ALPHA.INDIA – CAN SHORTING GRASIM AGAINST L&T MAKE 100%?

I bet you think we are crazy, but performance pair cycles can isolate extreme divergences between highly correlated and similar sector peers too. Starting 24 Oct – 24 Mar, a Long Grasim – Short L&T strategy returned 72%, while from 24 mar  – 1 July, the Short Grasim – Long L&T strategy returned 100%.  The latest ALPHA.INDIA carries the top performance and pair performance cycles with the latest numeric ranking for stocks and sector Indices. Enjoy the latest ALPHA.INDIA. For detailed illustrations please visit econohistory.com or mail us.

PAIR PERFORMANCE CYCLES SMALL CAP TO UNDERPERFORM MIDCAP, CNXIT TO UNDERERFORM CAP GOODS, BANK TO UNDERPERFORM CONSUMER DURABLES, OIL OUTPERFORMANCE AGAINST METALS CONTINUE. PERFORMANCE CYCLES ON TECHNOLOGY, BANKS, METALS, MID CAP CONTINUE TO TOP. SUN, STERLITE, SBI ARE ALSO TOPPING AND TURNING DOWN. FMCG, CAPITAL GOODS, BHEL, HLL, GRASIM ARE BEST PICKS  AS THE PERFORMANCE CYCLES ARE TURNING UP OR BOTTOMING.

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ALPHA is a pair trading, long only – short only strategy and Numeric Ranking 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. Reliance – Nifty, CNXIT-Nifty, TCS-Nifty, CNXIT-Infosys, Nifty-ONGC. 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. CNXIT/INFOSYS means LONG CNXIT, SHORT INFOSYS. This also means +A-B. When the pair inverts to INFOSYS/CNXIT, it would mean SHORT CNXIT, LONG INFOSYS meaning -A+B.

LONG ONLY, SHORT ONLY portfolio covers NIFTY, CNXIT, NSEBANK, RELIANCE, INFOSYS, ONGC, CIPLA, ICICI BANK, HDFC BANK, TISCO.

STOP LOSS AND EXITS are activated at 4%

Please feel free to mail us for any clarifications.  *This is a strategy product. Long Short strategies are not riskless strategies. Please mail us for a detailed working or consult a local financial risk manager to execute these pairs. For more details please subscribe to the ORPHEUS TIME ANALYTICS research products.

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