Trade Ideas Blog

“Tailwind” Leads 11 Algos, 9 Long: Holly Morning Huddle

Jul 17, 2017

“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, Monday, July 17, 2017, the return from my trading performance since January 1 stands at +58.5 accumulated profit points vs the benchmark SPY’s performance of +21.9 points over the same period. On Friday my performance was higher +.9 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 +1.1. My Risk-On mode, which extends the holding period for trades until the day’s close, was down -0.2 points.

28 stocks traded yesterday: 28 long stocks traded in the following sectors. 4/7 were in the Manufacturing sector.

Symbol L/S Sector Sub Industry
NNBR L Manufacturing All Other Fabricated Metal Product Manufacturing
CARB L Information Software Publishers
TVTY L Health Care and Social Assistance Other Outpatient Care Centers
ATRA L Manufacturing Pharmaceutical and Medicine Manufacturing
ARLP L Mining, Quarrying, and Oil and Gas Extraction Coal Mining
SHLX L Transportation and Warehousing Pipeline Transportation of Crude Oil
ATNX L Manufacturing Pharmaceutical and Medicine Manufacturing
EXAS L Health Care and Social Assistance Medical and Diagnostic Laboratories
POLA L Manufacturing Other Communications Equipment Manufacturing
MRAM L Manufacturing Computer and Peripheral Equipment Manufacturing
MMYT L Administrative and Support and Waste Management and Remediation Services Travel Agencies
ACRX L Manufacturing Medical Equipment and Supplies Manufacturing
GKOS L Manufacturing Medical Equipment and Supplies Manufacturing
TGH L Real Estate and Rental and Leasing Other Commercial and Industrial Machinery and Equipment Rental and Leasing
ASYS L Manufacturing
NHI L Real Estate and Rental and Leasing Lessors of Nonresidential Buildings (except Miniwarehouses)
RPRX L Manufacturing Pharmaceutical and Medicine Manufacturing
BOBE L Manufacturing All Other Food Manufacturing
VBIV L Manufacturing Pharmaceutical and Medicine Manufacturing
CYRX L Manufacturing Polystyrene Foam Product Manufacturing
LMAT L Manufacturing Medical Equipment and Supplies Manufacturing
GLOG L Transportation and Warehousing Deep Sea, Coastal, and Great Lakes Water Transportation
COLL L Manufacturing Pharmaceutical and Medicine Manufacturing
IXYS L Manufacturing Semiconductor and Other Electronic Component Manufacturing
ZYNE L Manufacturing Pharmaceutical and Medicine Manufacturing
BVN L Mining, Quarrying, and Oil and Gas Extraction Gold Ore and Silver Ore Mining
ABX L Mining, Quarrying, and Oil and Gas Extraction Gold Ore and Silver Ore Mining
EBAY L Retail Trade Electronic Shopping and Mail-Order Houses

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 9 are Long, bullish in outlook. 2 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. Test Win% Strategy L/S
1 63.2 Downward Dog Short
2 68.5 Float On Long
3 62.6 Knocking on Resistance Short
4 67.6 Nice Chart Long
5 60 Nickelback Long
6 60 Power Hour Long Long
7 59.8 Quarterback Long
8 64.4 Strong Stock Pulling Back Long
9 62.2 Sunrise Mover Long
10 75.6 Tailwind Long
11 51.7 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