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Tactical Quant Portfolio – January 23th Weekly Update

|Includes: AABA, ALK, Alexion Pharmaceuticals, Inc. (ALXN), AMT, BPR, EOG, EWY, FITB, FL, HUM, INTC, LKQ, M, MUR, NFLX, PDCO, PPL, REGN, RRC, SPG, SPY, SYF, VMC, VWO, XLF, XLI, XRX

Week over week, our automated equities portfolio is up 0.2% vs -0.14% in S&P 500 (NYSEARCA:SPY). We exited 2 trades and entered into 6 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 %

 

2 Exited Trades

     

ALXN

Alexion Pharmaceuticals

Health Care

Long

2016-12-20

116.72

2017-01-19

134.35

15.1%

 

PPL

PPL Corp.

Utilities

Long

2016-12-20

34.50

2017-01-19

34.23

-0.8%

 
                         

New Positions

SYMBOL

NAME

SECTOR

INITIATE DATE

INITIATE PRICE

CURRENT PRICE

DAILY PNL %

TOTAL PNL %

FITB

Fifth Third Bancorp

Financials

2017-01-17

26.03

26.29

1%

1.15%

SPG

Simon Property Group Inc

Financials

2017-01-17

185.34

184.57

-0.42%

0.88%

SYF

Synchrony Financial

Financials

2017-01-18

35.90

36.25

0.99%

1.77%

VMC

Vulcan Materials

Materials

2017-01-18

127.31

129.87

2.01%

2.83%

INTC

Intel Corp.

Information Technology

2017-01-19

36.57

36.94

1.01%

1.01%

YHOO

Yahoo Inc.

Information Technology

2017-01-20

42.05

42.05

0%

0%

Current positions:

SYMBOL

NAME

SECTOR

INITIATE DATE

INITIATE PRICE

CURRENT PRICE

TOTAL PNL %

DAILY PNL %

Long

20 Holdings

1.37%

0.5%

HUM

Humana Inc.

Health Care

2016-12-22

202.93

200.53

-1.18%

-2.66%

GGP

General Growth Properties Inc.

Financials

2016-12-28

24.41

24.97

2.29%

1.42%

LKQ

LKQ Corporation

Consumer Discretionary

2016-12-28

30.88

31.62

2.4%

0.44%

EOG

EOG Resources

Energy

2016-12-28

101.65

105.47

3.76%

0.27%

FL

Foot Locker Inc

Consumer Discretionary

2017-01-03

71.73

69.00

-3.81%

0.66%

RRC

Range Resources Corp.

Energy

2017-01-06

34.23

34.53

0.88%

0.2%

REGN

Regeneron

Health Care

2017-01-06

358.68

362.56

1.08%

-0.23%

ALK

Alaska Air Group Inc

Industrials

2017-01-09

87.47

94.72

8.29%

0.58%

NFLX

Netflix Inc.

Information Technology

2017-01-09

130.95

138.60

5.84%

0.14%

AMT

American Tower Corp A

Financials

2017-01-10

103.50

104.17

0.65%

-0.27%

PDCO

Patterson Companies

Health Care

2017-01-11

40.47

40.84

0.91%

0.37%

MUR

Murphy Oil

Energy

2017-01-11

31.06

31.81

2.41%

0.63%

M

Macys Inc.

Consumer Discretionary

2017-01-11

29.95

29.71

-0.8%

0.88%

XRX

Xerox Corp.

Information Technology

2017-01-12

6.94

6.94

0%

0%

FITB

Fifth Third Bancorp

Financials

2017-01-17

26.03

26.29

1%

1.15%

SPG

Simon Property Group Inc

Financials

2017-01-17

185.34

184.57

-0.42%

0.88%

SYF

Synchrony Financial

Financials

2017-01-18

35.90

36.25

0.99%

1.77%

VMC

Vulcan Materials

Materials

2017-01-18

127.31

129.87

2.01%

2.83%

INTC

Intel Corp.

Information Technology

2017-01-19

36.57

36.94

1.01%

1.01%

YHOO

Yahoo Inc.

Information Technology

2017-01-20

42.05

42.05

0%

0%

Our ETF portfolio is down 0.4%. We entered into US Financials ETF (NYSEARCA:XLF) on Friday.

SYMBOL

NAME

SECTOR

INITIATE DATE

INITIATE PRICE

CURRENT PRICE

TOTAL PNL %

DAILY PNL %

Long

4 Holdings

2.26%

0.04%

VWO

Vanguard Emerging Markets ETF

Emerging Markets Equities

2016-12-27

35.20

37.02

5.17%

-0.11%

XLI

SPDR Select Sector Fund - Industrial

Industrials Equities

2017-01-04

62.96

63.44

0.76%

0.38%

EWY

iShares MSCI South Korea Index Fund

Asia Pacific Equities

2017-01-10

54.47

56.16

3.1%

-0.05%

XLF

SPDR Select Sector Fund - Financial

Financials Equities

2017-01-20

23.15

23.15

0%

 

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.