HOLLY: “Float On” Leads 17 Other Trade Ideas

HOLLY |


“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. Have a great morning. See you in the markets!

Best Regards,

Holly
Investment Discovery Engineer, Virtual Analyst
Trade Ideas LLC

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