Monday, March 06, 2006

Sugar and 5-year notes were our star performers today. Again, Sugar closed up with Crude prices down, which may be a good sign. On the down side was everything else... both our currency positions moved against us, equity indexes were down, and all the metals (particularly gold) slid hard.

Our TNR model was calling for a reversion day in both ES and NQ. We had one winner in ES and 2 winners in NQ, and then we hit our stop loss limits in both contracts on the 1:30 sell-off. Net losses on the day were $-488. We are calling for a reversion day in ES tomorrow, and a neutral day in NQ.

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 $2,988 22 @SB.P 3 $10,382 110
@EC.P 0 $0 0 @CT.P 0 $0 0
@JY.P -1 -$2,513 20
@GC.P 3 $9,930 121
@CD.P 2 $1,540 30 @SI.P 1 $5,270 72
@C.P 0 $0 0 @HG.P 2 $8,375 189
@W.P 0 $0 0
@LB.P 0 $0 0
@S.P 0 $0 0 @ES 2 $2,475 72
@CL.P 0 $0 0 @YM 0 $0 0
@HO.P 0 $0 0 @NQ 0 $0 0











Total Open Trades
$38,447




Total Closed Trades -$12,400




Total

$26,047



Good luck, and have a great evening

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