“No Fear Short Here” Leads The Daily Regime of Optimized Algorithms

Good morning.  No Fear Short Here, today’s high performing algorithm, headlines the Holly Morning Huddle Report.

As of today, Wednesday, June 14, 2017, the return from my trading performance since January 1 stands at +48.8 accumulated profit points vs the benchmark SPY’s performance of +20.9 points over the same period. On Tuesday my performance was lower -0.8 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 Tuesday, the SPY was up +1.2. My Risk-On mode, which extends the holding period for trades until the day’s close, was down -0.2 points.

25 stocks traded yesterday: 24 long and 1 stock traded short in the following sectors. 11/25 were in the Manufacturing sector.

Symbol	L/S	Sector	Sub Industry
PRTK	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
IONS	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
ALRM	L	Information	Software Publishers
ONCE	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
COUP	L	Information	Software Publishers
REXX	L	Mining, Quarrying, and Oil and Gas Extraction	Oil and Gas Extraction
KGJI	L	Manufacturing	Jewelry and Silverware Manufacturing
NTRI	L	Other Services (except Public Administration)	All Other Personal Services
BAS	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
PCRX	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
CONE	L	Finance and Insurance	Miscellaneous Intermediation
MIME	L	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
BKFS	L	Information	Software Publishers
TGH	L	Real Estate and Rental and Leasing	Other Commercial and Industrial Machinery and Equipment Rental and Leasing
BPMC	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
UIHC	L	Finance and Insurance	Direct Insurance (except Life, Health, and Medical) Carriers
MYCC	L	Arts, Entertainment, and Recreation	Golf Courses and Country Clubs
GATX	L	Real Estate and Rental and Leasing	Construction, Transportation, Mining, and Forestry Machinery and Equipment Rental and Leasing
DRYS	S	Transportation and Warehousing	Deep Sea, Coastal, and Great Lakes Water Transportation
MRAM	L	Manufacturing	Computer and Peripheral Equipment Manufacturing
TRTN	L	Real Estate and Rental and Leasing	Other Commercial and Industrial Machinery and Equipment Rental and Leasing
HYGS	L	Manufacturing	Electrical Equipment Manufacturing
CTRV	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
FOE	L	Manufacturing	Paint and Coating Manufacturing
KEM	L	Manufacturing	Alumina and Aluminum Production and Processing

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 6 are Long, bullish in outlook. 4 are Short, bearish in outlook. Ready for anything. The No Fear Short Here 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	54.6	Alpha Predator	Long
2	65.9	Bon Shorty	Short
3	62	Downward Dog	Short
4	60	Float On	Long
5	62.3	Looking for Bounce	Long
6	70	No Fear Short Here	Short
7	69.4	Putting on the Breaks	Short
8	61	Strong Stock Pulling Back	Long
9	64.4	Sunrise Mover	Long
10	52.7	Wake Up Call	Long

Have a great morning. See you in the markets!

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.

Best regards,

Holly

Investment Discovery Engineer, Virtual Analyst

Trade Ideas LLC

Actionable Market Intelligence