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Tactical Quant Portfolio – January 9th Weekly Update

|Includes: ALXN, EOG, GGP, GLW, HUM, JNJ, LKQ, MSFT, PPL, REGN, RRC, SPDR S&P 500 Trust ETF (SPY), UDR, WMB

Week over week, our automated portfolio is up 3% vs 1.62% in S&P 500 (NYSEARCA:SPY). We exited 3 trades and entered into 3 new positions. For more information regarding our automated portfolio and quantitative strategy, please visit here.

SYMBOL

NAME

SECTOR

LONG/SHORT

SIGNAL TYPE

INITIATE DATE

INITIATE PRICE

EXIT DATE

EXIT PRICE

TOTAL PNL %

3 Exited Trades

Avg

5.17%

 

MSFT

Microsoft

Information Technology

Long

Stat Pattern

2016-12-06

59.95

2017-01-04

62.30

3.92%

JNJ

Johnson & Johnson

Health Care

Long

Stat Rarity

2016-12-06

112.06

2017-01-04

115.65

3.2%

UDR

UDR Inc

Financials

Long

Stat Pattern

2016-12-06

33.50

2017-01-04

36.31

8.39%

New Positions

SYMBOL

NAME

SECTOR

POSITION

INITIATE DATE

INITIATE PRICE

CURRENT PRICE

TOTAL PNL %

DAILY PNL %

REGN

Regeneron

Health Care

Long

2017-01-06

358.68

358.68

0%

0%

RRC

Range Resources Corp.

Energy

Long

2017-01-06

34.23

34.23

0%

0%

FL

Foot Locker Inc

Consumer Discretionary

Long

2017-01-03

71.73

70.79

-1.31%

 

Current positions:

SYMBOL

NAME

SECTOR

INITIATE DATE

INITIATE PRICE

CURRENT PRICE

TOTAL PNL %

DAILY PNL %

Long

12 Holdings

3.89%

0.62%

GRMN

Garmin Ltd.

Consumer Discretionary

2016-12-14

48.89

49.04

0.31%

-0.91%

WMB

Williams Cos.

Energy

2016-12-15

29.12

32.42

11.33%

2.14%

GLW

Corning Inc.

Industrials

2016-12-15

24.24

24.52

1.16%

0.86%

PPL

PPL Corp.

Utilities

2016-12-20

34.50

34.56

0.17%

0.76%

ALXN

Alexion Pharmaceuticals

Health Care

2016-12-20

116.72

143.61

23.04%

3.18%

HUM

Humana Inc.

Health Care

2016-12-22

202.93

201.73

-0.59%

0.5%

GGP

General Growth Properties Inc.

Financials

2016-12-28

24.41

26.00

6.51%

0%

LKQ

LKQ Corporation

Consumer Discretionary

2016-12-28

30.88

31.67

2.56%

1.31%

EOG

EOG Resources

Energy

2016-12-28

101.65

105.21

3.5%

0.99%

FL

Foot Locker Inc

Consumer Discretionary

2017-01-03

71.73

70.79

-1.31%

-1.37%

REGN

Regeneron

Health Care

2017-01-06

358.68

358.68

0%

0%

RRC

Range Resources Corp.

Energy

2017-01-06

34.23

34.23

0%

0%

Disclosure: I am/we are long THE ABOVE POSITIONS IN OUR QUANT PORTFOLIO.

Additional disclosure: Our trading signals and portfolios do not constitute a personal investment advice or recommendation. Please practice due diligence before investing in any of the securities mentioned above.