I'm back from Miami, and it was fantastic... the weather was perfection itself! We flew back this morning just in time to beat the "blizzard of '06" or whatever they are calling it here in the Northeast.

Our positions didn't fare too well over the past 3 days... as you can see, we exited our NYMEX Crude position (on Thursday) for a net loss of $4,100. Our Metals positions and Sugar are still hanging in there, and 5-years are moving nicely in our favor. We just missed hitting our stop in ES on Wednesday and Friday - we'll see what the coming week brings.

Our TNR model called for a Reversion day in ES on Wednesday, and we caught the morning chop for some nice trades, and gave a lot of it back in the afternoon rally. Net gains for the day were $365. That was the only setup. We are calling for a Reversion day on Monday in ES.

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	$1,175	7		@SB.P	3	$10,013	95
@EC.P	0	$0	0		@CT.P	0	$0	0
@JY.P	-1	-$1,025	5		@GC.P	3	$8,940	106
@CD.P	2	-$440	15		@SI.P	1	$2,450	57
@C.P	0	$0	0		@HG.P	2	$9,125	174
@W.P	0	$0	0		@LB.P	0	$0	0
@S.P	0	$0	0		@ES	2	$1,350	56
@CL.P	0	$0	0		@YM	0	$0	0
@HO.P	0	$0	0		@NQ	2	$2,520	0
		Total Open Trades			$34,108
		Total Closed Trades			-$12,540
		Total			$21,568

Good luck, and have a fantastic weekend!