“On Support” Leads The Daily Regime of Optimized Algorithms

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

As of today, Friday, June 15, 2018, the return from my trading performance since January 1 stands at +87.8 accumulated profit points vs the benchmark SPY’s performance of +11.9 points over the same period. On Thursday my performance was higher +.6 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 Thursday. the SPY was up +.7. My Risk-On mode, which extends the holding period for trades until the day’s close, was up +17.2 points.

128 stocks traded yesterday: 110 long and 18 stocks traded short in the following sectors. 25/64 were in the Manufacturing sector.

Symbol	L/S	Sector	Sub Industry
BHVN	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
BHVN	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
CEIX	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
CEIX	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
LE	L	Manufacturing	Apparel Accessories and Other Apparel Manufacturing
LE	L	Manufacturing	Apparel Accessories and Other Apparel Manufacturing
VICR	L	Manufacturing	Semiconductor and Other Electronic Component Manufacturing
VICR	L	Manufacturing	Semiconductor and Other Electronic Component Manufacturing
VICR	L	Manufacturing	Semiconductor and Other Electronic Component Manufacturing
CCS	L	Construction	Residential Building Construction
CCS	L	Construction	Residential Building Construction
CCS	L	Construction	Residential Building Construction
MTH	S	Construction	Residential Building Construction
MTH	S	Construction	Residential Building Construction
MTH	S	Construction	Residential Building Construction
INSP	L	Manufacturing	Navigational, Measuring, Electromedical, and Control Instruments Manufacturing
INSP	L	Manufacturing	Navigational, Measuring, Electromedical, and Control Instruments Manufacturing
TEO	S	Information	Wired Telecommunications Carriers
TEO	S	Information	Wired Telecommunications Carriers
TEO	S	Information	Wired Telecommunications Carriers
CBPX	L	Manufacturing	Gypsum Product Manufacturing
CBPX	L	Manufacturing	Gypsum Product Manufacturing
CBPX	L	Manufacturing	Gypsum Product Manufacturing
CBZ	L	Administrative and Support and Waste Management and Remediation Services	All Other Support Services
CBZ	L	Administrative and Support and Waste Management and Remediation Services	All Other Support Services
CBZ	L	Administrative and Support and Waste Management and Remediation Services	All Other Support Services
RETA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
RETA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
RETA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
VZ	L	Information	Satellite Telecommunications
VZ	L	Information	Satellite Telecommunications
RFP	L	Manufacturing	Paper Mills
RFP	L	Manufacturing	Paper Mills
RFP	L	Manufacturing	Paper Mills
DNKN	L	Accommodation and Food Services
DNKN	L	Accommodation and Food Services
DNKN	L	Accommodation and Food Services
MIK	S	Retail Trade	Hobby, Toy, and Game Stores
MIK	S	Retail Trade	Hobby, Toy, and Game Stores
MIK	S	Retail Trade	Hobby, Toy, and Game Stores
TAL	S	Educational Services	Elementary and Secondary Schools
TAL	S	Educational Services	Elementary and Secondary Schools
TAL	S	Educational Services	Elementary and Secondary Schools
SESN	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
SESN	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
SESN	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
MDXG	L	Manufacturing	Medical Equipment and Supplies Manufacturing
MDXG	L	Manufacturing	Medical Equipment and Supplies Manufacturing
MDXG	L	Manufacturing	Medical Equipment and Supplies Manufacturing
TEO	S	Information	Wired Telecommunications Carriers
TEO	S	Information	Wired Telecommunications Carriers
TEO	S	Information	Wired Telecommunications Carriers
WBAI	L	Arts, Entertainment, and Recreation	Other Gambling Industries
WBAI	L	Arts, Entertainment, and Recreation	Other Gambling Industries
WBAI	L	Arts, Entertainment, and Recreation	Other Gambling Industries
DAN	S	Manufacturing	Motor Vehicle Gasoline Engine and Engine Parts Manufacturing
DAN	S	Manufacturing	Motor Vehicle Gasoline Engine and Engine Parts Manufacturing
DAN	S	Manufacturing	Motor Vehicle Gasoline Engine and Engine Parts Manufacturing
USAC	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
USAC	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
USAC	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
NAV	L	Manufacturing	Motor Vehicle Body and Trailer Manufacturing
NAV	L	Manufacturing	Motor Vehicle Body and Trailer Manufacturing
NAV	L	Manufacturing	Motor Vehicle Body and Trailer Manufacturing
NAV	L	Manufacturing	Motor Vehicle Body and Trailer Manufacturing
NAV	L	Manufacturing	Motor Vehicle Body and Trailer Manufacturing
MUR	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
MUR	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
CTIC	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
CTIC	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
CTIC	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
SOI	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
SOI	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
SOI	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
BAND	L	Information	Software Publishers
BAND	L	Information	Software Publishers
BAND	L	Information	Software Publishers
LM	L	Finance and Insurance	Investment Advice
LM	L	Finance and Insurance	Investment Advice
LM	L	Finance and Insurance	Investment Advice
WRB	L	Finance and Insurance	Direct Insurance (except Life, Health, and Medical) Carriers
WRB	L	Finance and Insurance	Direct Insurance (except Life, Health, and Medical) Carriers
WRB	L	Finance and Insurance	Direct Insurance (except Life, Health, and Medical) Carriers
HGV	L	Accommodation and Food Services	Hotels (except Casino Hotels) and Motels
HGV	L	Accommodation and Food Services	Hotels (except Casino Hotels) and Motels
HGV	L	Accommodation and Food Services	Hotels (except Casino Hotels) and Motels
PETS	L	Professional, Scientific, and Technical Services	Veterinary Services
PETS	L	Professional, Scientific, and Technical Services	Veterinary Services
PETS	L	Professional, Scientific, and Technical Services	Veterinary Services
SQM	L	Manufacturing	Other Basic Inorganic Chemical Manufacturing
SQM	L	Manufacturing	Other Basic Inorganic Chemical Manufacturing
KTOS	L	Public Administration	National Security
KTOS	L	Public Administration	National Security
KTOS	L	Public Administration	National Security
NTLA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
NTLA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
NTLA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
NTLA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
NTLA	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
CLR	L	Mining, Quarrying, and Oil and Gas Extraction
CLR	L	Mining, Quarrying, and Oil and Gas Extraction
IRDM	L	Information
IRDM	L	Information
IRDM	L	Information
SMAR	L	Information	Software Publishers
SMAR	L	Information	Software Publishers
SMAR	L	Information	Software Publishers
SCPH	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
SCPH	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
SCPH	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
CYH	L	Health Care and Social Assistance	General Medical and Surgical Hospitals
CYH	L	Health Care and Social Assistance	General Medical and Surgical Hospitals
CYH	L	Health Care and Social Assistance	General Medical and Surgical Hospitals
GDS	L
LE	L	Manufacturing	Apparel Accessories and Other Apparel Manufacturing
ZUO	L	Information	Software Publishers
ZUO	L	Information	Software Publishers
ZUO	L	Information	Software Publishers
AAOI	L	Manufacturing	Semiconductor and Other Electronic Component Manufacturing
AAOI	L	Manufacturing	Semiconductor and Other Electronic Component Manufacturing
AAOI	L	Manufacturing	Semiconductor and Other Electronic Component Manufacturing
ZEN	L	Manufacturing	Manufacturing and Reproducing Magnetic and Optical Media
KFY	L	Administrative and Support and Waste Management and Remediation Services	Employment Placement Agencies and Executive Search Services
PAGS	L	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services

Today’s a new day and I am prepared for the market open with 17 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 17 strategies selected today 13 are Long, bullish in outlook. 4 are Short, bearish in outlook. Ready for anything. The Wait for the 8 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	60	Breakout	Long
2	80	Bullish Pullback	Long
3	68.8	Buyers Stepping In	Long
4	67.5	Cuts Like a Knife	Short
5	66.7	Got Dough Wants To Go	Long
6	63.3	Knocking on Resistance	Short
7	61.7	Little Big Guy	Long
8	61.8	Mighty Mouse	Long
9	60.8	Nice Chart	Long
10	76.2	On Support	Long
11	69.7	Pushing Through Resistance	Long
12	65.8	Putting on the Breaks	Short
13	71.8	Strong Stock Pulling Back	Long
14	63.6	Sunrise Mover	Long
15	69.4	Tailwind	Long
16	60	The 5 Day Bounce	Long
17	70.6	Topping Formation	Short

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