stocktoberfest presentation 10 26-12 post

J.C. Parets, CMT

Top 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

Investment Process: Top/Down Method

Risk Analysis & Stress Test

Portfolio

Allocation

2

US Stock Sectors Positive Correlations

http://www.macroaxis.com/

3

Strategy: Sector Rotation

4

Proprietary Sector Rotation Model

5

Strategy: Momentum Analysis

6

Strategy: Seasonality

Source: Ned Davis Research Group

7

Strategy: Sentiment

Source: Fusion IQ

8

* AAII % from Avg

Risk Management

0.00

500.00

1000.00

1500.00

2000.00

2500.00

3000.00

3500.00

4000.00

4500.00

5000.00

Jan

-02

Jun

-02

No

v-0

2

Ap

r-0

3

Sep

-03

Feb

-04

Jul-

04

Dec

-04

May

-05

Oct

-05

Mar

-06

Au

g-0

6

Jan

-07

Jun

-07

No

v-0

7

Ap

r-0

8

Sep

-08

Feb

-09

Jul-

09

Dec

-09

May

-10

Oct

-10

Mar

-11

Au

g-1

1

Jan

-12

Jun

-12

SPX No Draw

The chart above shows the difference in performance of the S&P 500 by simply avoiding

these three drawdown periods.

9

Analyst EPS Estimate Changes for $GOOG Q4 2012

10

$AAPL 2009-2012 +650%

11

$AAPL/$RIMM 2009-2012 +5000%

12

Crude Oil vs Natural Gas Rally

13

Crude Oil vs Natural Gas Ratio

14

Dow Industrials vs Gold Ratio

Source: Chartstore.com

15

Japan - Nikkei 225

Source: Chartstore.com

16

Germany – DAX 30

Source: Chartstore.com

17

Cotton

Source: Chartstore.com

18

US Steel - $X

19

US Steel - $X (Arithmetic)

20

Emerging Markets vs USA

21

Brazil vs USA

22

Brazil vs USA

23

Disclaimer

The information, opinions, and other materials contained in this presentation is the property of Eagle Bay Capital, LLC and may not be reproduced in any way, in whole or in part, without express authorization of the copyright holder in writing. The statements and statistics contained herein have been prepared by Eagle Bay Capital, LLC based on information from sources considered to be reliable. We make no representation or warranty, express, or implied, as to its accuracy or completeness. This publication is for the information of investors and business persons and does not constitute an offer to sell or a solicitation to buy securities or subscribe for interest in the Ibis Fund I, LP (“The Fund”). The Fund is available for subscription only on the basis of the relevant memorandum of terms, which is available only to investors satisfying the applicable eligibility criteria for investment. The General Partner may decline to accept any subscription.

This document may include estimates, projections and other “forward-looking” statements, due to numerous factors, actual events may differ substantially from those presented. Opinions and estimates offered herein constitute Eagle Bay Capital, LLC’s judgment and are subject to change without notice, as are statements of financial market trends which are based on current market conditions

An investment in the fund is subject to loss of capital and is only appropriate for persons who can bear that risk and the nature of an investment in the fund. Eagle Bay Capital, LLC is not a registered investment advisor and the fund is not 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.

Contact Us

J.C. Parets, CMT

Founder & President

jc@eaglebaycapital.com

212.808.0911

535 Fifth Avenue - 25th Floor

New York, NY 10017