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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