stocktoberfest presentation 10 26-12 post
TRANSCRIPT
J.C. Parets, CMT
Top Down Method
Analyze all Asset Classes across the Globe
i.e., stocks, bonds, commodities, currencies
Narrow Focus to Select Concepts
i.e., US Stocks trending higher, Precious Metals basing, etc.
Focus on the specific Trades:
(Indices and Metals example)
i.e., Short Russell 2000, Long Nasdaq, Long Silver and Gold
Investment Process: Top/Down Method
Risk Analysis & Stress Test
Portfolio
Allocation
2
US Stock Sectors Positive Correlations
http://www.macroaxis.com/
3
Strategy: Sector Rotation
4
Proprietary Sector Rotation Model
5
Strategy: Momentum Analysis
6
Strategy: Seasonality
Source: Ned Davis Research Group
7
Strategy: Sentiment
Source: Fusion IQ
8
* AAII % from Avg
Risk Management
0.00
500.00
1000.00
1500.00
2000.00
2500.00
3000.00
3500.00
4000.00
4500.00
5000.00
Jan
-02
Jun
-02
No
v-0
2
Ap
r-0
3
Sep
-03
Feb
-04
Jul-
04
Dec
-04
May
-05
Oct
-05
Mar
-06
Au
g-0
6
Jan
-07
Jun
-07
No
v-0
7
Ap
r-0
8
Sep
-08
Feb
-09
Jul-
09
Dec
-09
May
-10
Oct
-10
Mar
-11
Au
g-1
1
Jan
-12
Jun
-12
SPX No Draw
The chart above shows the difference in performance of the S&P 500 by simply avoiding
these three drawdown periods.
9
Analyst EPS Estimate Changes for $GOOG Q4 2012
10
$AAPL 2009-2012 +650%
11
$AAPL/$RIMM 2009-2012 +5000%
12
Crude Oil vs Natural Gas Rally
13
Crude Oil vs Natural Gas Ratio
14
Dow Industrials vs Gold Ratio
Source: Chartstore.com
15
Japan - Nikkei 225
Source: Chartstore.com
16
Germany – DAX 30
Source: Chartstore.com
17
Cotton
Source: Chartstore.com
18
US Steel - $X
19
US Steel - $X (Arithmetic)
20
Emerging Markets vs USA
21
Brazil vs USA
22
Brazil vs USA
23
Disclaimer
The information, opinions, and other materials contained in this presentation is the property of Eagle Bay Capital, LLC and may not be reproduced in any way, in whole or in part, without express authorization of the copyright holder in writing. The statements and statistics contained herein have been prepared by Eagle Bay Capital, LLC based on information from sources considered to be reliable. We make no representation or warranty, express, or implied, as to its accuracy or completeness. This publication is for the information of investors and business persons and does not constitute an offer to sell or a solicitation to buy securities or subscribe for interest in the Ibis Fund I, LP (“The Fund”). The Fund is available for subscription only on the basis of the relevant memorandum of terms, which is available only to investors satisfying the applicable eligibility criteria for investment. The General Partner may decline to accept any subscription.
This document may include estimates, projections and other “forward-looking” statements, due to numerous factors, actual events may differ substantially from those presented. Opinions and estimates offered herein constitute Eagle Bay Capital, LLC’s judgment and are subject to change without notice, as are statements of financial market trends which are based on current market conditions
An investment in the fund is subject to loss of capital and is only appropriate for persons who can bear that risk and the nature of an investment in the fund. Eagle Bay Capital, LLC is not a registered investment advisor and the fund is not a registered investment company.
These materials are not intended to constitute legal, tax, or accounting advice or investment recommendations. Prospective investors should consult their own advisors regarding such matters.
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J.C. Parets, CMT
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