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#1 arbman

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Posted 19 September 2007 - 02:37 PM

IT long positions (3 wk minimum)

yahoo charts for these stocks that one of my system picked up and says they are about to move. These lists change daily and I do not take all of them...

BOL - BAUSCH & LOMB INC 63.59 0.24 377900
CGX - CONSOLIDATED GRAPHI... 68.28 2.55 81500
UA - UNDER ARMOUR INC 64.78 -1.54 744600
TFX - TELEFLEX INC 77.31 0.22 90500
WIRE - Encore Wire Corpora... 25.77 0.47 324335
CIB - BANCOLOMBIA S A 32.10 2.75 1102500
GGB - GERDAU USA 24.92 4.53 2651006
AHG - APRIA HEALTHCARE GR... 27.49 1.10 346000
BCO - 55.73 0.07 121800
FSLR - First Solar Inc 100.48 -0.69 1571608
DWA - DreamWorks Animatio... 32.63 1.15 367300
UAUA - UAL CORP 46.90 1.69 2008352
TEX - TEREX CORP 83.95 2.88 1409092
TNE - Tele Norte Leste Pa... 21.68 0.09 1015115
USTR - United Stationers Inc. 57.64 -0.74 187142
DISH - EchoStar Communicat... 41.87 -0.40 1124933
GDI - GARDNER DENVER INC 37.90 0.24 269100
SBAC - SBA Communications ... 33.86 2.33 1679806
LEAP - LEAP WIRELESS INTL ... 79.10 1.83 1142242
NIHD - NII Holdings Inc 77.82 2.26 1871995
SNPS - Synopsys, Inc. 26.50 0.26 504974
ESRX - Express Scripts, Inc. 54.00 0.15 917689
HSC - HARSCO CORP 55.11 -0.58 187500
EPD - ENTERPRISE PRODUCTS... 31.77 1.44 447900
CPS - CHOICEPOINT INCORPO... 38.15 0.10 163100
EV - EATON VANCE CORP 39.81 1.50 865150
PHI - PHILIPPINE LONG this... 2.10 78700
GPRO - GEN-PROBE INC 0.12 280247
PCP - PRECISION CASTPARTS... -1.38 850800
CYT - CYTEC INDS INC 2.67 216900
OI - OWENS ILLINOIS INC -1.61 1518600
CCOI - Cogent Communicatio... 1.80 383184
OSK - Oshkosh Truck Corp -0.09 555800
IART - Integra LifeScience... 0.36 171603
SFL - SHIP FINANCE INTL LTD 27.38 1.41 352200
FWLT - FOSTER WHEELER CORP 131.01 0.64 1557803
NSM - NATIONAL SEMICONDUC... 26.04 0.12 3302000
SLM - USA EDUCATION INC 48.21 3138697
URI - UNITED RENTALS INC 31.80 1.96 1182200
EMN - EASTMAN CHEMICAL CO 66.98 373000
TKR - TIMKEN CO 34.91 0.32 313600
CLF - CLEVELAND CLIFFS INC 84.40 1.87 1638753
FDG - FORDING INC 36.28 671403
EQ - EMBARQ CORPORATION 61.52 0.67 392900
BW - Brush Engineered Ma... 49.48 319500
MATK - Martek Biosciences ... 27.42 307136
MIC - MACQUARIE LLC 37.32 1.25 247900
SMSC - Standard Microsyste... 38.50 170745

Let me know what you think, if anyone of them looks familiar...

- kisa

Edited by kisacik, 19 September 2007 - 02:39 PM.


#2 ogm

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Posted 19 September 2007 - 03:06 PM

What are you scanning for ? What criterias ?

#3 arbman

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Posted 19 September 2007 - 03:13 PM

Striictly money flow momentum and price vs time compression. The prices must be near a move and the accumulation into the move must be adequate, I don't mind if the move has started. No funnymentals involved...

#4 arbman

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Posted 19 September 2007 - 05:33 PM

I must say the "dumb" long term track record of this filter is over 75-80% success ratio, but the return largely depends on the overall market, and the picks usually rally well within 3 weeks, the annualized returns are around 2.5-3x of SPX with average drawdown around 2-2.5% backtested only for the optionable stocks (on nasdaq and nyse).

There is usually a buying opportunity for the entry right after the signal gets triggered. So, I will be looking for a pull back in the days ahead to pick some of these...

#5 ogm

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Posted 19 September 2007 - 07:53 PM

Thanks for the list, kisa. Quite a few nice setups and stocks in it. Got a few interesting ideas there. TNE, SNPS, NIHD.. would be my top picks here. But many others look good too. ... EV, TEX, PHI, CYT, TKR, CLF , BW, IART, SMSC... all very solid charts at support, looking ready to advance. Fundametals aren't shabby either.