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Stocktoberfest presentation 10 26-12 post


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Stocktoberfest presentation 10 26-12 post

  1. 1. J.C. Parets, CMT
  2. 2. Investment Process: Top/Down MethodTop 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 2
  3. 3. US Stock Sectors Positive Correlations 3
  4. 4. Strategy: Sector Rotation 4
  5. 5. Proprietary Sector Rotation Model 5
  6. 6. Strategy: Momentum Analysis 6
  7. 7. Strategy: SeasonalitySource: Ned Davis Research Group 7
  8. 8. Strategy: Sentiment* AAII % from Avg Source: Fusion IQ 8
  9. 9. Risk Management 5000.00 4500.00 4000.00 3500.00 3000.00 2500.00 2000.00 1500.00 1000.00 500.00 0.00 Jun-02 Mar-06 Jun-07 Mar-11 Jun-12 Jan-02 Oct-05 Jan-07 Oct-10 Jan-12 Apr-03 May-05 Apr-08 May-10 Nov-02 Aug-06 Nov-07 Aug-11 Sep-03 Feb-04 Jul-04 Sep-08 Feb-09 Jul-09 Dec-04 Dec-09 SPX No DrawThe chart above shows the difference in performance of the S&P 500 by simply avoiding these three drawdown periods. 9
  10. 10. Analyst EPS Estimate Changes for $GOOG Q4 2012 10
  11. 11. $AAPL 2009-2012 +650% 11
  12. 12. $AAPL/$RIMM 2009-2012 +5000% 12
  13. 13. Crude Oil vs Natural Gas Rally 13
  14. 14. Crude Oil vs Natural Gas Ratio 14
  15. 15. Dow Industrials vs Gold RatioSource: 15
  16. 16. Japan - Nikkei 225Source: 16
  17. 17. Germany – DAX 30Source: 17
  18. 18. CottonSource: 18
  19. 19. US Steel - $X 19
  20. 20. US Steel - $X (Arithmetic) 20
  21. 21. Emerging Markets vs USA 21
  22. 22. Brazil vs USA 22
  23. 23. Brazil vs USA 23
  24. 24. DisclaimerThe information, opinions, and other materials contained in this presentation is the property of Eagle Bay Capital, LLCand may not be reproduced in any way, in whole or in part, without express authorization of the copyright holder inwriting. The statements and statistics contained herein have been prepared by Eagle Bay Capital, LLC based oninformation from sources considered to be reliable. We make no representation or warranty, express, or implied, asto its accuracy or completeness. This publication is for the information of investors and business persons and doesnot constitute an offer to sell or a solicitation to buy securities or subscribe for interest in the Ibis Fund I, LP (“TheFund”). The Fund is available for subscription only on the basis of the relevant memorandum of terms, which isavailable only to investors satisfying the applicable eligibility criteria for investment. The General Partner may declineto accept any subscription.This document may include estimates, projections and other “forward-looking” statements, due to numerousfactors, actual events may differ substantially from those presented. Opinions and estimates offered herein constituteEagle Bay Capital, LLC’s judgment and are subject to change without notice, as are statements of financial markettrends which are based on current market conditionsAn investment in the fund is subject to loss of capital and is only appropriate for persons who can bear that risk andthe nature of an investment in the fund. Eagle Bay Capital, LLC is not a registered investment advisor and the fund isnot 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.
  25. 25. Contact Us J.C. Parets, CMT Founder & President 212.808.0911535 Fifth Avenue - 25th Floor New York, NY 10017