Trade Ideas at close on 7-Nov-2013 , $EWZ, $TSLA, $NLY

Trade Ideas at close on 7-Nov-2013 , $EWZ, $TSLA, $NLY

Trade Ideas 7-Nov -2013

operating the Quant-Ideas pro database , with the below query

price > 5 & trade sample size over past 4 years > 16, & the average monthly volume > 10 mil & the %age winners > 70% , & the outlier profit factor >  3 ,& pay off ratio > 1.5  & the historical average profit of > 1%

we found the following three trades , assuming one has entered at market on close on 7 Nov-2013 and exiting on 8 Nov -2013

1) Short $EWZ ( iShares MSCI Brazil Index), RSI (14) crosses below 30 

below the trading odds for short at close when $EWZ RSI (14) Crosses below 30 and buy to cover the next day at close, since last 4 years

  • Total # of Trades : 19
  • Percent Profitable Trades : 74%
  • Number of Win Trades : 14
  • Number of Loss Trades : 5
  • Avg Profit Trade % : 1.31
  • Median Trade % : -0.28
  • Avg Win Trade % : 2.22%
  • Avg Loss Trade % : 1.23%
  • Max Win Trade % : 6.78%
  • Max Loss Trade % : 1.7%
  • Max Consecutive Wins: 5
  • Max Consecutive Losses: 1
  • Ratio Avg Win / Avg Loss % :1.8
  • Profit Factor :5.14
  • Outlier Adjusted Profit Factor :3.9

2) Long $NLY (Annaly Capital Management Inc) lost more than 3% , 

below the trading odds for long at close when $NLY lost more than 3% during the current session and exit at next close , since last 4 years.

  • Total # of Trades : 19
  • Percent Profitable Trades :74%
  • Number of Win Trades :14
  • Number of Loss Trades :5
  • Avg Profit Trade % :1.33
  • Median Trade % :0.53%
  • Avg Win Trade % :2.13%
  • Avg Loss Trade % :-0.91%
  • Max Win Trade % :9.29%
  • Max Loss Trade % :2.65%
  • Max Consecutive Wins :7
  • Max Consecutive Losses: 2
  • Ratio Avg Win / Avg Loss % :2.34
  • Profit Factor: 5.88
  • Outlier Adjusted Profit Factor: 3.91

3) Long $TSLA (Tesla Motors Inc ) lost more than 15% , during last 10 trading days ( or ROC(10) <-15% ) 

Below the trading odds for the $TSLA longs over the next 1/2/3/4/5 trading days period when ever $TSLA lost more than 15% over two weeks ( ten trading days)

Exit # Wins % Wins Avg% Med% Avg Win % Avg Loss % Pay Off Max Loss %
t+1 20 15 75 2.17 0.67 3.52 -1.88 1.87 -4.27
t+2 20 15 75 4.08 3.96 6.12 -2.06 2.97 -4.81
t+3 20 15 75 5.13 5.31 7.40 -1.68 4.4 -4.57
t+4 20 18 90 5.88 4.3 6.59 -0.56 11.77 -0.82
t+5 20 19 95 6.54 4.9 6.90 -0.36 19.17 -0.36

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