Thursday, April 01, 2010

 

Buffalo Trader Bullish Reversal Report 04/01/2010

By David Buffalo

These articles describe the statistical probabilities of long positions on these equities, based on neural net projections, for the next 5-15 trading days. These are not holy grail methodologies, the road to easy street, or anything else. These projections are the result of screening for technically significant retracement and momentum patterns that have been further screened for value and bullish sector performance. In other words, the projections are for long positions.

For 04/01/2010:

                                     $INDU       $SPX         $COMPQ    $RUT

Monthly Momentum   Neg (OB)  Neg (OB)     Neg            Pos (OB)

Weekly Momentum     Pos (OB) Pos (OB)      Pos (OB)   Pos (OB)

Daily Momentum        Neg          Neg               Neg            Pos

N means neutral, Neg means negative, Pos means positive (OS) means oversold and (OB) means overbought. The value to price estimate (it is not a guarantee, only a cash flow based estimate) can be defined loosely as a multiplier of price. A number higher than one means the stock is undervalued using this model and a number less than one means the stock is overvalued.

Index and ETF I-shares Bullish Reversals (Note: to look up quotes for the Dow Indexes (starting with DJ or DW, add a dollar sign. No dollar sign is required for the ETFs beginning with other letters.) Today’s list includes only those ETFs with a 50-day moving average of daily volume greater than 100,000 shares.

None today.

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 

The stocks that demonstrated bullish pattern reversals are shown below. The stock at the top of the sector list of the sector list is the most expensive on a price to near-free-cash-flow basis is the cheapest on a price to near-free-cash-flow basis, the stock at the bottom:

 

Company Symbol Exch. Industry Sector
Glacier Bncp GBCI xO Bank (West\Swst) Bank
M D C Partners MDCA O Business Svc (Misc) Business Svc
Seagate Tech STX xO Computer (Memory Devices) Computer
First AmerCorp FAF xN Insurance (Prop\Casualty) Insurance
Obagi Medical OMPI xO Personal  (Cosmetics) Personal
Gulfport Energy GPOR xO Petroleum (U S Explr\Prod) Petroleum
Crosstex Engy XTEX xO Petroleum (Prod\Pipeline) Petroleum
Capstead Mtg CMO xN REIT (Mortgage) REIT
Nuance Comm NUAN xO Software (Desktop) Software

 

Stocks that were close to passing net screens but just missed: NUAN

U.S. equity markets basically went nowhere again on Wednesday, and as one can see above, the reversals were rather scattershot from a sector basis, other than the fact that REITs and petroleum pipeline and exploration stocks showed up again. What we as traders need to realize is that bullish sector leadership is waning further, and that we might need at least a pause in this action before we find new opportunities.

Here is what passed the neural net screens:

Value/Price est.   7 day ATR   %( 7 day ATR)/Close

Nothing today.

Note (O): optionable*

Beta greater than 1.5, Volume greater than 1 million shares on a 50-day simple moving average volume basis.

MOMENTUM INDICATORS on a monthly basis flicker between positive and negative and for the meantime the daily momentum indicators are also negative. I hate to repeat myself, but from a long or short position standpoint, make sure that your trades specifically meet your trade plan criteria and that your stops and targets are solid and remain in place throughout the duration of any trade. We have had 3 days without a decent trade, but that is how it goes. Patience is always the watchword in this environment.

Take care,

DBB


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