Trade Allocation Signaling App (*BETA)


Buy and hold investing works great if one selects good stocks with a decent future at a decent price and sits tight. But the economy and the market are fluid and the same stocks that were great some time ago are not so great and may face short or longer term downturn. This means one has to stay active in the market, reading the news, quarterly statements as well as watching the charts. An average working class investor does not have the time to do so.

Furthermore, the chain of continuous news will distract and lead the investor to the fear and grid cycle and usually retail investors are affected at the peak of the noise, i.e. they may buy near the top when bullish news is highest and near the bottom when the bearish news is highest. So, even though they have tried hard to select excellent companies with great potential they may lose out of those by selling at the worst moment or not able to take advantage of temporary drops.

It has been documented that if one misses even few specific days in the market, the returns are sub-optimal, sometimes worse than index funds. There are many analysis of these in the internet. Here are two: [1], [2].

So, it is clear that the investor cannot be out of the market and also cannot time the marker as there is a risk of loss of capital or loss of opportunity. So, the only answer is to keep holding or keep adding more capital. Then, there are times when we need some cash for some unforeseen needs. How do we handle this? When do we cash out some of the gains/capital? The larger question is how do we know when?

Because of all these issues (that I had faced), I created this app so that once can keep doing what they love to do while the app take care of the market situation.

In particular, this app addresses few of the above issues.

  1. Quality of business: The app only allows some of the stocks that are filtered based on a mix of fundamental, business sector & decent to great future. By buying from this subset, the risk of capital loss is decreased though not removed completely.
    One advantage of having strong companies is when cash is required, there may be more than a few of these stocks that has made significant profit and that can be sold.
  2. Concentration: Warren Buffet as well as other best investors support concentrating on few stocks, but they have amassed lot of insights and wisdom over the years that can not be replicated. So, the better approach is to have a few stocks but not so many. My assumption is 14-20 stocks of equal amount so that if one stock completely loses capital, only 7% max capital is lost, same as SP500 average annual return. This should be easily compensated by other stocks in the portfolio this year or next year.
  3. Timing: Some stocks are buy and hold types but some may periodically get under/over valued. A small percent of these could be sold to generate some cash. This cash in turn can be used to take out else can be the capital for upcoming buys. Not more than 20-25% should be sold since that is the range of price swing for most of the stocks in the market.
So, how to handle all these? or what this app actually does?

The app is built around the following components to provide buy/sell signals as well as allow conditional trades based on market condition and timing.

Buy/Sell/Hold signal:

The application uses a subset of all US stocks & some ETFs that are filtered for positive visibility and some form of future proof. These are then checked for each stock's future growth prospect over a 2-3 year period. Based on this, a rating/weight is applied.

These weights are further filtered by sectors so that not one sector is overweight in the result. The top & bottom ten of these filtered stocks are presented in that page. Currently this is returning a broad signal spanning multiple days, but we are trying to make it tighter.

Watch-list and conditional trades (*Not yet ready, Still a POC):

This should send eMails as well as SMS messages on buy/sell signals to the subscribers. One can set trigger signals based on some factors such as price, volume, growth rate, some fundamental/technical values or even combination of these.

Robot Trader (Internal):

The robot trader uses a larger segment of these filtered stocks as input and does automatic buy/sell based on the following conditions: These trades last for either duration/expected amount of growth or even long term based on screening/allocation strategy.

Notes:

  1. This app is primarily designed for select private investors and the makers take no responsibility of capital loss for anybody else using the app.
  2. The signal pages will be updated once a day after trading time EOD.
  3. The data quality for all these screening are not good as these are not paid data, rather whatever is available from the online brokers.
  4. Profit is not guaranteed nor assumed as this depend on the overall market condition as well as many different factors such as US FED direction, bond market situation, international changes and other factors.
  5. This is a free-hand explanation of the issues and solutions and will change when all these details are conceptualized and fine tuned.

Source Code:

The code is private but there are some public components, like web service clients that can be useful.
These are in my GitHub account.

App: allocator-spring Build: V0.4.8 On: 05/16 03:54 AM [Engine: V0.7.3-SNAPSHOT, On: 05/16 03:52 AM]