Tactical Quant Portfolio – January 17th Weekly Update

Week over week, our automated equities portfolio is down 0.7% vs -0.07% in S&P 500 (NYSEARCA:SPY). We exited 3 trades and entered into 7 new positions. For more information regarding our automated portfolio and quantitative strategy, please visit here.

SYMBOL	NAME	SECTOR	LONG/SHORT	INITIATE DATE	INITIATE PRICE	EXIT DATE	EXIT PRICE		TOTAL PNL %
3 Exited Trades
GRMN	Garmin Ltd.	Consumer Discretionary	Long	2016-12-14	48.89	2017-01-12	48.37		-1.06%
GLW	Corning Inc.	Industrials	Long	2016-12-15	24.24	2017-01-13	24.84		2.48%
WMB	Williams Cos.	Energy	Long	2016-12-15	29.12	2017-01-13	28.56		-1.92%

New Positions

SYMBOL	NAME	SECTOR	INITIATE DATE	INITIATE PRICE	CURRENT PRICE	TOTAL PNL %	DAILY PNL%
NFLX	Netflix Inc.	Information Technology	2017-01-09	130.95	133.70	2.1%	3.5%
ALK	Alaska Air Group Inc	Industrials	2017-01-09	87.47	94.32	7.83%	1.14%
AMT	American Tower Corp A	Financials	2017-01-10	103.50	103.45	-0.05%	-0.72%
PDCO	Patterson Companies	Health Care	2017-01-11	40.47	41.28	2%	2.41%
MUR	Murphy Oil	Energy	2017-01-11	31.06	31.13	0.23%	0.68%
M	Macys Inc.	Consumer Discretionary	2017-01-11	29.95	29.88	-0.23%	-0.33%
XRX	Xerox Corp.	Information Technology	2017-01-12	6.94	7.05	1.59%	1.59%

Current positions:

SYMBOL	NAME	SECTOR	INITIATE DATE	INITIATE PRICE	CURRENT PRICE	TOTAL PNL %	DAILY PNL %
Long	16 Holdings					2.37%	0.43%
PPL	PPL Corp.	Utilities	2016-12-20	34.50	34.36	-0.41%	-0.41%
ALXN	Alexion Pharmaceuticals	Health Care	2016-12-20	116.72	136.93	17.31%	-0.31%
HUM	Humana Inc.	Health Care	2016-12-22	202.93	202.92	-0%	-1.14%
GGP	General Growth Properties Inc.	Financials	2016-12-28	24.41	24.82	1.68%	-0.32%
EOG	EOG Resources	Energy	2016-12-28	101.65	105.39	3.68%	0.02%
LKQ	LKQ Corporation	Consumer Discretionary	2016-12-28	30.88	31.80	2.98%	0.51%
FL	Foot Locker Inc	Consumer Discretionary	2017-01-03	71.73	70.55	-1.65%	0.28%
RRC	Range Resources Corp.	Energy	2017-01-06	34.23	33.64	-1.72%	-1.03%
REGN	Regeneron	Health Care	2017-01-06	358.68	368.16	2.64%	1.02%
NFLX	Netflix Inc.	Information Technology	2017-01-09	130.95	133.70	2.1%	3.5%
ALK	Alaska Air Group Inc	Industrials	2017-01-09	87.47	94.32	7.83%	1.14%
AMT	American Tower Corp A	Financials	2017-01-10	103.50	103.45	-0.05%	-0.72%
PDCO	Patterson Companies	Health Care	2017-01-11	40.47	41.28	2%	2.41%
MUR	Murphy Oil	Energy	2017-01-11	31.06	31.13	0.23%	0.68%
M	Macys Inc.	Consumer Discretionary	2017-01-11	29.95	29.88	-0.23%	-0.33%
XRX	Xerox Corp.	Information Technology	2017-01-12	6.94	7.05	1.59%	1.59%

On the other hand, our ETF portfolio is up 2.01%, thanks to the outperformance in emerging markets. We exited Hong Kong ETF (EWH) intraweek, and went long South Korea ETF (EWY).

SYMBOL	NAME	SECTOR	INITIATE DATE	INITIATE PRICE	CURRENT PRICE	TOTAL PNL %	DAILY PNL %
Long	3 Holdings					3.43%	0.07%
VWO	Vanguard Emerging Markets ETF	Emerging Markets Equities	2016-12-27	35.20	37.24	5.8%	-0.11%
XLI	SPDR Select Sector Fund - Industrial	Industrials Equities	2017-01-04	62.96	63.22	0.41%	0.38%
EWY	iShares MSCI South Korea Index Fund	Asia Pacific Equities	2017-01-10	54.47	56.69	4.08%	-0.05%

SYMBOL	NAME	SECTOR	LONG/SHORT	INITIATE DATE	INITIATE PRICE	EXIT DATE	EXIT PRICE	TOTAL PNL %
EWH	iShares MSCI Hong Kong Index Fund	China Equities	Long	2017-01-05	20.30	2017-01-11	20.78	2.36%