azatlin's  Instablog

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I harvest data, extract the signal and convert it into actionable trades.
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  • Stock Trades Only Hedge Funds Get To See 0 comments
    Feb 21, 2014 5:59 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!


    20-Jan 1.70% -2.66%
    27-Jan 1.03% -0.39%
    3-Feb 1.11% 0.79%
    10-Feb 1.41% 2.34%
    17-Feb (preliminary) -1.46% 0.11%
    THC 2/24/2014 2/21/2014 2/26/2014 Long
    CLGX 2/25/2014 2/24/2014 2/27/2014 Long
    DPZ 2/25/2014 2/24/2014 2/27/2014 Long
    HD 2/25/2014 2/24/2014 2/27/2014 Long
    HTZ 2/25/2014 2/24/2014 2/27/2014 Long
    ADSK 2/26/2014 2/25/2014 2/28/2014 Long
    ECL 2/26/2014 2/25/2014 2/28/2014 Long
    TDS 2/26/2014 2/25/2014 2/28/2014 Long
    ANSS 2/27/2014 2/26/2014 3/3/2014 Long
    BWC 2/27/2014 2/26/2014 3/3/2014 Long
    CHS 2/27/2014 2/26/2014 3/3/2014 Long
    DECK 2/27/2014 2/26/2014 3/3/2014 Long
    ROST 2/27/2014 2/26/2014 3/3/2014 Long
    SHLD 2/28/2014 2/27/2014 3/4/2014 Long
    FTR 2/24/2014 2/21/2014 2/26/2014 Short
    GEF 2/24/2014 2/21/2014 2/26/2014 Short
    JAZZ 2/25/2014 2/24/2014 2/27/2014 Short
    NDSN 2/25/2014 2/24/2014 2/27/2014 Short
    CLH 2/26/2014 2/25/2014 2/28/2014 Short
    EXPD 2/26/2014 2/25/2014 2/28/2014 Short
    LOW 2/26/2014 2/25/2014 2/28/2014 Short
    CPRT 2/27/2014 2/26/2014 3/3/2014 Short
    MYL 2/27/2014 2/26/2014 3/3/2014 Short
    WIN 2/27/2014 2/26/2014 3/3/2014 Short
    CVC 2/28/2014 2/27/2014 3/4/2014 Short

    Disclosure: I have no positions in any stocks mentioned, and no plans to initiate any positions within the next 72 hours.

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