Wednesday, October 26, 2005

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!

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