No real big moves to report today... bonds sold of moderately, equities has something of a roller-coaster day, and the US dollar showed a bit of strength. Sugar caught a little bit of a bid on the back of higher energy prices in the morning, and was able to hold on to it's gains. The metals were down moderately across the board today, giving back a bit of yesterday's move.
Our TNR model finally had a good day, riding the up and down moves in ES and NQ almost perfectly. We made $1036 on two trades in ES, one long and one short, and we made $1254 in NQ on two trades as well. Net total gains on the day were $2290, bringing us back into positive territory for the first time since February 6th in with TNR. We are calling for a reversion day in both ES and NQ on Monday.
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 | $2,425 | 21 | @SB.P | 3 | $8,568 | 109 | |
@EC.P | 0 | $0 | 0 | @CT.P | 0 | $0 | 0 | |
@JY.P | -1 | -$2,100 | 19 | @GC.P | 3 | $13,290 | 120 | |
@CD.P | 2 | $2,300 | 29 | @SI.P | 1 | $6,320 | 71 | |
@C.P | 0 | $0 | 0 | @HG.P | 2 | $11,750 | 188 | |
@W.P | 0 | $0 | 0 | @LB.P | 0 | $0 | 0 | |
@S.P | 0 | $0 | 0 | @ES | 2 | $3,100 | 71 | |
@CL.P | 0 | $0 | 0 | @YM | 0 | $0 | 0 | |
@HO.P | 0 | $0 | 0 | @NQ | 0 | $0 | 0 | |
Total Open Trades | $45,653 | |||||||
Total Closed Trades | -$12,400 | |||||||
Total | $33,253 |
Good luck, and have an outstanding weekend!
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