Alpha.Rom – BVB and Broker remain best sell

Generating recommendations is a hard task if one has to look at a large coverage of assets. However, when it comes to Alpha our ranking system pinpoints performance like nothing else. For example BVB and BRK are the best among the Financials and early economic sector. Considering performance is cyclical these two are the most prone to underperformance in case market slips lower from here. For us broker and bvb stocks are the best reduce or sell (if you hold it). Even technically the two stocks are heading below key support levels. Any push lower from current levels will confirm further negativity. The latest Alpha has increased coverage to 54 assets. The new components are the Romanian Indices and other regional indices. TLV, BRK, SIF3, SIF5, SIF5 Dec have negative LOSO signals.
Alpha is a daily strategy signal product that gives long only, short only, pair trading signals. Alpha is a numeric Ranking product based on TIME fractals. The signals are carried over minor (10-30 days) and intermediate (above 30 days) time frame. The signals are 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.
Naked and/or pair strategies are not riskless strategies. Time arbitrage portfolio legs should be risk weighted before any implementation. 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 Research products.
Performance cycles (Rieki) 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. Time arbitrage, Time Triads, Time fractals are terms coined by Orpheus Research. Rieki is 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.
Time is a social construct and we see time through the life and nature around us. Understanding time can not only give a unifying theory to research of a few thousand years, but also help us understand the world we live in. Time evolves, oscillates and continues. Time comes before everything, but we don’t see it. We just feel it. We believe what we see and this is why understanding what we don’t see is a challenge. Understanding time could bring more than a conventional thought down, it’s a revolution, which could rock the very foundation of economic thought or the geometric structures Euclid laid down in 300 BC. We are at the start of the journey, but if time is indeed the real mathematics, we could see high accuracy in time forecasts.
Stop loss and exits are activated at 4%
Coverage Romania: Romanian Indices, Stocks, gold, Oil, Dow, CEE Indices (54 assets).
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