The TNR model remains somewhat out of synch with the market, hitting us with some additional losses today. We had two trades - the first made us $162 going long, but we then reversed short at 11:50, and were stopped out near the highs of the day. Net losses on the day were $396. Despite these weak results, we are going to keep trading the model. Things should synch up soon.

System B seems to be treading water right now as well, with markets churning around, but no sector showing much leadership. The weakness in Wheat resulted in us selling 3 contracts at the close, at 197 3/4. The position won't show up until Monday's post...

Contract	ctrcts	Open P/L	days on		Contract	ctrcts	Open P/L	days on
@US.P	0	$0	0		@NG.P	0	$0	0
@TY.P	0	$0	0		@KC.P	0	$0	0
@FV.P	0	$0	0		@SB.P	3	$3,059	25
@EC.P	0	$0	0		@CT.P	0	$0	0
@JY.P	-1	$3,363	24		@GC.P	3	$7,030	36
@CD.P	2	$2,840	54		@SI.P	0	$0	0
@C.P	-4	$5,500	53		@HG.P	2	$19,450	104
@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		$41,242

TNR is indicating a reversion day for ES on Monday

Have a great weekend!