This page has been archived and commenting is disabled.
Invest In '3:30 PM Ramp Capital LP' For 26.6% Annualized Outperformance
By now it should be a surprise to no one that there is an increasingly visible hand that decides at 330pm ET stocks need to be bought 'aggressively'. This phantom - and of course entirely efficient - savior of the markets has been dominating market performance since the Cyprus situation hotted up. It is as if a team of people were protecting the market from the plunge that Treasuries have been so clearly signaling in the last 3 weeks. We have shown the 'up-down-up' nature of the last 14 days but since the close on 3/14 (before Cyprus), the S&P 500 futures are down 5 points. In that same period, the cunning strategist who bought at 330ET and sold at the close (in S&P 500 futures) a stupendous 21.75 points (absent slippage of course) outperforming the market by 170bps (for an annualized outperformance of 26.6%) with no overnight margin payments and 30 minutes attention per day (just think of the leveraged performance!!). Of course we bring this to the attention of the reader because the farcical rhymthicity of the market's behavior is better in the light of day for all to enjoy than just Johhny-5 and his algo friends.
Since 3/14, S&P 500 Futures are -0.32% (-5 points), the 330RAMP Capital Fund is up 1.39% (+21.75 points); 9 winners (average 3.25 points) and 6 losers (average -1.25 points).
and the actual movements in the 30 minutes that the 3:30 Ramp Capital fund would have traded...
Of course, past performance is no promise of future expected return - though it seems in the case of the US equity market (or Japanese) that it is exactly what the bulk of the public is banking on as their investment thesis...
Charts: Bloomberg
»
- 18688 reads
- Printer-friendly version
- Send to friend
- advertisements -
Or better yet, the "Criminal Manipulation Fund."
Backed by the Full Faith and Monetization of Bernanke's Printing Press.
Do they get 2 & 20 ?
It is almost as if there is an Explicit Secret Fix being applied to the whole market space by some nefarious organization.
The fact that the 3:30 ramp occurs on very thin volume is another part of this scam that can't be ignored.
I'd like to see two candles (with volume) per day. Before 3:30 and after 3:30.
Oh, Pshaw...
It's a simple anomaly, a market inefficiency that will be arbitraged away in a matter of...
Ouch!
Stop hitting me!
Does anyone really remember how market dislocations actually WERE arbitraged away in a matter of seconds?
I don't think I would know how to respond in such an environment.
They used to say that the smart money trades after 3 O'clock ... now I guess they are too busy watching Dr. Oz.
Kevin Henry
FRB-NY
Daily Schedule
9:00am Arrive Office
9:15am Get iced latte mochiato and ET bagel
9:30am Read WSJ online, Business Insider, Market-watch and Zero Hedge.
10:30am Discuss with colleague how to mess with ZH'ers.
11:00am Watch porn on office computer.
12:00-1:30pm Lunch
1:30 Watch more porn
3:15 Prepare for daily 3:30pm ramp.
3:30pm Ramp market
4:15pm Go home
They have it all on auto-pilot while they go to the bar or the golf course. What could possibly go wrong?
PPT, LP
Next thing ya know you'll be sayin' it was a conspiracy that assasinated JFK
Everyone knows it was Al Quaeda. Definitely not Kellog Brown Root doing it to boost the career of their number-one supporter, Lyndon Johnson. Definitely Al Quaeda. Now, move along.
I thought it was Bush's fault. Now I am confused.
So tomorrow should be a down day, but won't be cause the ZH fuckers busted the trading pattern.
That means wednesday down too. Start of a new pattern until it gets busted then back to this one.
Long: Air
If I had the time or the inclination to trade on a trend basis such as is depicted in this article, I certainly would
but I am fine with buying and holding physical PMs as I have been doing for over 10 years . Buying and accumulating
at these levels will certainly pay huge dividends, but alas I am already totally invested.
And don't forget to sell gold and silver just before the US open at 8 am or so. The fraud is so prevalent that they no longer bother to hide it.
Tyler should seriously name these articles "chart porn" so they may actually pop up on the SEC google searches and they may accidentally have to look at what is going on.
The SEC is *in* on it, they already know.
<rimshot>
The S&P is down a little, but there is one thing to remember.
BULL MARKET STAGES
CLICK HERE to see the where we currently are in the BULL MARKET STAGES
The market is about to take a nice dip I feel, but I am not falling in love with the downside.
Is it just me, or are these lies and BS coming out of wall street and washington, giving me the heebie jeebies.
It seems like it would be risky to be in the markets at this time.
I think from now on we are going to have to put quotes up around "markets."
Right now someone at GS is developing a 3rd derivative algorithm that will skim off the algorithms that skim off the algorithms that skim off Kevin's daily PPT cheddar delivery.
pods
How about a study showing ES performance over an extended period of time say a couple years. Similar results likely imo.
Pretty easy to find out the historical results of buying at 330 and selling the close with quantum charts. I will get the results and post them here.
Deleted duplicate (if someone knows how to properly delete post let me know)
Think this is algo driven?
I think I hear an echo
What?
Don't look now, here comes Mr Wallace.
Dont know why it posted 2 times, but could not delete the second one.
Relax, happens to everyone.
All my money is in the Rydex 3x 3:30 to close fund. Less costly than the PPT half hour 3x leveraged fund.
That's what's called INVESTING!
There it is folks, the New Normal Long term Investing...
30 minutes a day.
"The Day the Government Seized Americans' Gold"
http://www.bloomberg.com/video/the-day-the-government-took-our-gold-d_oPD_2KTayTnSpqco6kDw.html
80 Years ago today.
Also mentions Texas move to protect its gold from the Fed.
Are these the Green Shoots I have been promised since 2008?
Green Shoots are soooo 2010 ... we're into full-blown astro-turfing here.
$USDJPY Historical exchange rates from 1953 with graph and charts -http://stks.co/jQo8 http://stks.co/gQt4
usdjpy 360/1 1960's coming again?
Rubin use to have a futures acount too
Here I am sweatin Louisville minus 4 , when the surest winner is right in my face into the close.
All hail the Bearded One !
Suzy Algo: “Have you ever thought about what might happen if they ever got wise to the pattern the programmers are using to create us?”
Jhonny Algo: (sneering) “What-- a Congressional investigation on why markets are going up?”
Suzy (giggling): “I'd love to banter with Maxine Waters on HFT -- watch her head spin around like Linda Blair !”
Jhonny: "No such luck -- it'll be Jamie Dimon flirting with Kristi Noem, after having lunch with Nikki Haley."
Suzy: "Haley?! That slut!"
Jhonny: "Jealous?"
Suzy: "Just keep it zipped, buddy, and focus on your post-Fed minutes game-plan."
Jhonny (chortling): "May just break the record for candle length -- and, as you know, size matters."
Suzy: "Cretin."
“Have you ever thought about what might happen if they ever got wise to the pattern the programmers are using to create us?”
There's a pretty good movie called Margin Call which explores this hypothetical. It's not bad. Stars Kevin Spacey. The guy playing the chief is the spittin' image of Jamie Dimon. Can't recall his name.
In the movie Margin Call, I like how they are at the office all night long, but no one ever turns on the lights and everyone's computer monitor is still on with all the charts they were working on when the market closed.
its all smoke and mirrors designed to entice the Muppets back into retail obviously.
Nothing but a mirage.
Because by the time the Muppets get into it, it magically disappears, just like a real "non-manipulated" market... except that a real "non-manipulated" market doesn't behave like that, as we all know.
Leave it to the algos and may they find little scraps to tear each other apart over imho.
FAZ in the morning FAS after lunch....
Hey Ben...go FAZ yourself.
excellent. A report you'll only find on Zerohedge.
this makes total sense because the majority of those trading aren't holding over noght anymore. which is one reason.
if you want to increase your performance you buy one of those inverse funds at the close as well. (My little secret)
"It is as if a team of people were protecting the market from the plunge that Treasuries have been so clearly signaling in the last 3 weeks."
Subtle.