“Float On” Leads The Daily Regime of Optimized Algorithms

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

As of today, Wednesday, June 6, 2018, the return from my trading performance since January 1 stands at +67.0 accumulated profit points vs the benchmark SPY’s performance of +8.2 points over the same period. On Tuesday my performance was lower -8.8 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 Tuesday. the SPY was up +.2. My Risk-On mode, which extends the holding period for trades until the day’s close, was down -6.3 points.

117 stocks traded yesterday: 84 long and 33 stocks traded short in the following sectors. 35/117 were in the Manufacturing sector.

Symbol	L/S	Sector	Sub Industry
STAA	L	Manufacturing	Medical Equipment and Supplies Manufacturing
STAA	L	Manufacturing	Medical Equipment and Supplies Manufacturing
STAA	L	Manufacturing	Medical Equipment and Supplies Manufacturing
ZUMZ	L	Retail Trade	Men’s Clothing Stores
ZUMZ	L	Retail Trade	Men’s Clothing Stores
ZUMZ	L	Retail Trade	Men’s Clothing Stores
GHDX	L	Health Care and Social Assistance	Medical and Diagnostic Laboratories
GHDX	L	Health Care and Social Assistance	Medical and Diagnostic Laboratories
GHDX	L	Health Care and Social Assistance	Medical and Diagnostic Laboratories
COOL	S	Manufacturing	Pharmaceutical and Medicine Manufacturing
COOL	S	Manufacturing	Pharmaceutical and Medicine Manufacturing
COOL	S	Manufacturing	Pharmaceutical and Medicine Manufacturing
ZUMZ	L	Retail Trade	Men’s Clothing Stores
ZUMZ	L	Retail Trade	Men’s Clothing Stores
ZUMZ	L	Retail Trade	Men’s Clothing Stores
CERN	L	Information	All Other Information Services
CERN	L	Information	All Other Information Services
CERN	L	Information	All Other Information Services
AQUA	L	Manufacturing	Commercial and Service Industry Machinery Manufacturing
AQUA	L	Manufacturing	Commercial and Service Industry Machinery Manufacturing
AQUA	L	Manufacturing	Commercial and Service Industry Machinery Manufacturing
JCI	L	Construction	Other Heavy and Civil Engineering Construction
JCI	L	Construction	Other Heavy and Civil Engineering Construction
JCI	L	Construction	Other Heavy and Civil Engineering Construction
PAM	S	Utilities	Electric Power Transmission, Control, and Distribution
PAM	S	Utilities	Electric Power Transmission, Control, and Distribution
PAM	S	Utilities	Electric Power Transmission, Control, and Distribution
DCPH	S	Manufacturing	Pharmaceutical and Medicine Manufacturing
DCPH	S	Manufacturing	Pharmaceutical and Medicine Manufacturing
DCPH	S	Manufacturing	Pharmaceutical and Medicine Manufacturing
QDEL	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
QDEL	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
QDEL	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
TTMI	S	Manufacturing	Semiconductor and Other Electronic Component Manufacturing
TTMI	S	Manufacturing	Semiconductor and Other Electronic Component Manufacturing
TTMI	S	Manufacturing	Semiconductor and Other Electronic Component Manufacturing
BBBY	S	Retail Trade	Other Home Furnishings Stores
BBBY	S	Retail Trade	Other Home Furnishings Stores
BBBY	S	Retail Trade	Other Home Furnishings Stores
PCRX	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
PCRX	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
PCRX	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
RUN	L	Utilities	Electric Power Generation
RUN	L	Utilities	Electric Power Generation
RUN	L	Utilities	Electric Power Generation
IBKR	L	Finance and Insurance	Securities Brokerage
IBKR	L	Finance and Insurance	Securities Brokerage
IBKR	L	Finance and Insurance	Securities Brokerage
CLB	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
CLB	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
CLB	L	Mining, Quarrying, and Oil and Gas Extraction	Support Activities for Mining
GME	S	Retail Trade
GME	S	Retail Trade
GME	S	Retail Trade
TEDU	S	Educational Services	Educational Support Services
TEDU	S	Educational Services	Educational Support Services
TEDU	S	Educational Services	Educational Support Services
TEDU	S	Educational Services	Educational Support Services
TEDU	S	Educational Services	Educational Support Services
TEDU	S	Educational Services	Educational Support Services
BCE	L	Information
BCE	L	Information
BCE	L	Information
DLTR	L	Retail Trade
DLTR	L	Retail Trade
DLTR	L	Retail Trade
OPGN	L	Health Care and Social Assistance	Medical and Diagnostic Laboratories
OPGN	L	Health Care and Social Assistance	Medical and Diagnostic Laboratories
OPGN	L	Health Care and Social Assistance	Medical and Diagnostic Laboratories
FOSL	S	Wholesale Trade	Jewelry, Watch, Precious Stone, and Precious Metal Merchant Wholesalers
FOSL	S	Wholesale Trade	Jewelry, Watch, Precious Stone, and Precious Metal Merchant Wholesalers
FOSL	S	Wholesale Trade	Jewelry, Watch, Precious Stone, and Precious Metal Merchant Wholesalers
QURE	S
QURE	S
QURE	S
RUN	L	Utilities	Electric Power Generation
RUN	L	Utilities	Electric Power Generation
QD	L	Finance and Insurance	Other Nondepository Credit Intermediation
QD	L	Finance and Insurance	Other Nondepository Credit Intermediation
QD	L	Finance and Insurance	Other Nondepository Credit Intermediation
CRSP	L
CRSP	L
CRSP	L
FRAN	S	Retail Trade	Clothing Accessories Stores
FRAN	S	Retail Trade	Clothing Accessories Stores
FRAN	S	Retail Trade	Clothing Accessories Stores
WRK	L	Manufacturing	Paperboard Container Manufacturing
WRK	L	Manufacturing	Paperboard Container Manufacturing
YUM	L	Accommodation and Food Services
YUM	L	Accommodation and Food Services
YUM	L	Accommodation and Food Services
JELD	L	Manufacturing	Millwork
JELD	L	Manufacturing	Millwork
TTOO	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
TTOO	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
NX	L	Manufacturing	Ornamental and Architectural Metal Products Manufacturing
ETSY	L	Retail Trade	All Other Miscellaneous Store Retailers
IBM	L	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
IBM	L	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
IBM	L	Professional, Scientific, and Technical Services	Computer Systems Design and Related Services
TMUS	L	Information
TMUS	L	Information
TMUS	L	Information
STX	L	Manufacturing	Computer and Peripheral Equipment Manufacturing
STX	L	Manufacturing	Computer and Peripheral Equipment Manufacturing
STX	L	Manufacturing	Computer and Peripheral Equipment Manufacturing
PCRX	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
PCRX	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
PCRX	L	Manufacturing	Pharmaceutical and Medicine Manufacturing
WDAY	L	Information	Software Publishers
WDAY	L	Information	Software Publishers
WDAY	L	Information	Software Publishers
SOGO	L	Information	Internet Publishing and Broadcasting and Web Search Portals
SOGO	L	Information	Internet Publishing and Broadcasting and Web Search Portals

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 11 are Long, bullish in outlook. 7 are Short, bearish in outlook. Ready for anything. The Float On 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	61	Bon Shorty	Short
2	60.3	Breakout	Long
3	60	Count De Monet	Long
4	67.8	Downward Dog	Short
5	64.1	Downward Momentum	Short
6	76.9	Float On	Long
7	64.6	Knocking on Resistance	Short
8	61.3	Little Big Guy	Long
9	65.5	Looking for Bounce	Long
10	61.2	Nickelback	Long
11	62.3	On Support	Long
12	75	Pushing Through Resistance	Long
13	59.2	Putting on the Breaks	Short
14	63.2	Quarterback	Long
15	60	Selling Strength	Short
16	74.1	Strong Stock Pulling Back	Long
17	62	Topping Formation	Short
18	59.6	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