Finally, a good day with the TNR model! We went long 2 ES contracts at 1207.00 @ 10:00 and 3 NQ contracts at 1585.00 @10:00. We then proceeded to ride the wave all the way until our 4:00 exit time, taking out 10.25 ES points per contract and 18 NQ points per contract. Total Net profits wound up being $2025 on the day.


The above graph represents the daily equity curve from trading this model... as you can see, we've been trying to dig out of a hole since I began posting trades in this blog. Hopefully now we'll start to see some gains. The TNR is indicating a neutral day tomorrow for both the ES and NQ.

Our trend following model also put in a good day, with higher prices in gold and sugar combining with lower grain prices to make up some of the losses we experienced over the past several trading days. Our new short wheat position is in the money - with soybeans showing some strength, and the tail end of the harvest almost over, we'll see if prices can remain depressed, or if we get some kind of a snap-back.

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	$2,589	28
@EC.P	0	$0	0		@CT.P	0	$0	0
@JY.P	-1	$4,538	27		@GC.P	3	$3,970	39
@CD.P	2	$2,700	57		@SI.P	0	$0	0
@C.P	-4	$5,700	56		@HG.P	2	$19,975	107
@W.P	-3	$513	3		@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		$39,984

Good luck and good night!