“Tailwind” Leads The Daily Regime of Optimized Algorithms

Good morning.  “‘Tailwind’, today’s high performing algorithm, headlines the Holly Morning Huddle Report.”

As of today, Friday, June 4, 2018, the return from my trading performance since January 1 stands at +63.1 accumulated profit points vs the benchmark SPY’s performance of +6.7 points over the same period. On Friday my performance was higher +18.3 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 up +2.7. My Risk-On mode, which extends the holding period for trades until the day’s close, was up +32.2 points.

146 stocks traded yesterday: 111 long and 35 stocks traded short in the following sectors. 29/73 were in the Manufacturing sector.

Symbol	L/S	Sector	Sub Industry
FCCO	L	Finance and Insurance	Commercial Banking
FCCO	L	Finance and Insurance	Commercial Banking
FCCO	L	Finance and Insurance	Commercial Banking
TSRO	S	Manufacturing	Pharmaceutical and Medicine Manufacturing
TSRO	S	Manufacturing	Pharmaceutical and Medicine Manufacturing
TSRO	S	Manufacturing	Pharmaceutical and Medicine Manufacturing
CBZ	S	Administrative and Support and Waste Management and Remediation Services	All Other Support Services
CBZ	S	Administrative and Support and Waste Management and Remediation Services	All Other Support Services
CBZ	S	Administrative and Support and Waste Management and Remediation Services	All Other Support Services
PAGS	S	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
PAGS	S	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
PAGS	S	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
MYE	L	Manufacturing	Other Plastics Product Manufacturing
MYE	L	Manufacturing	Other Plastics Product Manufacturing
MYE	L	Manufacturing	Other Plastics Product Manufacturing
SCWX	L	Information	Software Publishers
SCWX	L	Information	Software Publishers
SCWX	L	Information	Software Publishers
PUMP	S	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
PUMP	S	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
PUMP	S	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
XOMA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
XOMA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
XOMA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
IVC	L	Manufacturing	Medical Equipment and Supplies Manufacturing
IVC	L	Manufacturing	Medical Equipment and Supplies Manufacturing
IVC	L	Manufacturing	Medical Equipment and Supplies Manufacturing
FTSI	S	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
FTSI	S	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
FTSI	S	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
TM	L	Manufacturing	Automobile and Light Duty Motor Vehicle Manufacturing
TM	L	Manufacturing	Automobile and Light Duty Motor Vehicle Manufacturing
TM	L	Manufacturing	Automobile and Light Duty Motor Vehicle Manufacturing
DOVA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
DOVA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
DOVA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
CVRR	S	Manufacturing	Petroleum Refineries
CVRR	S	Manufacturing	Petroleum Refineries
CVRR	S	Manufacturing	Petroleum Refineries
CMTL	L	Manufacturing	Radio and Television Broadcasting and Wireless Communications Equipment Manufacturing
CMTL	L	Manufacturing	Radio and Television Broadcasting and Wireless Communications Equipment Manufacturing
CMTL	L	Manufacturing	Radio and Television Broadcasting and Wireless Communications Equipment Manufacturing
MARK	L	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
MARK	L	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
MARK	L	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
NBL	S	Mining, Quarrying, and Oil and Gas Extraction
NBL	S	Mining, Quarrying, and Oil and Gas Extraction
NBL	S	Mining, Quarrying, and Oil and Gas Extraction
ZNGA	L	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
ZNGA	L	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
ZNGA	L	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
TANH	L	Manufacturing	Other Petroleum and Coal Products Manufacturing
TANH	L	Manufacturing	Other Petroleum and Coal Products Manufacturing
TANH	L	Manufacturing	Other Petroleum and Coal Products Manufacturing
CDNS	L	Information	Software Publishers
CDNS	L	Information	Software Publishers
CDNS	L	Information	Software Publishers
BAND	L	Information	Software Publishers
BAND	L	Information	Software Publishers
BAND	L	Information	Software Publishers
CFX	S	Manufacturing	Pump and Compressor Manufacturing
CFX	S	Manufacturing	Pump and Compressor Manufacturing
CFX	S	Manufacturing	Pump and Compressor Manufacturing
KOS	L	Mining, Quarrying, and Oil and Gas Extraction	Oil and Gas Extraction
KOS	L	Mining, Quarrying, and Oil and Gas Extraction	Oil and Gas Extraction
KOS	L	Mining, Quarrying, and Oil and Gas Extraction	Oil and Gas Extraction
CDXS	L	Professional, Scientific, and Technical Services	Research and Development in the Physical, Engineering, and Life Sciences
CDXS	L	Professional, Scientific, and Technical Services	Research and Development in the Physical, Engineering, and Life Sciences
CDXS	L	Professional, Scientific, and Technical Services	Research and Development in the Physical, Engineering, and Life Sciences
FL	S	Retail Trade	Shoe Stores
FL	S	Retail Trade	Shoe Stores
FL	S	Retail Trade	Shoe Stores
SB	L	Transportation and Warehousing	Deep Sea, Coastal, and Great Lakes Water Transportation
SB	L	Transportation and Warehousing	Deep Sea, Coastal, and Great Lakes Water Transportation
SB	L	Transportation and Warehousing	Deep Sea, Coastal, and Great Lakes Water Transportation
TWTR	L	Information	All Other Information Services
TWTR	L	Information	All Other Information Services
TWTR	L	Information	All Other Information Services
VRS	L	Manufacturing	Paper Mills
VRS	L	Manufacturing	Paper Mills
VRS	L	Manufacturing	Paper Mills
TLRA	L	Information	Software Publishers
TLRA	L	Information	Software Publishers
TLRA	L	Information	Software Publishers
CSOD	L	Information	Software Publishers
CSOD	L	Information	Software Publishers
BITA	L	Information	Data Processing, Hosting, and Related Services
BITA	L	Information	Data Processing, Hosting, and Related Services
BITA	L	Information	Data Processing, Hosting, and Related Services
SNV	L	Finance and Insurance	Commercial Banking
SNV	L	Finance and Insurance	Commercial Banking
HES	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
HES	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
SEAS	L	Arts, Entertainment, and Recreation	Amusement and Theme Parks
SEAS	L	Arts, Entertainment, and Recreation	Amusement and Theme Parks
SEAS	L	Arts, Entertainment, and Recreation	Amusement and Theme Parks
AGLE	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
AGLE	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
AGLE	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
OII	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
OII	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
OII	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
DNR	L	Mining, Quarrying, and Oil and Gas Extraction
DNR	L	Mining, Quarrying, and Oil and Gas Extraction
DNR	L	Mining, Quarrying, and Oil and Gas Extraction
TTOO	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
TTOO	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
TTOO	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
FOSL	L	Wholesale Trade	Jewelry, Watch, Precious Stone, and Precious Metal Merchant Wholesalers
FOSL	L	Wholesale Trade	Jewelry, Watch, Precious Stone, and Precious Metal Merchant Wholesalers
FOSL	L	Wholesale Trade	Jewelry, Watch, Precious Stone, and Precious Metal Merchant Wholesalers
ARRY	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
ARRY	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
ARRY	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
GM	L	Manufacturing	Motor Vehicle Body and Trailer Manufacturing
GM	L	Manufacturing	Motor Vehicle Body and Trailer Manufacturing
GM	L	Manufacturing	Motor Vehicle Body and Trailer Manufacturing
PBF	L	Manufacturing	Petroleum Refineries
PBF	L	Manufacturing	Petroleum Refineries
NFX	L	Mining, Quarrying, and Oil and Gas Extraction
NFX	L	Mining, Quarrying, and Oil and Gas Extraction
MUR	L	Mining, Quarrying, and Oil and Gas Extraction
MUR	L	Mining, Quarrying, and Oil and Gas Extraction
CVRR	L	Manufacturing	Petroleum Refineries
CVRR	L	Manufacturing	Petroleum Refineries
TSCO	L	Retail Trade	All Other Miscellaneous Store Retailers
TSCO	L	Retail Trade	All Other Miscellaneous Store Retailers
ALK	L	Transportation and Warehousing	Scheduled Air Transportation
ALK	L	Transportation and Warehousing	Scheduled Air Transportation
KNX	L	Transportation and Warehousing	General Freight Trucking, Long-Distance
KNX	L	Transportation and Warehousing	General Freight Trucking, Long-Distance
KNX	L	Transportation and Warehousing	General Freight Trucking, Long-Distance
CVI	L	Manufacturing	Petroleum Refineries
CVI	L	Manufacturing	Petroleum Refineries
CVI	L	Manufacturing	Petroleum Refineries
AGLE	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
AGLE	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
AGLE	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
TROX	L	Manufacturing	Synthetic Dye and Pigment Manufacturing
TROX	L	Manufacturing	Synthetic Dye and Pigment Manufacturing
TROX	L	Manufacturing	Synthetic Dye and Pigment Manufacturing
IQ	L	Information	Other Publishers
IQ	L	Information	Other Publishers
IQ	L	Information	Other Publishers
EC	L	Mining, Quarrying, and Oil and Gas Extraction	Oil and Gas Extraction
EC	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 18 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 18 strategies selected today 12 are Long, bullish in outlook. 6 are Short, bearish in outlook. Ready for anything. The Tailwind strategy, in the list below, has the highest Win % heading into the Open based on optimized, backtested scenarios.

Here are the algos:

No.	Win%	Strategy	L/S
1	63.5	Bon Shorty	Short
2	60	Breakout	Long
3	66.7	Buyers Stepping In	Long
4	60.6	Close to a cross	Long
5	66.7	Cuts Like a Knife	Short
6	69	Downward Dog	Short
7	60.4	Downward Momentum	Short
8	62.5	Got Dough Wants To Go	Long
9	66.1	Knocking on Resistance	Short
10	62.2	Little Big Guy	Long
11	63.2	Mighty Mouse	Long
12	60	Nice Chart	Long
13	71.2	On Support	Long
14	63.8	Power Hour Long	Long
15	62.7	Putting on the Breaks	Short
16	61.5	Sunrise Mover	Long
17	73.8	Tailwind	Long
18	63.1	Yesterday Hammer Today Strength	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.

“Inquire about sponsorship opportunities for this series at info@trade-ideas.com.”

Best regards,

Holly

Investment Discovery Engineer, Virtual Analyst

Trade Ideas LLC

Actionable Market Intelligence