Tuesday, November 22, 2005

Our System B positions finally stalled out a bit today, after what seems like several weeks of daily gains. Our Yen position lost a bit of ground on dollar weakness, but that was offset by continued weakness in Wheat (of which we are short). Sugar and Copper also finished lower on the day, Gold and Silver were up. Finally, our S&P position finished up on some late day strength. The rest of the week could be a bit slow, with the Thanksgiving holidays shutting things down early tomorrow.

System B posted no trades today, but tomorrow is set up for a reversion day in NQ. I would imagine most of the action will occur before noon.

Our Positions:
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 $4,538 42
@EC.P 0 $0 0
@CT.P 0 $0 0
@JY.P -1 $6,575 40
@GC.P 3 $12,460 53
@CD.P 0 $0 0
@SI.P 1 $640 4
@C.P -4 $6,600 70
@HG.P 2 $25,050 121
@W.P -3 $2,913 17
@LB.P 0 $0 0
@S.P 0 $0 0
@ES 2 $975 2
@CL.P 0 $0 0
@YM 0 $0 0
@HO.P 0 $0 0
@NQ 0 $0 0











Total Open Trades
$59,750




Total Closed Trades $7,580




Total

$67,330



Good luck and good night!

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