Today it was the interest rate sensitive sectors with the big moves. Bonds sold off in a fairly big way (as did equities) after the Fed announcement, disappointing those who thought a pause was in the works. The dollar rallied as well, which helped our short Yen position. Sugar is once again moving higher, due to both higher energy costs, and some storm related damage to the cane fields in Australia.

Our System B model has had quite a surge over the past 2 weeks or so, and hopefully this will continue to at least the end of the quarter. Our open trade P/L is up a staggering 22+% YTD, which puts it up over 90% on an annualized basis... (of course we would never expect to extrapolate our current run over the remainder of the year).

I only wish we were having such luck with our daytrading model. We were calling for a trending day in ES and NQ today, and although we saw a big move after the Fed meeting, we were positioned long in both contracts, and were stopped out for a net loss of $1090 on the day. We are calling for a Reversion day in both contracts tomorrow.

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	$3,050	38		@SB.P	3	$11,726	126
@EC.P	0	$0	0		@CT.P	0	$0	0
@JY.P	-1	-$425	36		@GC.P	3	$13,050	137
@CD.P	0	$0	0		@SI.P	1	$9,495	88
@C.P	-6	-$1,400	6		@HG.P	2	$19,975	205
@W.P	0	$0	0		@LB.P	0	$0	0
@S.P	0	$0	0		@ES	2	$3,750	88
@CL.P	0	$0	0		@YM	3	$1,120	10
@HO.P	0	$0	0		@NQ	0	$0	0
		Total Open Trades			$60,341
		Total Closed Trades			-$14,420
		Total			$45,921

Good luck, and have a great evening!