We got a bit of a rebound today, with the metals clawing their way back throughout the day. The Canadian Dollar also had an excellent showing today, setting a new high against the dollar. Unfortunately, dollar weakness worked against us in our Yen position, and we are a very close to hitting our stop at .8698.

Our TNR model called for a trending day in ES today, and we caught the initial move down , but we reversed long at 1:30. That proved to be the wrong move, and we were stopped out of that second position for a total net loss on the day of -$189. Tomorrow we are calling for a Reversion day in both ES and NQ.

So we end the month of February up $21K year to date in our System B model, and down $800 in our TNR model. As I said in an earlier post, February hasn't been the kindest month to us, but here's hoping March works out better!

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	$800	18		@SB.P	3	$6,922	106
@EC.P	0	$0	0		@CT.P	0	$0	0
@JY.P	-1	-$2,850	16		@GC.P	3	$12,060	117
@CD.P	2	$2,220	26		@SI.P	1	$4,170	68
@C.P	0	$0	0		@HG.P	2	$7,475	185
@W.P	0	$0	0		@LB.P	0	$2,150	68
@S.P	0	$0	0		@ES	2	$550	0
@CL.P	0	$0	0		@YM	0	$0	0
@HO.P	0	$0	0		@NQ
		Total Open Trades			$33,497
		Total Closed Trades			-$12,400
		Total			$21,097

Good luck and have a great evening!