“Quarterback” Leads 20 Algos, 17 Long: Holly Morning Huddle
“Quarterback” Leads 20 Algos, 17 Long: Holly Morning Huddle
Jun 22, 2018
“Quarterback” Leads The Daily Regime of Optimized Algorithms
Good morning. “‘Quarterback’, today’s high performing algorithm, headlines the Holly Morning Huddle Report.”
As of today, Friday, June 22, 2018, the return from my trading performance since January 1 stands at +61.4 accumulated profit points vs the benchmark SPY’s performance of +7.4 points over the same period. On Thursday my performance was lower -1.6 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 -1.7. My Risk-On mode, which extends the holding period for trades until the day’s close, was down -1.4 points.
118 stocks traded yesterday: 25 long and 93 stocks traded short in the following sectors. 53/118 were in the Manufacturing sector.
| Symbol | L/S | Sector | Sub Industry |
| DRYS | L | Transportation and Warehousing | Deep Sea, Coastal, and Great Lakes Water Transportation |
| DRYS | L | Transportation and Warehousing | Deep Sea, Coastal, and Great Lakes Water Transportation |
| DRYS | L | Transportation and Warehousing | Deep Sea, Coastal, and Great Lakes Water Transportation |
| BCEI | L | Mining, Quarrying, and Oil and Gas Extraction | |
| SLDB | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| SLDB | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| SLDB | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| QUAD | S | Manufacturing | Printing |
| QUAD | S | Manufacturing | Printing |
| QUAD | S | Manufacturing | Printing |
| ANIK | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| ANIK | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| ANIK | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| PF | S | Manufacturing | Frozen Food Manufacturing |
| PF | S | Manufacturing | Frozen Food Manufacturing |
| FCSC | L | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| FCSC | L | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| FCSC | L | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| TSRO | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| TSRO | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| TSRO | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| EBF | S | Manufacturing | Printing |
| EBF | S | Manufacturing | Printing |
| EBF | S | Manufacturing | Printing |
| DHT | L | Transportation and Warehousing | Deep Sea, Coastal, and Great Lakes Water Transportation |
| DHT | L | Transportation and Warehousing | Deep Sea, Coastal, and Great Lakes Water Transportation |
| DHT | L | Transportation and Warehousing | Deep Sea, Coastal, and Great Lakes Water Transportation |
| QURE | L | ||
| GGAL | S | Finance and Insurance | Miscellaneous Intermediation |
| GGAL | S | Finance and Insurance | Miscellaneous Intermediation |
| GGAL | S | Finance and Insurance | Miscellaneous Intermediation |
| GSHD | L | Finance and Insurance | Direct Insurance (except Life, Health, and Medical) Carriers |
| GSHD | L | Finance and Insurance | Direct Insurance (except Life, Health, and Medical) Carriers |
| GSHD | L | Finance and Insurance | Direct Insurance (except Life, Health, and Medical) Carriers |
| HLNE | L | Finance and Insurance | Investment Advice |
| HLNE | L | Finance and Insurance | Investment Advice |
| BOXL | S | Manufacturing | Other Communications Equipment Manufacturing |
| BOXL | S | Manufacturing | Other Communications Equipment Manufacturing |
| BOXL | S | Manufacturing | Other Communications Equipment Manufacturing |
| NYT | S | Information | Newspaper Publishers |
| NYT | S | Information | Newspaper Publishers |
| BOXL | S | Manufacturing | Other Communications Equipment Manufacturing |
| BOXL | S | Manufacturing | Other Communications Equipment Manufacturing |
| BOXL | S | Manufacturing | Other Communications Equipment Manufacturing |
| BGCP | S | Finance and Insurance | Securities Brokerage |
| BGCP | S | Finance and Insurance | Securities Brokerage |
| BGCP | S | Finance and Insurance | Securities Brokerage |
| JKS | S | Manufacturing | Semiconductor and Other Electronic Component Manufacturing |
| JKS | S | Manufacturing | Semiconductor and Other Electronic Component Manufacturing |
| JKS | S | Manufacturing | Semiconductor and Other Electronic Component Manufacturing |
| DOC | S | Real Estate and Rental and Leasing | Lessors of Other Real Estate Property |
| DOC | S | Real Estate and Rental and Leasing | Lessors of Other Real Estate Property |
| DOC | S | Real Estate and Rental and Leasing | Lessors of Other Real Estate Property |
| BFR | S | Finance and Insurance | Sales Financing |
| SPR | S | Manufacturing | Aerospace Product and Parts Manufacturing |
| SPR | S | Manufacturing | Aerospace Product and Parts Manufacturing |
| SPR | S | Manufacturing | Aerospace Product and Parts Manufacturing |
| SPR | S | Manufacturing | Aerospace Product and Parts Manufacturing |
| SPR | S | Manufacturing | Aerospace Product and Parts Manufacturing |
| SPR | S | Manufacturing | Aerospace Product and Parts Manufacturing |
| TXT | S | Manufacturing | Aerospace Product and Parts Manufacturing |
| TXT | S | Manufacturing | Aerospace Product and Parts Manufacturing |
| TXT | S | Manufacturing | Aerospace Product and Parts Manufacturing |
| TXT | S | Manufacturing | Aerospace Product and Parts Manufacturing |
| TXT | S | Manufacturing | Aerospace Product and Parts Manufacturing |
| TXT | S | Manufacturing | Aerospace Product and Parts Manufacturing |
| GDI | S | Manufacturing | Navigational, Measuring, Electromedical, and Control Instruments Manufacturing |
| GDI | S | Manufacturing | Navigational, Measuring, Electromedical, and Control Instruments Manufacturing |
| GDI | S | Manufacturing | Navigational, Measuring, Electromedical, and Control Instruments Manufacturing |
| YELP | S | Information | Internet Publishing and Broadcasting and Web Search Portals |
| YELP | S | Information | Internet Publishing and Broadcasting and Web Search Portals |
| YELP | S | Information | Internet Publishing and Broadcasting and Web Search Portals |
| WING | S | Accommodation and Food Services | |
| WING | S | Accommodation and Food Services | |
| WING | S | Accommodation and Food Services | |
| WING | S | Accommodation and Food Services | |
| WING | S | Accommodation and Food Services | |
| WING | S | Accommodation and Food Services | |
| GPOR | S | Mining, Quarrying, and Oil and Gas Extraction | |
| RYTM | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| RYTM | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| RYTM | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| MTCH | S | Information | Internet Publishing and Broadcasting and Web Search Portals |
| MTCH | S | Information | Internet Publishing and Broadcasting and Web Search Portals |
| MTCH | S | Information | Internet Publishing and Broadcasting and Web Search Portals |
| WCC | S | Wholesale Trade | Electrical Apparatus and Equipment, Wiring Supplies, and Related Equipment Merchant Wholesalers |
| WCC | S | Wholesale Trade | Electrical Apparatus and Equipment, Wiring Supplies, and Related Equipment Merchant Wholesalers |
| WCC | S | Wholesale Trade | Electrical Apparatus and Equipment, Wiring Supplies, and Related Equipment Merchant Wholesalers |
| STT | S | Finance and Insurance | Investment Banking and Securities Dealing |
| STT | S | Finance and Insurance | Investment Banking and Securities Dealing |
| STT | S | Finance and Insurance | Investment Banking and Securities Dealing |
| STT | S | Finance and Insurance | Investment Banking and Securities Dealing |
| STT | S | Finance and Insurance | Investment Banking and Securities Dealing |
| STT | S | Finance and Insurance | Investment Banking and Securities Dealing |
| STT | S | Finance and Insurance | Investment Banking and Securities Dealing |
| STT | S | Finance and Insurance | Investment Banking and Securities Dealing |
| STT | S | Finance and Insurance | Investment Banking and Securities Dealing |
| GNC | L | Retail Trade | Other Health and Personal Care Stores |
| GNC | L | Retail Trade | Other Health and Personal Care Stores |
| GNC | L | Retail Trade | Other Health and Personal Care Stores |
| SUPV | S | ||
| SUPV | S | ||
| SUPV | S | ||
| PLAY | S | Accommodation and Food Services | |
| PLAY | S | Accommodation and Food Services | |
| PLAY | S | Accommodation and Food Services | |
| BFR | S | Finance and Insurance | Sales Financing |
| BFR | S | Finance and Insurance | Sales Financing |
| BFR | S | Finance and Insurance | Sales Financing |
| SENS | L | Health Care and Social Assistance | Medical and Diagnostic Laboratories |
| SENS | L | Health Care and Social Assistance | Medical and Diagnostic Laboratories |
| SENS | L | Health Care and Social Assistance | Medical and Diagnostic Laboratories |
| RYTM | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| RYTM | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| RYTM | S | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| CATB | L | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| CATB | L | Manufacturing | Pharmaceutical and Medicine Manufacturing |
| CATB | L | Manufacturing | Pharmaceutical and Medicine Manufacturing |
Today’s a new day and I am prepared for the market open with 20 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 20 strategies selected today 17 are Long, bullish in outlook. 3 are Short, bearish in outlook. Ready for anything. The Quarterback 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 | 59.7 | Bullish Pullback | Long |
| 2 | 67.1 | Buyers Stepping In | Long |
| 3 | 64.4 | Cuts Like a Knife | Short |
| 4 | 85.4 | Downward Dog | Short |
| 5 | 61 | Float On | Long |
| 6 | 61.8 | Got Dough Wants To Go | Long |
| 7 | 65.3 | Heating Up | Long |
| 8 | 62.3 | Little Big Guy | Long |
| 9 | 68 | Looking for Bounce | Long |
| 10 | 71.7 | Mighty Mouse | Long |
| 11 | 62 | Nice Chart | Long |
| 12 | 65.2 | On Support | Long |
| 13 | 64.4 | Power Hour Long | Long |
| 14 | 62.5 | Pushing Through Resistance | Long |
| 15 | 72.4 | Quarterback | Long |
| 16 | 67.2 | Strong Stock Pulling Back | Long |
| 17 | 63.6 | Sunrise Mover | Long |
| 18 | 60 | The 5 Day Bounce | Long |
| 19 | 68.2 | Topping Formation | Short |
| 20 | 64 | 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