Epiphany Trading Daily Blog

Discussion in 'Journals' started by erikrkolodny, Mar 3, 2010.

  1. erikrkolodny

    erikrkolodny ET Sponsor

    THURS. JUL. 22- Tracking Fed Language

    Traditionally for the last few years, I rake the rest of the autumn leaves in my yard in the weekend or two before Thanksgiving. Year-in, year-out, I have happy thoughts before I set out to do it. I think of all the times I raked leaves with my family. I think of how much my little girls love jumping in the leaves. I think of the cool crisp air with the breeze and sky foretelling eventual snow. All that stuff is great. What I don’t tend to truly focus upon is that last 1- 1 ½ hours of the task. This is the time when the kids are inside, the wind picks up a little more, my back is sore from raking and bagging 40 bags of leaves (when I expected it to be 10), and I wonder what could have made me ever want to rake leaves in the first place. The same type of malaise hit equities yesterday. Everyone was ready for Fed Chairman Bernanke to say positive things to the Senate Banking Committee yesterday in remembering the mild good things he has said these last few weeks. Instead, just as the 40 bags last year hurt, his comments about the economy facing “unusually uncertain” prospects spooked traders. Furthermore, he failed to offer any specific options he felt could stimulate lending and investment. Thus, if a pilot of a plane- who most passengers seem to have confidence in- suddenly tells you that the plane is encountering some turbulence, but is not quite sure how to deal with it, it’d make one nervous. This is what happened to stocks yesterday as investors sold off shares on worries about what is going on and what can be done to fix whatever problems there are because if the Fed Chairman cannot define it, who can? In the words of Joe Battipaglia, a market strategist at Stifel Nicolaus, "The market sold off because unfortunately there is no remedy provided in Bernanke's commentary to the rising threat of deflation, the excess capacity in the economy and the malfunctioning of the credit system." The surprise thrashed an otherwise bullish immediate-term environment. Bernanke will be grilled by the House today as he seems to be preparing the markets for a potential 2nd major qualitative easing program so keep your ears peeled for any additional comments or pointed answers to questions that Bernanke may make today.

    Markets overseas were generally lower in Asia with Tokyo off 0.6%. Prices turned in Europe, however, on the heels of several strong reports on manufacturing activity with the bourses all up around 1% as of this writing. The dollar is relatively weak with gold and oil modestly higher. Futures have wiped out yesterday’s losses as of right now as well after the unexpected strength out of Europe as well as a number of positive earnings outlooks. Focus today on the biggest earnings morning of the quarter quantity-wise anyway with earnings out from a myriad of companies. Movement will be very choppy in this subset. Relative strength and weakness plays on the open will also be plentiful with the bounty of newsflow out there.

    Reiterating-

    If the whole story is not there -

    If something is good, assume either a short thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified.

    If something is bad, assume either a buy thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified-


    Good- The following stocks have good news and/or a strong technical pattern

    BIDU- great earnings

    EBAY- good earnings

    QCOM- good earnings

    FFIV- great earnings

    EW- good earnings

    FNF- decent earnings

    NTGR- decent earnings

    XLNX- decent earnings

    ETN- closed near a high after posting great earnings

    CYT- closed near a high after posting great earnings

    WFT- featured on “Mad Money” last night

    LLY- decent earnings

    BAX- decent earnings

    DHR- decent earnings

    ELN- decent earnings

    FITB- decent earnings

    NOK- decent earnings

    TEL- decent earnings

    XRX- decent earnings

    UPS- great earnings

    CBE- decent earnings

    UNP- decent earnings

    NYT- decent earnings

    RCL- decent earnings

    STJ- good earnings


    Bad-The following stocks have bad news and/or a weak technical pattern

    NFLX- terrible earnings

    WDC- terrible earnings

    SBUX- poor earnings

    ISRG- terrible earnings

    ADS- poor earnings

    CA- poor earnings

    SWI- awful earnings

    DOX- poor earnings

    ISIL- poor earnings

    CMTL- closed near a low after announcing the loss of a major customer

    AAPL- near island reversal after posting earnings

    GS- closed near a low

    MAN- near island reversal after posting earnings

    RIMM- closed near a low

    POT- closed near a low

    EMAN- closed near a low

    PNFP- closed near a multi-year low after posting terrible earnings

    GCA- closed near a low after losing the renewal of a contract from Harrah’s

    MLNX- poor earnings

    MELA- FDA moving panel for MelaFind to November

    DO- poor earnings

    SHW- poor earnings

    Earnings:

    THURS. JUL. 22 BEFORE

    ALK ALXN AN

    APD BAX BBT

    BMY BX CAL

    CAT CBE CY

    DHR DO ELN

    ESI ESV FITB

    FLIR HBAN HOT

    HSY IDC JBLU

    LH LLY LUV

    MHS NOK NUE

    NYT ORI PCP

    PENN PLD PM

    PNC RAI RCL

    RS SHW SON

    STI STJ SWY

    T TEL TRV

    UNP UPS USG

    VFC XRX ZMH

    THURS JUL. 22 AFTER

    AMZN ATHN AXP

    BCR BLUD BUCY

    CAKE CB COF

    CYMI DECK EQIX

    FII FLEX HGSI

    LEG MCRL MOS

    MSFT NCR NFX

    OSIP PMCS QLGC

    RMBS RVBD SNDK

    SPWRA SWKS

    Epiphany Trading, LLC
    www.epiphanytrading.com

    Erik R. Kolodny- Chief Markets Strategist
    Brendan P. Byrne- President
    Joseph R. McCandless- Managing Partner
    D. Timothy Seaquist- Managing Partner
     
    #121     Jul 22, 2010
  2. erikrkolodny

    erikrkolodny ET Sponsor

    FRI. JUL. 23- Stressing The Stress Tests

    At 12PM ET today (late afternoon/early evening in most of western Europe aka well after the close of the European bourses), European regulators are going to release the European version of their “stress tests.” These tests are an attempt to measure the wherewithal of European banks to withstand major future economic panics (much less bank panics). Various indicators seem to hint at placid results from the recent rally in European equities to more sophisticated measures like the Markkit iTraxx Europe Senior Financial Index of credit-default swaps on 25 banks and insurers. These financial conduits measure the cost of insuring against a bank default and are priced at their lowest level in several months. Thus, there are three scenarios which could occur today. The best case is that the report is hunky-dory. Indeed, when the banks passed a real stress test a few weeks ago when the worst banks did not need to borrow as much money as was thought, it took a lot of worry out of the market. However such an outcome is highly unlikely as there are definitely some problems there. The worst case is that the report is terrible, i.e. it indicates problems system-wide even at the major banks. Such a scenario is unlikely as well as it’d set off a panic (and would obviously be very bad for equities). The case that is the most likely is the big vs small case in which all big banks will be shown to be OK while selected small banks will be in need of further financing. Because this is expected, there likely would not be a major reaction to the news. Indeed, I’ve already heard certain snippets such as Goldman Sachs estimating about 90% of the banks will pass with several small to medium sized Spanish banks failing. Regardless, on a muggy July Friday with little news out at mid-afternoon, the stress test news is something to watch out for today particularly if any early headlines are leaked and certainly at noon if not.

    Markets in Asia had a good showing overnight with Hong Kong up 1.1% and Tokyo up twice that at 2.2%. In Europe, the gains are more muted with Frankfurt up 0.6% and Paris up 0.5%. Commodities are mixed with gold up slightly and oil down slightly. The dollar is flat against the yen but notably weaker against the euro and pound- interesting ahead of the stress test results. Futures too are mixed with the S&P’s up slightly but the NASDAQ’s down slightly. It looks off-hand like it will be a consolidation session but very active in individual stocks. The wildcard is obviously the stress tests but the effects of the results are likely to be mute unless they are exceptionally bad. Focus on all the earnings plays, big cap techs like AAPL, and wait/watch for reaction if any to the stress tests and trade accordingly.

    Reiterating-

    If the whole story is not there -

    If something is good, assume either a short thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified.

    If something is bad, assume either a buy thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified-


    Good- The following stocks have good news and/or a strong technical pattern

    BCR- decent earnings

    ETFC- good earnings

    RVBD- decent earnings

    ATHN- good earnings

    ALGN- good earnings

    CMG- great earnings

    MOS- decent earnings

    CYMI- decent earnings

    BLUD- decent earnings

    WYNN- closed near a high

    CLF- closed near a high

    QCOM- closed near a high after posting earnings

    AEIS- closed near a high after posting good earnings

    NTGR- closed near a high after posting good earnings

    FFIV- closed near a high after posting good earnings

    APC- closed near a high

    FDX- closed near a high on the UPS earnings

    AFL- closed near a high

    DLX- closed near a high after posting good earnings

    KWK- announced the sale of its Quicksilver Gas Services unit

    F- good earnings

    ASH- decent earnings

    DOV- decent earnings

    JCI- decent earnings

    R- decent earnings



    Bad-The following stocks have bad news and/or a weak technical pattern

    AMZN- terrible earnings

    SNDK- poor earnings guidance and the CEO is retiring somewhat unexpectedly

    COF- poor earnings

    BEC- terrible earnings

    IBKR- poor earnings

    CAKE- poor earnings

    SWKS- poor earnings

    QLGC- terrible earnings

    MCRL- poor earnings

    RMBS- poor earnings

    FLEX- poor earnings

    ESRX, ABC- closed near a low after poor earnings from competitor MHS weighed down the sector

    MLNX- closed near a low after posting bad earnings

    LH- closed near a low after posting bad earnings

    WDC- closed near a low after posting bad earnings

    SWI- closed near a low after posting bad earnings

    STJ- island reversal in closing near a low after posting earnings

    ACTG- poor earnings

    RST- poor earnings; CEO resigned as well

    WL- bad earnings

    MHP- poor earnings

    SLB- poor earnings

    MCD- poor earnings

    JCI- poor earnings




    Earnings:

    FRI. JUL. 23 BEFORE

    ASH DLR DOV

    F HON IDXX

    IR JCI KMB

    MCD MHP R

    SLB TROW VZ

    WL

    Epiphany Trading, LLC
    www.epiphanytrading.com

    Erik R. Kolodny- Chief Markets Strategist
    Brendan P. Byrne- President
    Joseph R. McCandless- Managing Partner
    D. Timothy Seaquist- Managing Partner
     
    #122     Jul 23, 2010
  3. erikrkolodny

    erikrkolodny ET Sponsor

    MON. JUL. 26- What's Good For GE...

    On Friday, the following press release was issued by General Electric:

    “The Board of Directors of General Electric Company (NYSE: GE) today raised the Company's quarterly dividend 20% from $0.10 per outstanding share of the Company's common stock to $0.12 per outstanding share of the Company's common stock. The Board declared that the dividend is payable October 25, 2010 to shareowners of record at the close of business on September 20, 2010. The ex- dividend date is September 16,
    2010.
    In addition, the Board extended the existing share-repurchase plan, which would have otherwise expired on December 31, 2010, through 2013. Repurchases under the existing $15 billion repurchase plan were suspended on September 25, 2008. The plan currently has approximately $11.6 billion in remaining authorization. The Company will resume repurchases under the plan this quarter.
    "We are able to restore the GE dividend at a historical payout level for 2010 earlier than previously anticipated and to extend our share buyback program because of continued strong cash generation, recovery at GE Capital, and solid underlying performance in our Industrial businesses through the first half of 2010," GE CEO Jeff Immelt said. "In addition, the Company continues to plan on capitalizing on strategic and financially attractive inorganic growth opportunities. "We are executing well, progressing on our plans to make GE Capital a smaller, more competitive specialty-finance company, and continuing to generate strong cash flow," Immelt said. "This gives us the flexibility to allocate capital for growth and shareholder value, while keeping GE safe and secure."

    There is absolutely no other way of interpreting this in my mind as anything other than bullish. While GE did not readjust its dividend anywhere close to pre-crash levels, the fact that they raised their dividend shows confidence in themselves much less took away any fears that they may actually reduce their dividend. It is the same story for the stock buyback program. There is of course no way of telling whether the company will actually wind up buying $11.6 billion of its own shares. Furthermore there is no guarantee it is even a wise thing to do. Yet the fact it is willing to at least intimate that it will put its money where its mouth is (along with the thinking that the company certainly will buy some of its shares soon so as not to make the announcement hollow). Finally, there is also no way the CEO of GE would make a comment about the company’s operations doing well unless, well, they were doing well. Thus, Friday’s rally was not a short covering rally; rather, it was but a sign that maybe hopefully perhaps the worst has passed with the likelihood of a double dip lessening a bit based on one major worldwide company along with the thought that other companies will imitate GE’s actions over the next few weeks.

    Markets overnight were higher in Asia with Hong Kong up 0.1% and Tokyo 0.8%. Prices fell ever so slightly in Europe though despite the European bank stress test results as well as the rumored imminent departure of BP’s embattled CEO. The FTSE is down 0.2% with the DAX down 0.3%. Oil is down almost 1%, gold is up slightly, and the dollar is notably weaker against the yen and the euro. Futures are a tinge lower. Overall, it’s a quiet summer Monday…doesn’t seem like we get many of ‘em anymore, but this certainly feels like one of them. Look for a muted session overall today with a focus on smaller biotechs in the news, the drillers on reactions to BP rumors, and relative strength/weakness plays early on.

    Reiterating-

    If the whole story is not there -

    If something is good, assume either a short thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified.

    If something is bad, assume either a buy thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified-


    Good- The following stocks have good news and/or a strong technical pattern

    CMG- closed near a high after posting great earnings

    FSLR- closed near a high

    SNDK- near island reversal in closing near a high after posting poor earnings

    NXTM- closed near a high after posting good earnings

    DV- among other for-profit education stocks closing near a high after a watered down rule proposal from the Department of Education

    GENZ- closed near a high on rumors of a takeover from Sanofi

    AXP- closed near a high after posting good earnings

    BUCY- closed near a high after posting good earnings

    WYNN- closed near a high

    AMZN- an amazing island reversal in closing near a high after posting terrible earnings

    BIDU- closed near a high

    MA- closed near a high

    X- closed near a high

    APA- closed near a high

    RIMM- closed near a high

    JOYG- closed near a high

    MUR- closed near a high after announcing an attempt to exit its refining business

    CKH- closed near a high after posting good earnings

    RVBD- closed near a high after posting good earnings

    INFN- closed near a high after posting good earnings

    APC- announced an oil discovery near Ghana

    ONXX- announced positive top-line results from its Carfilzomib Phase 2b study

    EPD- decent earnings

    SOHU- decent earnings




    Bad-The following stocks have bad news and/or a weak technical pattern

    RIG- closed near a low

    BXS- closed near a low after posting poor earnings



    Earnings:

    MON JUL 26 BEFORE

    CSR EPD FTI

    LO ROP RSH

    SOHU


    MON JUL 26 AFTER

    ACL BEC CR

    HMA JEC LF

    LM MAS PCL

    PLT RRC SLG

    UHS VECO


    Epiphany Trading, LLC
    www.epiphanytrading.com

    Erik R. Kolodny- Chief Markets Strategist
    Brendan P. Byrne- President
    Joseph R. McCandless- Managing Partner
    D. Timothy Seaquist- Managing Partner
     
    #123     Jul 26, 2010
  4. erikrkolodny

    erikrkolodny ET Sponsor

    TUES. JUL. 27- Some Flash History

    There was a recent fascinating article in the "Wall Street Journal" about the 'flash crash.' Oh, but wait. This is not from the 2010 debacle, but rather from 1962:

    http://online.wsj.com/article/SB100...72791511469272.html?KEYWORDS=flash+crash+1962

    After reading this article a few times, several general themes came to mind. The first thing is a tenet that came right to mind. Markets will eventually go to wherever they should go. While in an Economics class in college, I participated in a game theory project used in research that eventually won the person conducting the experiment the Nobel Prize a few years later. Basically, it was a trading game whereby we all knew the value of the entity we were trading was going to go to 0. We had 20 time periods in which to trade it (only from the long side) with the person who did it the best winning a fairly significant real cash prize. So think about that- we had to trade a market we inherently knew was worthless with a real incentive of good cash for a college kid. So, the stock actually rose for the first few time periods before crashing down to 0 by the end. Now, we have no way of knowing whether things like the European debt crisis is going to mushroom. But we do know that in the end, every trading entity will rightly trade for fair value. It won't always be exact, but everything does have an inherent value. For instance, if a REIT has no debt, $11 in cash per share, and no assets because it sold off the real estate yet its trading for 7 in a bear market, it will go back to 11 eventually. Flash crash or not, assets go to where they should trade.
    Second, errors and mini-panics have happened for ages (on both the up and down side). This will continue to happen particularly in the computer age of trading (more pieces to come on this in the next few days). Human nature is such that fear and greed can reach extreme levels- particularly when aided with machines more powerful than most of us can imagine in any scientific fiction journal we've perused.
    Third, the cold thing but -so what? Should Accenture (ACN) have traded all the way down to 1 cent in early May? Of course not. There are going to be mistakes. But you know what? If nobody had a bid in there until 1 cent, well they are now filled 1 cent and the thing goes back to where it should go. Now, of course, that type of thinking will never stand in the real world for one reason. It'd lead to manipulation. Namely, entities would have an incentive to cause a real panic in something and have bids sharply beneath the market if they knew there was a shot of getting filled. It would dramatically increase volatility and make markets highly unreliable. In short, as day traders- all we can do is recognize those moments for what they are- weird nuances. Now, we don't know as they happen whether things like nuclear wars are happening. So, there's no real safe way to play it. Thus, a good gamble can of course pay off (i.e. the person who bought AAPL at 200 only to sell at 240 a couple hours later is happy). But know this much- things like that have happened before- and they will happen again. And it doesn't matter if it is humans, technology, or a combination of the two- in all times in all places, things like this have a history so just be well aware of the possibility of a 'flash crash' type scenario occurring again at some point in our careers.


    Markets in Asia were mixed overnight with Tokyo down very slightly (less than 0.1%) but Hong Kong up 0.6%. The tone is decidedly good in Europe, however, with Paris up 1.3%, Germany 0.8%, and London 0.9%. Oil and gold are both up slightly with the dollar mixed- up slightly against the yen but down slightly against the euro. Bonds are notably lower with the 10-year down almost half a point and the yield over 3%. Futures are nicely higher on the heels of several strong earnings reports particularly Dupont (DD). There seems to be no real trigger for things to turn around other than ‘buy the rumor, sell the news’ although the newsflow is quite good. Off-hand, look for the gains to hold in a bit choppier session than yesterday but if things start easing lower in the first hour, there likely will be a slight reversal later. Focus on the myriad of earnings out such as X, FLR, the big cap techs, BP and the drillers on BP’s earnings report, and relative weakness plays particularly in the first half of the day.

    Reiterating-

    If the whole story is not there -

    If something is good, assume either a short thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified.

    If something is bad, assume either a buy thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified-


    Good- The following stocks have good news and/or a strong technical pattern

    FLR- decent earnings

    VECO- great earnings

    ONXX- closed near a high after issuing positive phase IIb guidance on one of its main experimental drugs

    GENZ- closed near a high on takeover speculation

    MNTA- closed near a high

    APA- closed near a high

    FDX- closed near a high after upping its earnings guidance

    CR- decent earnings

    ASTC- closed near a high after winning a NASA contract

    AMAG- closed near a high

    OVTI- closed near a high

    JLL- closed near a high

    RMBS- US ITC ruled NVDA products infringed on RMBS patents

    UCTT- good earnings

    NFLX- on “Mad Money” last night

    BP- decent earnings

    DD- great earnings

    LXK- good earnings

    NDAQ- decent earnings

    TEVA- decent earnings

    UA- decent earnings

    ENR- decent earnings

    CMI- good earnings

    TLAB- decent earnings

    VLO- decent earnings

    CPO- good earnings

    PCAR- decent earnings

    RF- decent earnings

    ABC- decent earnings

    UA- decent earnings

    AKS- good earnings


    Bad-The following stocks have bad news and/or a weak technical pattern

    LM- poor earnings

    PCL- poor earnings

    PLT- bad earnings

    VLTR- bad earnings

    ZRAN- bad earnings

    FIBK- closed near a low after a downgrade

    SAP- poor earnings

    LLL- poor earnings

    OXY- poor earnings

    X- poor earnings

    Earnings:

    TUES JUL 27 BEFORE

    ABC AKS AMG

    BEAV BP CIT

    CMI DD DPZ

    ECL ENR LLL

    LMT LXK NDAQ

    ODP OXY PCX

    RF ROC SAP

    SVU TEVA TIN

    TLAB TMO UA

    VLO WTNY WU

    X


    TUES JUL 27 AFTER

    ACE AET AFL

    BRCM BXP CBI

    CENX CEPH CHRW

    DWA FISV GPN

    IGT ILMN LVS

    MEE MTW NBR

    NLC NSC NUVA

    PNRA PPDI STR

    TRMB WBSN


    Epiphany Trading, LLC
    www.epiphanytrading.com

    Erik R. Kolodny- Chief Markets Strategist
    Brendan P. Byrne- President
    Joseph R. McCandless- Managing Partner
    D. Timothy Seaquist- Managing Partner
     
    #124     Jul 27, 2010
  5. erikrkolodny

    erikrkolodny ET Sponsor

    WED. JUL. 28- Malaise

    Yesterday, something occurred for a period of hours- this “something” has not been present in the markets for awhile. Thankfully, it is a word most of us have not used in awhile, but it is time to bust it out as we get ready to turn the calendar to the month of August: “malaise.” Yep. I dared to say it. Malaise. For several hours yesterday, the S&P 500 traded in a range of about four handles. For perspective, there were there several days in the last few months where almost every single five minute bar of activity had a range of four points! In a world of an ever-shrinking pool of investors- one in which 8 of every 10 shares traded on the NYSE are done by high frequency firms- many people are enjoying some much needed and much-deserved time off. Earnings season is still in full force, but we’re certainly in the latter half of it. The news flow overall has calmed. The market has had a huge rally. And it’s beautiful outside. Pick your reason. But whatever you pick, particularly in what has been a trading range market, the stretches of placidity are likely to continue through at least Labor Day. What can we as traders do about it? Ab-so-lu-te-ly nothing. Pick spots, have orders out there, but the fills will unfortunately become less and less frequent as we approach Labor Day. Bathing suits usually aren’t purchased in December in Manhattan and trading slows in late summer; it’s a cyclical business. Do NOT get me wrong. There will be some very active patches to come in the days ahead. I am just noting that when it's calm, it's going to be really calm. So, again, be ready when there is action and seize upon it but do not force things when oftentimes, there may not be much to do for long periods of time over the next few weeks.

    Markets in Asia were strong overnight with Hong Kong up about 0.6%, but Shanghai notably rallied 2.2% with Tokyo even stronger up 2.7%. The gains failed to carry through to Europe, however, with the major indexes mixed as Paris is up 0.5%, but London is down 0.3% with Frankfurt off 0.5%. Oil is flat, gold is up a little, the dollar is quiet, and bonds are little changed. Futures were modestly higher, but lost all of their gains and more after poor durable goods data. For the day, look for a choppy environment with a modest downside bias. Focus on the earnings plays- particularly those near unchanged on the open, any relative strength play particularly with news as it’s a ripe environment for short covering, and sectors such as the drillers after a BP downgrade.

    Reiterating-

    If the whole story is not there -

    If something is good, assume either a short thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified.

    If something is bad, assume either a buy thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified-


    Good- The following stocks have good news and/or a strong technical pattern

    BRCM- decent earnings

    NUVA- good earnings

    ILMN- good earnings

    DWA- decent earnings

    BWLD- great earnings

    SIMG- great earnings

    CHRW- decent earnings

    AAPL- closed near a high

    ENR- closed near a high after posting earnings

    ACE- decent earnings

    FISV- decent earnings

    LVS- good earnings

    WAT- decent earnings

    JNY- decent earnings

    S- good earnings

    REGN- extended antibody deal with Astellas

    ARW- good earnings

    COP- good earnings

    Bad-The following stocks have bad news and/or a weak technical pattern

    CEPH- poor earnings

    NSC- poor earnings

    PNRA- bad earnings

    PMTC- poor earnings

    CENX- bad earnings

    WBSN- bad earnings

    GPN- poor earnings

    IGT- poor earnings

    ITMN- poor earnings

    TMO- closed near a low after posting earnings

    RIMM- closed near a low

    X- closed near a low after posting earnings

    OXY- closed near a low after posting earnings

    DNDN- closed near a low

    SANM- closed near a low after posting poor earnings

    HTCH- poor earnings

    DJSP- announced it is suspending financial guidance

    MEE- poor earnings

    BA- poor earnings guidance

    CVS- poor earnings

    NEM- poor earnings

    PFCB- poor earnings

    GLW- poor earnings

    IP- poor earnings

    SLAB- bad earnings



    Earnings:

    WED JUL 28 BEFORE

    ARW ATI BA

    CMCSA COP CP

    D EK GD

    GLW HES HSP

    ID IP JNY

    MWV NEM NYB

    PFCB PX ROK

    S SEE SLAB

    WAT WDR WLP


    WED JUL 28 AFTER

    AEM AKAM AMAG

    AMP BMC CERN

    CLF CTXS CVD

    CYH DRC DRYS

    ELY EQIX FLS

    FMC GMCR GNK

    LNC LRCX MYL

    NETL NUS OI

    OII ORLY PDLI

    PXD RE RYL

    SKX SYMC TER

    TMK TSO V

    VAR VRTX WLL

    WLT

    Epiphany Trading, LLC
    www.epiphanytrading.com

    Erik R. Kolodny- Chief Markets Strategist
    Brendan P. Byrne- President
    Joseph R. McCandless- Managing Partner
    D. Timothy Seaquist- Managing Partner
     
    #125     Jul 28, 2010
  6. erikrkolodny

    erikrkolodny ET Sponsor

    THURS. JUL. 29- The Power Of The Black Box

    Algorithmic trading (aka black-box trading among a myriad of other names) ostensibly requires the usage of sophisticated technological problems designed with the purpose of entering trading orders. The algorithm can use such variables as pricing of a stock, timing in terms of buying or selling at a specific instance, and accumulating or distribution a decided amount of shares of a particular stock. Oftentimes, algorithmic trading is utilized without the aid of humans. It is used by a variety of entities such as pension funds, institutions, or investor driven traders with the purpose of dividing large trades into smaller trades so as to mute the impact of the action on the markets. There are several types of algorithmic trading- the most notorious of which his known as high frequency trading in which computers make major decisions about initiating orders or cancelling orders based on electronic information before mere humans are capable of soaking in the data they see in front of them. According to an Aite Group Survey, almost 83% of the total volume is done by high frequency firms. It’d take a novel to discuss some of the impact these types of trades have had on the markets in the last few years. But the impact on day trading/day traders has been very noticeable. For immediate-term trades, the effect has been detrimental for many people. I realize this is a controversial statement albeit a true one in my specific case so let me back up slightly by specifying that when I say ‘immediate-term,” I refer to trades of 30-120 seconds in duration. Since I have not trend traded nor routinely held onto positions for extended periods in quite a long time, I cannot speak for that type of trading is going as I am supremely not qualified to do so. But this is not sour grapes rather the observation of behaviors that have not occurred in my very long career. I ostensibly call it the ’31 steps ahead and 30 back’ rule when right with massive uncertainty when wrong. When wrong, what I historically have always done and still do is exit almost as soon as I enter a position. For instance, if the high of the day for ABCD is 50 with a low of 48 (after trading in a range of 49.95 to 50 for 20 minutes) and I buy 2,000 at 50.02, I know I’d sell ¾ of it the moment it ticked below 50 with the balance if it got below 49.95 if the stock didn’t go my way. When right, as has been noted many times in this space I space out of it in ½, ¼, ¼ pieces on the way up with a goal of making at least 20 cents on the trades I do. Here’s the issue- the computers with super-smart programmers and programs built in are almost infinitely better at trading than I am. They know the same patterns I know (and undoubtedly tens of thousands more). In the aforementioned example, the stock may now fall to 49.89 and then rally to 50.08 before going to 49.94 and up to 50.12 and down to 50.01 and up to 50.10 an down to 50.03 and up to 50.14 and so forth. Thus, particularly after the first few minutes of the trading day (especially in the middle of the day), a particularly astute observation cannot be adequately taken advantage of in the way it used to be. On Jly 13, for instance, Sandisk (SNDK) announced a joint venture agreement with Toshiba and Apple (AAPL) rallied much of the session. But SNDK downtrended all day long. In the olden days, when a stock such as this after a huge run got to a low of the day late in the session with extended consolidation, it’d implode in any market weakness. After SNDK traded down to 45.41 at 10:57AM ET the morning of the 13th, it promptly smartly rallied back to 46 or so. It eased in all day from there. It took out 45.41 again at 1:09PM ET after two false takeouts of 45.40. After declining to 45.30 the next couple of minutes, it bounced back to 45.45. It then breached 45.30, trading on either side of that level nine times over the course of the next few minutes. It finally took out the 45.25 level…all the way down to 45.22 before bouncing back over 45.25 the same minute. And so forth all the way lower. Now, I am not bashing the automated platforms- quite the opposite. They increase liquidity among other things. Furthermore, I do not blame the struggles of any trader solely on the automated systems. But they make immediate-term trading when looking for major moves that much harder. Thus, this is certainly something to keep in the back of your mind whether it be not getting totally fooled out by noise nor being caught unawares by seemingly random moves. Automated trading is here to stay and will only be more noticeable as the summer progresses as humans take vacations while the computers stay at work. In a future post, I will discuss the effort that Direct Edge has as it has now become a stock exchange.

    Markets in Asia were generally slightly stronger overnight albeit with marginal moves. In Europe, prices are up about 0.5% to 0.7% across the board. There was unexpected news out of Europe last night...Europe's largest airline smashed earnings estimates, their version of a consumer confidence report had its best reading in months out of nowhere, and the French finance minister said that Europe's recovery is occurring faster than he expected. The dollar is notably weaker across the board with gold down slightly and oil up slightly. Futures are nicely ahead in reversing yesterday’s move. Look for the gains to hold overall with a focus on the tremendous amount of earnings out there, the drillers, the relative weakness plays (AAPL notably unchanged this morning much of the morning for example) and anything that is rumored to be a subject of M&A activity such as GENZ.

    Reiterating-

    If the whole story is not there -

    If something is good, assume either a short thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified.

    If something is bad, assume either a buy thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified-


    Good- The following stocks have good news and/or a strong technical pattern

    GENZ- rumored to be subject of imminent takeover

    V- decent earnings

    GMCR- decent earnings

    CTXS- great earnings

    OII- great earnings

    CLNE, DE- featured on “Mad Money” last night

    SKX- great earnings

    ITRI- great earnings

    CML- good earnings

    LNC- decent earnings

    IDCC- good earnings

    LRCX- decent earnings

    AMP- decent earnings

    AEM- decent earnings

    CYH- decent earnings

    CHRW- closed near a high on good earnings

    RIMM- closed near a high

    SIMG- closed near a high on good earnings

    LVS- closed near a high on good earnings

    ABX- decent earnings

    BC- decent earnings

    EGO- decent earnings

    LZ- good earnings

    MCO- decent earnings

    MOT- decent earnings

    SHOO- decent earnings

    TEN- decent earnings

    POT- decent earnings

    CELG- good earnings

    XOM- decent earnings

    GT- decent earnings

    NOC- decent earnings




    Bad-The following stocks have bad news and/or a weak technical pattern

    AKAM- bad earnings

    CLF- poor earnings

    BMC- poor earnings

    ESRX- poor earnings

    CTV- terrible earnings

    NLY- poor earnings

    SYMC- bad earnings

    VPRT- terrible earnings

    NETL- poor earnings

    OI- poor earnings

    AMAG- poor earnings

    CVD- terrible earnings

    FMC- poor earnings

    NVDA- terrible earnings

    CEPH- closed near a low on poor earnings

    EWBC- closed near a low on poor earnings

    SLGN- closed near a low on poor earnings

    UTHR- closed near a low on poor earnings

    GR- poor earnings

    RTN- poor earnings

    BG- terrible earnings

    CL- terrible earnings

    LIFE- terrible earnings

    K_ bad earnings

    PNK- poor earnings




    Earnings:

    THURS JUL 29 BEFORE

    ABX ADP AMSC

    AVP BC BDX

    BEN CELG CL

    CME CNX COV

    CRS DPS EGO

    EQT GR GT

    HP IPG IRM

    K KBR LIFE

    LUV LZ MCO

    MNI MOT MYL

    NBL NIHD NOC

    NOV PNK POT

    RSH RTN SU

    TDW TEN TYC

    VCI VTR WM

    WMB XOM XRAY


    THURS JUL 29 AFTER

    AMGN APKT CQB

    CSTR EMN EXPE

    FSLR GNW IM

    KLAC MET MFE

    MWW MXIM NTRI

    OIS PTV ROVI

    RSG SRCL SUN

    SYNA TSRA VALE

    VSEA WFR WYNN

    Epiphany Trading, LLC
    www.epiphanytrading.com

    Erik R. Kolodny- Chief Markets Strategist
    Brendan P. Byrne- President
    Joseph R. McCandless- Managing Partner
    D. Timothy Seaquist- Managing Partner
     
    #126     Jul 29, 2010
  7. erikrkolodny

    erikrkolodny ET Sponsor

    FRI. JUL. 30- Chatter

    Yesterday was a day of talk, talk, talk, talk, talk. The markets open nicely higher but a Goldman Sachs economist and two regional Federal Reserve presidents played havoc with the markets. First, the chief U.S. economist at Goldman Sachs (Jan Hatzius) noted to clients that the diminishing of stimulus spending by federal and state governments would likely reduce gross domestic product by about 1.7% after having a positive effect of 1.3% between early 2009 and early 2010. Later, the head of the St. Louis Fed (James Bullard) scared the markets by saying that the central bank should resume Treasury securities if the economy slows with prices falling. As the day progressed, Dallas Fed president Richard Fisher noted that the U.S. economy is in for a “slow slog” with growth likely to remain below 3% for a “prolonged period.” He went on to note that American businesses “are increasingly distressed by the lack of consistent direction coming from Washington,” and “confused and dispirited by random refereeing.” In contrast with Bullard’s statement, Fisher said that it is plausible that “further monetary accommodation might make the situation worse” if the central bank can be viewed as “prone to substituting such accommodation for fiscal discipline.” Well, now the worry became that not only were markets being set up for a slower growth scenario, the Fed presidents were bickering amongst each other as to exactly what should be done with the implication that nobody was totally sure as to what to do. So, logistically, prices fell sharply for awhile. Not so logistically, things snapped back. Why? It’s not so much the context of all of these statements by these three gentlemen as the fact that the statements were said which was the problem. But there was absolutely nothing new about the views of any of these people nor is any of it new news. It’d be like a weatherman in Florida saying that the weather tomorrow is going to be “hot and muggy.” Yeah, it’s not good unless you’re into 120 heat index temperatures but everyone knows it and knows ahead of time that’s what the weather forecaster is going to ay. Thus, what occurred yesterday is a fine example of shooting first and asking questions later. It’s always urgently important to pay attention to the headlines, but it’s just as important to be aware of who or what makes the headlines.

    Markets were down worldwide overnight with prices in Tokyo off 1.6%, 0.3% in Hong Kong and about 0.6-0.8% for most of the bourses. The dollar is getting hit notably against the yen with oil weaker and gold up a few dollars. Bonds are also rallying with the 10-year yield approaching the 2.90% level. Futures are sharply lower after some disappointing earnings data and a major revision lower for 1st quarter GDP. Don’t look for a recovery or significant pressure post-open either as it’s a summer Friday ergo the trading range will likely be much tighter than yesterday’s range but biased to the downside. Focus once again on the earnings plays, monitor the BIDU/GOOG situation, and keep an eye on the ‘oil spiller’s such as BP and EEP.

    Reiterating-

    If the whole story is not there -

    If something is good, assume either a short thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified.

    If something is bad, assume either a buy thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified-


    Good- The following stocks have good news and/or a strong technical pattern

    BIDU- GOOG’s websites partially blocked suddenly in China; BIDU is main beneficiary if GOOG is having problems there

    MET- decent earnings

    MFE- decent earnings

    PWER- good earnings

    EMN- decent earnings

    ROVI- good earnings

    RSG- decent earnings

    EXPE- decent earnings

    CQB- good earnings

    MXIM- decent earnings

    SUN- decent earnings

    SYNA- decent earnings

    GS- closed near a high

    POT- closed near a high after posting earnings

    CTXS- closed near a high after posting earnings

    AMP- closed near a high after posting earnings

    FVE- closed near a high

    HS- closed near a high after posting earnings

    HRC- closed near a high after posting earnings

    OII- closed near a high after posting earnings

    QCOR- closed near a high after posting earnings

    TTEK- closed near a high after posting earnings

    AXL- decent earnings

    NWL- decent earnings

    UFS- decent earnings

    CRL- cancelled acquisition of WX and announced a big share buyback

    GERN- FDA lifted clinical hold on GRNOPC1 allowing for a phase I clinical trial to commence

    NFLX- upgraded by Morgan Stanley

    ACI- decent earnings

    Bad-The following stocks have bad news and/or a weak technical pattern

    GOOG- websites partially blocked suddenly in China

    FSLR- poor earnings

    WYNN- poor earnings

    WFR- poor earnings

    CSTR- terrible earnings

    NTRI- poor earnings

    APKT- terrible earnings

    CAVM- poor earnings

    THOR- terrible earnings

    PTV- poor earnings

    GNW- poor earnings

    VPRT- closed near a low after posting earnings

    AKAM- closed near a low after posting earnings

    OI- closed near a low after posting earnings

    V- closed near a low after posting earnings

    TNAV- poor earnings

    NETL- closed near a low after posting earnings

    EEP- closed near a low amid worries over the il spill in Michigan

    MRK- poor earnings

    Earnings:

    FRI JUL 30 BEFORE

    ACI AIV AXL

    BWA CVH CVX

    FO ITT LPX

    MCK MRK NWL

    SPG UFS UPL

    WY

    Epiphany Trading, LLC
    www.epiphanytrading.com

    Erik R. Kolodny- Chief Markets Strategist
    Brendan P. Byrne- President
    Joseph R. McCandless- Managing Partner
    D. Timothy Seaquist- Managing Partner
     
    #127     Jul 30, 2010
  8. erikrkolodny

    erikrkolodny ET Sponsor

    MON. AUG. 2- Modifying Things

    A panelist on a CNBC special on a Wednesday afternoon a few weeks ago made a blanket statement when asked “who is making money right now” in responding that “nobody” is making money. That is not true obviously, but the market environment of the last few weeks has been extremely difficult. Longer-term traders are afraid to be long because of the possibility of harsh precipitous declines but equally afraid to be short because of almost random spikes in prices (and vice versa). So what is going on and what are successful traders doing? What is going on is reactions to every headline on the heels of the two basic trader emotions- fear and greed. There’s a number out which indicates the jobs outlook may not be up to snuff so whammo- 1% loss. There’s a story out that State Street (STT) is doing better than expected. So maybe things aren’t so bad for banks so instant 3% S&P rally. These are indeed extraordinary times in that people’s emotions are worked up because of the fear of the double dip in the economy tempered of course by the thinking that one can become wealthy by riding the volatility waves. The other thing sparking the moves are computers. I did a piece on algorithmic trading last week. Anyway, I know this is controversial so I’ll temper it by saying that people program computers. But if most everyone has the same algorithms, what’s gonna happen but big moves due to groupthink? Suffice to say that the human factor simply hasn’t been as readily apparent in the last few weeks as evidenced by pioneer day trading firms like Schonfeld which let go a number of traders a few weekends ago in including this statement in their letter: “Bull and bear markets come and go. Good trading markets come and go. But unfortunately, our vision of the future of trading has changed. It is getting much tougher for traders to make a living or get by. The direct competition from black boxes, stat arb and high frequency trading which continues to grow at exponential rates is here to stay and has caused us to change our outlook for lesser skilled traders.”

    As for the question “what are successful traders doing,” there are a couple of basic answers other than “adapting.” I am going to answer this both from the vantage point of what I am doing since I’m still scraping out a living along with what the other profitable traders at my firm are doing as there are a few discernible things in common. Also, today will be a general answer...I am going to delve more specifically into the matter in coming days. First, as has ostensibly preached by me for years, know the difference between a quick trade and a longer-term trade. If your goal is to get in/out in seconds or minutes, do not build a position by adding to what you have as the stock moves substantially against you. As was shown on a day like last Monday, there are trading sessions where the market only moves in one direction. Second, it’s not something I want to say, but my average trade size and total trading volume have both decreased in the last three weeks. If the markets are jagged, this means that things are that much more uncertain so who am I to get bold in that type of circumstance? Third, I am still typically exiting wrong positions expeditiously and doing the whole ½, ¼ ¼ exit strategy when right. But I am giving slightly more leg room due to the raggedness and by taking smaller positions. Basically, if the markets are moving sharply but with many false fits and starts, it’s easy to con oneself out of what may well be a winning position. So, if something is not working, I’ll give it two shots instead of one. If something is working, I hold the thing as long as the market is trending with the position (which can be a matter of a few minutes instead of seconds). Finally, I know that the market is ever-evolving so I along with everyone else has to evolve with it and accept that slight changes are always necessary if one wants to maintain profitability. I am not looking to re-write the rules, but I am looking to tweak exactly how the rules are defined on a daily basis. If I don’t, I don’t have a chance. So, as the dynamic changes, change with it in keeping your mistakes to a minimum amount of damage all the while realizing there are plenty of opportunities out there. In coming days, I am going to write more specifically about all of this as I attempt to focus on the changing dynamic.

    Markets overseas were very strong overnight over a Goldilocks-type manufacturing number out of China. It showed that manufacturing activity had slowed a bit but growth is still strong which means the Chinese government is less likely to restrict growth yet things hum along. The news sparked a 1.3% rise in Shanghai and a 1.8% advance in Hong Kong. A slew of big banks such as HSBC reported strong earnings in Europe with the rally continuing there as London, Paris, and Frankfurt all advanced around 2%. The dollar is little changed with oil strong. Futures are showing very strong gains on the back of all of this rosiness. Look for a little give-back from the open as the overall newsflow in the States is a bit more mixed but the markets should hold overall today. Focus on relative weakness plays and selected news plays such as the earnings plays and the credit card sector.

    Reiterating-

    If the whole story is not there -

    If something is good, assume either a short thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified.

    If something is bad, assume either a buy thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified-


    Good- The following stocks have good news and/or a strong technical pattern

    APL- closed near a high

    WYNN- major reversal in closing near a high after posting earnings

    BIDU- closed near a high

    RIMM- closed near a high

    UFS- closed near a high after posting good earnings

    AGP- closed near a high after posting good earnings

    MXWL- closed near a high after posting good earnings

    HUM- decent earnings

    OSK- decent earnings

    VRX- decent earnings

    CLF- announced close of acquisition of coal operations from INR Energy

    Bad-The following stocks have bad news and/or a weak technical pattern

    BIOS- closed near a low after posting awful earnings

    NTRI- closed near a low after posting awful earnings

    FSLR- closed near a low after posting awful earnings

    ARBA- closed near a low after posting awful earnings

    GS- closed near a low

    CRL- poor earnings

    MET- share offering

    MOS- preliminary injunction granted barring MOS from expanding a key phosphate mine in Florida

    V, MA- a Bloomberg story indicated that T and VZ will take aim at credit card firms with smartphones

    RIMM- UAE and other nations look to block services

    Earnings:

    MON AUG 2 BEFORE

    AGN HLS

    HUM L MNTA

    OSK VRX

    MON AUG 2 AFTER

    BGC BMRN CRL

    CUTR DDR DVA

    HLF HOLX PFG

    RBC SBAC SM

    UDR VMC VRSN

    VVUS

    Epiphany Trading, LLC
    www.epiphanytrading.com

    Erik R. Kolodny- Chief Markets Strategist
    Brendan P. Byrne- President
    Joseph R. McCandless- Managing Partner
    D. Timothy Seaquist- Managing Partner
     
    #128     Aug 3, 2010
  9. erikrkolodny

    erikrkolodny ET Sponsor

    TUES. AUG. 3- Direct Edge Stock Exchange

    As a heads-up, this is going to the third (the first was on algorithmic trading last week with the second an overview earlier this week) in a series of blog posts about a major change that has recently occurred in trading for immediate-term traders. For today, I want to give some background but will add more specifics to today’s piece in the coming days.

    For betting junkies out there who gamble based on published odds (of which in full disclosure I am not), I can imagine you get the same thrill out of figuring out whether a line on a game seems tilted, whether the odds of a certain celebrity winning an Oscar seem not quite right, or take equal joy in any of a myriad of other conduits for gambling. Imagine if while betting you had access to the book of the 3rd largest casino in the country. Now imagine if you had an extraordinarily powerful program which allowed you to seize upon inherent discrepancies in line based on essentially every combination/scenario of bet possible on any given line. I’m not done. Imagine if your computer had a tiny bit of time to process all of this ahead of most other bettors. Now, let me ask? Do you think you’d have an inherent advantage (right or wrong…I am being totally amoral here) if you didn’t have the information nor the casino? Well, such a change occurred on July 21. On that day, the Direct Edge market (purveyors of the EDGX and EDGA monikers to you and me) became an exchange. OK. So, what’s the big deal? Well, Direct Edge has helped to encourage high frequency trading and was one of the pioneers in offering investors the controversial practice of flash orders. Furthermore, there are seemingly innocuous press releases out daily such as this one from July 29 from PR Newswire:

    NEW YORK, July 29, 2010 /PRNewswire/ -- Correlix Ltd., the leading provider of Latency Intelligence(TM) solutions for monitoring, measuring and analyzing order and market-data flows in real-time, today announced that Direct Edge, America's newest stock exchange, has selected Correlix's RaceTeam latency monitoring service to provide full latency transparency of order execution and market data flow in real-time to its customers.
    The RaceTeam service will enable Direct Edge to provide real-time latency insight into its new EDGX and EDGA exchanges, including displaying the matching engine timing. This new level of data availability will enable Direct Edge customers to optimize their trading strategies.
    "As one of the few markets willing to provide latency details up to the matching engine, we are excited that through the Correlix RaceTeam service, our customers will have a valuable toolset to better optimize their experience on our new, state-of-the-art trading platforms," commented Bryan Harkins, Head of Sales and Strategy at Direct Edge.
    RaceTeam is an objective venue-neutral service that enables trading firms to manage and receive real-time Latency Intelligence information from various trading venues. The RaceTeam service facilitates greater trading latency insight into each transaction and leads to optimized trading strategies, improved trade execution and streamlined inter-party latency problem resolution.
    "We are pleased to welcome Direct Edge and its two new exchanges to our rapidly expanding RaceTeam service," said Shawn Melamed, Founder and President at Correlix. "As Direct Edge introduced faster matching engine technologies into the market, we are seeing an increased demand from customers to better understand the latency behavior on these new platforms in an effort to determine the best way to trade."
    The RaceTeam availability of Direct Edge data is expected in the fourth quarter of this year, subject to SEC approval. For RaceTeam participation information, please contact your Direct Edge or Correlix representative.

    OK. So what does this mean exactly? In being granted exchange status, Direct Edge can now act in the same vein as, say, a NASDAQ versus as a mere electronic communications network. Furthermore, they clearly desire to not only optimize the speed at which EDGX and EDGA data appear on the level II’s, but the real purpose was stated in the press release: “The RaceTeam service will enable Direct Edge to provide real-time latency insight into its new EDGX and EDGA exchanges, including displaying the matching engine timing. This new level of data availability will enable Direct Edge customers to optimize their trading strategies.” In line with this, Direct Edge clearly seeks to sell data to entities like high frequency trading firms and can do so because they are an exchange. If you cannot tell where I am going with this, ostensibly very powerful machines with access to an almost infinite number of algorithms can now take advantage of a slightly slower updating of quotes for most traders. Again, I take the amoral ground here. For instance, I have an inherent advantage using a high speed cable modem over someone using an old school dial-up 56k modem. But basically, think of it as the old SOES system taken to an extreme level. Just as SOES bandits were able to take advantage of relatively slow-updating of prices by market makers in placing large orders in tiny pieces and selling them out quickly in minutes or even seconds. This has thusly set in motion an entirely different way for stock prices to react in the immediate-term based on what I and many others have observed; I will discuss this more in coming days.

    Markets in Asia were generally higher overnight with Hong Kong up 0.2% and Tokyo ahead 1.3%. Prices are more mixed in Europe with the DAX off 0.1% but the FTSE and CAC down almost 0.5%. Oil and gold are both ahead about 0.5% with the dollar getting hit rather hard against the yen and euro. Bonds are steady. With the 10-year hovering at 2.92%, stocks just seem somewhat cheap to many particularly with the dollar declining thus a trigger behind yesterday’s rally. With earnings mixed, however, stocks are mixed early on. Look for the gains to hold as the morning goes on in a choppy session as the cheap dollar does battle with poor earnings at the likes of PG. Focus on the earnings in particular with casinos and drillers sectors of interest.


    Reiterating-

    If the whole story is not there -

    If something is good, assume either a short thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified.

    If something is bad, assume either a buy thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified-


    Good- The following stocks have good news and/or a strong technical pattern

    VRSN- decent earnings

    HLF- great earnings

    HOLX- good earnings

    RTEC- decent earnings

    CGNX- good earnings

    RIG, APC, APA- closed near highs

    CLF- closed near its high of the day

    IBM- closed near intra-day high

    X- closed near intra-day high

    CAAS-closed near intra-day high

    OPLK- good earnings

    SNTS- decent earnings

    VMW- on “Mad Money” last night

    CTSH- great earnings

    COH- good earnings

    EMR- good earnings

    SOLF- good earnings

    ADM- decent earnings

    PFE- good earnings

    MRO- decent earnings



    Bad-The following stocks have bad news and/or a weak technical pattern

    SYKE- terrible earnings

    KGC- announced major acquisition and will be issuing stock to finance it

    BGC- poor earnings

    BMRN- poor earnings

    TNS- terrible earnings

    SBAC- poor earnings

    HK- poor earnings

    PFG- poor earnings

    BHI- terrible earnings

    DOW- poor earnings

    PG- bad earnings

    RDN- poor earnings

    VMC- bad earnings

    MGM- bad earnings

    MA- poor revenues in its earnings report

    BYD- terrible earnings

    SM- poor earnings

    Earnings:

    TUES AUG 3 BEFORE

    ADM AMT ARM

    BBG BHI BYD

    CLX COH CTSH

    DF DHI DOW

    DTG EMR ETR

    HCP HK LEA

    MA MLM MMC

    MRO NYX OSG

    PFE PG PH

    RDC RDN SII

    SOLF THC VNO



    TUES AUG 3 AFTER

    APC AVB CBS

    CHK ERTS HRS

    HTZ INT JAH

    LBTYA LEAP OKE

    PBI PCLN PL

    STEC UNM WFMI

    WMS XCO XL

    Epiphany Trading, LLC
    www.epiphanytrading.com

    Erik R. Kolodny- Chief Markets Strategist
    Brendan P. Byrne- President
    Joseph R. McCandless- Managing Partner
    D. Timothy Seaquist- Managing Partner
     
    #129     Aug 3, 2010
  10. erikrkolodny

    erikrkolodny ET Sponsor

    WED. AUG. 4- Currencies Are Movin'

    In the last several weeks, something notable occurred. It was not the first time that it happened, but it’s certainly been awhile. Namely, the dollar- bar none- has been the weakest major tradable currency. Moves that happen in two days could take upwards of six months to occur in past eras. Think about that- what used to take half a year was done in two days! For those away from the office or those not staring at the currency machinations, the dollar fell more than three cents against the euro while dropping almost two full yen against the benchmark Japanese currency at times in any given day in the last couple of months. This in turn set off selling in gold. The extremely brief version of what may have caused this is two-fold. First, as the new quarter is totally underway, there were rumors that several fund managers covered short euro positions and sold gold to book some nice profits generated in the first six months of the year. There is some credence to this hypothesis, but the fact that there was no retracement move sets off a more sinister reason. Namely, particularly in light of the decline below 3% on the 10-year bond I wrote about a couple of weeks ago, there is significant worry that the U.S. economy is much weaker than thought, say, 1 ½ weeks ago. There are of course benefits, i.e. a weaker U.S. dollar makes the price of American goods cheaper to overseas buyers. But the general overview is that particularly in light of the euro’s problems, the U.S. may well need to at least declare some austerity measures of its own as currencies like the pound have performed extraordinarily well since the advent of Britain merely talking about putting its own austerity program into place. For day traders, the correlation between the euro strengthening along with the stock market is broken. More importantly, the performance of the U.S. currency for the next few days to weeks will be a litmus test on the economy and will likely affect the stock market. This will not be a tick-by-tick correlation as was often the case in things like oil versus the S&P 500 a couple of years ago. But any major move will impact the stock market. This is truly an interdependent world- and currency exchange will play a major role in portending the direction of the stock market for the immediate-term with the fate of the equity market likely tied to that of the U.S. dollar. After reading all of this, let me note the most immediate-term relevant item: the weak dollar has been awesome for the markets for the past several weeks. Because so many things are priced in dollars, items such as oil have skyrocketed in price with oil above 80 again. Also, it makes euro assets (no matter what shape the economy is in there) more expensive relative to American assets. Thus, despite earnings being poor from the likes of stalwarts such as PG, the market held well yesterday for a couple of reasons, but it does not hurt that American stocks are cheap relative to other assets. Mind you, it’s a precarious line. If the decline gets out of hand, worries will occur about the economic recovery in the U.S. and the gains could be reversed thus be aware of the ever-changing times in the currency markets at any given instance.

    Markets in Asia were mixed overnight with Hong Kong up 0.4% but Tokyo down 2.1% on worries that the strong yen is negative for the Japanese economy. Stocks are mixed in Europe as well with the DAX and CAC up slightly but the FTSE is down slightly. The dollar is a tinge weaker against the yen but a tinge stronger against the euro. Bonds are flat with oil little change as well although gold is notably ahead by about 1%. Futures are up nicely on ADP data that did not come as badly as some had feared. Look for a choppy low range day overall today with a focus on drillers, earnings plays, and relative weakness plays particularly early on with the likes of AAPL and RIMM not participating in the early rally in futures.

    Reiterating-

    If the whole story is not there -

    If something is good, assume either a short thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified.

    If something is bad, assume either a buy thru unchanged or an A-B-A2 (preferably to the downside in a downside market and the upside in an upside market) based on direction of the market unless specified-


    Good- The following stocks have good news and/or a strong technical pattern

    APC- decent earnings

    ERTS- decent earnings

    PCLN- great earnings; EXPE may move in sympathy

    STEC- decent earnings

    CBS- decent earnings

    DNDN- good earnings

    INT- decent earnings

    ARNA- decent earnings

    BKS- put themselves up for sale; BGP, AMZN may move in sympathy

    XL- decent earnings

    SMCI- decent earnings

    IPGP- closed near a high after posting good earnings

    BDR- closed near a high after posting good earnings

    MDCO- won a summary judgment which had been rumored yesterday

    HLF- closed near a high after posting good earnings

    VRSN- closed near a high after posting good earnings

    WYNN- closed near a high

    RDCM- closed near a high after posting good earnings

    TRS- closed near a high after posting good earnings

    OSG- closed near a high after posting good earnings

    DEPO- received confirmation from PFE that no infringement suit is to be filed on DM-1796 new drug application

    CAM- decent earnings

    PHM- decent earnings

    SHPGY- decent earnings

    GRMN- decent earnings

    TRW- good earnings



    Bad-The following stocks have bad news and/or a weak technical pattern

    WFMI- bad earnings

    WMS- poor earnings

    LEAP- poor earnings

    PBI- poor earnings

    TIE- poor earnings

    LAZ- share offering by some selling shareholders

    JCP- closed near a low after negative comments from JP Morgan

    RIMM- closed near a low after showcasing its newest product

    SOLF- reversed in closing near a low in an island reversal after posting earnings

    DOW- closed near a low after posting bad earnings

    BHI- closed near a low after posting bad earnings

    PG- closed near a low after posting bad earnings

    VMC- closed near a low after posting bad earnings

    USTR- closed near a low after posting bad earnings

    GLDD- closed near a low after posting bad earnings

    RDN- closed near a low after posting bad earnings

    XEC- poor earnings



    Earnings:

    WED AUG 4 BEFORE

    AGU ANR AOL

    CAM CTL CVS

    DVN GRMN ICE

    OC PHM PRX

    Q RL SHPGY

    TRW TWX XEC

    WED AUG 4 AFTER

    ADCT ALL ATW

    CAR CECO CNW

    EXM GCA HIG

    IPI MUR ONXX

    PSYS RIG SD

    SINA

    Epiphany Trading, LLC
    www.epiphanytrading.com

    Erik R. Kolodny- Chief Markets Strategist
    Brendan P. Byrne- President
    Joseph R. McCandless- Managing Partner
    D. Timothy Seaquist- Managing Partner
     
    #130     Aug 4, 2010