ALPHA.ROMANIA – BRD RETESTS PERFORMANCE HIGH

BRD PAIRS AND LONG ONLY PERFORMANCE ARE HEADING FOR A RETEST. A CLEAR BREAK ON BET BRD PERFORMANCE HIGH AND BRD RETURN LINES WOULD SUGGESTS THAT THERE IS MORE POSITIVITY LEFT IN THE MARKET.

SIDEWAYS ACTION ON PAIR LINES AND INDIVIDUAL ASSETS…
SUGGEST CAUTION. WE WILL WAIT FOR A CLEAR BREAK ABOVE PREVIOUS HIGHS FOR FURTHER UPSIDE

ALPHA is a pair trading, long only and short only strategy product based on TIME fractals. Time arbitrage, Time Triads, Time fractals are terms coined by Orpheus Research. The signals are carried over three different time frames viz. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). This is a daily signal product. The signals will be 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.

TIME ARBITRAGE portfolio has five pairs now viz. BRD-BET, BETXT-SNP, SIF2-SIF5, BRD-BETXT, BET-SNP. The above tracker will be updated on a daily basis. The freshly opened trades will have the shortest holding periods. The type of trade will be depicted in the degree i.e. sub minor (2-3 days), minor (10-30 days) and intermediate (above 30 days). The legs should be risk weighted before any implementation. We are assuming a running stop loss of 4% per traded pair. BRD/BET means LONG BRD, SHORT BET. This also means +A-B. When the pair inverts to BET/BRD, it would mean SHORT BRD, LONG BET meaning -A+B.

LONG ONLY, SHORT ONLY portfolio covers SIF2, SIF5, BRD, ERST, TGN. BET, BETFI, BETNG, BETXT, SNP.

STOP LOSS AND EXITS are activated at 4%

ORPHEUS RESEARCH AT REUTERS – UNITED KINGDOM

ORPHEUS RESEARCH AT REUTERS – USA