Well, today was one of those rare days when it seems like everything worked out in our favor. Wheat and Corn were down, Gold and Copper were up, and the dollar was strong vs. the yen (and everything else for that matter). Oh yeah, Sugar closed at its highest level since last Friday. These kind of days don't happen that often, and usually we give back a bunch of the gains the very next day, but they are fun nonetheless.
Our TNR trend day eventually worked out as well, catching a good portion of the rally in NQ that occurred during the afternoon. However, that was after getting stopped out of a short position that was put on in the morning. The good news is that the winning trade raked in $972, vs. our morning trade that was stopped out with at $558 loss. Thus, the net gain on the day was $414.
Here is a chart of how the day looked in NQ. Note that despite our loss, the model got us back in the trade to take advantage of the afternoon rally. It wasn't exactly a homerun, but I'm happy with the results. For tomorrow, the model is calling for a reversion day for both ES and NQ.
Current positions look like this:
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 | 34 | |
@EC.P | 0 | $0 | 0 | @CT.P | 0 | $0 | 0 | |
@JY.P | -1 | $5,863 | 33 | @GC.P | 3 | $4,900 | 45 | |
@CD.P | 0 | $0 | 0 | @SI.P | 0 | $0 | 0 | |
@C.P | -4 | $6,150 | 62 | @HG.P | 2 | $22,025 | 113 | |
@W.P | -3 | $1,000 | 9 | @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 Open Trades | $42,526 | |||||||
Total Closed Trades | $7,580 | |||||||
Total | $50,106 |
Good luck, and goodnight!
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