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2015 May Update


There were hedging positions as well as investment positions this month. Price histories, adjusted for splits and dividends, were downloaded from Yahoo.


Comprehensive Strategy, call options

Selection list

The selection list was generated before the May 22 market opening:

                                    MERIT    PRICE   GROUP AND END MARKET  
MCD    McDonald's Corp               842     99.28  Restaurants     US/intl
CCI    Crown Castle                  600     82.08  Util, Telecom    US/Aus
DTV    DIRECTV                       553     92.15  Util, Telecom    US/LAm
FDO    Family Dollar Stores          536     78.55  Retail,Variety       US
LB     L Brands                      527     88.46  Apparel          US/Can
EPD    Enterprise Products           485 X   33.73  Oil & Gas            US
SPG    Simon Property Group          462    183.54  Real Estate        intl
LO     Lorillard Inc                 439     72.00  Tobacco Prods        US
AXP    American Express              433 X   80.76  Credit Servs    US/intl
NRF    NorthStar Realty Finance      408     18.21  Real Estate          US
HD     Home Depot                    400    112.01  Home Furnish        NAm
UNP    Union Pacific                 389 X  104.96  Railroads            US
RAI    Reynolds American             385     75.49  Tobacco Prods        US
VFC    VF Corp                       379     71.28  Apparel           US/EU
EL     Estee Lauder                  375     89.35  Personal Prods     intl
PAA    Plains All-American Pipeline  374 X   47.56  Oil & Gas        US/Can
TJX    TJX Companies                 371     67.87  Retail,Variety  US/intl
CI     Cigna Corp                    367    132.95  HC Plans        US/intl
ABC    AmerisourceBergen Corp        366    113.94  Drugs           US/intl
DRI    Darden Restaurants            365     64.57  Restaurants      US/Can

Portfolio

I sold PPC because it developed a downtrend. I sold PKG, UNP, and YHOO to restore balance with the hedges. These were chosen because they were more than halfway towards a trend reversal.

I chose EL for the purchase. Stocks higher on the list were disqualified because they were already investments, were more than halfway towards a trend reversal, were in the Real Estate group, or were in the same group and end market as existing investments:

             GROUP AND END MARKET     QTY       START             END      
PKG16C72.5  Packaging        NAm/EU     3  02/27/14  2,452  05/06/15  1,009
PPC16C22.5  Meat Prods      US/intl    10  04/25/14  4,756  05/06/15  7,784
UNP16C105   Railroads            US     3  07/25/14  2,335  05/06/15  2,498
UNP16C87.5  Railroads            US     2  01/27/14  1,639  05/06/15  3,900
YHOO17C55   Info Servs         intl     5  11/20/14  4,517  05/06/15  1,113

             GROUP AND END MARKET     QTY       START        END OF MONTH  
CCE17C50    Beverage, Soft       EU    20  04/24/15  5,824  05/31/15  7,000
DFS16C60    Credit Servs         US     3  03/27/14  1,918  05/31/15    840
EL17C92.5   Personal Prods     intl    10  05/22/15  8,716  05/31/15  8,700
GCI16C32    Publishing      US/intl    10  10/27/14  3,056  05/31/15  5,200
HD16C92.5   Home Furnish        NAm     3  08/27/14  1,984  05/31/15  6,195
LUV16C35    Airlines             US    10  09/26/14  3,826  05/31/15  4,750
MCD17C90    Restaurants     US/intl     3  12/15/14  2,320  05/31/15  3,390
NI17C45     Util, Energy         US    10  01/27/15  3,096  05/31/15  6,400
PII16C130   Recreation      US/intl     2  06/27/14  3,426  05/31/15  4,240
RAI17C77.5  Tobacco Prods        US    14  02/25/15  7,075  05/31/15  8,680
TJX17C70    Retail,Variety  US/intl    14  03/25/15 11,457  05/31/15  7,280

Capital gains

  JUL    AUG    SEP    OCT    NOV    DEC    JAN    FEB    MAR    APR    MAY
 4505  19637  -5040   3324  18938   6812  -4838   6151 -11183 -13564   3668

Comprehensive Strategy, stocks

Selection list

The selection list was generated before the May 22 market opening:

                                    TREND    PRICE   GROUP AND END MARKET  
LB     L Brands                      313     88.46  Apparel          US/Can
ACT    Actavis plc                   273    301.22  Drugs              intl
EPD    Enterprise Products           258 X   33.73  Oil & Gas       US/intl
BIIB   Biogen Idec                   250 X  401.15  Biotechnology   US/intl
MCD    McDonald's Corp               243     99.28  Restaurants     US/intl
PRGO   Perrigo Co                    240    198.26  Drugs              intl
CI     Cigna Corp                    235    132.95  HC Plans        US/intl
ROST   Ross Stores                   235    101.55  Apparel              US
REGN   Regeneron Pharmaceutical      234    516.00  Biotechnology   US/intl
AXP    American Express              233 X   80.76  Credit Servs    US/intl
SPG    Simon Property Group          228    183.54  Real Estate        intl
BLUE   bluebird bio                  228    172.94  Biotechnology   US/intl
EL     Estee Lauder                  225     89.35  Personal Prods     intl
CERN   Cerner Corp                   225     67.83  Info Servs         intl
NRF    NorthStar Realty Finance      223     18.21  Real Estate          US
VFC    VF Corp                       221     71.28  Apparel           US/EU
CCI    Crown Castle                  219     82.08  Util, Telecom    US/Aus
ABC    AmerisourceBergen Corp        218    113.94  Drugs           US/intl
TJX    TJX Companies                 211     67.87  Retail,Variety  US/intl
UNP    Union Pacific                 211 X  104.96  Railroads            US

Portfolio

Due to insufficient cash, there was no purchase:

             GROUP AND END MARKET     QTY       START        END OF MONTH  
ACT         Drugs              intl   150  02/25/15 43,907  05/31/15 46,022
CCI         Util, Telecom    US/Aus   500  12/15/14 37,778  05/31/15 40,775
CI          HC Plans        US/intl   500  03/25/15 64,479  05/31/15 70,415
GILD        Biotechnology      intl   300  04/25/14 22,206  05/31/15 33,681
GMK         Packaged Goods  US/intl  1200  09/26/14 49,921  05/31/15 63,336
HII         Aerosp & Def         US   300  10/27/14 29,408  05/31/15 37,197
LB          Apparel          US/Can   500  01/27/15 42,723  05/31/15 43,260

Capital gains

  JUL    AUG    SEP    OCT    NOV    DEC    JAN    FEB    MAR    APR    MAY
10014  18864 -19787   5511   9244 -12437  -6291  24434  -4081 -10871  15974

Comprehensive Strategy, put options

Selection list

The selection list was generated before the May 6 market opening.

                                    MERIT    PRICE   GROUP AND END MARKET  
SODA   SodaStream Intl               176     19.11  Beverage, Soft     intl
ZU     zulily Inc                    159     11.82  Retail,Variety  US/intl
COH    Coach Inc                     156     38.07  Apparel         US/intl
TDC    Teradata Corp                 156     44.54  Electron Equipt US/intl
JIVE   Jive Software                 149      5.42  Software           intl
ESV    Ensco plc                     145     27.51  Oil & Gas          intl
GNW    Genworth Financial            139      8.64  Insurance       US/intl
HAL    Halliburton Co                138     48.04  Oil & Gas          intl
SWN    Southwestern Energy           136     28.15  Oil & Gas          intl
RDC    Rowan Cos                     136     22.36  Oil & Gas          intl
ARCP   American Realty Capital       136      8.98  Real Estate          US
WYNN   Wynn Resorts                  133    116.44  Entertaninment   US/Chn
SSYS   Stratasys Ltd                 131     36.95  Computers          intl
ECA    Encana Corp                   128     14.04  Oil & Gas        Can/US
P      Pandora Media                 123     17.88  Entertainment        US
MAT    Mattel Inc                    121     27.62  Recreation         intl
APA    Apache Corp                   120     67.94  Oil & Gas       US/intl
CALL   magicJack VocalTec            119      6.65  Util, Telecom        US
NBL    Noble Energy                  118     49.79  Oil & Gas          intl
FTK    Flotek Ind                    116     13.09  Oil & Gas       US/intl

Portfolio

Before the May 6 market opening the exposure of the investments was $621,470, the exposure of the hedges was $582,760, and the tranche size was $50,000. It was necessary to sell investments because there was insufficient cash to buy put options to restore balance.

             GROUP AND END MARKET     QTY       START        END OF MONTH  
AVP16P8     Personal Prods     intl   100  04/17/15 12,687  05/31/15 21,500
COh16P40    Apparel         US/intl    20  04/17/15  6,524  05/31/15 13,200
FCX16P20    Basic Matls        intl    40  04/17/15  9,959  05/31/15 10,040
GNW16P8     Insurance       US/intl   140  04/17/15 18,185  05/31/15 15,680
HAL16P47    Oil & Gas          intl    20  04/17/15  9,064  05/31/15  9,900
JIVE16P5    Software           intl   200  04/17/15 17,165  05/31/15  7,000
NSR16P27    Util, Telecom      intl    40  04/17/15 15,239  05/31/15 11,800
P16P15      Entertainment        US    60  04/17/15 11,455  05/31/15  6,960
SINA16P35   Internet Servs      Chn    30  04/17/15 11,932  05/31/15  6,750
SODA16P20   Beverage, Soft     intl    40  04/17/15 12,186  05/31/15  8,000
TDC16P42.5  Electron Equipt US/intl    20  04/17/15  7,224  05/31/15 11,400
ZU16P14     Retail,Variety  US/intl    60  04/17/15 16,075  05/31/15 16,500

Capital gains

  JUL    AUG    SEP    OCT    NOV    DEC    JAN    FEB    MAR    APR    MAY
                                                              -24185  15220

Irregular Strategy

Portfolio

The Irregular Strategy has been discontinued due to the dearth of candidates. There will be no more purchases.

                  ASSET CLASS         QTY       START        END OF MONTH  
HYG16C92              Bonds           100  08/07/14 16,386  05/31/15  7,600
IEF16C105             Bonds           100  08/07/14 15,461  05/31/15 26,000

Capital gains

  JUL    AUG    SEP    OCT    NOV    DEC    JAN    FEB    MAR    APR    MAY
        4653 -15500  12500  -1500   1300  27300 -18100    700   -200  -9400

Real Estate Fund Strategy

Portfolio

                  DESCRIPTION         QTY       START                      
IYR16C65       US Real Estate ETF       3  11/20/13  1,495                 
IYR16C63       US Real Estate ETF       3  12/13/13  1,450                 
IYR16C65       US Real Estate ETF       3  01/27/14  1,294                 
IYR16C69       US Real Estate ETF       3  02/27/14  1,270                 
IYR16C67       US Real Estate ETF       3  03/27/14  1,288                 
IYR16C70       US Real Estate ETF       3  04/25/14  1,180                 
IYR16C72       US Real Estate ETF       3  05/27/14  1,060                 
IYR16C72       US Real Estate ETF       5  06/27/14  1,882                 
IYR16C73       US Real Estate ETF       5  07/25/14  1,912                 
IYR16C74       US Real Estate ETF       5  08/27/14  1,897                 
IYR16C70       US Real Estate ETF       5  09/26/14  1,887                 
IYR16C74       US Real Estate ETF       5  10/27/14  1,902                 
IYR17C75       US Real Estate ETF       5  11/20/14  2,417                 
IYR17C76       US Real Estate ETF       5  12/15/14  3,162                 
IYR17C83       US Real Estate ETF      50  01/27/15 31,697                 
IYR17C80       US Real Estate ETF      14  02/25/15  7,649                 
IYR17C81       US Real Estate ETF      14  03/25/15  7,313                 
IYR17C80       US Real Estate ETF      14  04/24/15  6,207                 
IYR17C77       US Real Estate ETF      14  05/22/15  6,459                 

Capital gains

  JUL    AUG    SEP    OCT    NOV    DEC    JAN    FEB    MAR    APR    MAY
 2935   7015 -20148  25019  11859   9253  22372 -29119   2827 -27952  -7252

Easy Strategy

Portfolio

The $72,685 proceeds from the sales on April 17 will be reinvested on October 9.

Capital gains

  JUL    AUG    SEP    OCT    NOV    DEC    JAN    FEB    MAR    APR    MAY
                      8617   9215   1698 -16014  20521 -11731    940      0