Monday, January 16, 2006

System B recorded another good day on Friday, with strong gains in the metals and Sugar. Our CAD position didn't do much, but at least we still have some breathing room between the close and our stops which are currently at .8485 on the March contract. The equity indexes also were somewhat lackluster in pre-holiday trading.

Our TNR model was in neutral on Friday, and is indicating neutral for Tuesday's trading as well.

Our postions:

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 $1,982 67
@EC.P 0 $0 0
@CT.P 0 $0 0
@JY.P 0 $0 0
@GC.P 3 $11,430 78
@CD.P 2 $280 18
@SI.P 1 $1,375 29
@C.P 0 $0 0
@HG.P 2 $3,525 146
@W.P 0 $0 0
@LB.P 0 $0 0
@S.P 0 $0 0
@ES 2 $3,800 28
@CL.P 0 $0 0
@YM 0 $0 0
@HO.P 0 $0 0
@NQ 2 $4,040 13











Total Open Trades
$26,432




Total Closed Trades -$4,500




Total

$21,932



Good luck, and have a great day!

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