Category Archives: Romanian Pairs and Assets

Short SIF5 Futures, Long DOW

By Orpheus | Published: 19 April, 2010
On 7 March we said “COMI outperformed BETXT by 310% from 8 May 2009. We will closely monitor the pair for the reversal signal.” The reversal signal came on 30 March. The long BETXT – short COMI pair is up 6% since then. We initiate the pair today. We close Dafora, BRK, SNP and ALR [...]
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Alpha. Romania – CMP outperforms BETXT and delivers 21% in 35 days

By Orpheus | Published: 11 April, 2010
We closed the Long CMP – Short BETXT pair at a profit of 21% and reinitiate the long ATB – short BETXT pair. The SNP – BETXT pair is up 3% week over week, reaching 20% since 26 Feb when we started the pair. The anticipated underperformance of TGN and TEL, that we covered also [...]
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Alpha.Romania – Anticipated TEL, TGN underperformance happens

By Orpheus | Published: 5 April, 2010
We talked about the unexpected in March when we mentioned that TEL and TGN should underperform BETXT. We carried the pairs for our premium users on 15 Mar and 8 Mar respectively. Guess what? Both the pairs are positive up 4% and 3% respectively. The outperformance of ALR against BETXT over the past week takes [...]
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Alpha.Romania – CMP pair delivers 23% in three weeks

By Orpheus | Published: 29 March, 2010
On 8 of March we said that “CMP and BRK are in for outperformance against BETXT” and started the pairs. Three weeks later we have CMP and BRK pairs up 23% and 14%. Long SNP- Short BETXT pair is up 6% since last week reaching 16% performance. We also mentioned the anticipated reversals on financials [...]
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Long BETXT, Short DOW delivers 143%.

By Orpheus | Published: 21 March, 2010
Starting with this week, Alpha.Rom, comes with a new update. We replaced Flamingo with DOW, kept the list at 25 stocks, and started two new cases: DOW Futures-SIF5 Futures and DOW Futures-BETXT. DOW secular underperformance on BETXT since February 2009 registered 143% and is now heading for a reversal. The DOW vs. BETXT performance cycle [...]
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Alpha.Bonds – Arbitraging Romanian Yields

By Orpheus | Published: 15 March, 2010
Geographical biases are so strong that either investors are too optimistic about them or too pessimistic. Take the example of Romanian equity. Market participants were so negative about the markets that equity delivered handsome returns in 2009. We can’t change mindsets, what we can do is illustrate workability when it is assumed that none exists. [...]
Also posted in Bonds, Global Pairs | 1 Comment

Alpha.Romania – Pharma starts to outperform

By Orpheus | Published: 15 March, 2010
Numeric Ranking Strategy Update Performance Cycles As anticipated, the defensive outperformance which we presented on 28 of February’s edition of Alpha.Rom starts to deliver. Both BIO and ATB moved up on absolute as well as relative terms. We initiate the pharmaceutical pair trades today. TEL, the top numeric ranking stock, starts underperforming BETXT, therefore we [...]
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Alpha.Romania – Historically COMI delivers 310% against BETXT

By Orpheus | Published: 7 March, 2010
COMI outperformed BETXT by 310% from 8 May 2009. We will closely monitor the pair for the reversal signal. DAFR/BETXT a month old pair reached 21% gains. The outperformance of TEL and TGN registered 41% and 26% respectively. As anticipated last week on Alpha Romania, we reached topping performance and thus reversal signals for both [...]
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Alpha.Romania – Why is pharma underperforming?

By Orpheus | Published: 28 February, 2010
Did you know that for the last 200 days, you could have done better on your Romanian market portfolio if you would have not looked at Pharmaceutical stocks ATB and BIO? Both the stocks underperformed the BETXT index by more than 50%. Did you know that Alpha Numeric ranking and performance cycles positivity on TEL [...]
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Alpha.Romania – Impact delivers 69% against BETXT

By Orpheus | Published: 21 February, 2010
Impact outperformed BETXT (from 17 Sep) by 69%, SIF5 outperformed BETXT by 18% (13 Nov), TEL outperformed BETXT by 20% (since 30 Nov), SIF2 outperformed BETXT by 11%(since 24 Dec), TGN outperformed BETXT by 13%(since 24 Dec). Now all the above blue chips have a topping performance cycle suggesting a reversal in polarity against BETXT. [...]
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