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2015 June 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 June 25 market opening:

                                    MERIT    PRICE   GROUP AND END MARKET  
MCD    McDonald's Corp               635     96.64  Restaurants     US/intl
DTV    DIRECTV                       555     93.16  Util, Telecom    US/LAm
LB     L Brands                      553     86.73  Apparel          US/Can
CCI    Crown Castle                  551     82.21  Util, Telecom    US/Aus
FDO    Family Dollar Stores          529     79.33  Retail,Variety       US
CI     Cigna Corp                    521    165.75  HC Plans        US/intl
EPD    Enterprise Products           470 X   30.83  Oil & Gas            US
PAA    Plains All-American Pipeline  452 X   45.14  Oil & Gas        US/Can
SPG    Simon Property Group          452    173.90  Real Estate        intl
RAI    Reynolds American             447     76.34  Tobacco Prods        US
AXP    American Express              439 X   80.74  Credit Servs    US/intl
NRF    NorthStar Realty Finance      419     16.56  Real Estate          US
HD     Home Depot                    416    112.35  Home Furnish        NAm
EL     Estee Lauder                  415     87.48  Personal Prods     intl
TJX    TJX Companies                 393     67.58  Retail,Variety  US/intl
VFC    VF Corp                       390     70.26  Apparel           US/EU
UNP    Union Pacific                 386 X   98.25  Railroads            US
DRI    Darden Restaurants            385     70.84  Restaurants      US/Can
ABC    AmerisourceBergen Corp        374    109.60  Drugs           US/intl
PRGO   Perrigo Co                    363    189.16  Drugs              intl

Portfolio

Due to insufficient cash, there was no purchase. GCI Gannett Co is now TGNA Tegna Inc. TGNA options include 1/2 share of GCI for each share of TGNA.

             GROUP AND END MARKET     QTY       START        END OF MONTH  
CCE17C50    Beverage, Soft       EU    20  04/24/15  5,824  06/30/15  5,800
DFS16C60    Credit Servs         US     3  03/27/14  1,918  06/30/15    675
EL17C92.5   Personal Prods     intl    10  05/22/15  8,716  06/30/15  6,800
HD16C92.5   Home Furnish        NAm     3  08/27/14  1,984  06/30/15  6,150
LUV16C35    Airlines             US    10  09/26/14  3,826  06/30/15  2,350
MCD17C90    Restaurants     US/intl     3  12/15/14  2,320  06/30/15  2,850
NI17C45     Util, Energy         US    10  01/27/15  3,096  06/30/15  5,300
PII16C130   Recreation      US/intl     2  06/27/14  3,426  06/30/15  4,360
RAI17C77.5  Tobacco Prods        US    14  02/25/15  7,075  06/30/15  7,420
TGNA16C32   Publishing      US/intl    10  10/27/14  3,056  06/30/15  6,600
TJX17C70    Retail,Variety  US/intl    14  03/25/15 11,457  06/30/15  7,700

Capital gains

  AUG    SEP    OCT    NOV    DEC    JAN    FEB    MAR    APR    MAY    JUN
19637  -5040   3324  18938   6812  -4838   6151 -11183 -13564   3668  -6670

Comprehensive Strategy, stocks

Selection list

The selection list was generated before the June 25 market opening:

                                    TREND    PRICE   GROUP AND END MARKET  
LB     L Brands                      313     86.73  Apparel          US/Can
AGN    Allergen plc                  273    308.66  Drugs              intl
EPD    Enterprise Products           258 X   30.83  Oil & Gas       US/intl
CI     Cigna Corp                    256    165.75  HC Plans        US/intl
BIIB   Biogen Idec                   250    410.65  Biotechnology   US/intl
MCD    McDonald's Corp               243     96.64  Restaurants     US/intl
PRGO   Perrigo Co                    240    189.16  Drugs              intl
BLUE   bluebird bio                  240    170.10  Biotechnology   US/intl
REGN   Regeneron Pharmaceutical      238    516.59  Biotechnology   US/intl
ROST   Ross Stores                   235     50.08  Apparel              US
AXP    American Express              233 X   80.74  Credit Servs    US/intl
SPG    Simon Property Group          228    173.90  Real Estate        intl
EL     Estee Lauder                  226     87.48  Personal Prods     intl
CERN   Cerner Corp                   225     69.12  Info Servs         intl
NRF    NorthStar Realty Finance      223     16.56  Real Estate          US
VFC    VF Corp                       221     70.26  Apparel           US/EU
CCI    Crown Castle                  219     82.21  Util, Telecom    US/Aus
ABC    AmerisourceBergen Corp        218    109.60  Drugs           US/intl
TJX    TJX Companies                 211     67.58  Retail,Variety  US/intl
UNP    Union Pacific                 211 X   98.25  Railroads            US

Portfolio

Due to insufficient cash, there was no purchase. ACT Actavis plc is now AGN Allergen plc:

             GROUP AND END MARKET     QTY       START        END OF MONTH  
AGN         Drugs              intl   150  02/25/15 43,907  06/30/15 45,519
CCI         Util, Telecom    US/Aus   500  12/15/14 37,778  06/30/15 40,150
CI          HC Plans        US/intl   500  03/25/15 64,479  06/30/15 81,000
GILD        Biotechnology      intl   300  04/25/14 22,206  06/30/15 35,124
GMK         Packaged Goods  US/intl  1200  09/26/14 49,921  06/30/15 61,812
HII         Aerosp & Def         US   300  10/27/14 29,408  06/30/15 33,777
LB          Apparel          US/Can   500  01/27/15 42,723  06/30/15 42,865

Capital gains

  AUG    SEP    OCT    NOV    DEC    JAN    FEB    MAR    APR    MAY    JUN
18864 -19787   5511   9244 -12437  -6291  24434  -4081 -10871  15974   5561

Comprehensive Strategy, put options

Selection list

The selection list was generated before the June 5 market opening.

                                    MERIT    PRICE   GROUP AND END MARKET  
ZU     zulily Inc                    201     13.66  Retail,Variety  US/intl
SODA   SodaStream Intl               198     21.71  Beverage, Soft     intl
COH    Coach Inc                     171     35.63  Apparel         US/intl
JIVE   Jive Software                 166      5.70  Software           intl
SSYS   Stratasys Ltd                 162     35.65  Computers          intl
WYNN   Wynn Resorts                  158    109.44  Entertaninment   US/Chn
HAL    Halliburton Co                155     44.71  Oil & Gas          intl
TDC    Teradata Corp                 154     39.12  Electron Equipt US/intl
KORS   Michael Kors                  152     49.28  Apparel            intl
ESV    Ensco plc                     149     23.74  Oil & Gas          intl
GNW    Genworth Financial            146      7.85  Insurance       US/intl
ARCP   American Realty Capital       145      8.72  Real Estate          US
CALL   magicJack VocalTec            143      7.89  Util, Telecom        US
MAT    Mattel Inc                    139     25.35  Recreation         intl
P      Pandora Media                 135     18.08  Entertainment        US
MPEL   Melco Crown Entertainment     135     20.96  Entertainment       Chn
AVP    Avon Products                 133      6.41  Personal Prods     intl
NBL    Noble Energy                  129     43.70  Oil & Gas          intl
ECA    Encana Corp                   129     12.11  Oil & Gas        Can/US
DDD    3D Systems                    127     21.75  Computers          intl

Portfolio

Before the June 5 market opening the exposure of the investments was $587,963, the exposure of the hedges was $577,715, and the tranche size was $50,000. No rebalancing was necessary.

             GROUP AND END MARKET     QTY       START        END OF MONTH  
AVP16P8     Personal Prods     intl   100  04/17/15 12,687  06/30/15 23,000
COh16P40    Apparel         US/intl    20  04/17/15  6,524  06/30/15 13,400
FCX16P20    Basic Matls        intl    40  04/17/15  9,959  06/30/15 11,320
GNW16P8     Insurance       US/intl   140  04/17/15 18,185  06/30/15 15,820
HAL16P47    Oil & Gas          intl    20  04/17/15  9,064  06/30/15 12,300
JIVE16P5    Software           intl   200  04/17/15 17,165  06/30/15  8,000
NSR16P27    Util, Telecom      intl    40  04/17/15 15,239  06/30/15  7,600
P16P15      Entertainment        US    60  04/17/15 11,455  06/30/15 12,120
SINA16P35   Internet Servs      Chn    30  04/17/15 11,932  06/30/15  2,010
SODA16P20   Beverage, Soft     intl    40  04/17/15 12,186  06/30/15  9,080
TDC16P42.5  Electron Equipt US/intl    20  04/17/15  7,224  06/30/15 12,800
ZU16P14     Retail,Variety  US/intl    60  04/17/15 16,075  06/30/15 16,500

Capital gains

  AUG    SEP    OCT    NOV    DEC    JAN    FEB    MAR    APR    MAY    JUN
                                                       -24185  15220   5220

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  06/30/15  4,400
IEF16C105             Bonds           100  08/07/14 15,461  06/30/15 17,500

Capital gains

  AUG    SEP    OCT    NOV    DEC    JAN    FEB    MAR    APR    MAY    JUN
 4653 -15500  12500  -1500   1300  27300 -18100    700   -200  -9400 -11700

Real Estate Fund Strategy

Portfolio

Due to insufficient cash, there was no purchase.

                  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

  AUG    SEP    OCT    NOV    DEC    JAN    FEB    MAR    APR    MAY    JUN
 7015 -20148  25019  11859   9253  22372 -29119   2827 -27952  -7252 -21929

Easy Strategy

Portfolio

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

Capital gains

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