azatlin's  Instablog

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I harvest data, extract the signal and convert it into actionable trades.
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  • This Week's Stock Trades That Only Hedge Funds Get To See 0 comments
    Feb 1, 2014 11:41 PM

    I predict earnings surprises for companies in the Russell 1000 for Institutional Investors.

    My track record: 60% of my calls have had a positive return. The average return per trade is 1.2% for a 2 day hold.

    Why earnings surprises Like Willie Sutton said about robbing banks, "because that's where the money is." Earnings day is when a company's stock price will move the most. Up or down. It's almost pure Alpha.

    My System: Sorry, my black box is proprietary. It is based on fundamentals (i.e. not technicalS)

    Why am I sharing it: To establish a public papertrail. You won't get as rich data or as early, but you'll still get it.

    What to expect Each week, prior to earnings releases, I will publish: company, position to take (long or short), specific dates to open and close the position. For simplicity sake, returns will be calculated as the difference between the closing price on the day the position was opened and the closing price on the day the position was closed. All trades are opened the day before (regardless of earnings release before or after market close) and closed 2 trading days after release.

    Note: Be advised that actual earnings release dates may vary from those I post. The actual trade dates may therefore be appropriately shifted

    Good luck!


    21-Jan 1.7% -2.7%    
    28-Jan (pending) 0.5% -0.4%    
    YUM 2/3/2014 1/31/2014 2/5/2014 Short
    CLX 2/4/2014 2/3/2014 2/6/2014 Long
    BSX 2/4/2014 2/3/2014 2/6/2014 Short
    CERN 2/4/2014 2/3/2014 2/6/2014 Short
    AKAM 2/5/2014 2/4/2014 2/7/2014 Long
    BDX 2/5/2014 2/4/2014 2/7/2014 Long
    CAH 2/5/2014 2/4/2014 2/7/2014 Long
    CHD 2/5/2014 2/4/2014 2/7/2014 Long
    K 2/5/2014 2/4/2014 2/7/2014 Long
    MYGN 2/5/2014 2/4/2014 2/7/2014 Long
    TRMB 2/5/2014 2/4/2014 2/7/2014 Long
    AGN 2/5/2014 2/4/2014 2/7/2014 Short
    VSH 2/5/2014 2/4/2014 2/7/2014 Short
    AET 2/6/2014 2/5/2014 2/10/2014 Long
    VRSN 2/6/2014 2/5/2014 2/10/2014 Long
    ATML 2/6/2014 2/5/2014 2/10/2014 Short
    CVA 2/6/2014 2/5/2014 2/10/2014 Short
    DV 2/6/2014 2/5/2014 2/10/2014 Short
    GRA 2/6/2014 2/5/2014 2/10/2014 Short
    RL 2/6/2014 2/5/2014 2/10/2014 Short
    TPX 2/6/2014 2/5/2014 2/10/2014 Short
    AAN 2/7/2014 2/6/2014 2/11/2014 Long
    CI 2/7/2014 2/6/2014 2/11/2014 Long
    CSL 2/7/2014 2/6/2014 2/11/2014 Long
    G 2/7/2014 2/6/2014 2/11/2014 Long
    HOT 2/7/2014 2/6/2014 2/11/2014 Long
    ARW 2/7/2014 2/6/2014 2/11/2014 Short
    CCE 2/7/2014 2/6/2014 2/11/2014 Short
    CFN 2/7/2014 2/6/2014 2/11/2014 Short
    FLIR 2/7/2014 2/6/2014 2/11/2014 Short
    INGR 2/7/2014 2/6/2014 2/11/2014 Short
    Note: Actual release dates may vary. Focus on opening position the  
    day before release and closing 2 days later      

    Disclosure: I am long AKAM.

    Additional disclosure: I have no positions in any stocks other than AKAM, but I reserve the right to take a position within the next 48 hours

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