The Canadian dollar outperformed the Yen today, but not by much. Since we are short Yen and long CAD, that is a good thing. Also, 5-year treasuries lost a bit more ground today, and the S&P futures closed up a smidge. That is all the good news (and it isn't all that good!). On the flip side, Sugar tanked big time, and the metals all slid. Our portfolio took a bit of a hit. Tomorrow is the last day of Feb, let's see if we can get some of today's losses back tomorrow.

Our TNR model did OK today, calling for a trending day in ES and NQ. The closing 15 minute sell off didn't help matters, but we wound up clearing $444 on 2 trades in ES and 2 trades in NQ. We are calling for a Trending day in ES again tomorrow, and Neutral in 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	$1,738	17		@SB.P	3	$6,283	105
@EC.P	0	$0	0		@CT.P	0	$0	0
@JY.P	-1	-$2,463	15		@GC.P	3	$9,990	116
@CD.P	2	$1,600	25		@SI.P	1	$3,620	67
@C.P	0	$0	0		@HG.P	2	$5,075	184
@W.P	0	$0	0		@LB.P	0	$0	0
@S.P	0	$0	0		@ES	2	$3,925	67
@CL.P	0	$0	0		@YM	0	$0	0
@HO.P	0	$0	0		@NQ	0	$0	0
		Total Open Trades			$29,768
		Total Closed Trades			-$12,400
		Total			$17,368

Good luck, and have a great evening!