Well, we managed to eke out a small gain on the day, although about half of the markets we trade were closed for the post-Thanksgiving holiday. The biggest mover was probably our short position in Yen, which slid about .50 yen in today's trading. Monday should bring more normal market conditions.

Our TNR model indicated a reversion day in ES today. We wound up taking two trades, shorting at 1270.00, right around the open, and going long at 1267.75 at 10:30. Our net gain on the day was $354. This, however, does not offset our NQ losses from Wednesday, and our TNR model is still underwater from when we began posting in October. On the right is a chart of our equity position in the TNR model.

Open 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	$4,874	43
@EC.P	0	$0	0		@CT.P	0	$0	0
@JY.P	-1	$7,313	42		@GC.P	3	$12,280	54
@CD.P	0	$0	0		@SI.P	1	$440	5
@C.P	-4	$6,950	72		@HG.P	2	$26,875	122
@W.P	-3	$2,913	19		@LB.P	0	$0	0
@S.P	0	$0	0		@ES	2	$1,775	4
@CL.P	0	$0	0		@YM	0	$0	0
@HO.P	0	$0	0		@NQ	0	$0	0
		Total Open Trades			$63,419
		Total Closed Trades			$7,580
		Total			$70,999

Good night, and have a great weekend!