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

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

    WEEKSOUTHBAY RETURNS&P 500 RETURN
    20-Jan1.70%-2.66%
    27-Jan1.03%-0.39%
    3-Feb1.11%0.79%
    10-Feb1.41%2.34%
    17-Feb (preliminary)-1.46%0.11%
    SYMBOLEARNINGS RELEASE DATEOPEN POSITION DATECLOSE POSITION DATECALL
    THC2/24/20142/21/20142/26/2014Long
    CLGX2/25/20142/24/20142/27/2014Long
    DPZ2/25/20142/24/20142/27/2014Long
    HD2/25/20142/24/20142/27/2014Long
    HTZ2/25/20142/24/20142/27/2014Long
    ADSK2/26/20142/25/20142/28/2014Long
    ECL2/26/20142/25/20142/28/2014Long
    TDS2/26/20142/25/20142/28/2014Long
    ANSS2/27/20142/26/20143/3/2014Long
    BWC2/27/20142/26/20143/3/2014Long
    CHS2/27/20142/26/20143/3/2014Long
    DECK2/27/20142/26/20143/3/2014Long
    ROST2/27/20142/26/20143/3/2014Long
    SHLD2/28/20142/27/20143/4/2014Long
    FTR2/24/20142/21/20142/26/2014Short
    GEF2/24/20142/21/20142/26/2014Short
    JAZZ2/25/20142/24/20142/27/2014Short
    NDSN2/25/20142/24/20142/27/2014Short
    CLH2/26/20142/25/20142/28/2014Short
    EXPD2/26/20142/25/20142/28/2014Short
    LOW2/26/20142/25/20142/28/2014Short
    CPRT2/27/20142/26/20143/3/2014Short
    MYL2/27/20142/26/20143/3/2014Short
    WIN2/27/20142/26/20143/3/2014Short
    CVC2/28/20142/27/20143/4/2014Short

    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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