The latest Alpha Global carries pair updates (running and anticipated reversal signals), numeric ranking for DOW 30 stocks, performance cycles, alpha trackers (week over week and year to date) and long only - short only portfolio signals.Pair signals update1: Long Macdonald's, Short Coca Cola, Reaching Reversal, 13% (121 days)2: Long Kraft, Short Coca Cola, Reaching Reversal, 15% (59 days)3: Long J&J, Short Pfizer, Continuing, 2.4% (64 days)4: Long Microsoft, Short Intel, continuing, 5.4% (63 days)5: Long Boeing, Short Exxon, Reaching Reversal, 11% (28 days)6: Long Home Depot, Short Disney, Continuing, 4% (59 days)7: Long Exxon, Short Chevron, Continuing, 3% (39days)8: Long Boeing, Short Chevron, Reaching Reversal, 14% (45 days)Strategy updateThe Alpha TrackerLong only, Short only portfolioPerformance CyclesNumeric RankingALPHA is a pair trading, long only - short only strategy and numeric ranking product based on TIME fractals. Time arbitrage, Time Triads, Time fractals are terms coined by Orpheus Research. The signals are carried over three different time frames viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). This is a daily signal product. The signals will be illustrated through tracker and running portfolios. Alpha can be used by fund managers for relative allocations, traders for leverage bets and high net worth clients for selective trades. This is a part of the time triads analytics developed by Orpheus Research.Assets Covered : Alcoa, Disney, Kraft, P&G, American Express, GE, Coca Cola, AT&T, Boeing, Home Depot, Macdonald's, MMM, HP, Bank of America, Travelers, United Tech, Caterpillar, IBM, Merck, Verizon, Cisco, Intel, Microsoft, Chevron, J&J, Pfizer, Exxon, Dupont, JPM, Walmart*This is a strategy product. Long Short strategies are not riskless strategies. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the ORPHEUS TIME ANALYTICS research products.STOP LOSS AND EXITS are activated at 2%‘Performance cycles’ is a term coined by Orpheus Capitals. This is another name for time triads, time arbitrage, time fractals but expressed in terms of relative performance. It's a bounded oscillator that moves in a range say from 1 to 30. 1 is top relative performance and 30 is worst performance. The idea is that performance is cyclical. A top performer will underperform in future and vice versa. A top relative performer is also the worst value pick and the top relative underperformer is the best value pick.Please feel free to mail us for any clarifications. *This is a strategy product. Long Short strategies are not riskless strategies. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the ORPHEUS TIME ANALYTICS research products.ORPHEUS RESEARCH AT REUTERS - UNITED KINGDOMORPHEUS RESEARCH AT REUTERS - USA
Disclosure: "No positions"