Friday, December 23, 2005

Kind of a repeat performance from yesterday, metals were up, grains were down, and Sugar set a new contract high. The equity indexes were basically unchanged. Next week will probably bring more of the same, and we are going to have to wait until Jan 3 to get something going.

Our TNR model was on the wrong side of today's mild move, and we wound up losing $460 on our ES short.

Our next update will not be until Thursday, December 29.

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 $13,206 63
@EC.P 0 $0 0
@CT.P 0 $0 0
@JY.P -1 $4,500 62
@GC.P 3 $14,830 74
@CD.P 2 -$1,600 14
@SI.P 1 $2,470 25
@C.P -4 $4,950 92
@HG.P 2 $36,875 142
@W.P -3 -$275 39
@LB.P 0 $0 0
@S.P 0 $0 0
@ES 2 $1,625 24
@CL.P 0 $0 0
@YM 0 $0 0
@HO.P 0 $0 0
@NQ 2 -$880 9











Total Open Trades
$75,701




Total Closed Trades $7,580




Total

$83,281




Have a great evening, and a great holiday weekend!

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