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Tactical Quant Portfolio – January 17th Weekly Update

|Includes: ALK, ALXN, AMT, BPR, EOG, EWH, EWY, FL, HUM, LKQ, M, MUR, NFLX, PDCO, PPL, REGN, RRC, SPDR S&P 500 Trust ETF (SPY), VWO, XLI, XRX

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 (NYSEARCA:EWH) intraweek, and went long South Korea ETF (NYSEARCA: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%

Disclosure: I am/we are long THE STOCKS IN OUR QUANT PORTFOLIOS ABOVE.

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.