ALPHA.GLOBAL – BOEING VS. OIL

The first pair we tested on performance cycles were BOEING vs. OIL in July 2008. Oil was heading into new highs every day and Boeing was underperforming. Time fractals suggested that it was time for the performance cycle to turn in favor of the Industrial major. What happened was historical. The performance cycle we were tracking had a nine month periodicity. Oil crashed from 145 levels to 35 and despite all the negativity on equity Boeing outperformed. The pair made above 30% for the period.
We have come a long way since then. We have managed to reduce holding periods and made the pairs more tradable. We are using many filtering techniques to identify pairs, similar sector, beta sensitivities and pairing stocks against DOW. The latest ALPHA GLOBAL introduces 10 Global pairs, four against DOW Industrials, one pair from Industrial sector (United Tech, Boeing), one from staples (Macdonald’s and Coca Cola), a few cross sector (Boeing and Exxon) and a few cross asset (Dow vs. Oil and Dow vs. Gold). The top running pairs are Boeing vs. Exxon, Dow vs. Exxon, Coca Cola vs. Macdonald’s at 24%, 19% and 6% respectively. We are the only research company in the world to claim that Dow vs. Oil or Dow vs. Gold move in performance cycles at all time frames. Understanding such cyclicality can not only give tradable opportunities but also help in asset selection. To know more on Alpha, performance cycles or time triads write to us or visit econohistory.com, timetriads.com  for primers and other research articles.
To login to the member’s area or access Orpheus estore click here.
ALPHA is a pair trading, long only and short only strategy 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.
LONG ONLY, SHORT ONLY portfolio covers DOW, S&P500, SENSEX (INDIA), GOLD, SILVER, EURO DOLLAR, YEN DOLLAR, 10 YEAR US TREASURY BONDS, 10 YEAR GERMAN BUND.
STOP LOSS AND EXITS are activated at 2%
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