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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!

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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 Prelim -0.09% 1.05% 50  
SYMBOL EARNINGS RELEASE DATE OPEN POSITION DATE CLOSE POSITION DATE CALL
CHTR 4/28/2014 4/25/2014 4/30/2014 Short
AWI 4/28/2014 4/25/2014 4/30/2014 Short
CHTR 4/28/2014 4/25/2014 4/30/2014 Short
ACT 4/29/2014 4/28/2014 5/1/2014 Long
BSX 4/29/2014 4/28/2014 5/1/2014 Long
RYN 4/29/2014 4/28/2014 5/1/2014 Long
TRW 4/29/2014 4/28/2014 5/1/2014 Long
WAT 4/29/2014 4/28/2014 5/1/2014 Long
DBD 4/29/2014 4/28/2014 5/1/2014 Long
BMY 4/29/2014 4/28/2014 5/1/2014 Short
HSP 4/29/2014 4/28/2014 5/1/2014 Short
LKQ 4/29/2014 4/28/2014 5/1/2014 Short
SLAB 4/29/2014 4/28/2014 5/1/2014 Short
MAR 4/29/2014 4/28/2014 5/1/2014 Short
ACT 4/30/2014 4/29/2014 5/2/2014 Long
SFLY 4/30/2014 4/29/2014 5/2/2014 Long
ENR 4/30/2014 4/29/2014 5/2/2014 Short
MWV 4/30/2014 4/29/2014 5/2/2014 Short
SLGN 4/30/2014 4/29/2014 5/2/2014 Short
CMP 4/30/2014 4/29/2014 5/2/2014 Short
CNW 4/30/2014 4/29/2014 5/2/2014 Short
TEX 4/30/2014 4/29/2014 5/2/2014 Short
CLX 5/1/2014 4/30/2014 5/5/2014 Long
K 5/1/2014 4/30/2014 5/5/2014 Long
CVD 5/1/2014 4/30/2014 5/5/2014 Long
CI 5/1/2014 4/30/2014 5/5/2014 Long
SWI 5/1/2014 4/30/2014 5/5/2014 Long
ITT 5/1/2014 4/30/2014 5/5/2014 Long
BLL 5/1/2014 4/30/2014 5/5/2014 Short
BWA 5/1/2014 4/30/2014 5/5/2014 Short
CTRX 5/1/2014 4/30/2014 5/5/2014 Short
MA 5/1/2014 4/30/2014 5/5/2014 Short
MGM 5/1/2014 4/30/2014 5/5/2014 Short
MYL 5/1/2014 4/30/2014 5/5/2014 Short
AKAM 5/1/2014 4/30/2014 5/5/2014 Short
BG 5/1/2014 4/30/2014 5/5/2014 Short
BMRN 5/1/2014 4/30/2014 5/5/2014 Short
RRD 5/1/2014 4/30/2014 5/5/2014 Short
WU 5/1/2014 4/30/2014 5/5/2014 Short
PSA 5/2/2014 5/1/2014 5/6/2014 Long

Disclosure: I am long AKAM.

Additional disclosure: Other than AKAM, I have no positions in any stocks mentioned. I reserve the right to take a position within the next 72 hours.