A mixed bag again today, with Equity strength offset by weakness in the precious metals, and everything else virtually unchanged. Although we don't have any position right now, Cotton had a big down day today, and we may be getting short in the next week or so.
Our TNR model was calling for a reversion day today, and we got enough chop in NQ to make some money. We hit our money management stop on a short position in ES early on, but net gains from both contracts on the day was $148. Tomorrow is a neutral day for both contracts.
Our 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 | $1,738 | 34 | @SB.P | 3 | $7,157 | 122 | |
@EC.P | 0 | $0 | 0 | @CT.P | 0 | $0 | 0 | |
@JY.P | -1 | -$1,463 | 32 | @GC.P | 3 | $8,400 | 133 | |
@CD.P | 0 | $0 | 0 | @SI.P | 1 | $7,620 | 84 | |
@C.P | -6 | -$1,475 | 2 | @HG.P | 2 | $15,500 | 201 | |
@W.P | 0 | $0 | 0 | @LB.P | 0 | $0 | 0 | |
@S.P | 0 | $0 | 0 | @ES | 2 | $5,000 | 84 | |
@CL.P | 0 | $0 | 0 | @YM | 3 | $2,170 | 5 | |
@HO.P | 0 | $0 | 0 | @NQ | 0 | $0 | 0 | |
Total Open Trades | $44,647 | |||||||
Total Closed Trades | -$14,420 | |||||||
Total | $30,227 |
Good luck, and have a great evening!
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