Thursday, October 27, 2005

The TNR model setup for a trend day today on ES today, and we were rewarded with a $643 gain, going short 2 contracts at 1188.25 at 1:25, and riding it all the way down, covering at 1181.50 at 4:00.

TNR is showing Neutral for ES tomorrow, but a reversion day for NQ. I'll post the trades after the close tomorrow.

Our trend following model had mixed gains and losses, finishing close to where we closed yesterday, and nothing of major interest to report.

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 $3,630 24
@EC.P 0 $0 0
@CT.P 0 $0 0
@JY.P -1 $3,175 23
@GC.P 3 $7,270 35
@CD.P 2 $3,920 53
@SI.P 0 $0 0
@C.P -4 $5,350 52
@HG.P 2 $18,650 103
@W.P 0 $0 0
@LB.P 0 $0 0
@S.P 0 $0 0
@ES 0 $0 0
@CL.P 0 $0 0
@NQ 0 $0 0
@HO.P 0 $0 0
@YM 0 $0 0












Total
$41,995




Good luck and good trading!

1 Comments:

Anonymous Anonymous said...

thought-provoking, mootable pv. just my thoughts, well anyways gl & be chipper is what i say

8:15 PM  

Post a Comment

<< Home