12/21/17 Journal

Short MS 1.12 */**/***
Long XRX 0.5 */**/***
Long WFC 0.89 */**/***
Short UBS 0.2 */**/***
Long USB 0.37 */**/***
Long RIO 0.68 *
Short RF 0.54 */**
Long PFE 0.66 */**/***
Long MGM 0.6 */**/***
Short MRK 0.4 **
Long HBC 1.58 *
Long GS 0.55 */**
Short GE 1.26 */**/***
Long XOM 0.21 */**/***
Short BP 0.67 */**
Short T 0.35 **
Long BHP 2.11 *
Long MO 1.08 *
Short SIRI 1.1 *
Short MSFT 0.33 *
Short HBAN 0.4 **/***
Long AAPL 0.4 */**

Strat: spread finder. 0.3 Quantile. 3 days => 1 day. EOP support. Fuzzy 0.01. T10-T5-T1

* No number constraints, use confidence interval

** Number constraints, use weighted sum, compared to 0.05

*** Number constraints, no weight, ignore weak signal, compared to 0.05

Result:

.Short MS. Enter at open $53.03. Take profit at $52.44 occur. Profit 1.12%. */**/***
.Long XRX. Enter at open $29.72. Take profit at $29.87 did not occur. Close at $29.57. Loss 0.5%. */**/***
.Long WFC. Enter at open $62. Take profit at $62.56 did not occur. Close at $61.55. Loss 0.73%. */**/***
.Short UBS. Enter at open $18.3. Take profit at $18.26 occur. Profit 0.2%. */**/***
.Long USB. Enter at open $54.81. Take profit at $55.01 did not occur. Close at $54.48. Loss 0.6%. */**/***
.Long RIO. Enter at open $51.28. Take profit at $51.63 did not occur. Close at $51.12. Loss 0.31%. *
.Short RF. Enter at open $17.56. Take profit at $17.47 occur. Profit 0.54%. */**
.Long PFE. Enter at open $36.27. Take profit at $36.51 did not occur. Close at $36.15. Loss 0.33%. */**/***
.Long MGM. Enter at open $33.65. Take profit at $33.85 did not occur. Close at $33.33. Loss 0.95%. */**/***
.Long HBC. Enter at open $10.58. Take profit at $10.75 did not occur. Close at $10.61. Profit 0.28%. *
.Short MRK. Enter at open $56.6. Take profit at $56.37 occur. Profit 0.4%. **
.Long GS. Enter at open $261.66. Take profit at $263.11 did not occur. Close at $258.98. Loss 1.02%. */**
.Short GE. Enter at open $17.51. Take profit at $17.29 did not occur. Close at $17.51. Profit 0%. */**/***
.Long XOM. Enter at open $83.88. Take profit at $84.06 did not occur. Close at $83.97. Profit 0.11%. */**/***
.Short BP. Enter at open $41.55. Take profit at $41.27 occur. Profit 0.67%. */**
.Long BHP. Enter at open $45.01. Take profit at $45.98 did not occur. Close at $44.99. Loss 0.04%. *
.Long MO. Enter at open $72.01. Take profit at $72.8 did not occur. Close at $72.14. Profit 0.18%. *
.Short SIRI. Enter at open $5.26. Take profit at $5.2 did not occur. Close at $5.37. Loss 2.09%. *
.Short T. Enter at open $38.78. Take profit at $38.64 did not occur. Close at $38.95. Loss 0.44%. **
.Short HBAN. Enter at open $14.88. Take profit at $14.82 occur. Profit 0.4%. **/***
.Short MSFT. Enter at open $85.4. Take profit at $85.12 occur. Profit 0.33%. *
.Long AAPL. Enter at open $174.68. Take profit at $175.38 occur. Profit 0.4%. */**/***

12/21/17 Journal

Short MS 0.44 */**/***
Short EBAY 0.48 */**/***
Short WFC 0.29 */**
Long USB 0.38 */**/***
Long RF 0.38 */**/***
Long PFE 0.43 */**/***
Long MGM 0.08 */**/***
Long LMT 0.34 **
Long JPM 0.55 */**/***
Long HBC 0.69 *
Short GS 0.57 */**/***
Short GE 0.73 */**
Short GLW 0.51 */**/***
Short BHP 1.14 **/***
Short ORCL 0.64 */**
Short NVDA 1.33 */**/***
Short NWSA 0.59 */**/***
Long MSFT 0.83 */**/***
Long HBAN 0.32 */**
Short GOOG 0.54 */**
Long FITB 0.82 */**/***
Short CSCO 0.48 */**/***
Short AMAT 1.24 *

Strat: spread finder. 0.3 Quantile. 3 days => 1 day. EOP support. Fuzzy 0.01. T10-T5-T1

* No number constraints, use confidence interval

** Number constraints, use weighted sum, compared to 0.05

*** Number constraints, no weight, ignore weak signal, compared to 0.05

Result:

.Short MS. Enter at open $52.81. Take profit at $52.58 occur. Profit 0.44%. */**/***
.Short EBAY. Enter at open $38.11. Take profit at $37.93 occur. Profit 0.48%. */**/***
.Short WFC. Enter at open $60.68. Take profit at $60.5 did not occur. Close at $61.62. Loss 1.55%. */**
.Long USB. Enter at open $54.66. Take profit at $54.87 did not occur. Close at $54.53. Loss 0.24%. */**/***
.Long RF. Enter at open $17.5. Take profit at $17.57 occur. Profit 0.38%. */**/***
.Long PFE. Enter at open $36.54. Take profit at $36.7 did not occur. Close at $36.24. Loss 0.82%. */**/***
.Long MGM. Enter at open $33.27. Take profit at $33.3 occur. Profit 0.08%. */**/***
.Long LMT. Enter at open $319. Take profit at $320.09 did not occur. Close at $317.39. Loss 0.5%. **
.Long JPM. Enter at open $106.59. Take profit at $107.18 occur. Profit 0.55%. */**
.Long HBC. Enter at open $10.48. Take profit at $10.55 occur. Profit 0.69%. *
.Short GS. Enter at open $256.61. Take profit at $255.16 did not occur. Close at $261.02. Loss 1.72%. */**/***
.Short GE. Enter at open $17.46. Take profit at $17.33 did not occur. Close at $17.47. Loss 0.06%. */**
.Short GLW. Enter at open $32.62. Take profit at $32.45 occur. Profit 0.51%. */**/***
.Short BHP. Enter at open $44.62. Take profit at $44.12 did not occur. Close at $45.06. Loss 0.99%. **/***
.Short ORCL. Enter at open $48.11. Take profit at $47.8 occur. Profit 0.64%. */**
.Short NVDA. Enter at open $196.94. Take profit at $194.36 did not occur. Close at $195.89. Profit 0.53%. */**/***
.Short NWSA. Enter at open $16.27. Take profit at $16.17 occur. Profit 0.59%. */**/***
.Long MSFT. Enter at open $86.05. Take profit at $86.77 did not occur. Close at $85.5. Loss 0.64%. */**/***
.Long HBAN. Enter at open $14.7. Take profit at $14.75 occur. Profit 0.32%. */**
.Short GOOG. Enter at open $1064.95. Take profit at $1059.23 did not occur. Close at $1063.63. Profit 0.12%. */**
.Long FITB. Enter at open $30.75. Take profit at $31 occur. Profit 0.82%. */**/***
.Short CSCO. Enter at open $38.88. Take profit at $38.69 occur. Profit 0.48%. */**/***
.Short AMAT. Enter at open $53.18. Take profit at $52.53 occur. Profit 1.24%. *

12/20/17 Journal

Short MS 0.31 **
Long WFC 0.62
Long UBS 0.31
Long USB 0.44
Long RIO 0.17
Short RF 0.85
Short MGM 0.23 **
Short MRK 0.39
Long LMT 0.29 **
Long JPM 0.44
Short HBC 0.34 **
Long HPQ 0.46 **
Short GE 0.57
Short F 0.45
Short BP 0.24
Short MO 0.24
Long MSFT 1.04
Long MU 2.12 *
Short HBAN 1.13
Long GOOG 0.49
Long FITB 0.03 **
Long CSCO 1.94
Short AMAT 0.23 *
Short AAPL 0.07

Strat: spread finder. 0.3 Quantile. 3 days => 1 day. EOP support. Fuzzy 0.01. T10-T5-T1

* No number constraints, use confidence interval
** Number constraints, use weighted sum, compared to 0.05

Result:

.Short MS. Enter at open $53.38. Take profit at $53.22 occur. Profit 0.31%. **
.Long WFC. Enter at open $60.88. Take profit at $61.26 did not occur. Close at $60.14. Loss 1.22%.
.Long UBS. Enter at open $18.31. Take profit at $18.37 did not occur. Close at $18.2. Loss 0.6%.
.Long USB. Enter at open $55.06. Take profit at $55.3 did not occur. Close at $54.27. Loss 1.43%.
.Long RIO. Enter at open $50.31. Take profit at $50.4 occur. Profit 0.17%.
.Short RF. Enter at open $17.48. Take profit at $17.33 occur. Profit 0.85%.
.Short MGM. Enter at open $33.1. Take profit at $33.02 occur. Profit 0.23%. **
.Short MRK. Enter at open $56.28. Take profit at $56.06 occur. Profit 0.39%.
.Long LMT. Enter at open $319.84. Take profit at $320.77 occur. Profit 0.29%. **
.Long JPM. Enter at open $107.6. Take profit at $108.08 did not occur. Close at $106.15. Loss 1.35%.
.Short HBC. Enter at open $10.6. Take profit at $10.56 occur. Profit 0.34%. **
.Long HPQ. Enter at open $21.5. Take profit at $21.6 occur. Profit 0.46%. **
.Short GE. Enter at open $17.63. Take profit at $17.53 occur. Profit 0.57%.
.Short F. Enter at open $12.72. Take profit at $12.66 occur. Profit 0.45%.
.Short BP. Enter at open $40.88. Take profit at $40.78 occur. Profit 0.24%.
.Short MO. Enter at open $73.21. Take profit at $73.03 occur. Profit 0.24%.
.Long MSFT. Enter at open $86.2. Take profit at $87.11 did not occur. Close at $85.52. Loss 0.79%.
.Long MU. Enter at open $46.65. Take profit at $47.66 did not occur. Close at $45.75. Loss 1.93%. *
.Short HBAN. Enter at open $14.76. Take profit at $14.6 occur. Profit 1.13%.
.Long GOOG. Enter at open $1071.78. Take profit at $1077.06 did not occur. Close at $1064.95. Loss 0.64%.
.Long FITB. Enter at open $30.93. Take profit at $30.94 occur. Profit 0.03%. **
.Long CSCO. Enter at open $38.49. Take profit at $39.25 did not occur. Close at $38.74. Profit 0.65%.
.Short AMAT. Enter at open $54.11. Take profit at $53.99 occur. Profit 0.23%. *
.Short AAPL. Enter at open $174.87. Take profit at $174.75 occur. Profit 0.07%.

12/19/17 Journal

Long MS 0.35
Short EBAY 0.37
Short XRX 0.39 **
Short DJI 0.88 *
Short WFC 1.14
Long UBS 0.28
Short RIO 2.22
Long RF 1.17 *
Short MGM 1.59
Long LMT 0.18
Short JPM 0.39
Short HBC 1.55 *
Short HPQ 0.77
Long GS 0.25 **
Short GE 0.46
Short F 0.54 **
Short XOM 0.41
Long BHP 0.4
Short T 0.21
Short MO 0.31
Long MSFT 0.2
Long MU 2.16 *
Long HBAN 1.07 *
Short FITB 0.57 *
Short CMCSA 0.19 *
Short AMAT 1.83 *
Long AAPL 0.28

Strat: spread finder. 0.3 Quantile. 3 days => 1 day. EOP support. Fuzzy 0.02

* No number constraints, use confidence interval
** Number constraints, use weighted sum, compared to 0.05

Result:

.Long MS. Enter at open $53.54. Take profit at $53.73 did not occur. Close at $52.93. Loss 1.14%.
.Short EBAY. Enter at open $38.15. Take profit at $38.01 occur. Profit 0.37%.
.Short XRX. Enter at open $30.22. Take profit at $30.1 occur. Profit 0.39%. **
.Short WFC. Enter at open $61.2. Take profit at $60.51 occur. Profit 1.14%.
.Long UBS. Enter at open $18.44. Take profit at $18.49 did not occur. Close at $18.39. Loss 0.27%.
.Short RIO. Enter at open $49.42. Take profit at $48.35 did not occur. Close at $49.48. Loss 0.12%. *
.Long RF. Enter at open $17.39. Take profit at $17.6 did not occur. Close at $17.3. Loss 0.52%.
.Short MGM. Enter at open $33.1. Take profit at $32.58 did not occur. Close at $32.83. Profit 0.82%.
.Long LMT. Enter at open $322.76. Take profit at $323.34 did not occur. Close at $319.97. Loss 0.86%.
.Short JPM. Enter at open $107.35. Take profit at $106.93 occur. Profit 0.39%.
.Short HBC. Enter at open $10.5. Take profit at $10.34 did not occur. Close at $10.64. Loss 1.33%. *
.Short HPQ. Enter at open $21.37. Take profit at $21.21 did not occur. Close at $21.43. Loss 0.28%.
.Long GS. Enter at open $261.6. Take profit at $262.26 did not occur. Close at $256.64. Loss 1.9%. **
.Short GE. Enter at open $17.77. Take profit at $17.69 occur. Profit 0.46%.
.Short F. Enter at open $12.71. Take profit at $12.64 did not occur. Close at $12.71. Profit 0%.**
.Short XOM. Enter at open $83.03. Take profit at $82.69 occur. Profit 0.41%.
.Long BHP. Enter at open $42.9. Take profit at $43.07 occur. Profit 0.4%.
.Short T. Enter at open $38.46. Take profit at $38.38 occur. Profit 0.21%.
.Short MO. Enter at open $73.9. Take profit at $73.67 occur. Profit 0.31%.
.Long MSFT. Enter at open $86.35. Take profit at $86.52 did not occur. Close at $85.83. Loss 0.6%.
.Long MU. Enter at open $44.09. Take profit at $45.06 did not occur. Close at $43.98. Loss 0.25%. *
.Long HBAN. Enter at open $14.78. Take profit at $14.94 did not occur. Close at $14.61. Loss 1.15%. *
.Short FITB. Enter at open $30.68. Take profit at $30.51 occur. Profit 0.57%. *
.Short CMCSA. Enter at open $39.46. Take profit at $39.39 occur. Profit 0.19%. *
.Short AMAT. Enter at open $52.85. Take profit at $51.9 did not occur. Close at $52.96. Loss 0.21%. *
.Long AAPL. Enter at open $175.03. Take profit at $175.52 did not occur. Close at $174.54. Loss 0.28%.

12/18/17 Journal

. Short MS 0.53%

. Short EBAY 0.4%

. Long XRX 0.25%

. Short USB 0.72%

.  Long RIO 0.46%

. Short RF 0.61% *

. Long MRK 0.46%

. Long LMT 0.59% *

. Short LYG 0.32%

. Long JPM 0.36%

. Short F 0.25%

. Short XOM 0.25%

. Long GLW 0.73%

. Long BHP 0.28%

. Long MO 0.32%

. Long NWSA 0.65%

. Short MSFT 0.26%

. Long AAPL 0.45%

Strat: spread finder. 0.3 Quantile. 3 days => 1 day. EOD support.

Result

.Short MS. Enter at open $53.87. Take profit at $53.59 occur. Profit 0.53%.
.Short EBAY. Enter at open $38.5. Take profit at $38.35 occur. Profit 0.4%.
.Long XRX. Enter at open $29.87. Take profit at $29.94 occur. Profit 0.25%.
.Short USB. Enter at open $54.94. Take profit at $54.55 did not occur. Close at $54.78. Profit 0.29%.
.Long RIO. Enter at open $49.56. Take profit at $49.79 occur. Profit 0.46%.
.Short RF. Enter at open $17.24. Take profit at $17.14 did not occur. Close at $17.34. Loss 0.58%.
.Long MRK. Enter at open $56.38. Take profit at $56.64 occur. Profit 0.46%.
.Long LMT. Enter at open $323.59. Take profit at $325.51 did not occur. Close at $322.78. Loss 0.25%.
.Short LYG. Enter at open $3.63. Take profit at $3.62 did not occur. Close at $3.65. Loss 0.55%.
.Long JPM. Enter at open $107.19. Take profit at $107.58 occur. Profit 0.36%.
.Short F. Enter at open $12.66. Take profit at $12.63 occur. Profit 0.25%.
.Short XOM. Enter at open $83.18. Take profit at $82.97 occur. Profit 0.25%.
.Long GLW. Enter at open $32.27. Take profit at $32.51 did not occur. Close at $32.33. Profit 0.19%.
.Long BHP. Enter at open $43.32. Take profit at $43.44 occur. Profit 0.28%.
.Long MO. Enter at open $71.78. Take profit at $72.01 occur. Profit 0.32%.
.Long NWSA. Enter at open $16.11. Take profit at $16.22 occur. Profit 0.65%.
.Short MSFT. Enter at open $87.12. Take profit at $86.89 occur. Profit 0.26%.
.Long AAPL. Enter at open $174.88. Take profit at $175.67 occur. Profit 0.45%.

12/15/17 Journal

. Long WFC 1.34%.

. Long RIO 0.46%.

. Long RF 1.37%.

. Long PFE 0.4%.

. Short MGM 0.32%. *

. Long LMT 0.34%.

. Short LYG 0.22%.

. Long JPM 0.31%.

. Short HPQ 0.4%.

. Long GS 0.87%.

. Short GLW 0.42%. *

. Long BHB 0.4%.

. Long MO 0.22%.

. Long MSFT 0.45%.

. Long HBAN 1.21%.

. Long GOOG 0.32%.

. Short FITB 0.36%. *

. Short AMAT 0.88%.

. Long AAPL 0.49%.

Strat: spread finder. Quantile 0.3. 3 days => 1 days. EOD support.

Result

.Long WFC. Enter at open $59.45. Take profit at $60.26 occur. Profit 1.34%.
.Long RIO. Enter at open $48.8. Take profit at $49.03 occur. Profit 0.46%.
.Long RF. Enter at open $17. Take profit at $17.24 occur. Profit 1.37%.
.Long PFE. Enter at open $36.78. Take profit at $36.93 occur. Profit 0.4%.
.Short MGM. Enter at open $32.88. Take profit at $32.78 occur. Profit 0.32%.
.Long LMT. Enter at open $318.69. Take profit at $319.78 occur. Profit 0.34%.
.Short LYG. Enter at open $3.61. Take profit at $3.6 occur. Profit 0.22%.
.Long JPM. Enter at open $105.79. Take profit at $106.12 occur. Profit 0.31%.
.Long GS. Enter at open $256.7. Take profit at $258.95 occur. Profit 0.87%.
.Short GLW. Enter at open $31.99. Take profit at $31.86 occur. Profit 0.42%.
.Short HPQ. Enter at open $20.88. Take profit at $20.79 occur. Profit 0.4%.
.Long BHB. Enter at open $28.12. Take profit at $28.23 occur. Profit 0.4%.
.Long MO. Enter at open $72.05. Take profit at $72.21 occur. Profit 0.22%.
.Long MSFT. Enter at open $85.26. Take profit at $85.65 occur. Profit 0.45%.
.Long HBAN. Enter at open $14.36. Take profit at $14.54 occur. Profit 1.21%.
.Long GOOG. Enter at open $1054.61. Take profit at $1058 occur. Profit 0.32%.
.Short FITB. Enter at open $29.85. Take profit at $29.74 occur. Profit 0.36%.
.Short AMAT. Enter at open $51.57. Take profit at $51.12 did not occur. Close at $52.54. Loss 1.88%.
.Long AAPL. Enter at open $173.63. Take profit at $174.48 did not occur. Close at $173.97. Profit 0.2%.

12/14/17 Journal

. Short MS. Enter at open $x. Take profit at $x/(1+1.14%). Close EOD.

. Long EBAY. Enter at open $x. Take profit at $x/(1-0.55%). Close EOD.

. Long IXIC. Enter at open $x. Take profit at $x/(1-0.33%). Close EOD.

. Long USB. Enter at open $x. Take profit at $x/(1-0.80%). Close EOD.

. Long RDSA. Enter at open $x. Take profit at $x/(1-0.73%). Close EOD.

. Short RF. Enter at open $x. Take profit at $x/(1+0.63%). Close EOD.

. Short PFE. Enter at open $x. Take profit at $x/(1+0.46%). Close EOD.

. Long MRK. Enter at open $x. Take profit at $x/(1-0.51%). Close EOD.

. Long JPM. Enter at open $x. Take profit at $x/(1-0.7%). Close EOD.

. Long HPQ. Enter at open $x. Take profit at $x/(1-0.49%). Close EOD.

. Long GS. Enter at open $x. Take profit at $x/(1-0.75%). Close EOD.

. Short F. Enter at open $x. Take profit at $x/(1-0.57%). Close EOD.

. Short XOM. Enter at open $x. Take profit at $x/(1+0.57%). Close EOD.

. Short SIRI. Enter at open $x. Take profit at $x/(1+0.51%). Close EOD.

. Short NWSA. Enter at open $x. Take profit at $x/(1+0.96%). Close EOD.

. Long MSFT. Enter at open $x. Take profit at $x/(1-0.66%). Close EOD.

. Short INTC. Enter at open $x. Take profit at $x/(1+0.35%). Close EOD.

. Long GOOG. Enter at open $x. Take profit at $x/(1-0.44%). Close EOD.

. Short CSCO. Enter at open $x. Take profit at $x/(1+0.66%). Close EOD.

. Long AAPL. Enter at open $x. Take profit at $x/(1-0.72%). Close EOD.

Strat: spread finder. Median. EOD support. 3 days => 1 days.

Result:

.Short MS. Enter at open $53.4. Take profit at $52.8 occur. Profit 1.14%.
.Long EBAY. Enter at open $37.41. Take profit at $37.62 occur. Profit 0.55%.
.Long IXIC. Enter at open $6887.38. Take profit at $6910.18 did not occur. Close at $6857.56. Loss 0.43%.
.Long USB. Enter at open $54.81. Take profit at $55.25 did not occur. Close at $54.16. Loss 1.19%.
.Long RDSA. Enter at open $27.47.. Take profit at $27.67 did not occur. Close at $27.40. Loss 0.25%.
.Short RF. Enter at open $17.12. Take profit at $17.01 occur. Profit 0.63%.
.Short PFE. Enter at open $36.73. Take profit at $36.56 occur. Profit 0.46%.
.Long MRK. Enter at open $56.4. Take profit at $56.69 occur. Profit 0.51%.
.Long JPM. Enter at open $106.12. Take profit at $106.87 did not occur. Close at $104.7. Loss 1.34%.
.Long HPQ. Enter at open $20.82. Take profit at $20.92 did not occur. Close at $20.75. Loss 0.34%.
.Long GS. Enter at open $257.13. Take profit at $259.07 occur. Profit 0.75%.
.Short F. Enter at open $12.65. Take profit at $12.58 occur. Profit 0.57%.
.Short XOM. Enter at open $83.03. Take profit at $82.56 did not occur. Close at $82.95. Profit 0.1%.
.Short NWSA. Enter at open $16.28. Take profit at $16.13 occur. Profit 0.96%.
.Long MSFT. Enter at open $85.43. Take profit at $86 did not occur. Close at $84.69. Loss 0.87%.
.Short INTC. Enter at open $43.43. Take profit at $43.28 occur. Profit 0.35%.
.Long GOOG. Enter at open $1045. Take profit at $1049.62 occur. Profit 0.44%.
.Short CSCO. Enter at open $38.2. Take profit at $37.95 occur. Profit 0.66%.
.Long AAPL. Enter at open $172.4. Take profit at $173.65 did not occur. Close at $172.22. Loss 0.1%.

12/13/17 Journal

. Long MS. Enter at open $x. Take profit at $x/(1-0.81%). Close EOD.

. Short EBAY. Enter at open $x. Take profit at $x/(1+1.45%). Close EOD.

. Long RF. Enter at open $x. Take profit at $x/(1-1.3%). Close EOD.

. Short JPM. Enter at open $x. Take profit at $x/(1+0.68%). Close EOD.

. Long BPOP. Enter at open $x. Take profit at $x/(1-1.87%). Close EOD.

. Short INTC. Enter at open $x. Take profit at $x/(1+0.82%). Close EOD.

Strat: spread finer. 3 days => 1 days. Prediction ration adjusted.

Result

.Long MS. Enter at open $53.95. Take profit at $54.39 did not occur. Close at $53.96. Profit 0.02%.
.Short EBAY. Enter at open $37.46. Take profit at $36.92 did not occur. Close at $37.41. Profit 0.13%.
.Long RF. Enter at open $17.27. Take profit at $17.5 did not occur. Close at $17.09. Loss 1.04%
.Short JPM. Enter at open $106.7. Take profit at $105.98 occur. Profit 0.68%.
.Long BPOP. Enter at open $35.89. Take profit at $36.98 did not occur. Close at $35.11. Loss 2.17%.
.Short INTC. Enter at open $43.65. Take profit at $43.29 occur. Profit 0.82%.

 

12/06/2017 journal

. Short MS. Enter at open $x. Take profit at $x/(1+0.74%). Close position EOD.

. Short RIO. Enter at open $x. Take profit at $x/(1+1.1%). Close position EOD.

. Long RF. Enter at open $x. Take profit at $x/(1-1.1%). Close position EOD.

. Long LMT. Enter at open $x. Take profit at $x/(1-0.4%). Close position EOD.

. Short JPM. Enter at open $x. Take profit at $x/(1+0.75%). Close position EOD.

. Short GS. Enter at open $x. Take profit at $x/(1+0.95%). Close position EOD.

. Short F. Enter at open $x. Take profit at $x/(1+0.7%). Close position EOD.

. Short XOM. Enter at open $x. Take profit at $x/(1+0.4%). Close position EOD.

. Long GLW. Enter at open $x. Take profit at $x/(1-0.55%). Close position EOD.

Strat: spread finder. Tight 25% quantile. 3 days => 1 day. Prediction ratio adjusted.

Result:

. Short MS. Enter at open $51.34. Take profit at $50.96 did not occur. Close at $52.35. Loss 1.97%.

. Short RIO. Enter at open $46.82. Take profit at $46.31 did not occur. Close at $47.05. Loss 0.49%.

. Long RF. Enter at open $16.65. Take profit at $16.84 occur. Profit 1.1%.

. Long LMT. Enter at open $311.83. Take profit at $313.08 occur. Profit 0.4%.

. Short JPM. Enter at open $103.95. Take profit at $103.18 did not occur. Close at $104.62. Loss 0.64%.

. Short GS. Enter at open $244.62. Take profit at $242.32 did not occur. Close at $248.56. Loss 1.61%.

. Short F. Enter at open $12.4. Take profit at $12.31 did not occur. Close at $12.53. Loss 1.11%.

. Short XOM. Enter at open $82.4. Take profit at $82.07 did not occur. Close at $82.55. Loss 0.18%.

. Long GLW. Enter at open $31.66. Take profit at $31.84 occur. Profit 0.55%.

Google getprice API missed quotes for today. About 3 hours. Hence, there won’t be signals generated for the next 3 trading days. Resuming on Wednesday 12/13

12/06/17 Journal

. Long PFE. Enter at open $x. Take profit at $x/(1-1.07%). Close position EOD.

. Short MGM. Enter at open $x. Take profit at $x/(1+2.08%). Close position EOD.

. Long XOM. Enter at open $x. Take profit at $x/(1-0.71%). Close position EOD.

. Short GLW. Enter at open $x. Take profit at $x/(1+1.26%). Close position EOD.

. Short BP. Enter at open $x. Take profit at $x/(1+0.94%). Close position EOD.

. Short ORCL. Enter at open $x. Take profit at $x/(1+1.3%). Close position EOD.

. Long CSCO. Enter at open $x. Take profit at $x/(1- 1.58%). Close position EOD.

. Short AAPL. Enter at open $x. Take profit at $x/(1+1.24%). Close position EOD.

Strat: spread finer. 3 days => 1 day. Prediction ration adjusted.

Result:

. Long PFE. Enter at open $35.69. Take profit at $36.08 did not occur. Close at $35.56. Loss 0.36%

. Short MGM. Enter at open $33.83. Take profit at $33.14 occur. Profit 2.08%.

. Long XOM. Enter at open $83.08. Take profit at $83.67 did not occur. Close at $82.3. Loss 0.94%

. Short GLW. Enter at open $32.14. Take profit at $31.74 occur. Profit 1.26%.

. Short BP. Enter at open $39.76. Take profit at $39.39 did not occur. Close at $39.57. Profit 0.48%.

. Short ORCL. Enter at open $47.88. Take profit at $47.27 did not occur. Close at $48.42. Loss 1.13%

. Long CSCO. Enter at open $37.37. Take profit at $37.97 did not occur. Close at $37.41. Profit 0.11%

. Short AAPL. Enter at open $167.5. Take profit at $165.45 did not occur. Close at $169.01. Loss 0.9%.