Monday, February 13, 2006

Our open position profits continue to erode, with the precious metals leading the way in pulling us down. 5-years showed some consolidation today, as did the currencies. Sugar may have reached some sort of support, flushing down from the open, but rebounding to end the day in the plus collumn.

Our TNR model was calling for a reversion day in ES, and we lost $532 on the one trade we put on (a long position at 12:35). Tomorrow we are calling for a trending day in ES and neutral day in NQ.

Open 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 $988 8 @SB.P 3 $10,315 96
@EC.P 0 $0 0 @CT.P 0 $0 0
@JY.P -1 -$1,238 6
@GC.P 3 $5,520 107
@CD.P 2 -$480 16 @SI.P 1 $1,140 58
@C.P 0 $0 0 @HG.P 2 $9,600 175
@W.P 0 $0 0
@LB.P 0 $0 0
@S.P 0 $0 0 @ES 2 $1,100 57
@CL.P 0 $0 0 @YM 0 $0 0
@HO.P 0 $0 0 @NQ 2 $2,520 0











Total Open Trades
$29,465




Total Closed Trades -$12,540




Total

$16,925



Good luck, and have a great evening!

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