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A Basket of Longs vs Shorts - Wednesday, 24 April 2024

Writer: Lester DavidsLester Davids

Reading Time: 2 Minutes

Pre-Market


Key Point(s)


  • Traders can make money by taking advantage of both RISING and FALLING prices.

  • Your LONGS are in the money by 2.89%

  • Your SHORTS are in the money by 8.7%.


Last week Thursday morning (18/04, pre-market) you may viewed my data set in which I highlighted shares that were trading at extended levels versus their 21-day exponential moving averages (EMAs). This isn't the only way to assess short term reward-to-risk however, it can be useful when the amount of overbought and oversold shares are above-average relative to other periods.


Below is the original data set, as published here: https://www.tradingview.com/x/uqAtK8kC/



Note: After publication, I removed the following names: Sasol-BEE and LHC (special dividend distorting the price distance vs 21-EMA). These were replaced with REM and FFB (the next best on the list).


  • Both the LONG (BUY) and SHORT (SELL) side had 10 shares each.

  • Out of the 10 shares to BUY or ADD, all 10 are in positive territory since publication.

  • Out of the 10 shares to SELL or REDUCE, 9 have moved in the desired direction i.e. DOWN. Only BAW continued to trade higher (do note: BAW is under cautionary which has supported buying activity the share price).

  • Since publication, the AVERAGE MOVE for the SELL/SHORT BASKET was -8.7%

  • Since publication, the AVERAGE MOVE for the BUY/LONG BASKET was +2.89%


The share price performance for the top 10 longs and shorts are shown below:



To trade, or open a new account, contact the Unum Capital Trading Desk:

E-Mail tradingdesk@unum.co.za | Call: 011 384 2923


Lester Davids

Analyst: Unum Capital

 
 
 

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