Trending LOSO captured 87% on SOCEP

Alpha Romania. Early Economic: SIF2 remains the best ranking stock along with SIF5 DEC, BRD, TLV and hence the top potential underperformers. ATB, SIF4 and Teraplast are the worst performers on an intermediate time frame and hence the best potential outperformers. Our latest Alpha Romania report also carries the pair grid, a matching of the best assets with the worst. This highlights relative outperformance and potential pairs for the period ahead. The top rankers are horizontal, while the worst rankers are in the vertical column. The pair grid suggest that SIF5DEC could be a best sell against SIF4 (which is the worst) and if you have to chose between SIF2 and Teraplast for buy, you should chose Teraplast as it offers better value for money at this stage.

SIF2. Rieki and price structure both look negative. Harami indecision at 0.618 Fibonacci resistance confirms exhaustion. Sub 1.3 levels we continue to look lower. Sif4. SIF4 is the worst performer with a bottoming Rieki. Above key supports at 0.65 the stock remains a hold. LOSO signals are also positive. TLV DAILY. Rieki is topping suggesting caution. BRD. Rieki is topping and suggesting caution. Prices are below conventional supports. At this stage LOSO remains a buy. SIF5. Bottoming Rieki suggests that SIF5 is a potential outperformer. This suggests that any correction on SIF5 could be less compared to the other ranked assets. SIF5 DEC. SIF5 DEC on the other hand has a topping Rieki suggesting the futures should lose premium faster than expected against SIF5.

Enjoy the latest Alpha Romania.

Alpha is a daily strategy signal product that gives long only, short only, pair trading signals. Alpha is a numeric Ranking product based on TIME fractals. The signals are carried over minor (10-30 days) and intermediate (above 30 days) time frame. The signals are 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.

Naked and/or pair strategies are not riskless strategies. Time arbitrage portfolio legs should be risk weighted before any implementation. 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.

Performance cycles (Rieki) is a term coined by Orpheus Capitals. This is another name for time triads, time arbitrage, time fractals but expressed in terms of relative performance. Time arbitrage, Time Triads, Time fractals are terms coined by Orpheus Research. Rieki is a bounded oscillator that moves in a range say from 1 to 30. 1 is top relative performance and 30 is worst performance. The idea is that performance is cyclical. A top performer will underperform in future and vice versa. A top relative performer is also the worst value pick and the top relative underperformer is the best value pick.

Time is a social construct and we see time through the life and nature around us. Understanding time can not only give a unifying theory to research of a few thousand years, but also help us understand the world we live in. Time evolves, oscillates and continues. Time comes before everything, but we don’t see it. We just feel it. We believe what we see and this is why understanding what we don’t see is a challenge. Understanding time could bring more than a conventional thought down, it’s a revolution, which could rock the very foundation of economic thought or the geometric structures Euclid laid down in 300 BC. We are at the start of the journey, but if time is indeed the real mathematics, we could see high accuracy in time forecasts.

Stop loss and exits are activated at 4%

Coverage Romania: 30 top traded stocks and Romanian Indices.

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