Friday, December 02, 2005

System B posted mixed results today. For the most part, our positions that showed big gains yesterday gave some back, and our positions that were down yesterday showed modest gains today. Sugar again traced out a new contract high, but ended the day down. Gold and Silver continue higher, closing (modestly) up again today.


Our TNR model gave us some good results, with the reversion day keeping us relatively active, reversing positions again and again. Here are both Charts, ES and NQ, showing where we executed our trades. Net total, we finished the day with a $691 gain on the day. Monday is indicated as a trending day for both markets.

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 $7,259 48
@EC.P 0 $0 0
@CT.P 0 $0 0
@C.P -4 $7,100 77
@GC.P 3 $15,370 59
@W.P -3 $1,938 24
@SI.P 1 $2,480 10
@S.P 0 $0 0
@HG.P 2 $33,950 127
@JY.P -1 $8,200 47
@LB.P 0 $0 0
@CD.P 0 $0 0
@ES 2 $1,400 9
@CL.P 0 $0 0
@YM 0 $0 0
@HO.P 0 $0 0
@NQ 0 $0 0











Total Open Trades
$77,697




Total Closed Trades $7,580




Total

$85,277



Good night, and have a great weekend!

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