Current Positions

Last update: Tue Mar 28 23:02:33 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
none
Current Positions
2017-03-08 EXAS EXACT SCIENCES ORD@21.94 (22.75 3.69%)
2016-11-23 EXEL EXELIXIS ORD@16.49 (21.28 29.04%)
2016-11-14 FMC FMC ORD@52.76 (61.81 17.15%)
2017-03-06 GEO GEO GROUP REIT@45.79 (46.18 0.85%)
2017-02-24 HAS HASBRO ORD@97.78 (99.40 1.65%)
2016-11-18 IRWD IRONWOOD PHARMA CL A OR@16.11 (17.51 8.69%)
2017-03-22 KITE KITE PHARMA ORD@76.38 (78.61 2.91%)
2016-11-28 MXL MAXLINEAR CL A ORD@21.49 (26.51 23.35%)
2017-03-03 NTES NETEASE ADR REP 25 ORD@293.47 (289.35 -1.40%)
2017-03-09 PF PINNACLE FOODS ORD@57.38 (57.90 0.90%)
2017-03-20 SBAC SBA COMMUNICATIONS CL A@117.06 (118.55 1.27%)
2016-10-27 SGMS SCIENTIFIC GAMES CL A O@12.60 (22.70 80.15%)
2016-06-28 SYMC SYMANTEC ORD@20.12 (30.36 50.82%)
2016-11-21 URI UNITED RENTAL ORD@93.86 (123.24 31.30%)
2017-03-02 XRX XEROX ORD@7.29 (7.34 0.68%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
1.00% 2.21% -0.39% 26.38% 6.82% 1.89% 8.80% 7.60% 20.73% 22.72% -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% 49%
ISHARES MSCI EAFE ETF(EFA) 10% 14%
ISHARES MSCI EMERGING M(EEM) 10% 14%
SELECT SECTOR UTI SELEC(XLU) 5% 9%
SPDR DOW JONES REIT ETF(RWR) 5% 9%
ISHARES 20 YR TREASURY(TLT) 10% 0%
ISHARES CORE US AGGREGATE BOND ETF(AGG) 14% 0%
SPDR GOLD SHARES ETF(GLD) 1% 5%


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
0.46% 0.20% 0.25% 10.67% 5.55% 12.35% -5.90% 7.07% 6.37% 9.59% -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 PVG.TO PRETIUM RESOURCES ORD
Orders Executed Today
none
Current Positions
2017-02-13 CF.TO CANACCORD GENUITY GROUP@4.87 (5.09 4.51%)
2017-03-09 CFP.TO CANFOR ORD@17.94 (17.99 0.27%)
2016-10-13 CP.TO CANADIAN PACIFIC RAILWA@201.08 (197.86 -1.60%)
2017-01-19 D-UN.TO DREAM OFFICE REIT UNT@19.37 (19.25 -0.61%)
2017-03-06 HR-UN.TO H AND R REAL ESTATE INV@23.30 (23.10 -0.85%)
2016-09-12 IFC.TO INTACT FINANCIAL ORD@94.50 (94.39 -0.11%)
2017-03-01 IFP.TO INTERFOR ORD@18.59 (16.65 -10.43%)
2016-10-13 KEL.TO KELT EXPLORATION ORD@6.29 (6.39 1.58%)
2016-12-01 LIF.TO LABRADOR IRON ORE ROYAL@17.75 (19.00 7.04%)
2017-03-23 QBR-B.TO QUEBECOR SUB VOTING CL@39.94 (40.50 1.40%)
2016-07-25 RY.TO ROYAL BANK OF CANADA OR@79.87 (97.82 22.47%)
2016-06-09 TRP.TO TRANSCANADA ORD@55.15 (62.32 13.00%)
2017-03-10 WFT.TO WEST FRASER TIMBER ORD@57.40 (55.27 -3.71%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
0.58% 0.90% -2.76% 16.64% -6.00% -0.25% -2.82% 0.92% 7.25% 8.76% -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% 49%
VANGUARD ALL CAP INDEX(VCN.TO) 10% 14%
VNGRD FTSE DVLP AL CP E(VDU.TO) 10% 14%
BMO EQUAL WEIGHT UTILIT(ZUT.TO) 5% 9%
VANGUARD FTSE CAN CAPD(VRE.TO) 5% 9%
ISHARES CORE CANADIAN L(XLB.TO) 10% 0%
ISHARES CAND UNIVERSE B(XBB.TO) 14% 0%
ISHARES GLD BULLION HDG(CGL.TO) 1% 5%


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years DrawDown
0.55% 0.94% 1.90% 14.46% 4.48% 12.12% 7.26% 12.05% -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 AAR-UN.TO PURE INDUSTRIAL REAL ESTATE CL A UNT 5.13-6.04 1.48
ABT ABBOTT LABORATORIES ORD 37.99-44.70 -0.36
ABX.TO BARRICK GOLD ORD 21.71-25.55 4.72
AMD ADVANCED MICRO DEVICES ORD 11.63-13.69 -4.84
AMGN AMGEN ORD 140.00-164.71 -6.21
AMH AMERICAN HOMES 4 RENT CL A REIT 19.51-22.95 -2.92
ARCC ARES CAPITAL ORD 14.68-17.28 -2.16
AUP.TO AURINIA PHARMACEUTICALS ORD 8.13-9.57 103.23
BAH BOOZ ALLEN HAMILTON HOL 30.43-35.80 0.56
BIIB BIOGEN ORD 232.99-274.10 -4.54
BSBR BANCO SANTANDER BRASIL 7.55-8.89 -18.40
BTO.TO B2GOLD ORD 3.21-3.78 -6.87
BX BLACKSTONE GROUP UNT 25.17-29.62 0.75
CBOE CBOE HOLDINGS ORD 67.26-79.14 1.87
CDNS CADENCE DESIGN SYSTEMS 26.67-31.38 2.03
CIEN CIENA ORD 19.98-23.51 -10.26
CLVS CLOVIS ONCOLOGY ORD 57.00-67.06 16.48
CMCSA COMCAST CL A ORD 31.52-37.09 -0.40
CNCE CONCERT PHARMACEUTICALS 14.62-17.20 85.53
CNK CINEMARK HOLDINGS ORD 36.34-42.75 2.60
CNL.TO CONTINENTAL GOLD ORD 3.45-4.07 -8.05
CRH.TO CRH MEDICAL ORD 9.38-11.04 20.61
CX CEMEX ADR REP 10 PAR 7.45-8.77 4.14
CXW CORRECTIONS CORPOR OF A 26.66-31.37 -6.43
DF DEAN FOODS ORD 16.14-18.99 4.59
DHR DANAHER ORD 73.00-85.89 0.87
DK DELEK US HOLDINGS ORD 20.51-24.12 0.72
EFN.TO ELEMENT FINANCIAL ORD 10.46-12.31 -12.02
EL ESTEE LAUDER CL A ORD 72.76-85.61 3.81
ELY CALLAWAY GOLF ORD 9.41-11.08 10.07
ESPR ESPERION THERAPEUTICS O 30.31-35.66 36.74
EXC EXELON ORD 30.31-35.66 -2.35
FCH FELCOR LODGING REIT 6.26-7.37 2.13
FIG FORTRESS INVESTMENT GRO 6.74-7.94 -0.02
GXP GREAT PLAINS ENERGY ORD 24.47-28.79 -0.44
HBM.TO HUDBAY MINERALS ORD 7.59-8.93 -12.64
INCY INCYTE ORD 118.55-139.48 5.27
INFN INFINERA ORD 9.00-10.59 -1.91
INTU INTUIT ORD 100.30-118.00 -5.45
KTOS KRATOS DEFENSE AND SECU 6.69-7.88 -4.00
LUN.TO LUNDIN MINING ORD 6.28-7.39 -7.02
LVLT LEVEL 3 COMMUNICATIONS 47.40-55.77 -2.10
MDU MDU RESOURCES GROUP ORD 22.93-26.98 0.01
MO ALTRIA GROUP ORD 62.21-73.19 -1.82
MRVL MARVELL TECHNOLOGY GROU 13.34-15.70 1.12
MXIM MAXIM INTEGRATED PRODUC 38.18-44.91 1.87
NI NISOURCE ORD 20.15-23.70 -0.35
PAYX PAYCHEX ORD 51.49-60.58 -0.88
PEG PUBLIC SERVICE ENTERPRI 37.83-44.50 -2.71
PGNX PROGENICS PHARMACEUTICA 8.79-10.35 -7.43
POW.TO POWER CORPORATION OF CA 26.66-31.37 2.00
STZ CONSTELLATION BRANDS CL 138.06-162.42 2.75
SVM.TO SILVERCORP METAL ORD 3.79-4.46 -12.21
SYMC SYMANTEC ORD 25.80-30.36 6.74
TRCO TRIBUNE MEDIA CL A ORD 31.58-37.16 8.12
TSU TIM PARTICIPACS ADR REP 13.61-16.02 3.76
VIV TELEFONICA BRASIL ADR R 12.53-14.75 2.83
WNC WABASH NATL ORD 17.23-20.28 -3.63
XLNX XILINX ORD 49.27-57.97 -0.96
XXIA IXIA ORD 16.63-19.57 0.36
ZAYO ZAYO GROUP HOLDINGS ORD 27.96-32.90 4.85
Swing Sell AAL AMERICAN AIRLINES GROUP ORD 42.60-48.99 -7.63
AAPL APPLE ORD 143.80-165.37 5.45
ABB ABB ADR REP 1 ORD 23.44-26.95 4.42
ABC AMERISOURCEBERGEN ORD 87.50-100.62 -3.90
AC.TO AIR CANADA ORD 13.82-15.89 3.76
ADBE ADOBE SYSTEM ORD 128.69-147.99 9.22
AGN ALLERGAN ORD 240.53-276.60 -1.27
AJG ARTHUR J GALLAGHER ORD 57.01-65.56 0.58
AKAO ACHAOGEN ORD 23.90-27.48 2.39
ALK ALASKA AIR GROUP ORD 96.33-110.77 -1.04
AME AMETEK ORD 53.93-62.01 0.41
AMT AMERICAN TOWER REIT 120.39-138.44 5.35
AMX AMERICA MOVIL ADR REP 20 SR L ORD 14.37-16.52 13.54
AMZN AMAZON COM ORD 856.00-984.40 1.77
AON AON CL A ORD 118.88-136.71 3.27
APH AMPHENOL CL A ORD 71.32-82.01 3.52
AQN.TO ALGONQUIN POWER AND UTILITIES ORD 12.90-14.83 7.35
ARI APOLLO COMMERCIAL REAL EST FIN REIT 18.93-21.76 3.41
ATVI ACTIVISION BLIZZARD ORD 49.75-57.22 10.73
BAM-A.TO BROOKFIELD ASSET MANAGEMENT CL A ORD 48.81-56.13 2.50
BANC BANC OF CALIFORNIA ORD 20.95-24.09 8.19
BBVA BANCO BILBAO VIZCAYA AR 7.87-9.05 20.81
BBY BEST BUY ORD 46.97-54.01 6.91
BITA BITAUTO HOLDINGS ADR RE 26.20-30.13 37.94
BNS.TO BANK NOVA SCOTIA ORD 79.01-90.86 3.03
BSMX GRUP FIN STD MEX ADR RE 9.06-10.41 20.95
BSX BOSTON SCIENTIFIC ORD 24.70-28.40 1.09
BURL BURLINGTON STORES ORD 96.05-110.45 8.38
BYD BOYD GAMING ORD 21.51-24.73 9.83
C CITIGROUP ORD 59.42-68.33 -0.17
CARA CARA THERAPEUTICS ORD 19.09-21.95 19.56
CBIO CATALYST BIOSCIENCES OR 15.01-17.26 122.19
CBS CBS CL B ORD 67.76-77.93 3.28
CC CHEMOURS ORD 36.28-41.72 8.26
CCE COCACOLA ENTERPRISES O 37.91-43.60 9.79
CCI CROWN CASTLE INTERNATIO 94.58-108.76 1.60
CCL CARNIVAL ORD 59.26-68.14 6.39
CERN CERNER ORD 59.26-68.14 8.14
CF CF INDUSTRIES HOLDINGS 30.24-34.77 -3.27
CIM CHIMERA INVESTMENT REIT 20.41-23.47 6.56
CNI CANADIAN NATIONAL RAILW 73.83-84.91 6.31
CNR.TO CANADIAN NATIONAL RAILW 98.82-113.64 7.47
COG CABOT OIL GAS ORD 23.55-27.08 8.01
COH COACH ORD 40.91-47.04 7.88
CORT CORCEPT THERAPEUTICS OR 11.18-12.86 24.95
CRUS CIRRUS LOGIC ORD 60.70-69.80 12.72
CSC COMPUTER SCIENCES ORD 69.07-79.43 1.22
CZZ COSAN CL A ORD 8.76-10.07 5.51
DAL DELTA AIR LINES ORD 46.53-53.50 -6.32
DIS WALT DISNEY ORD 113.05-130.00 3.16
DISH DISH NETWORK CL A ORD 62.92-72.35 1.96
DLPH DELPHI AUTOMOTIVE ORD 80.38-92.43 6.06
DVA DAVITA ORD 67.69-77.84 -1.99
ECA ENCANA ORD 11.12-12.78 0.66
ECA.TO ENCANA ORD 14.90-17.13 1.70
EMP-A.TO EMPIRE CL A ORD 19.70-22.66 18.29
FB FACEBOOK CL A ORD 141.76-163.02 5.06
FIVE FIVE BELOW ORD 43.18-49.65 12.49
FNSR FINISAR ORD 28.88-33.21 -13.25
FOX TWENTY FIRST CENTURY FO 31.82-36.59 8.89
FOXA TWENTY FIRST CENTURY FO 32.44-37.30 8.90
FTS.TO FORTIS ORD 44.10-50.71 5.15
GLW CORNING ORD 27.55-31.68 0.27
GM GENERAL MOTORS ORD 35.56-40.89 -2.99
GT GOODYEAR TIRE AND RUBBE 36.50-41.98 4.64
HCLP HI CRUSH PARTNERS COM U 16.55-19.03 -3.29
HCN WELLTOWER ORD 70.61-81.20 0.80
HIMX HIMAX TECHNOLOGIES ADR 9.43-10.84 39.56
HSBC HSBC HOLDINGS ADR REP 5 41.05-47.20 2.34
HUN HUNTSMAN ORD 24.11-27.72 7.16
IBN ICICI BANK ADR REP 2 OR 8.61-9.90 5.48
IPHI INPHI ORD 48.00-55.21 2.75
IRWD IRONWOOD PHARMA CL A OR 17.51-20.13 4.15
JBLU JETBLUE AIRWAYS ORD 20.82-23.94 4.78
JOY JOY GLOBAL ORD 28.23-32.46 0.62
KEL.TO KELT EXPLORATION ORD 6.39-7.34 7.15
KOS KOSMOS ENERGY ORD 6.17-7.09 0.96
LC LENDINGCLUB ORD 5.45-6.26 2.53
LITE LUMENTUM HOLDINGS ORD 54.70-62.90 19.65
LM LEGG MASON ORD 35.82-41.19 -4.55
LPI LAREDO PETROLEUM ORD 14.01-16.11 1.78
LUV SOUTHWEST AIRLINES ORD 54.19-62.31 -5.76
LYB LYONDELLBASELL INDUSTRI 90.90-104.53 0.11
LYV LIVE NATION ENTERTAINME 30.00-34.50 6.07
MAR MARRIOTT INTERNATIONAL 94.49-108.66 9.10
MEET MEETME ORD 5.57-6.40 15.80
MG.TO MAGNA INTERNATIONAL ORD 58.34-67.09 3.20
MGI MONEYGRAM INTERNATIONAL 16.98-19.52 33.55
NCR NCR ORD 44.40-51.06 -7.15
NFLX NETFLIX ORD 145.17-166.94 2.61
NKTR NEKTAR THERAPEUTICS ORD 23.93-27.51 83.43
NUS NU SKIN ENTERPRISES CL 54.73-62.93 10.95
NWSA NEWS CL A ORD 12.84-14.76 0.63
OAS OASIS PETROLEUM ORD 13.18-15.15 -6.44
OSUR ORASURE TECHNOLOGIES OR 12.72-14.63 14.03
PENN PENN NATIONAL GAMING OR 18.39-21.14 27.57
PHG KONINKLIJKE PHILIPS ADR 32.18-37.00 6.71
PHM PULTEGROUP ORD 23.73-27.28 8.09
PNR PENTAIR ORD 62.76-72.17 8.57
PVH PVH ORD 102.69-118.09 12.58
RCI-B.TO ROGERS COMMUNICATIONS C 58.26-66.99 4.96
RSPP RSP PERMIAN ORD 40.33-46.37 2.60
RY.TO ROYAL BANK OF CANADA OR 97.82-112.49 1.86
RYN RAYONIER REIT 28.29-32.53 -0.74
SBUX STARBUCKS ORD 57.35-65.95 1.32
SGMS SCIENTIFIC GAMES CL A O 22.70-26.10 10.40
SHOP SHOPIFY CL A SUB VTG OR 72.37-83.22 22.70
SJR-B.TO SHAW COMMUNICATIONS CL 27.78-31.94 0.98
SKX SKECHERS USA CL A ORD 29.96-34.45 17.19
SLM SLM ORD 12.21-14.04 2.31
SNPS SYNOPSYS ORD 71.96-82.75 1.20
STT STATE STREET ORD 79.40-91.31 0.10
T.TO TELUS ORD 43.15-49.62 0.32
TA.TO TRANSALTA ORD 7.73-8.88 9.20
TEF TELEFONICA ADR REP ONE 11.36-13.06 12.62
TOL TOLL BROTHERS ORD 36.41-41.88 7.15
TOT TOTAL ADR REP 1 ORD 50.15-57.67 0.84
TPH TRI POINTE GROUP ORD 12.85-14.77 8.10
TRGP TARGA RESOURCES ORD 57.32-65.91 1.93
TRUE TRUECAR ORD 15.83-18.20 13.06
TS TENARIS ADR REP 2 ORD 33.57-38.60 3.10
TSLA TESLA MOTORS ORD 277.45-319.06 11.46
TSM TAIWAN SEMICONDUCTOR MN 33.35-38.35 6.45
TTWO TAKE TWO INTERACTIVE SO 58.81-67.63 3.69
UAL UNITED CONTINENTAL HOLD 70.74-81.35 -4.04
UBS UBS GROUP REG ORD 15.89-18.27 3.86
VEEV VEEVA SYSTEMS CL A ORD 51.13-58.79 17.50
VIAB VIACOM CL B ORD 44.91-51.64 3.84
VSN.TO VERESEN ORD 14.36-16.51 6.69
WB WEIBO ADR REP 1 CL A OR 51.61-59.35 2.63
WDC WESTERN DIGITAL ORD 80.56-92.64 5.26
WFT WEATHERFORD INTL ORD 6.50-7.47 15.32
WPX WPX ENERGY ORD 12.75-14.66 -0.68
XEL XCEL ENERGY ORD 44.93-51.66 3.27
XIU.TO ISHARES SP TSX 60 INDE 23.11-26.57 1.97
YUM YUM BRANDS ORD 64.47-74.14 -0.82
ZEB.TO BMO SPTSX EQUAL WEIGH 27.97-32.17 0.29

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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
2017-03-21 ACM AECOM ORD@34.08 (34.52 1.29%)
2017-03-21 ALLY ALLY FINANCIAL ORD@20.51 (19.84 -3.26%)
2017-03-27 CBOE CBOE HOLDINGS ORD@79.18 (79.14 -0.05%)
2017-03-20 COF CAPITAL ONE FINANCIAL O@86.78 (84.17 -3.00%)
2017-03-28 SHORT COH COACH ORD@40.91 (40.91 0.00%)
2017-03-28 SHORT CRUS CIRRUS LOGIC ORD@60.70 (60.70 0.00%)
2017-03-24 SHORT FOXA TWENTY FIRST CENTURY FO@31.52 (32.44 -2.83%)
2017-03-27 KHC KRAFT HEINZ ORD@91.25 (91.41 0.17%)
2017-03-21 LUK LEUCADIA ORD@25.85 (26.10 0.96%)
2017-03-22 TCB TCF FINANCIAL ORD@15.89 (16.31 2.64%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
0.92% 0.35% 1.67% 27.85% -0.47% 23.59% 29.06% 17.47% 11.77% 21.42% -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
2017-03-21 ACM AECOM ORD@34.08 (34.52 1.29%)
2017-03-24 ALL ALLSTATE ORD@80.99 (81.89 1.11%)
2017-03-16 ALLY ALLY FINANCIAL ORD@21.59 (19.84 -8.10%)
2017-03-27 CBOE CBOE HOLDINGS ORD@79.18 (79.14 -0.05%)
2017-03-28 CMCM CHEETAH MOBILE ADR REP@10.76 (10.76 0.00%)
2017-03-20 COF CAPITAL ONE FINANCIAL O@86.78 (84.17 -3.00%)
2017-03-28 EL ESTEE LAUDER CL A ORD@85.61 (85.61 0.00%)
2017-03-20 FL FOOT LOCKER ORD@73.98 (73.14 -1.13%)
2017-03-28 PAYX PAYCHEX ORD@60.58 (60.58 0.00%)
2017-03-13 RF REGIONS FINANCIAL ORD@15.12 (14.40 -4.76%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
0.95% 0.79% 4.00% 31.63% 6.54% 15.50% 21.72% 16.96% 22.13% 23.88% -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
2017-03-28 SHORT AMX AMERICA MOVIL ADR REP 20 SR L ORD@14.37 (14.37 0.00%)
2017-03-21 SHORT ARI APOLLO COMMERCIAL REAL EST FIN REIT@18.37 (18.93 -2.95%)
2017-03-21 SHORT BRCD BROCADE COMMUNICATIONS@12.47 (12.46 0.15%)
2017-03-27 SHORT CCL CARNIVAL ORD@58.87 (59.26 -0.65%)
2017-03-28 SHORT COH COACH ORD@40.91 (40.91 0.00%)
2017-03-28 SHORT CRUS CIRRUS LOGIC ORD@60.70 (60.70 0.00%)
2017-03-21 SHORT GSK GLAXOSMITHKLINE ADR REP@42.32 (42.41 -0.21%)
2017-03-27 SHORT HCA HCA HOLDINGS ORD@90.49 (89.63 0.95%)
2017-03-27 SHORT LITE LUMENTUM HOLDINGS ORD@54.15 (54.70 -1.00%)
2017-03-22 SHORT RAI REYNOLDS AMRICAN ORD@62.03 (62.72 -1.10%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
-0.01% -0.07% 1.09% 9.32% -7.42% 4.21% 14.22% 5.50% 1.29% 10.54% -49.04%
3, 5 and 10 years performance is annualized.

^

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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