Current Positions

Last update: Thu Sep 07 23:13:09 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: 95 days, max positions: 15.

Pending Orders
none
Orders Executed Today
none
Current Positions
2017-05-23 CRM SALESFORCECOM ORD@88.49 (96.73 9.31%)
2017-03-08 EXAS EXACT SCIENCES ORD@21.94 (42.99 95.94%)
2016-11-14 FMC FMC ORD@52.76 (87.66 66.14%)
2017-08-09 HAIN HAIN CELESTIAL GROUP OR@43.23 (40.39 -6.56%)
2017-03-22 KITE KITE PHARMA ORD@76.38 (178.50 133.69%)
2017-07-31 LRCX LAM RESEARCH ORD@159.46 (168.59 5.72%)
2017-08-22 MTW MANITOWOC ORD@7.83 (8.04 2.68%)
2017-07-28 NFLX NETFLIX ORD@184.03 (179.00 -2.73%)
2017-08-04 NRG NRG ENERGY ORD@24.45 (24.12 -1.30%)
2017-08-03 PAY VERIFONE SYSTEMS ORD@19.17 (19.43 1.35%)
2017-03-09 PF PINNACLE FOODS ORD@57.38 (58.73 2.35%)
2017-05-10 RBS ROYAL BANK SCOTLAND ADS@6.85 (6.37 -7.00%)
2017-03-20 SBAC SBA COMMUNICATIONS CL A@117.06 (150.65 28.69%)
2016-10-27 SGMS SCIENTIFIC GAMES CL A O@12.60 (35.90 184.92%)
2017-03-02 XRX XEROX ORD@28.50 (31.88 11.85%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
0.55% 0.07% 6.92% 26.91% 26.07% 1.89% 8.80% 11.69% 19.97% 22.48% -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
0.35% 0.19% 0.88% 10.78% 11.97% 12.35% -5.90% 6.61% 8.49% 9.94% -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: 125 days, max positions: 15.

Pending Orders
BUY HBM.TO HUDBAY MINERALS ORD
Orders Executed Today
2017-09-07 SELL MFC.TO MANULIFE FINANCIAL ORD@24.43 (23.55 -3.60%)
2017-09-07 BUY DRG-UN.TO DREAM GLOBAL REAL ESTAT@11.16
Current Positions
2017-06-07 AC.TO AIR CANADA ORD@17.77 (22.77 28.13%)
2017-03-09 CFP.TO CANFOR ORD@17.94 (22.06 22.96%)
2017-01-19 D-UN.TO DREAM OFFICE REIT UNT@19.37 (20.64 6.55%)
2017-09-07 DRG-UN.TO DREAM GLOBAL REAL ESTAT@11.16 (11.16 0.00%)
2017-09-07 FTT.TO FINNING INTERNATIONAL O@27.92 (27.92 0.00%)
2017-03-01 IFP.TO INTERFOR ORD@18.59 (18.37 -1.18%)
2017-08-14 LUN.TO LUNDIN MINING ORD@8.84 (9.31 5.31%)
2017-08-11 NA.TO NATIONAL BANK OF CANADA@55.31 (56.85 2.78%)
2017-04-27 POU.TO PARAMOUNT RESOURCE ORD@17.49 (21.45 22.64%)
2017-03-23 QBR-B.TO QUEBECOR SUB VOTING CL@39.94 (47.54 19.02%)
2017-03-10 WFT.TO WEST FRASER TIMBER ORD@57.40 (62.91 9.59%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
-0.09% -0.92% 0.75% 16.45% -1.76% -0.25% -2.82% -2.38% 8.20% 9.65% -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% 0%
VANGUARD ALL CAP INDEX(VCN.TO) 10% 0%
VNGRD FTSE DVLP AL CP E(VDU.TO) 10% 0%
BMO EQUAL WEIGHT UTILIT(ZUT.TO) 5% 0%
VANGUARD FTSE CAN CAPD(VRE.TO) 5% 0%
ISHARES CORE CANADIAN L(XLB.TO) 10% 0%
ISHARES CAND UNIVERSE B(XBB.TO) 14% 0%
ISHARES GLD BULLION HDG(CGL.TO) 1% 10%


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years DrawDown
0.07% 0.13% -0.45% 12.28% 2.90% 12.12% 7.26% 9.47% -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 AAOI APPLIED OPTOELECTRONICS ORD 47.73-56.16 -16.61
AAPL APPLE ORD 137.07-161.26 0.27
AAR-UN.TO PURE INDUSTRIAL REAL ESTATE CL A UNT 5.54-6.52 0.00
ADI ANALOG DEVICES ORD 68.93-81.10 4.15
AFL AFLAC ORD 68.46-80.55 -1.34
ALL ALLSTATE ORD 73.48-86.45 -8.56
ALLY ALLY FINANCIAL ORD 18.75-22.07 -2.88
AMD ADVANCED MICRO DEVICES ORD 10.73-12.63 -1.40
AMP AMERIPRISE FINANCE ORD 112.33-132.16 -10.52
AMTD TD AMERITRADE HOLDING ORD 36.11-42.49 -5.13
ANTM ANTHEM ORD 163.74-192.64 0.05
APD AIR PRODUCTS AND CHEMICALS ORD 122.71-144.37 -1.13
AVGO AVAGO TECHNOLOGIES ORD 209.56-246.55 -0.90
AXP AMERICAN EXPRESS ORD 71.74-84.41 -1.34
BK BANK OF NEW YORK MELLON 42.73-50.28 -6.80
BOX BOX CL A ORD 15.44-18.17 -3.20
BRK.B BERKSHIRE HATHWAY CL B 147.89-173.99 -2.13
BX BLACKSTONE GROUP UNT 26.87-31.62 -5.17
C CITIGROUP ORD 56.15-66.06 -3.31
CCL CARNIVAL ORD 55.81-65.66 -3.51
CHD CHURCH AND DWIGHT ORD 42.05-49.48 -0.73
CLVS CLOVIS ONCOLOGY ORD 61.47-72.32 2.03
CMCSA COMCAST CL A ORD 32.81-38.60 -4.84
CNO CNO FINANCIAL GROUP ORD 17.99-21.17 -10.63
CNR.TO CANADIAN NATIONAL RAILW 83.88-98.69 -2.76
CPRT COPART ORD 27.31-32.13 2.31
CUZ COUSINS PROPERTIES REIT 7.81-9.18 0.36
CY CYPRESS SEMICONDUCTOR O 11.59-13.64 -0.50
DGC.TO DETOUR GOLD ORD 14.49-17.05 8.19
DRE DUKE REALTY REIT 24.99-29.41 3.27
EMN EASTMAN CHEMICAL ORD 72.10-84.83 0.82
ETFC E TRADE FINANCIAL ORD 33.56-39.49 -3.88
EXEL EXELIXIS ORD 21.81-25.66 -5.47
EXPE EXPEDIA ORD 122.37-143.97 -2.50
EXTR EXTREME NETWORKS ORD 9.54-11.22 26.32
FE FIRSTENERGY ORD 27.30-32.12 1.76
FLEX FLEXTRONICS INTERNATION 13.76-16.19 1.59
FM.TO FST QUANTUM MIN ORD 12.16-14.31 6.86
FOLD AMICUS THERAPEUTICS ORD 11.82-13.91 10.72
HBM.TO HUDBAY MINERALS ORD 9.13-10.75 13.90
HIG HARTFORD FINANCIAL SERV 43.89-51.64 -8.02
HRB HR BLOCK ORD 21.83-25.69 -16.71
HSBC HSBC HOLDINGS ADR REP 5 40.34-47.46 -4.33
IBN ICICI BANK ADR REP 2 OR 7.81-9.18 1.80
ICE INTERCONTINENTAL EXCHAN 54.65-64.30 -2.02
INCY INCYTE ORD 114.18-134.34 3.42
JBL JABIL CIRCUIT ORD 25.80-30.36 -0.04
JPM JPMORGAN CHASE ORD 75.25-88.53 -5.19
KAR KAR AUCTION SERVICES OR 38.10-44.83 2.66
KEM KEMET ORD 18.60-21.89 13.80
KKR KKR AND CO UNT 15.52-18.26 -4.34
KTOS KRATOS DEFENSE AND SECU 10.90-12.83 3.70
LC LENDINGCLUB ORD 5.09-5.98 -1.33
LEN LENNAR CL A ORD 42.38-49.87 -7.77
LUN.TO LUNDIN MINING ORD 7.91-9.31 2.68
MAR MARRIOTT INTERNATIONAL 86.49-101.76 0.55
MDXG MIMEDX GROUP ORD 13.18-15.51 -0.04
MFA MFA FINANCIAL REIT 7.33-8.63 -2.11
MG.TO MAGNA INTERNATIONAL ORD 49.93-58.75 -4.00
MRVL MARVELL TECHNOLOGY GROU 14.84-17.47 12.85
MTG MGIC INVESTMENT ORD 9.25-10.89 -7.95
MYCC CLUBCORP HOLDINGS ORD 14.36-16.90 -0.72
NCLH NORWEGIAN CRUISE LINE H 47.48-55.86 -4.13
NRZ NEW RESIDENTIAL INVESTM 13.90-16.36 -1.82
OLN OLIN ORD 26.23-30.87 4.37
PETS PETMED EXPRESS ORD 30.66-36.08 -24.80
PF PINNACLE FOODS ORD 49.92-58.73 0.14
PGR PROGRESSIVE ORD 37.17-43.73 -8.82
PHM PULTEGROUP ORD 21.60-25.42 0.58
PWR QUANTA SERVICES ORD 30.17-35.50 -3.06
RCI-B.TO ROGERS COMMUNICATIONS C 54.24-63.82 -0.78
RCL ROYAL CARIBBEAN CRUISES 99.90-117.54 -2.29
SBGL SIBANYE GOLD ADR REP 4 5.06-5.96 5.26
SC SANTANDER CONSUMER USA 12.07-14.20 7.80
SIRI SIRIUS XM HOLDINGS ORD 4.71-5.55 0.15
STAY EXTENDED STAY AMERICA U 16.24-19.11 0.10
STT STATE STREET ORD 77.32-90.97 -3.36
TD.TO TORONTO DOMINION ORD 56.32-66.26 2.95
TDC TERADATA ORD 26.06-30.66 -2.64
TEX TEREX ORD 32.42-38.15 -1.39
TMUS T MOBILE US ORD 53.83-63.34 -0.57
TROW T ROWE PRICE GROUP ORD 69.91-82.25 -0.96
TV GRUPO TELVISA ADS REP 5 21.10-24.83 -5.07
TWO TWO HARBORS INVESTMENT 8.53-10.04 0.24
TWX TIME WARNER ORD 85.39-100.47 -1.61
UNH UNITEDHEALTH GRP ORD 168.44-198.17 1.86
VEEV VEEVA SYSTEMS CL A ORD 49.18-57.86 -8.94
VFC VF ORD 53.45-62.89 1.11
VMW VMWARE CL A ORD 90.52-106.50 14.75
VSH VISHAY INTERTECH ORD 14.91-17.55 0.15
WDC WESTERN DIGITAL ORD 75.15-88.42 9.32
WM WASTE MANAGEMENT ORD 64.66-76.08 1.27
WRK WESTROCK ORD 47.99-56.47 0.73
WTW WEIGHT WATCHERS INTERNA 36.06-42.43 -8.14
WYN WYNDHAM WORLDWIDE ORD 82.38-96.92 -3.22
XPO XPO LOGISTICS ORD 51.03-60.04 4.76
XRX XEROX ORD 27.09-31.88 -1.15
ZAYO ZAYO GROUP HOLDINGS ORD 29.07-34.21 -0.19
ZIOP ZIOPHARM ONCOLGY ORD 5.30-6.23 9.24
Swing Sell A AGILENT TECHNOLOGIES ORD 65.14-74.91 9.29
ABB ABB ADR REP 1 ORD 23.93-27.51 3.03
ABBV ABBVIE ORD 81.78-94.04 13.70
ABEV AMBEV ADR REP ONE ORD 6.46-7.42 5.70
ABT ABBOTT LABORATORIES ORD 51.49-59.21 5.72
ACN ACCENTURE CL A ORD 134.24-154.37 3.71
AET AETNA ORD 160.25-184.28 3.15
AKRX AKORN ORD 32.99-37.93 -0.95
ANF ABERCROMBIE AND FITCH CL A ORD 13.64-15.68 35.60
ARRY ARRAY BIOPHARMA ORD 10.27-11.81 18.74
ATHM AUTOHOME ADR REP CL A ORD 66.01-75.91 21.04
AUPH AURINIA PHARMACEUTICALS ORD 6.90-7.93 16.11
AZN ASTRAZENECA ADR REP 15 31.89-36.67 8.36
BAX BAXTER INTERNATIONAL OR 62.84-72.26 4.84
BF.B BROWN FORMAN CL B ORD 54.26-62.39 12.00
BITA BITAUTO HOLDINGS ADR RE 38.25-43.98 1.90
BMY BRISTOL MYERS SQUIBB OR 62.84-72.26 9.62
BP BP ADR EACH REPSTNG SIX 35.50-40.82 -1.67
BSX BOSTON SCIENTIFIC ORD 28.54-32.82 7.56
BUD ANHEUSER BUSCH ADR REP 121.21-139.39 3.18
CAB CABELAS ORD 61.06-70.21 13.60
CELG CELGENE ORD 141.76-163.02 4.71
CG.TO CENTERRA GOLD ORD 8.65-9.94 28.10
CMI CUMMINS ORD 161.85-186.12 1.68
CNQ CDN NATURAL RESOURCE OR 32.70-37.60 2.08
CROX CROCS ORD 9.58-11.01 12.85
CSIQ CANADIAN SOLAR ORD 16.35-18.80 -4.84
CUBE CUBESMART REIT 26.50-30.47 8.40
CVS CVS HEALTH ORD 80.41-92.47 1.38
CVX CHEVRON ORD 111.80-128.57 0.97
DAR DARLING INGREDIENTS ORD 17.73-20.38 8.06
DHR DANAHER ORD 85.10-97.86 6.22
DLTR DOLLAR TREE ORD 83.23-95.71 11.24
DVAX DYNAVAX TECHNOLOGIES OR 19.55-22.48 13.81
EBAY EBAY ORD 38.00-43.71 5.49
EDU NEW ORIENTL EDUCTN GRP 90.66-104.25 14.35
EL ESTEE LAUDER CL A ORD 108.23-124.46 4.44
EMR EMERSON ELECTRIC ORD 60.21-69.24 0.44
EQR EQUITY RESIDENTIAL REIT 67.72-77.87 0.69
ERJ EMBRAER ADR REP FOUR OR 23.54-27.07 10.15
ETSY ETSY ORD 17.00-19.55 7.40
FBR FIBRIA CELULOSE ADR REP 14.01-16.11 28.44
FCE.A FOREST CITY REALTY CL A 24.89-28.62 4.99
FEYE FIREEYE ORD 15.77-18.13 11.12
FIG FORTRESS INVESTMENT GRO 7.99-9.18 0.15
FIT FITBIT CL A ORD 6.48-7.46 9.59
GILD GILEAD SCIENCES ORD 85.47-98.29 15.80
GNC GNC HOLDINGS CL A ORD 9.09-10.45 -5.16
GPS GAP ORD 25.91-29.79 9.15
HD HOME DEPOT ORD 157.92-181.61 1.86
HSY HERSHEY FOODS ORD 107.80-123.97 2.57
HTA HEALTHCAR TRUST OF AMER 31.51-36.23 7.03
INSM INSMED ORD 30.61-35.20 151.46
IONS IONIS PHARMACEUTICALS O 56.43-64.89 17.56
ITCI INTRA CELLULAR THERAPIE 22.10-25.41 93.67
KBR KBR ORD 18.04-20.74 5.21
KITE KITE PHARMA ORD 178.50-205.27 47.69
KO COCACOLA ORD 46.28-53.22 1.66
KOS KOSMOS ENERGY ORD 7.38-8.48 3.65
KSS KOHLS ORD 42.40-48.76 1.27
LL LUMBER LIQUIDATORS HOLD 39.69-45.64 6.81
LOW LOWES COMPANIES ORD 77.68-89.33 -0.69
LPX LOUISIANA PACIFIC ORD 27.34-31.44 12.66
LVS LAS VEGAS SANDS ORD 63.39-72.89 4.44
MBT MOBILE TELESYSTEMS ADR 10.49-12.06 22.26
MCK MCKESSON ORD 155.84-179.21 1.16
MGM MGM RESORTS INTERNATION 33.99-39.08 8.08
MPW MEDICAL PROPERTIES REIT 13.39-15.39 6.33
NGD.TO NEW GOLD ORD 5.06-5.81 15.41
NKTR NEKTAR THERAPEUTICS ORD 22.47-25.84 20.43
NLNK NEWLINK GENETICS ORD 13.60-15.64 97.25
NSC NORFOLK SOUTHERN ORD 123.93-142.51 5.65
NVS NOVARTIS ADR REPSG 1 OR 85.30-98.09 1.48
OC OWENS CORNIING ORD 75.20-86.48 10.04
OKE ONEOK ORD 56.47-64.94 7.18
ORCL ORACLE ORD 51.73-59.48 5.59
PBR PETROLEO BRASILEIRO ADR 10.12-11.63 14.50
PBR.A PETROLEO BRASILEIRO ADR 9.81-11.28 14.75
PEP PEPSICO ORD 116.99-134.53 0.45
PG PROCTER GAMBLE ORD 92.97-106.91 1.29
PM PHILIP MORRIS INTERNATI 118.92-136.75 3.19
PRGO PERRIGO ORD 82.19-94.51 23.98
RDS.A ROYAL DUTCH SHELL ADR R 56.94-65.48 0.44
RDS.B ROYAL DUTCH SHELL ADR R 58.36-67.11 0.00
RES RPC ORD 20.94-24.08 1.30
RH RESTORATION HARDWARE HO 71.54-82.27 24.93
SBS SANEAMEN SAO PAU ADR RE 10.79-12.40 2.42
SHOP SHOPIFY CL A SUB VTG OR 113.46-130.47 19.34
SINA SINA ORD 112.02-128.82 12.17
SO SOUTHERN ORD 49.95-57.44 2.40
SPLK SPLUNK ORD 68.42-78.68 16.47
SPWR SUNPOWER ORD 9.42-10.83 1.11
STM STMICROELECTRONICS ADR 18.74-21.55 9.54
STO STATOIL ADR REP 1 ORD 19.23-22.11 3.48
SU SUNCOR ENERGY ORD 32.89-37.82 0.51
SUM SUMMIT MATERIALS CL A O 30.29-34.83 3.42
TAL TAL INTL ORD 31.92-36.70 10.46
TIF TIFFANY ORD 93.51-107.53 2.63
TMO THERMO FISHER SCIENTIFI 190.59-219.17 10.15
TOT TOTAL ADR REP 1 ORD 53.46-61.47 4.34
TRIP TRIPADVISOR ORD 45.81-52.68 13.14
TSS TOTAL SYSTEM SERVICES O 70.04-80.54 9.16
UDR UDR REIT 39.43-45.34 1.72
UN UNILEVER ADR REP 1 ORD 60.47-69.54 2.99
USG USG ORD 32.00-36.80 19.55
VALE VALE ADR REPTG ONE ORD 11.64-13.38 16.08
VER VEREIT ORD 8.62-9.91 1.68
VIV TELEFONICA BRASIL ADR R 15.83-18.20 3.88
WEC WEC ENERGY GROUP ORD 66.12-76.03 2.70
WIT WIPRO ADR REP 1 ORD 5.98-6.88 -2.45
WMT WAL MART STORES ORD 80.12-92.13 -1.67
WYNN WYNN RESORTS ORD 145.75-167.61 12.39
XLRE REAL ESTATE SELECT SCTR 33.19-38.16 2.39
YELP YELP CL A ORD 43.74-50.30 5.42
YY YY ADR REP CL A ORD 78.81-90.63 1.22
ZTS ZOETIS CL A ORD 64.85-74.57 6.79

^

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
2017-09-07 AXP AMERICAN EXPRESS ORD@84.41 (84.41 0.00%)
2017-09-05 SHORT COG CABOT OIL GAS ORD@26.96 (26.64 1.20%)
2017-08-29 SHORT FBR FIBRIA CELULOSE ADR REP@13.04 (14.01 -6.92%)
2017-09-05 SHORT HTA HEALTHCAR TRUST OF AMER@31.21 (31.51 -0.95%)
2017-09-06 IR INGERSOLL RAND ORD@84.39 (85.06 0.79%)
2017-09-07 SHORT KO COCACOLA ORD@46.28 (46.28 0.00%)
2017-08-31 SHORT MIK MICHAELS COMPANIES ORD@22.45 (22.52 -0.31%)
2017-08-31 SHORT NFLX NETFLIX ORD@174.71 (179.00 -2.39%)
2017-09-05 PCG PGE ORD@69.83 (70.31 0.67%)
2017-09-05 SHORT WMB WILLIAMS ORD@30.15 (29.81 1.14%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
0.27% 0.03% 2.12% 30.60% 2.54% -3.83% 36.97% 9.70% 9.03% 24.20% -21.31%
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
2017-09-01 AMX AMERICA MOVIL ADR REP 20 SR L ORD@18.58 (18.49 -0.48%)
2017-09-06 CCL CARNIVAL ORD@66.96 (65.66 -1.94%)
2017-09-01 CTRP CTRIPCOM INTERNATL 8 A@50.63 (51.23 1.18%)
2017-09-01 EXC EXELON ORD@37.54 (38.03 1.30%)
2017-08-29 HIG HARTFORD FINANCIAL SERV@54.33 (51.64 -4.95%)
2017-08-31 HRB HR BLOCK ORD@26.74 (25.69 -3.92%)
2017-09-06 IR INGERSOLL RAND ORD@84.39 (85.06 0.79%)
2017-09-01 MA MASTERCARD CL A ORD@133.24 (136.53 2.46%)
2017-09-01 TV GRUPO TELVISA ADS REP 5@25.58 (24.83 -2.93%)
2017-09-01 XL XL GROUP ORD@40.62 (36.48 -10.19%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
-0.32% -1.56% -0.51% 33.11% 9.81% 3.30% 31.49% 15.00% 23.44% 22.68% -31.89%
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
2017-08-28 SHORT BHP BHP BILLITON ADR REP 2@42.83 (44.15 -2.98%)
2017-09-05 SHORT COG CABOT OIL GAS ORD@26.96 (26.64 1.20%)
2017-09-07 SHORT CUBE CUBESMART REIT@26.50 (26.50 0.00%)
2017-09-05 SHORT EXPD EXPEDITORS INTERNATIONA@56.55 (56.59 -0.07%)
2017-08-22 SHORT FBR FIBRIA CELULOSE ADR REP@12.55 (14.01 -10.42%)
2017-09-05 SHORT HTA HEALTHCAR TRUST OF AMER@31.21 (31.51 -0.95%)
2017-09-06 SHORT KO COCACOLA ORD@45.96 (46.28 -0.69%)
2017-08-21 SHORT MYGN MYRIAD GENETICS ORD@28.94 (32.41 -10.73%)
2017-09-05 SHORT WMB WILLIAMS ORD@30.15 (29.81 1.14%)
2017-09-07 SHORT WMT WAL MART STORES ORD@80.12 (80.12 0.00%)


Performance
1 Day 5 Days 30 Days CAGR YTD 2016 2015 3 Years 5 Years 10 Years DrawDown
0.00% -0.78% -2.26% 9.71% -2.36% 5.10% 19.20% 7.06% 1.45% 10.85% -40.48%
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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