Stocktoberfest 2013

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How a Hedge Fund Manager uses Technical Analysis to Profit and Manage Risk

by JC Parets, Founder, Eagle Bay Capital, LLC

Published in: Economy & Finance, Business
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Stocktoberfest 2013

  1. 1. J.C. Parets, CMT Stocktoberfest 2013
  2. 2. 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.
  3. 3. J.C. Parets, CMT Founder of Eagle Bay Capital, LLC
  4. 4. Investment Process: Top/Down Method 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 Risk Analysis & Stress Test Portfolio Allocation 4
  5. 5. US Stock Sectors Positive Correlations (1 year) http://www.macroaxis.com/ 5
  6. 6. Global Index Correlations (1 year) http://www.macroaxis.com/ 6
  7. 7. Global Index Correlations (Stocktoberfest 2012) http://www.macroaxis.com/ 7
  8. 8. Correlation: S&P500 & Berkshire Hathaway 8
  9. 9. Correlation: S&P500 & Berkshire Hathaway 9
  10. 10. Correlation: S&P500 & Berkshire Hathaway 10
  11. 11. Strategy: Momentum Analysis 11
  12. 12. Momentum: Silver Futures 12
  13. 13. Strategy: Sentiment * AAII % from Avg Source: Fusion IQ 13
  14. 14. Euro Barron’s July 16, 2012 14
  15. 15. Momentum: EURUSD Bottom July 24, 2012 15
  16. 16. Euro Stoxx 50 2012 – Bottom July 24 16
  17. 17. Barron’s December 24, 2012 17
  18. 18. 4 days later? Europe100 vs S&P 100 18
  19. 19. Seasonality: DJIA 1886-2012 19
  20. 20. Seasonality: Presidential Cycle 20
  21. 21. Seasonality: Natural Gas 21
  22. 22. Sentiment: Natural Gas 22
  23. 23. Price: Natural Gas (2-hour time frames) 23
  24. 24. NatGas Trade 24
  25. 25. NYSE 52-week lows 2009 bottom 25
  26. 26. NYSE 52-week Highs Present 26
  27. 27. Markert Internals 27
  28. 28. Risk Management 5000.00 4500.00 4000.00 3500.00 3000.00 2500.00 2000.00 1500.00 1000.00 500.00 SPX Jun-12 Jan-12 Aug-11 Mar-11 Oct-10 May-10 Dec-09 Jul-09 Feb-09 Sep-08 Apr-08 Nov-07 Jun-07 Jan-07 Aug-06 Mar-06 Oct-05 May-05 Dec-04 Jul-04 Feb-04 Sep-03 Apr-03 Nov-02 Jun-02 Jan-02 0.00 No Draw The chart above shows the difference in performance of the S&P 500 by simply avoiding these three drawdown periods. 28
  29. 29. Treasuries Long in May 29
  30. 30. Oops! 30
  31. 31. DJIA 31
  32. 32. Ireland 32
  33. 33. Netherlands 33
  34. 34. DJIA 34
  35. 35. Nikkei 35
  36. 36. USD/JPY 36
  37. 37. AAPL 37
  38. 38. Bonds Sentiment 38
  39. 39. Bonds C.O.T. Report 39
  40. 40. Bonds Seasonality 40
  41. 41. Bonds Momentum Diverging 41
  42. 42. Contact Us J.C. Parets, CMT Founder & President jc@eaglebaycapital.com 212.808.0911 535 Fifth Avenue - 25th Floor New York, NY 10017

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