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azatlin
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I harvest data, extract the signal and convert it into actionable trades.
  • 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!

    -------------------------------

    PERFORMANCE SUMMARY  
    WEEKSOUTHBAY RETURNS&P 500 RETURN  
    21-Jan1.7%-2.7%  
    28-Jan (pending)0.5%-0.4%  
         
         
         
    SYMBOLEARNINGS RELEASE DATEOPEN POSITION DATECLOSE POSITION DATECALL
    YUM2/3/20141/31/20142/5/2014Short
    CLX2/4/20142/3/20142/6/2014Long
    BSX2/4/20142/3/20142/6/2014Short
    CERN2/4/20142/3/20142/6/2014Short
    AKAM2/5/20142/4/20142/7/2014Long
    BDX2/5/20142/4/20142/7/2014Long
    CAH2/5/20142/4/20142/7/2014Long
    CHD2/5/20142/4/20142/7/2014Long
    K2/5/20142/4/20142/7/2014Long
    MYGN2/5/20142/4/20142/7/2014Long
    TRMB2/5/20142/4/20142/7/2014Long
    AGN2/5/20142/4/20142/7/2014Short
    VSH2/5/20142/4/20142/7/2014Short
    AET2/6/20142/5/20142/10/2014Long
    VRSN2/6/20142/5/20142/10/2014Long
    ATML2/6/20142/5/20142/10/2014Short
    CVA2/6/20142/5/20142/10/2014Short
    DV2/6/20142/5/20142/10/2014Short
    GRA2/6/20142/5/20142/10/2014Short
    RL2/6/20142/5/20142/10/2014Short
    TPX2/6/20142/5/20142/10/2014Short
    AAN2/7/20142/6/20142/11/2014Long
    CI2/7/20142/6/20142/11/2014Long
    CSL2/7/20142/6/20142/11/2014Long
    G2/7/20142/6/20142/11/2014Long
    HOT2/7/20142/6/20142/11/2014Long
    ARW2/7/20142/6/20142/11/2014Short
    CCE2/7/20142/6/20142/11/2014Short
    CFN2/7/20142/6/20142/11/2014Short
    FLIR2/7/20142/6/20142/11/2014Short
    INGR2/7/20142/6/20142/11/2014Short
         
    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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