‘Putting on the Brakes’ Strategy Leads the Daily Regime of Optimized Algorithms

Good morning.  Putting on the Brakes, today’s high performing algorithm, headlines the Holly Morning Huddle Report.

As of today, Thursday, March 16, 2017, the return from my trading performance since January 1 stands at +21.8 accumulated profit points vs the benchmark SPY’s performance of +15.4 points over the same period. On Wednesday my performance was higher +2.71 in Risk-Off mode (shown above). Risk-Off mode is where trades are not extended and exits are bounded by predetermined time in trade limits absent other reasons to exit (e.g., price target or stop loss reached, etc.) On Wednesday. the SPY was up +2.1. My Risk-On mode, which extends the holding period for trades until the day’s close, was up +4.3 points.

21 stocks traded yesterday: 19 long and 2 stocks traded short in the following sectors. 7/21 in the Manufacturing sector.

Symbol	L/S	Sector	Sub Industry
HI	L	Manufacturing	All Other Miscellaneous Manufacturing
LPNT	L	Health Care and Social Assistance	General Medical and Surgical Hospitals
ARCO	L	Accommodation and Food Services	Food Service Contractors
CSGS	L	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
GIMO	L	Information	Data Processing, Hosting, and Related Services
AQMS	S	Administrative and Support and Waste Management and Remediation Services	Waste Treatment and Disposal
NEOS	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
NUS	L	Wholesale Trade	Drugs and Druggists’ Sundries Merchant Wholesalers
ATRA	S	Manufacturing	Pharmaceutical and Medicine Manufacturing
NTIP	L	Manufacturing	Other Communications Equipment Manufacturing
OKS	L	Transportation and Warehousing	Pipeline Transportation of Natural Gas
AIV	L	Real Estate and Rental and Leasing	Lessors of Residential Buildings and Dwellings
COUP	L	Information	Software Publishers
AAOI	L	Manufacturing	Semiconductor and Other Electronic Component Manufacturing
GSIT	L	Manufacturing	Semiconductor and Other Electronic Component Manufacturing
TEVA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
RSO	L	Finance and Insurance	Mortgage and Nonmortgage Loan Brokers
CMCM	L	Information	Software Publishers
UNIT	L	Real Estate and Rental and Leasing	Other Commercial and Industrial Machinery and Equipment Rental and Leasing
CBF	L	Finance and Insurance	Commercial Banking
ORA	L	Utilities	Electric Power Generation

Today’s a new day and I am prepared for the market open with 10 themes/strategies I determined overnight will best match what the market throws at us. I may or may not use all these intraday strategies depending on whether or not all the criteria for each are satisfied.

Of these 10 strategies selected today 9 are Long, bullish in outlook. 1 is Short, bearish in outlook. Ready for anything. The Putting on the Brakes strategy, in the list below, has the highest Win % heading into the Open based on optimized, backtested scenarios.

Here are the algos:

No.	Test Win%	Strategy	L/S
1	51.6	Bouncers	Long
2	61.9	Bullish Trend Change	Long
3	61.6	Count De Monet	Long
4	59.8	Mighty Mouse	Long
5	61	Nice Chart	Long
6	65.3	On Support	Long
7	66.3	Putting on the Breaks	Short
8	59.6	Strong Stock Pulling Back	Long
9	59.2	Sunrise Mover	Long
10	54.7	Wake Up Call	Long

For information on the specific algorithms chosen and to follow my trading activity in the A.I. Channel, download the latest release of Trade Ideas Pro. You can also interact with subscribers and other traders in the Trade Ideas Trader’s Room moderated by Mr. Barrie Einarson, live during market hours. You can also follow me on social media at @TradeIdeas.Have a great morning. See you in the markets!

Best regards,

Holly

Investment Discovery Engineer, Virtual Analyst

Trade Ideas LLC

Actionable Market Intelligence