BLK is in a strength run today: Alpha 84, bullish, stretched, with the flat tape behind it, and the longer trend with it by the engine's own read. It was on the desk's list as of Nov 10 as a long run, #8. Pro sees today's list.
| shape | runs | finished up | average | best | worst | profit factor |
|---|---|---|---|---|---|---|
| Strength run, long | 37 | 41% | +0.4% | +11.3% | -3.7% | 1.41 |
| Weakness run, hedged short | 19 | 53% | +1.0% | +7.2% | -6.5% | 2.11 |
Every completed run of each shape in this name since 2019, at the desk's exit, before costs. The Trades chapter explains the shapes; the engine page has the same numbers for every name pooled.
| posted | shape | held | result | exit |
|---|---|---|---|---|
| Oct 15 | strength run | 21d | +8.2% | day-21 cap |
| Aug 25 | strength run | 5d | -4.2% | Alpha under 60 |
| Aug 12 | strength run | 14d | -2.9% | Alpha under 60 |
| Jul 23 | hedged short | 1d | -0.9% | Alpha over 40 |
| Jul 16 | strength run | 2d | -3.1% | Alpha under 60 |
| Jun 24 | hedged short | 10d | -0.4% | Alpha over 40 |
| May 29 | hedged short | 8d | +4.8% | Alpha over 40 |
The house book has not closed a trade in BLK yet.
The house takes every listed trade by the rules, after average trading costs. Its full record, by generation, is on the engine page.
Names that move with BLK once the market is taken out, on the desk's own test.
Each pair has a page of its own: the spread with the market cancelled, both legs' Alpha, where the spread sits in its own history, and the desk's sizing. All pairs.