Wednesday, March 22, 2006

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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