREAM OFFICE REIT UNT@19.37 (20.18 4.18%)
2017-03-01 IFP.TO INTERFOR ORD@18.59 (17.93 -3.55%)
2017-05-12 L.TO LOBLAW COMPANIES ORD@77.26 (76.28 -1.28%)
2016-12-01 LIF.TO LABRADOR IRON ORE ROYAL@17.75 (18.08 1.85%)
2017-04-27 POU.TO PARAMOUNT RESOURCE ORD@17.49 (22.32 27.61%)
2017-03-23 QBR-B.TO QUEBECOR SUB VOTING CL@39.94 (41.06 2.80%)
2017-05-04 SVC.TO SANDVINE ORD@3.14 (3.17 0.95%)
2017-05-17 TRI.TO THOMSON REUTERS ORD@58.64 (58.22 -0.71%)
2016-06-09 TRP.TO TRANSCANADA ORD@55.15 (63.52 15.17%)
2017-03-10 WFT.TO WEST FRASER TIMBER ORD@57.40 (59.23 3.18%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
0.10% 1.11% 0.55% 16.64% -3.75% -0.25% -2.82% 1.43% 7.76% 8.60% -20.93%
3, 5 and 10 years performance is annualized.

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CAD Enhanced Indexing ETF Portfolio

This diversified ETF Portfolio can be traded in two different ways: 1) Passive Management by rebalancing a few times a year so that the money is invested following the Base Allocation column. 2) Enhanced Indexing by rebalancing the first trading day of every month based on the Current Allocation column. The goal of this strategy is not to beat a static allocation portfolio but is designed to reduce the drawdown during big market corrections, more info here..
Start date: 2013-10-01

Name
Base Allocation
Current Allocation
VANGUARD US TOTAL MARKE(VUN.TO) 45% 45%
VANGUARD ALL CAP INDEX(VCN.TO) 10% 10%
VNGRD FTSE DVLP AL CP E(VDU.TO) 10% 10%
BMO EQUAL WEIGHT UTILIT(ZUT.TO) 5% 5%
VANGUARD FTSE CAN CAPD(VRE.TO) 5% 5%
ISHARES CORE CANADIAN L(XLB.TO) 10% 10%
ISHARES CAND UNIVERSE B(XBB.TO) 14% 14%
ISHARES GLD BULLION HDG(CGL.TO) 1% 1%


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years DrawDown
0.27% 0.55% 1.67% 14.67% 7.40% 12.12% 7.26% 12.66% -8.40%
3, 5 and 10 years performance is annualized.

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Swing Trade Candidates

Swing Trade Candidates are to be evaluated during the next trading day. They have a short term horizon of 1 to 10 days; the stock price has a good chance of moving quickly within a few days. See this post for more information on these trading ideas.

Category Symbol Entry Price Range Relative Strength
Swing Buy AEM AGNICO EAGLE ORD 40.46-47.60 6.74
AEM.TO AGNICO EAGLE ORD 54.68-64.33 1.51
AKBA AKEBIA THERAPEUTICS ORD 11.85-13.95 46.09
AMD ADVANCED MICRO DEVICES ORD 9.25-10.89 -22.05
AMP AMERIPRISE FINANCE ORD 104.53-122.98 -8.81
APD AIR PRODUCTS AND CHEMICALS ORD 121.40-142.83 -2.01
ARCO ARCOS DORADOS HOLDINGS CL A ORD 7.22-8.50 3.47
BC BRUNSWICK ORD 46.16-54.31 -11.68
BEN FRANKLIN RESOURCES ORD 35.19-41.40 -4.30
BLDR BUILDERS FIRSTSOURCE OR 11.84-13.94 -16.19
BLMN BLOOMIN BRANDS ORD 16.97-19.97 -2.08
BZUN BAOZUN ADR REP CL A ORD 17.66-20.78 33.84
CAKE CHEESECAKE FACTORY ORD 49.59-58.35 -12.60
CC CHEMOURS ORD 36.68-43.16 5.39
CDK CDK GLOBAL ORD 51.92-61.09 -9.21
CNC CENTENE ORD 62.89-73.99 -2.05
CTRP CTRIPCOM INTERNATL 8 A 46.47-54.68 8.58
CTXS CITRIX SYSTEMS ORD 69.75-82.06 -5.14
CXW CORRECTIONS CORPOR OF A 24.93-29.34 -17.61
CY CYPRESS SEMICONDUCTOR O 11.08-13.04 -11.20
EQR EQUITY RESIDENTIAL REIT 55.19-64.93 -2.78
EVHC ENVISION HEALTHCARE HOL 47.22-55.56 -1.75
FANG DIAMONDBACK ENERGY ORD 85.55-100.65 -5.97
FBHS FORTUNE BRANDS HOME AND 53.21-62.61 -6.35
FCAU FIAT CHRYSLER AUTOMOBIL 8.77-10.32 -4.86
FIG FORTRESS INVESTMENT GRO 6.75-7.95 -3.15
GEO GEO GROUP REIT 25.50-30.01 -13.57
GOGO GOGO ORD 10.57-12.43 -4.51
GRUB GRUBHUB ORD 36.32-42.73 20.07
GSK GLAXOSMITHKLINE ADR REP 36.51-42.96 0.78
HALO HALOZYME THERAPEUTICS O 10.83-12.75 -11.44
HD HOME DEPOT ORD 131.60-154.83 -1.61
HLF HERBALIFE ORD 58.67-69.03 7.43
HOLX HOLOGIC ORD 36.45-42.89 -6.24
HUN HUNTSMAN ORD 21.42-25.20 -3.91
IBN ICICI BANK ADR REP 2 OR 7.97-9.38 7.18
ILMN ILLUMINA ORD 148.51-174.72 -6.51
IMG.TO IAMGOLD ORD 4.93-5.80 -2.27
INCR INC RESEARCH HOLDINGS C 47.34-55.70 22.95
IVZ INVESCO ORD 26.56-31.25 -5.63
JCI JOHNSON CONTROLS ORD 35.68-41.98 -5.60
JNPR JUNIPER NETWORKS ORD 25.03-29.45 3.23
K.TO KINROSS GOLD ORD 4.79-5.64 8.46
KMB KIMBERLY CLARK ORD 107.78-126.80 -7.31
LOW LOWES COMPANIES ORD 69.98-82.33 -5.34
LYV LIVE NATION ENTERTAINME 28.56-33.61 2.74
MAS MASCO ORD 31.30-36.83 -2.96
MDXG MIMEDX GROUP ORD 11.57-13.62 15.34
MOH MOLINA HEALTHCARE ORD 56.61-66.60 32.64
MOMO MOMO ADR REP 2 CL A ORD 34.90-41.07 4.84
MRU.TO METRO ORD 38.47-45.27 4.29
MYGN MYRIAD GENETICS ORD 17.52-20.62 9.71
NTAP NETAPP ORD 33.56-39.49 -3.98
OGC.TO OCEANAGOLD ORD 3.67-4.32 1.31
OLN OLIN ORD 26.22-30.85 -10.80
PAH PLATFORM SPECIALTY PROD 11.09-13.05 -10.94
PPC PILGRIMS PRIDE ORD 19.92-23.44 -11.68
RCII RENTACENTER ORD 9.21-10.84 -2.96
RDS.B ROYAL DUTCH SHELL ADR R 48.37-56.91 0.73
RXDX IGNYTA ORD 5.69-6.70 -27.91
SAVE SPIRIT AIRLINES ORD 45.15-53.12 -10.98
SFM SPROUTS FARMERS MARKET 19.93-23.45 0.70
SHPG SHIRE ADS REP 3 ORD 157.24-184.99 1.92
SNY SANOFI ADR REP 1 12 OR 41.70-49.07 2.97
STM STMICROELECTRONICS ADR 13.69-16.11 -2.66
SWK STANLEY BLACK AND DECKE 115.07-135.38 -3.86
SYT SYNGENTA ADR REPRSNTG O 78.62-92.50 -1.23
TRCO TRIBUNE MEDIA CL A ORD 33.67-39.62 5.61
TRI THOMSON REUTERS ORD 36.62-43.09 -2.41
TRI.TO THOMSON REUTERS ORD 49.48-58.22 -2.73
TROX TRONOX CL A ORD 15.13-17.80 1.61
TSLA TESLA MOTORS ORD 258.28-303.85 -5.94
TWTR TWITTER ORD 15.42-18.15 21.02
TXRH TEXAS ROADHOUSE ORD 40.70-47.89 0.54
VRTX VERTEX PHARMACEUTICALS 99.10-116.59 -3.35
WFM WHOLE FOODS MARKET ORD 30.03-35.33 -4.80
XRX XEROX ORD 5.90-6.95 -3.35
ZIOP ZIOPHARM ONCOLGY ORD 5.95-7.00 -4.04
Swing Sell A AGILENT TECHNOLOGIES ORD 58.66-67.45 4.24
AA ALCOA ORD 33.25-38.24 -11.63
ADBE ADOBE SYSTEM ORD 139.52-160.44 1.73
ADP AUTOMATIC DATA PROCESSING ORD 99.53-114.45 -7.99
AEE AMEREN ORD 56.46-64.92 -0.28
AEP AMERICAN ELECTRIC POWER ORD 69.58-80.02 -0.24
AFL AFLAC ORD 74.13-85.24 -3.95
AGNC AMERICAN CAPITAL AGENCY REIT 20.53-23.60 -4.40
AL AIR LEASE CL A ORD 38.50-44.28 -0.80
ALNY ALNYLAM PHARMACEUTICALS ORD 74.87-86.10 43.02
ALR ALERE ORD 48.85-56.17 -3.32
ALSN ALLISON TRANSMISSION HOLDINGS ORD 38.21-43.94 0.65
AMH AMERICAN HOMES 4 RENT CL A REIT 22.57-25.95 -6.65
AON AON CL A ORD 128.56-147.84 4.29
ARCC ARES CAPITAL ORD 16.75-19.26 -6.79
ARI APOLLO COMMERCIAL REAL EST FIN REIT 18.68-21.48 -4.10
ATVI ACTIVISION BLIZZARD ORD 57.80-66.47 9.75
BAX BAXTER INTERNATIONAL OR 57.92-66.60 6.07
BB.TO BLACKBERRY ORD 15.27-17.56 18.79
BBRY BLACKBERRY ORD 11.30-12.99 20.18
BDN BRANDYWINE REALTY REIT 17.45-20.06 -0.98
BDX BECTON DICKINSON ORD 186.62-214.61 1.43
BG BUNGE ORD 81.70-93.95 1.16
BRCD BROCADE COMMUNICATIONS 12.67-14.57 -2.07
BRK.B BERKSHIRE HATHWAY CL B 165.48-190.30 -4.00
BX BLACKSTONE GROUP UNT 32.47-37.34 2.33
CAG CONAGRA FOODS ORD 38.38-44.13 -5.19
CB CHUBB ORD 140.61-161.70 -0.24
CBOE CBOE HOLDINGS ORD 85.73-98.58 -0.92
CCI CROWN CASTLE INTERNATIO 100.78-115.89 4.12
CCP CARE CAPITAL PROPERTIES 27.96-32.15 -2.78
CDNS CADENCE DESIGN SYSTEMS 34.02-39.12 3.76
CENX CENTURY ALUMINUM ORD 14.59-16.77 4.34
CHD CHURCH AND DWIGHT ORD 50.31-57.85 -2.77
CIM CHIMERA INVESTMENT REIT 18.43-21.19 -12.74
CMC COMMERCIAL METALS ORD 19.05-21.90 -2.52
CMCSA COMCAST CL A ORD 39.78-45.74 0.57
CME CME GROUP CL A ORD 118.20-135.93 -4.23
CMS CMS ENERGY ORD 46.66-53.67 -0.24
CNP CENTERPOINT ENERGY ORD 27.75-31.91 -5.03
COH COACH ORD 46.00-52.91 13.49
COT COTT ORD 13.29-15.28 -2.26
CTSH COGNIZANT TECHNOLOGY SO 66.01-75.91 8.93
CYS CYS INVESTMENTS REIT 8.34-9.59 -3.84
D DOMINION RESOURCES ORD 79.71-91.66 -0.20
DAR DARLING INGREDIENTS ORD 16.56-19.04 6.09
DE DEERE ORD 122.13-140.44 5.15
DHR DANAHER ORD 83.95-96.54 -2.00
DISH DISH NETWORK CL A ORD 63.86-73.43 -0.67
DOC PHYSICIANS REALTY REIT 20.55-23.63 -0.60
DOV DOVER ORD 83.50-96.02 -0.04
DPS DR PEPPER SNAPPLE GROUP 91.90-105.68 -9.39
DRE DUKE REALTY REIT 28.83-33.15 2.20
DRH DIAMONDROCK HOSPITALITY 11.15-12.82 -5.90
DRM.TO DREAM UNLIMIT SUB VOTIN 8.22-9.45 20.82
DUK DUKE ENERGY ORD 84.30-96.94 -0.84
EBAY EBAY ORD 34.61-39.80 2.70
ECL ECOLAB ORD 128.05-147.25 -2.93
ED CONSOLIDATED EDISON ORD 81.31-93.50 -0.38
EMA.TO EMERA ORD 47.50-54.63 -3.24
EPD ENTERPRISE PRODUCTS PAR 27.50-31.62 -4.39
ERF.TO ENERPLUS ORD 11.39-13.09 10.44
ERIC ERICSSON SPON ADR REP 1 6.99-8.03 9.06
ES EVERSOURCE ENERGY ORD 61.14-70.31 -0.88
ETR ENTERGY ORD 76.56-88.04 -2.97
EXPD EXPEDITORS INTERNATIONA 53.58-61.61 -9.27
EXR EXTRA SPACE STORAGE REI 77.88-89.56 -3.67
FBR FIBRIA CELULOSE ADR REP 10.65-12.24 13.74
FCE.A FOREST CITY REALTY CL A 22.64-26.03 -4.13
GD GENERAL DYNAMICS ORD 199.32-229.21 0.36
GLPI GAMING AND LEISURE PROP 36.43-41.89 2.63
GPT GRAMERCY PROPERTY REIT 29.37-33.77 1.55
GXP GREAT PLAINS ENERGY ORD 28.82-33.14 -5.38
HLT HILTON WORLDWIDE HOLDIN 65.49-75.31 9.09
HST HOST HOTELS RESORTS R 18.16-20.88 -7.45
HSY HERSHEY FOODS ORD 113.14-130.11 1.53
ICE INTERCONTINENTAL EXCHAN 59.87-68.85 -4.58
INCY INCYTE ORD 136.16-156.58 6.68
INN SUMMIT HOTEL PROPERTIES 17.60-20.24 0.26
INTU INTUIT ORD 129.15-148.52 5.67
IVR INVESCO MORTGAGE CAPITA 16.07-18.48 -3.88
JBLU JETBLUE AIRWAYS ORD 22.08-25.39 -4.51
KHC KRAFT HEINZ ORD 91.87-105.65 -3.23
KO COCACOLA ORD 44.39-51.04 0.18
LDOS LEIDOS HOLDINGS ORD 54.67-62.87 0.07
LNT ALLIANT ENERGY ORD 40.91-47.04 -0.54
LUV SOUTHWEST AIRLINES ORD 59.64-68.58 1.68
LVLT LEVEL 3 COMMUNICATIONS 60.01-69.01 -4.33
MAR MARRIOTT INTERNATIONAL 105.49-121.31 8.76
MBT MOBILE TELESYSTEMS ADR 9.49-10.91 -14.99
MCK MCKESSON ORD 159.00-182.85 14.99
MDT MEDTRONIC ORD 84.61-97.30 0.70
MFA MFA FINANCIAL REIT 8.27-9.51 -3.14
MJN MEAD JOHNSON NUTRITION 89.04-102.39 -2.51
MNST MONSTER BEVERAGE ORD 49.43-56.84 6.16
MO ALTRIA GROUP ORD 72.13-82.94 -3.19
NEE NEXTERA ENERGY ORD 138.96-159.80 1.76
NI NISOURCE ORD 25.14-28.91 0.12
NLY ANNALY CAPITAL MANAGEME 11.68-13.43 -3.37
NOK NOKIA ADR REPSG 1 SER A 6.54-7.52 17.66
NOW SERVICENOW ORD 101.70-116.95 9.91
NRZ NEW RESIDENTIAL INVESTM 16.33-18.77 -4.04
NUE NUCOR ORD 58.64-67.43 -6.55
NWSA NEWS CL A ORD 13.15-15.12 -2.17
OKS ONEOK PARTNERS UNT 51.24-58.92 -7.18
ORI OLD REPUBLIC INTERNATIO 19.90-22.88 -3.62
PLNT PLANET FITNESS CL A ORD 21.02-24.17 7.21
PM PHILIP MORRIS INTERNATI 116.46-133.92 0.19
PPL PPL ORD 39.29-45.18 0.18
PRXL PAREXEL INTERNATIONAL O 79.64-91.58 24.95
QRVO QORVO ORD 78.55-90.33 7.37
SEAS SEAWORLD ENTERTAINMENT 18.55-21.33 3.22
SHO SUNSTONE HOTEL INVESTOR 15.91-18.29 -2.03
SPWR SUNPOWER ORD 7.95-9.14 12.94
SQ SQUARE CL A ORD 21.64-24.88 15.99
SRE SEMPRA ENERGY ORD 113.27-130.26 -3.07
STMP STAMPSCOM ORD 126.45-145.41 10.12
SYK STRYKER ORD 139.90-160.88 0.39
TA.TO TRANSALTA ORD 7.51-8.63 4.35
TEX TEREX ORD 33.80-38.87 -7.99
TGTX TG THERAPEUTICS ORD 11.95-13.74 -3.19
TRP TRANSCANADA ORD 47.00-54.06 -3.41
TRV TRAVELERS COMPANIES ORD 121.66-139.90 -2.50
TWO TWO HARBORS INVESTMENT 10.07-11.58 -1.78
UDR UDR REIT 38.28-44.02 0.51
UNH UNITEDHEALTH GRP ORD 175.22-201.50 -2.11
V VISA CL A ORD 93.86-107.93 -0.89
VG VONAGE HOLDINGS ORD 6.86-7.88 2.43
WEC WEC ENERGY GROUP ORD 61.63-70.87 -1.30
WYN WYNDHAM WORLDWIDE ORD 96.88-111.41 2.27
XEL XCEL ENERGY ORD 46.50-53.48 0.55
XLRE REAL ESTATE SELECT SCTR 31.90-36.68 -3.34
XRAY DENTSPLY INTERNATIONAL 63.15-72.62 -2.52
XYL XYLEM ORD 52.80-60.72 -0.87
ZION ZIONS BANCORPORATION OR 41.34-47.54 -0.69
ZTS ZOETIS CL A ORD 61.43-70.64 8.66

^

Stock Candidates Performance Long & Short

[BETA, work in progress] This performance was obtained by randomly selecting up to 10 simultaneous Swing Trade Candidates and trading them in the following manner: BUY if price at close the next day is below today’s price close, SELL if the value of RSI(2) crosses 50 or price crosses ma(200) on any subsequent days, SELL/COVER if target or stop is not reached after 40 days, history can be found here, average holding period: 6 days, max positions: 10.

Pending Orders
none
Orders Executed Today
none
Current Positions
2017-05-22 SHORT DAR DARLING INGREDIENTS ORD@16.08 (16.56 -2.89%)
2017-05-22 SHORT GLPI GAMING AND LEISURE PROP@36.40 (36.43 -0.08%)
2017-05-22 SHORT HCP HCP REIT@31.88 (31.73 0.47%)
2017-05-22 SHORT HTA HEALTHCAR TRUST OF AMER@31.70 (31.65 0.15%)
2017-05-22 SHORT INN SUMMIT HOTEL PROPERTIES@17.51 (17.60 -0.51%)
2017-05-23 SHORT LNT ALLIANT ENERGY ORD@40.91 (40.91 0.00%)
2017-05-23 SHORT MNST MONSTER BEVERAGE ORD@49.43 (49.43 0.00%)
2017-05-15 SHORT PRXL PAREXEL INTERNATIONAL O@77.91 (79.64 -2.17%)
2017-05-22 SHORT RIO RIO TINTO ADR REP ONE O@42.13 (41.86 0.64%)
2017-05-22 SHORT YUM YUM BRANDS ORD@71.01 (70.92 0.12%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
-0.26% 1.40% 3.21% 27.79% 6.05% 25.99% 25.32% 15.89% 13.58% 21.44% -26.70%
3, 5 and 10 years performance is annualized.

^

Stock Candidates Performance Long Only

[BETA, work in progress] This performance was obtained by randomly selecting up to 10 simultaneous Swing Trade Candidates and trading them in the following manner: BUY if price at close the next day is below today’s price close, SELL if the value of RSI(2) crosses 50 or price crosses ma(200) on any subsequent days, SELL/COVER if target or stop is not reached after 40 days, history can be found here, average holding period: 5 days, max positions: 10.

Pending Orders
none
Orders Executed Today
none
Current Positions
2017-05-23 BLMN BLOOMIN BRANDS ORD@19.97 (19.97 0.00%)
2017-05-22 CELG CELGENE ORD@115.71 (117.31 1.38%)
2017-05-22 CNC CENTENE ORD@74.01 (73.99 -0.04%)
2017-05-23 CXW CORRECTIONS CORPOR OF A@29.34 (29.34 0.00%)
2017-05-19 FIG FORTRESS INVESTMENT GRO@7.94 (7.95 0.12%)
2017-05-23 GRUB GRUBHUB ORD@42.73 (42.73 0.00%)
2017-05-23 JACK JACK IN THE BOX ORD@100.80 (100.80 0.00%)
2017-05-22 MDCO MEDICINES ORD@41.06 (40.95 -0.26%)
2017-05-22 RXDX IGNYTA ORD@6.80 (6.70 -1.47%)
2017-05-23 TRCO TRIBUNE MEDIA CL A ORD@39.62 (39.62 0.00%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
-0.04% 1.66% -4.31% 31.56% 0.36% 23.86% 28.06% 18.12% 23.13% 22.72% -32.41%
3, 5 and 10 years performance is annualized.

^

Stock Candidates Performance Short Only

[BETA, work in progress] This performance was obtained by randomly selecting up to 10 simultaneous Swing Trade Candidates and trading them in the following manner: BUY if price at close the next day is below today’s price close, SELL if the value of RSI(2) crosses 50 or price crosses ma(200) on any subsequent days, SELL/COVER if target or stop is not reached after 40 days, history can be found here, average holding period: 6 days, max positions: 10.

Pending Orders
none
Orders Executed Today
none
Current Positions
2017-05-18 SHORT ATHM AUTOHOME ADR REP CL A ORD@41.80 (41.97 -0.40%)
2017-05-18 SHORT BDN BRANDYWINE REALTY REIT@17.23 (17.45 -1.26%)
2017-05-18 SHORT CLVS CLOVIS ONCOLOGY ORD@54.63 (54.98 -0.63%)
2017-05-17 SHORT DISH DISH NETWORK CL A ORD@62.77 (63.86 -1.70%)
2017-05-22 SHORT GLPI GAMING AND LEISURE PROP@36.40 (36.43 -0.08%)
2017-05-19 SHORT GLYC GLYCOMIMETICS ORD@12.76 (13.25 -3.69%)
2017-05-15 SHORT PRXL PAREXEL INTERNATIONAL O@77.91 (79.64 -2.17%)
2017-05-18 SHORT TWO TWO HARBORS INVESTMENT@9.95 (10.07 -1.19%)
2017-05-18 SHORT VOD VODAFONE GROUP ADR REP@29.01 (29.50 -1.66%)
2017-05-22 SHORT YUM YUM BRANDS ORD@71.01 (70.92 0.12%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
-1.83% -0.94% -2.16% 9.61% -3.46% 7.11% 10.84% 4.14% -2.71% 10.26% -47.36%
3, 5 and 10 years performance is annualized.

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SMV Market Breadth Oscillator

For more information about the SMV Market Breadth Oscillator, see this post: A Different Market Breadth Oscillator

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