Portable Alpha Daily

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Tuesday, December 19, 2006

Good Morning

Short-Term Technical Indicators – As expected, we saw the majority of the short-term technical indicators slip lower Monday. The DJIA did seen gains in the MACD and the 15-Day Stochastic however, which also improved for the NASDAQ.

Long-Term Market Model – Bearish since December 8th.

Investor Sentiment – All five of the daily sentiment indicators increased yesterday, lead by a 149% increase in the Index Put / Call Ratio, the biggest one-day change since October 24th. All three ratios and the VXN closed above their respective values one week ago.

Asset Allocation – 75% invested within the actively-managed, alpha producing portion of the overall portable alpha portfolio.

Beta Exposure and Portable Alpha Generation
Date = Date of AAS “Buy” or “Short/Sell” Recommendation

Top Rated Major Market Derivative – NYSE 100 (NYC 11/6/06)

Top Rated Style-Box Derivative – iShares Morningstar Large Cap Value (JKF 11/29/06)

Top Rated Sector Derivative – iShares Dow Jones Basic Materials (IYM 10/16/06)

Today’s Top “Buy” Recommended Stocks
  1. RTI International Metals Inc. (RTI 10/11/06)
  2. Veritas DGC Inc. (VTS 7/28/06)
  3. Daktronics Inc. (DAKT 10/31/06)
  4. Robbins & Myers Inc. (RBN 8/10/06)
  5. F5 Networks Inc. (FFIV 9/20/06)
  6. NBTY, Inc. (NTY 12/5/06)
  7. Albemarle Corp. (ALB 8/9/06)
  8. Joy Global Inc. (JOYG 11/13/06)
  9. Brown Shoe Company Inc. (BWS 9/12/06)
  10. The Ryland Group Inc. (RYL 11/14/06)
Today’s Top “Sell” Recommended Stocks
  1. SanDisk Corp. (SNDK 10/20/06)
  2. Valassis Communications Inc. (VCI 5/10/06)
  3. Chico’s FAS Inc. (CHS 12/6/06)
  4. Watsco Inc. (WSO 12/6/06)
  5. Whole Foods Market, Inc. (WFMI 11/2/06)


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