We saw a little activity with System B in the first part of the week, with the metals continuing to rebound from their interim lows made last week. Wheat hit our stop on Tuesday, and we exited the trade on the close at 340 for a net loss of $1300 even. Other than that, there was not a whole lot of action.
Our TNR system, however, was quite active on Tuesday and Wednesday. On Tuesday, we made $894 on our NQ trades, and lost $331 on our ES trades, for a total net gain of $563. On Wednesday, things flipped around, with NQ losing $174, and ES making $1260. Total net gain on the day was $1086. The model is calling for a trending day today in both ES and NQ.
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 | $13,139 | 65 | |
@EC.P | 0 | $0 | 0 | @CT.P | 0 | $0 | 0 | |
@JY.P | -1 | $6,050 | 64 | @GC.P | 3 | $18,160 | 76 | |
@CD.P | 2 | -$1,640 | 16 | @SI.P | 1 | $3,920 | 27 | |
@C.P | -4 | $4,500 | 94 | @HG.P | 2 | $38,350 | 144 | |
@W.P | 0 | $0 | 0 | @LB.P | 0 | $0 | 0 | |
@S.P | 0 | $0 | 0 | @ES | 2 | $500 | 26 | |
@CL.P | 0 | $0 | 0 | @YM | 0 | $0 | 0 | |
@HO.P | 0 | $0 | 0 | @NQ | 2 | -$1,640 | 11 | |
Total Open Trades | $81,339 | |||||||
Total Closed Trades | $6,280 | |||||||
Total | $87,619 |
Good luck, and have a great day!
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