The TNR Model had us long in the morning, reversing to short around Noon. ES was whipsawed a little in the afternoon, going long again at 2:00, but NQ stayed the course, riding it all the way down into the close. We finished with at $296 loss in ES, and a $482 gain in NQ, for a net of $186 on the day... ES is again setting up for a trend day tomorrow.
Commodities are still showing some intraday volatility, with big reversal occuring regularly. However, our long term model continues to ride a number of trends that seem to be continuing.
Contract | ctrcts | Open P/L | days on | Contract | ctrcts | Open P/L | days on | |
@TY.P | 0 | $0 | 0 | @NG.P | 0 | $0 | 0 | |
@US.P | 0 | $0 | 0 | @KC.P | 0 | $0 | 0 | |
@FV.P | 0 | $0 | 0 | @SB.P | 3 | $3,630 | 23 | |
@EC.P | 0 | $0 | 0 | @CT.P | 0 | $0 | 0 | |
@JY.P | -1 | $3,463 | 22 | @GC.P | 3 | $6,490 | 34 | |
@CD.P | 2 | $4,020 | 52 | @SI.P | 0 | $0 | 0 | |
@C.P | -4 | $5,250 | 51 | @HG.P | 2 | $19,350 | 102 | |
@W.P | 0 | $0 | 0 | @LB.P | 0 | $0 | 0 | |
@S.P | 0 | $0 | 0 | @ES | 0 | $0 | 0 | |
@CL.P | 0 | $0 | 0 | @YM | 0 | $0 | 0 | |
@HO.P | 0 | $0 | 0 | @NQ | 0 | $0 | 0 | |
Total | $42,203 |
good night and good trading!
0 Comments:
Post a Comment
<< Home