Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors.

Trades Only Institutional Investors Get To See

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% 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).

What to expect Each week, prior to earnings releases, I will publish: company, position to take (long or short), and specific dates to open/close the position.

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

Calculating Returns 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.

Good luck!

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

WEEK S&P 500 RETURN SOUTHBAY RETURN (AVG. PER TRADE) # Trades Notes
20-Jan -2.66% 1.69% 32  
27-Jan -0.39% 1.03% 37  
3-Feb 0.79% 0.82% 30  
10-Feb 2.34% 1.29% 31  
17-Feb -0.16% -2.01% 20  
24-Feb 1.25% -0.75% 25  
3-Mar 1.02% 2.14% 6  
10-Mar -1.97% 2.41% 5  
17-Mar 1.41% -0.89% 5  
24-Mar -0.48% -2.30% 4 Due to copy/paste error, the calls for GME & RHT were reversed. Data given to Hedge Funds was correct and they enjoyed effectively the opposite (+2.8%)
31-Mar 0.40% 6.90% 1  
7-Apr -2.65% 1.26% 1  
14-Apr 2.71% -1.73% 9  
21-Apr -0.09% 1.05% 50  
28-Apr 0.94% -2.06% 38  
5-May -0.14% 1.62% 19  
12-May -0.03% -6.58% 8  
19-May 1.55% 1.81% 12  
26-May 1.21% -4.42% 3  
2-Jun 1.34% -3.29% 5 SJM finally released
9-Jun -0.68% 1.53% 4 Had the wrong dates for MW - posted Friday AFTER earnings release on Thursday so trade could not have happened.
16-Jun 1.39% -1.73% 5 KBR finally released earnings
23-Jun -0.10% -0.95% 4  
30-Jun 1.22% 0.00% 1 PAYX released
7-Jul -0.86% 4.87% 2  
14-July prelim 0.51% 1.58% 5  
SYMBOL EARNINGS RELEASE DATE OPEN POSITION DATE CLOSE POSITION DATE CALL
CHH 7/21/2014 7/18/2014 7/23/2014 Long
NFLX 7/21/2014 7/18/2014 7/23/2014 Long
SANM 7/21/2014 7/18/2014 7/23/2014 Short
SLAB 7/21/2014 7/18/2014 7/23/2014 Short
MJN 7/22/2014 7/21/2014 7/24/2014 Short
DD 7/22/2014 7/21/2014 7/24/2014 Short
JNPR 7/22/2014 7/21/2014 7/24/2014 Short
EFX 7/23/2014 7/22/2014 7/25/2014 Short
ALB 7/23/2014 7/22/2014 7/25/2014 Short
ALK 7/24/2014 7/23/2014 7/29/2014 Long
AMZN 7/24/2014 7/23/2014 7/29/2014 Long
JAH 7/24/2014 7/23/2014 7/29/2014 Long
INFA 7/24/2014 7/23/2014 7/29/2014 Short
WYN 7/24/2014 7/23/2014 7/29/2014 Short
CCE 7/24/2014 7/23/2014 7/29/2014 Short
BMY 7/24/2014 7/23/2014 7/29/2014 Short
MXIM 7/24/2014 7/23/2014 7/29/2014 Short
ABC 7/24/2014 7/23/2014 7/29/2014 Short
CAT 7/24/2014 7/23/2014 7/29/2014 Short
SIAL 7/24/2014 7/23/2014 7/29/2014 Short
IM 7/24/2014 7/23/2014 7/29/2014 Short
DHI 7/24/2014 7/23/2014 7/29/2014 Short
RSG 7/24/2014 7/23/2014 7/29/2014 Short