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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