Alpha.Dow 30 – Exxon worst, Boeing best starts to deliver

This is what we said on 1 Feb
“Boeing is at the top while Exxon is at the bottom. Boeing was also the fastest change in positive ranking. The stock is up 8% from start of the year. Exxon on the other side is down 7% from the start of the year. The pair delivered 15% from start of the year (39% since 26 Oct) , as both short and long legs were profitable. Now that the pair components are at two extremes (BA at top and XOM at bottom), we should be get ready for a reversal in performance in February. We will keep you posted on the signal.”
Since 1 Feb, Short Boeing – Long Exxon is up 6%. The latest alpha Dow 30 carries Numeric ranking, numeric ranking changes, performance and pair cycles, pair trackers and long only short signals.
Numeric Ranking

Strategy Update



Performance Cycles

ALPHA 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 KINGDOM
ORPHEUS RESEARCH AT REUTERS – USA