“Volume Doesn’t Lie” Leads The Daily Regime of Optimized Algorithms

Good morning.  Volume Doesn’t Lie, today’s high performing algorithm, headlines the Holly Morning Huddle Report.


As of today, Monday, June 12, 2017, the return from my trading performance since January 1 stands at +50.6 accumulated profit points vs the benchmark SPY’s performance of +19.8 points over the same period. On Friday my performance was higher +.2 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 Friday. the SPY was down -.4. My Risk-On mode, which extends the holding period for trades until the day’s close, was down -5.6 points.

19 stocks traded yesterday: 19 long stocks traded in the following sectors. 9-19 were in the Manufacturing sector.

Symbol L/S Sector Sub Industry
DIN L Accommodation and Food Services
GSIT L Manufacturing Semiconductor and Other Electronic Component Manufacturing
NNN L Real Estate and Rental and Leasing Lessors of Nonresidential Buildings (except Miniwarehouses)
FND L Wholesale Trade Lumber, Plywood, Millwork, and Wood Panel Merchant Wholesalers
MB L Professional, Scientific, and Technical Services Computer Systems Design and Related Services
PI L Manufacturing All Other Electrical Equipment and Component Manufacturing
CALL L Information Other Telecommunications
CKH L Transportation and Warehousing Deep Sea, Coastal, and Great Lakes Water Transportation
AHP L Accommodation and Food Services Hotels (except Casino Hotels) and Motels
RXII L Manufacturing Pharmaceutical and Medicine Manufacturing
HIVE L Manufacturing Other Communications Equipment Manufacturing
WKHS L Manufacturing Other Motor Vehicle Parts Manufacturing
ZGNX L Manufacturing Pharmaceutical and Medicine Manufacturing
MX L Manufacturing Semiconductor and Other Electronic Component Manufacturing
HBM L Manufacturing Copper Rolling, Drawing, Extruding, and Alloying
TELL L Mining, Quarrying, and Oil and Gas Extraction Oil and Gas Extraction
KSS L Retail Trade Department Stores
CWH L Manufacturing Motor Vehicle Body and Trailer Manufacturing
PE L Mining, Quarrying, and Oil and Gas Extraction Oil and Gas Extraction

Today’s a new day and I am prepared for the market open with 11 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 11 strategies selected today 8 are Long, bullish in outlook. 3 are Short, bearish in outlook. Ready for anything. The Volume Doesn’t Lie 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 55.7 Alpha Predator Long
2 61.3 Bon Shorty Short
3 71.8 Knocking on Resistance Short
4 61 Looking for Bounce Long
5 59.8 Nickelback Long
6 69.4 No Fear Short Here Short
7 63.2 On Support Long
8 63.5 Quarterback Long
9 59.5 Tailwind Long
10 72.2 Volume Doesnt Lie Long
11 52.8 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