Markets re-open today!

Posted on 31st October 2012 in ETF Switcher

and we go with our last picks which were due on Monday

 

ETF Switcher Picks & Strategies: Daily Report – 10/29 for Monday, Oct. 29 2012

Posted on 29th October 2012 in ETF Switcher

Download the full report here: Oct. 29, 2012

Global ETF Switcher Introduction

Global ETF Switcher View

Global ETF Switcher Picks

Monday’s picks (All): $ZSL, $SLV, $IAU, $GLD, $CYB, $QQQ, $EPI, $EWT, $FXA, $EWD, $SPY, $VTI, $FXY, $EWA, $FXE, $SHY, $EWS, $DBA, $EWG, $EPP

Monday’s singles: $ZSL, $SLV, $IAU, $GLD, $SHY

US Stock Market closed – ETF Switcher Picks for Tuesday

Posted on 29th October 2012 in Uncategorized

Dear All,

due to the recent storm the US markets are closed. So our Switcher picks and suggestions are due when the markets re-open.

Regards

comments: 0 »

ETF Switcher Picks & Strategies: Daily Report – 10/29 for Monday, Oct. 29 2012

Posted on 29th October 2012 in ETF Switcher

Download the full report here: Oct. 29, 2012

Global ETF Switcher Introduction

Global ETF Switcher View

Global ETF Switcher Picks

Monday’s picks (All): $ZSL, $SLV, $IAU, $GLD, $CYB, $QQQ, $EPI, $EWT, $FXA, $EWD, $SPY, $VTI, $FXY, $EWA, $FXE, $SHY, $EWS, $DBA, $EWG, $EPP

Monday’s singles: $ZSL, $SLV, $IAU, $GLD, $SHY

All Around Picks
ETFs issued before 2007 ETFs issued after 2007
Strategy #1 SLV ZSL
Strategy #2 IAU GLD
Strategy #3 SLV SHY
Strategy #4 SLV GLD
Measuring Risk
Region, FX, SEC, B & C Risk Sentiment Indicator Risk Share
GLOBAL 93% 17%
NORTH & SOUTH AMERICA 35% 12%
EUROPE 50% 15%
ASIA/AUS/AFR/EURASIA 39% 13%
CURRENCIES 11% 11%
SECTORS 56% 12%
BONDS 57% 17%
COMMODITIES 0% 3%
Total 44%
ETFs issued before 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) EPP RF RF RF
NORTH & SOUTH AMERICA (Group 2) QQQ SPY RF QQQ
EUROPE (Group 3) EWD EWG RF EWD
ASIA/AUS/AFR/EURASIA (Group 4) EWT EWA RF EWT
CURRENCIES (Group FX) FXA FXE FXA FXA
SECTORS (Group SEC) RF RF RF RF
BONDS (B) SHY SHY RF SHY
COMMODITIES (C) SLV IAU SLV SLV
All Around Picks SLV IAU SLV SLV
ETFs issued after 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) EPP SHV SHV SHV
NORTH & SOUTH AMERICA (Group 2) QQQ VTI SHV QQQ
EUROPE (Group 3) EWD EWG SHV EWD
ASIA/AUS/AFR/EURASIA (Group 4) EPI EWS SHV EPI
CURRENCIES (Group FX) CYB FXY SHV CYB
SECTORS (Group SEC) SHV SHV SHV SHV
BONDS (B) SHY SHV SHY SHY
COMMODITIES (C) ZSL GLD DBA GLD
All Around Picks ZSL GLD SHY GLD

 

 

 

 

 

 

 


Monthly Reviews: Aug. 04 - Oct. 05, 2012July 07 - Aug. 03, 2012 June 04 - July 06, 2012May 05 - June 01, 2012 Apr. 06 - May 04, 2012Mar. 06 - Apr. 05, 2012Jan. 20 - Mar. 03, 2012

October 2012: Oct. 26, 2012Oct. 25, 2012Oct. 24, 2012Oct. 23, 2012Oct. 22, 2012Oct. 19, 2012Oct. 18, 2012Oct. 17, 2012Oct. 16, 2012Oct. 15, 2012Oct. 12, 2012Oct. 11, 2012Oct. 10, 2012Oct. 09, 2012Oct. 08, 2012Oct. 05, 2012Oct. 04, 2012Oct. 03, 2012Oct. 02, 2012Sep. 29, 2012

September 2012: Sep. 28, 2012Sep. 27, 2012Sep. 26, 2012Sep. 25, 2012Sep. 23, 2012Sep. 21, 2012Sep. 20, 2012Sep. 19, 2012Sep. 18, 2012Sep. 15, 2012Sep. 14, 2012Sep. 13, 2012Sep. 12, 2012Sep. 11, 2012Sep. 10, 2012Sep. 07, 2012Sep. 06, 2012, Sep. 05, 2012Sep. 03, 2012

August 2012: Aug. 03, 2012Aug. 02, 2012Aug. 01, 2012

July 2012:  July 31, 2012July 28, 2012July 27, 2012July 26, 2012July 25, 2012July 24, 2012July 21, 2012July 20, 2012July 19, 2012July 18, 2012July 17, 2012July 14, 2012July 13, 2012July 12, 2012July 11, 2012July 10, 2012July 07,2012,  July 06, 2012July 05, 2012July 03, 2012

June 2012:  June 21, 2012June 20, 2012June 19, 2012June 16, 2012, June 15, 2012June 14, 2012June 13, 2012,  June 12, 2012June 09, 2012June 08, 2012June 07, 2012June 06, 2012June 05, 2012June 04, 2012Jun. 01, 2012

May 2012:  May 31, 2012May 30, 2012May 26, 2012May 25, 2012, May 24, 2012May 23, 2012May 22, 2012May 21, 2012May 18, 2012May 17, 2012May 16, 2012May 15, 2012May 12, 2012May 11, 2012May 10, 2012May 09, 2012May 08, 2012May 05, 2012May 04, 2012May 03, 2012May 02, 2012May 01, 2012

April 2012:  Apr. 28, 2012Apr. 27, 2012Apr. 26, 2012Apr. 25, 2012,  Apr. 24, 2012,  Apr. 21, 2012,  Apr. 20, 2012Apr. 19, 2012Apr. 18, 2012Apr. 17, 2012Apr. 16, 2012Apr. 13, 2012Apr. 12, 2012Apr. 11 ,2012Apr. 10, 2012Apr. 06, 2012Apr. 05, 2012Apr. 04, 2012Apr. 03, 2012

March 2012: Mar. 31, 2012Mar. 30, 2012Mar. 29, 2012Mar. 28, 2012Mar. 27, 2012Mar. 24, 2012Mar. 23, 2012Mar. 22, 2012Mar. 21, 2012Mar. 20, 2012Mar. 17, 2012Mar. 16, 2012Mar. 15, 2012Mar. 14, 2012Mar. 13, 2012Mar. 10, 2012Mar. 09, 2012Mar. 08, 2012Mar. 07, 2012Mar. 06, 2012Mar. 03, 2012Mar. 02, 2012, Mar. 01, 2012

February 2012: Feb. 29, 2012, Feb. 28, 2012, Feb. 25, 2012, Feb. 24, 2012, Feb. 23, 2012, Feb. 22, 2012, Feb. 18, 2012, Feb. 17, 2012, Feb. 16, 2012, Feb. 15, 2012, Feb. 14, 2012, Feb. 11, 2012, Feb. 10, 2012, Feb. 09, 2012, Feb. 08, 2012, Feb. 07, 2012, Feb. 04, 2012, Feb. 03, 2012, Feb. 02, 2012, Feb. 01, 2012

January 2012: Jan. 31, 2012, Jan. 28, 2012, Jan. 27, 2012, Jan. 26, 2012, Jan. 25, 2012, Jan. 24, 2012, Jan. 21, 2012, Jan. 20, 2012, Jan. 19, 2012, Jan. 18, 2012, Jan. 17 (updated version of Jan. 14), 2012, Jan. 13, 2012


Daily Updates: Tuesdays – Fridays at 12:00 (GMT, London), Sundays at 20:00 (GMT, London)


Terms of use: All material is copyrighted by the authors and is provided “as is”. It can be copied and published elsewhere for informational purposes, provided that an explicit statement is given that acknowledges the source of the report. Use of this report for commercial purposes is allowed after written permission from the authors.

Disclaimer: The contents of the reports are provided for information purposes only. Any and all recommendations shown in the reports and this website are indicative and the authors are not offering to buy or sell or soliciting offers to buy or sell any financial instrument. The views in this publication are those of the authors alone and are subject to change at any time, and they have no obligation to update the opinions, recommendations or the information in this report or its affiliated website. The authors of the report do not accept any liability whatsoever for any direct or consequential loss arising from any use of the information provided. The information in this report is not intended to predict actual results, which may differ substantially from those presented.For readers’ convenience, parts of the report can be found online under “Global ETF Switcher Introduction“, “Global ETF Switcher View” and “Global ETF Switcher Picks“.

ETF Switcher Picks & Strategies: Daily Report – 10/26 for Friday, Oct. 26 2012

Posted on 26th October 2012 in ETF Switcher

Download the full report here: Oct. 26, 2012

Global ETF Switcher Introduction

Global ETF Switcher View

Global ETF Switcher Picks

Friday’s picks (All): $ZSL, $SLV, $IAU, $CYB, $GLD, $EPI, $QQQ, $EWT, $EWD, $SHY, $XRT, $FXA, $SPY, $VTI, $FXE, $DBA, $EWG, $EWA, $EWH

Friday’s singles: $ZSL, $SLV, $IAU, $CYB, $GLD, $SHY

All Around Picks
ETFs issued before 2007 ETFs issued after 2007
Strategy #1 SLV ZSL
Strategy #2 IAU GLD
Strategy #3 SLV SHY
Strategy #4 SLV CYB
Measuring Risk
Region, FX, SEC, B & C Risk Sentiment Indicator Risk Share
GLOBAL 100% 17%
NORTH & SOUTH AMERICA 47% 13%
EUROPE 50% 15%
ASIA/AUS/AFR/EURASIA 50% 14%
CURRENCIES 11% 10%
SECTORS 63% 12%
BONDS 71% 16%
COMMODITIES 0% 3%
Total 50%
ETFs issued before 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) RF RF RF RF
NORTH & SOUTH AMERICA (Group 2) QQQ SPY RF QQQ
EUROPE (Group 3) EWD EWG RF EWD
ASIA/AUS/AFR/EURASIA (Group 4) EWT EWA RF EWT
CURRENCIES (Group FX) FXA FXE FXA FXA
SECTORS (Group SEC) RF XRT RF RF
BONDS (B) SHY SHY RF SHY
COMMODITIES (C) SLV IAU SLV SLV
All Around Picks SLV IAU SLV SLV
ETFs issued after 2007
Picks Strategy #1 Strategy #2 Strategy #3 Strategy #4
GLOBAL (Group 1) SHV SHV SHV SHV
NORTH & SOUTH AMERICA (Group 2) QQQ VTI SHV QQQ
EUROPE (Group 3) EWD EWG SHV EWD
ASIA/AUS/AFR/EURASIA (Group 4) EPI EWH SHV EPI
CURRENCIES (Group FX) CYB FXA SHV CYB
SECTORS (Group SEC) SHV XRT SHV SHV
BONDS (B) SHY SHV SHY SHY
COMMODITIES (C) ZSL GLD DBA GLD
All Around Picks ZSL GLD SHY CYB

 

 

 

 

 


Monthly Reviews: Aug. 04 - Oct. 05, 2012July 07 - Aug. 03, 2012 June 04 - July 06, 2012May 05 - June 01, 2012 Apr. 06 - May 04, 2012Mar. 06 - Apr. 05, 2012Jan. 20 - Mar. 03, 2012

October 2012: Oct. 25, 2012Oct. 24, 2012Oct. 23, 2012Oct. 22, 2012Oct. 19, 2012Oct. 18, 2012Oct. 17, 2012Oct. 16, 2012Oct. 15, 2012Oct. 12, 2012Oct. 11, 2012Oct. 10, 2012Oct. 09, 2012Oct. 08, 2012Oct. 05, 2012Oct. 04, 2012Oct. 03, 2012Oct. 02, 2012Sep. 29, 2012

September 2012: Sep. 28, 2012Sep. 27, 2012Sep. 26, 2012Sep. 25, 2012Sep. 23, 2012Sep. 21, 2012Sep. 20, 2012Sep. 19, 2012Sep. 18, 2012Sep. 15, 2012Sep. 14, 2012Sep. 13, 2012Sep. 12, 2012Sep. 11, 2012Sep. 10, 2012Sep. 07, 2012Sep. 06, 2012, Sep. 05, 2012Sep. 03, 2012

August 2012: Aug. 03, 2012Aug. 02, 2012Aug. 01, 2012

July 2012:  July 31, 2012July 28, 2012July 27, 2012July 26, 2012July 25, 2012July 24, 2012July 21, 2012July 20, 2012July 19, 2012July 18, 2012July 17, 2012July 14, 2012July 13, 2012July 12, 2012July 11, 2012July 10, 2012July 07,2012,  July 06, 2012July 05, 2012July 03, 2012

June 2012:  June 21, 2012June 20, 2012June 19, 2012June 16, 2012, June 15, 2012June 14, 2012June 13, 2012,  June 12, 2012June 09, 2012June 08, 2012June 07, 2012June 06, 2012June 05, 2012June 04, 2012Jun. 01, 2012

May 2012:  May 31, 2012May 30, 2012May 26, 2012May 25, 2012, May 24, 2012May 23, 2012May 22, 2012May 21, 2012May 18, 2012May 17, 2012May 16, 2012May 15, 2012May 12, 2012May 11, 2012May 10, 2012May 09, 2012May 08, 2012May 05, 2012May 04, 2012May 03, 2012May 02, 2012May 01, 2012

April 2012:  Apr. 28, 2012Apr. 27, 2012Apr. 26, 2012Apr. 25, 2012,  Apr. 24, 2012,  Apr. 21, 2012,  Apr. 20, 2012Apr. 19, 2012Apr. 18, 2012Apr. 17, 2012Apr. 16, 2012Apr. 13, 2012Apr. 12, 2012Apr. 11 ,2012Apr. 10, 2012Apr. 06, 2012Apr. 05, 2012Apr. 04, 2012Apr. 03, 2012

March 2012: Mar. 31, 2012Mar. 30, 2012Mar. 29, 2012Mar. 28, 2012Mar. 27, 2012Mar. 24, 2012Mar. 23, 2012Mar. 22, 2012Mar. 21, 2012Mar. 20, 2012Mar. 17, 2012Mar. 16, 2012Mar. 15, 2012Mar. 14, 2012Mar. 13, 2012Mar. 10, 2012Mar. 09, 2012Mar. 08, 2012Mar. 07, 2012Mar. 06, 2012Mar. 03, 2012Mar. 02, 2012, Mar. 01, 2012

February 2012: Feb. 29, 2012, Feb. 28, 2012, Feb. 25, 2012, Feb. 24, 2012, Feb. 23, 2012, Feb. 22, 2012, Feb. 18, 2012, Feb. 17, 2012, Feb. 16, 2012, Feb. 15, 2012, Feb. 14, 2012, Feb. 11, 2012, Feb. 10, 2012, Feb. 09, 2012, Feb. 08, 2012, Feb. 07, 2012, Feb. 04, 2012, Feb. 03, 2012, Feb. 02, 2012, Feb. 01, 2012

January 2012: Jan. 31, 2012, Jan. 28, 2012, Jan. 27, 2012, Jan. 26, 2012, Jan. 25, 2012, Jan. 24, 2012, Jan. 21, 2012, Jan. 20, 2012, Jan. 19, 2012, Jan. 18, 2012, Jan. 17 (updated version of Jan. 14), 2012, Jan. 13, 2012


Daily Updates: Tuesdays – Fridays at 12:00 (GMT, London), Sundays at 20:00 (GMT, London)


Terms of use: All material is copyrighted by the authors and is provided “as is”. It can be copied and published elsewhere for informational purposes, provided that an explicit statement is given that acknowledges the source of the report. Use of this report for commercial purposes is allowed after written permission from the authors.

Disclaimer: The contents of the reports are provided for information purposes only. Any and all recommendations shown in the reports and this website are indicative and the authors are not offering to buy or sell or soliciting offers to buy or sell any financial instrument. The views in this publication are those of the authors alone and are subject to change at any time, and they have no obligation to update the opinions, recommendations or the information in this report or its affiliated website. The authors of the report do not accept any liability whatsoever for any direct or consequential loss arising from any use of the information provided. The information in this report is not intended to predict actual results, which may differ substantially from those presented.For readers’ convenience, parts of the report can be found online under “Global ETF Switcher Introduction“, “Global ETF Switcher View” and “Global ETF Switcher Picks“.

TNA/TZA Pair Trading: We buy TNA for the week Oct. 25 – Nov. 01

Posted on 25th October 2012 in Pairs Trading

TNA/TZA Pair Trading

Quantf.com Weekly Pick:  TNA

This week we keep our current position on $TNA

Important Notice: The cumulative graph that follows depict the daily cumulative performance of the strategy but it uses *unrealised* profits and losses without any stop loss/take profits rule. For the actual trading performance please refer to the log table that follows.

Date Action Asset Price Quantity Investment Transaction Costs Take Profit Period Return
2012-05-24 New Signal: TZA – Buy TZA $21.88 480 $10,502.04 $1.92 - -
2012-05-31 New Signal: TZA – Keep TZA - - - - - -
2012-06-04 Take Profit: SELL TZA $24.20 480 $11,616.00 $2.40 $1,109.64 10.57%
2012-06-07 New Signal: TZA – Buy TZA $21.02 590 $12,401.80 $2.76 - -
2012-06-12 Take Profit: SELL TZA $22.00 590 $12,980.00 $2.95 $572.49 4.62%
2012-06-12 BUY again (Market Close) TZA $21.90 150 $3,285.00 $1.00 - -
2012-06-14 SELL TZA $21.60 150 $3,240.00 $1.00 -$47.00 -1.43%
2012-06-14 New Signal: TNA – Buy TNA $46.40 275 $12,760.00 $1.38 - -
2012-06-20 Take Profit: SELL TNA $51.23 275 $14,088.25 $1.20 $1,325.67 10.39%
2012-06-20 Buy TNA $51.65 100 $5,165.00 $1.00 - -
2012-06-20 Buy TNA $51.48 150 $7,722.00 $1.00 - -
2012-06-21 New Signal: TNA – Buy TNA $47.67 125 $5,958.75 $1.00
Break Break Break Break Break Break Break Break Break
2012-07-05 New Signal: TNA – Buy – We keep our current positions TNA - - - - - -
2012-07-12 New Signal: TZA – Close current positions TNA $52.45 375 $19,668.75 $1.75 $818.25 4.34%
New Signal: TZA – Open Position TZA $18.58 600 $11,148.00 $3.00 - -
2012-07-20 New Signal: TZA – We keep our current position TZA - - - - - -
2012-07-26 New Signal: TNA – Close current TZA position TZA $19.40 600 $11,640.00 $3.00 $486.00 4.36%
2012-07-26 New Signal: TNA – Open New position TNA $49.37 300 $14,811.00 $1.50 - -
2012-08-02 New Signal: TNA – We keep our current position TNA - - - - - -
2012-08-09 Holidays: Close position TNA $54.40 300 $16,320.00 $1.50 $1,506.00 10.17%
2012-09-06 New Signal: TNA – Open New position TNA $61.57 300 $18,471.00 $1.50 - -
2012-09-13 New Signal: TNA – We keep our current position TNA - - - - - -
2012-09-24 New Signal: TNA – We keep our current position TNA - - - - - -
2012-09-27 New Signal: TNA – We keep our current position TNA - - - - - -
2012-10-04 New Signal: TNA – We keep our current position TNA - - - - - -
2012-10-11 New Signal: TNA – We keep our current position TNA - - - - - -
2012-10-18 New Signal: TNA – We keep our current position TNA - - - - - -
2012-10-25 New Signal: TNA – We keep our current position TNA - - - - - -


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