Wednesday, February 15, 2006

Bernanke's testimony didn't really help or hurt us today. Equities closed up moderately, but so did bonds. The real news is the massive selloff that has been occurring in the energy markets over the past week or so. I'm not sure if it is an unwind of the risk premium, the warmer than average winter in the US, or just the funds liquidating, but I'm glad we exited when we did.

Our TNR model had another poor showing today, calling for a reversion day in ES, and getting stopped out of our second trade for a net loss on the day of $490. Tomorrow is neutral 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 -4 $1,425 10
@SB.P 3 $10,886 98
@EC.P 0 $0 0
@CT.P 0 $0 0
@JY.P -1 -$1,050 8
@GC.P 3 $5,700 109
@CD.P 2 -$1,000 18
@SI.P 1 $1,625 60
@C.P 0 $0 0
@HG.P 2 $7,450 177
@W.P 0 $0 0
@LB.P 0 $0 0
@S.P 0 $0 0
@ES 2 $2,750 59
@CL.P 0 $0 0
@YM 0 $0 0
@HO.P 0 $0 0
@NQ 2 $2,520 0











Total Open Trades
$30,306




Total Closed Trades -$12,540




Total

$17,766



Good luck, and have a great evening!

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