We saw some additional gains in most of our positions to finish the week, but for the most part the action was subdued. Treasuries sold off on the stronger than expected payroll data, and the Dollar rallied for the same reason. That helped our short Yen position, but Gold and Silver were off. Happily, Copper bucked the precious metals trend, and showed us a slight gain on the day. Finally Sugar reversed some of yesterday's sharp losses.
Our TNR model called for a reversion day in NQ, and was a bit off. We finished with a net loss of $404 on two trades. Monday we are looking at a Reversion day in ES and a Neutral day in NQ.
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 | $3,175 | 26 | @SB.P | 3 | $6,720 | 114 | |
@EC.P | 0 | $0 | 0 | @CT.P | 0 | $0 | 0 | |
@JY.P | -1 | $375 | 24 | @GC.P | 3 | $5,280 | 125 | |
@CD.P | 0 | $0 | 0 | @SI.P | 1 | $4,945 | 76 | |
@C.P | 0 | $0 | 0 | @HG.P | 2 | $9,050 | 193 | |
@W.P | 0 | $0 | 0 | @LB.P | 0 | $0 | 0 | |
@S.P | 0 | $0 | 0 | @ES | 2 | $2,800 | 76 | |
@CL.P | 0 | $0 | 0 | @YM | 0 | $0 | 0 | |
@HO.P | 0 | $0 | 0 | @NQ | 0 | $0 | 0 | |
Total Open Trades | $32,345 | |||||||
Total Closed Trades | -$14,420 | |||||||
Total | $17,925 |
Good luck, and have a great weekend!
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