With 30 minutes to closing bell before expiration Friday (JUL), between our Implied Volatility and Fuzzy Logic Formula these are our top 10 picks.

THIS CHART PROVIDES TRADE SIGNAL, TREND, PRICE TARGET AND WHETHER THE PRICE FORMATION IS DRIVEN BY TRADER VOLUME OR MARKET MAKER VOLUME (T OR MM*) – CAVEAT: IF YOU SEE A “SHORT” SIGNAL UNDER “TRADE” THAT’S A HEADS UP FOR A REVERSAL IF THERE IS A “DWN” UNDER THE “TREND” COLUMN

GRTS PORTFOLIO JULY 17
TICKER TRADE TREND P TGT T OR MM
ABT LONG UP 54.52 MM
AUY LONG UP 8.89 T
ABX LONG UP 19.6 T
CA LONG DWN 27.66 T
AGO LONG UP 23.76 T
BX SHORT DWN 33.94 MM
CYS LONG UP 9.07 T
AEO LONG UP 10.87 T
BKD SHORT UP 35.15 MM
CNP SHORT UP 25.36 MM

THIS CHART BELOW GIVES EXPECTED RETURN AND THE BASIC GREEKS – ABX HAS A GOOD ALPHA TO BETA RATIO BUT A HIGH SIGMA – RISK.  AGO WOULD BE MORE FAVORABLE

TICKER EXP RETURN ALPHA BETA SIGMA
AUY 1.10 0.19 2.02 0.01
ABX 0.22 0.46 0.79 0.14
CA 0.35 0.38 0.9 0.06
AGO 0.26 0.26 0.79 0.01
BX 0.12 0.42 0.83 0.04
CYS 0.23 0.27 0.8 0.17
AEO 0.03 0.21 0.28 0.05
BKD 0.03 0.45 0.57 0.14
CNP 0.12 0.32 0.9 0.02

OPTION – WHICH SIDE TO LEAN INTO WITH THE PORTFOLIO’S RATE OF RETURN COMPARED TO THE CURRENT MARKET PERFORMANCE AND VOLATILITY RATIO – OVERALL EQUITY PICK TREND IS UP AND THE PERCENTAGE CHANGE IN ALL ASSETS ARE POSITIVE.   THE ROR HAS BEEN ADJUSTED TO THE CURRENT MARKET PERFORMANCE.

OPTION    
TICKER C P    
ABT C 0 ROR 8.45%
AUY C 0 INDEX -3.65%
ABX C 0 VOL -13.47%
CA C 0    
AGO C 0 TREND CHANGE
BX C 0 UP PLUS
CYS C 0    
AEO 0 P    
BKD C 0    
CNP C 0    

*Market Maker designation provides more insight to whether the asset is going to experience heavier volume, based on On Balance Volume percentages, calibrated to our baseline Lambda Mean formula.  This is not a “static” signal, as it constantly changes during intraday activity.  We post this at the last 30 minutes since it is the aggregate outcome from the day’s session.

Peace.

Rich

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