Our YTD equity curves are starting to look quite impressive... System B continues to make new equity highs, with the almost unbelievable strength in the metals continuing to build on our YTD gains. Over the past week, we went short three contracts of Cotton and long one of Heating Oil, and we bought one contract of Crude today on the close.

Our TNR daytrading model also has hit a sweet spot, dragging us back into positive territory again over the past week. What follows is our trading results for the past 4 trading sessions:

NQ:

1133	Buy	04/1009:45	RL	$1,735.75	3	$297.00
	Sell	04/1010:15	RS	$1,741.50
1134	Sell Short	04/1010:15	RS	$1,741.50	3	$432.00
	Cover	04/1013:20	RL	$1,733.50
1135	Buy	04/1013:20	RL	$1,733.50	3	($78.00)
	Sell	04/1016:00	Sell#2	$1,733.00
1136	Sell Short	04/1110:15	TS	$1,730.75	3	$657.00
	Cover	04/1116:00	Cover#2	$1,719.00
1137	Sell Short	04/1210:15	RS	$1,723.50	3	$342.00
	Cover	04/1210:40	RL	$1,717.00
1138	Buy	04/1210:40	RL	$1,717.00	3	$42.00
	Sell	04/1216:00	Sell#2	$1,718.50
1139	Buy	04/1310:10	TL	$1,720.50	3	$207.00
	Sell	04/1316:00	Sell#2	$1,724.75

Total for NQ: $1899

ES

1156	Sell Short	04/10/06 10:15	RS	$1,307.00	2	$318.00
	Cover	04/10/06 13:35	RL	$1,303.50
1157	Buy	04/10/06 13:35	RL	$1,303.50	2	$18.00
	Sell	04/10/06 16:00	Sell#2	$1,304.00
1158	Sell Short	04/11/06 10:10	TS	$1,303.75	2	$968.00
	Cover	04/11/06 16:00	Cover#2	$1,293.75
1159	Sell Short	04/12/06 09:40	RS	$1,296.50	2	$243.00
	Cover	04/12/06 10:35	RL	$1,293.75
1160	Buy	04/12/06 10:35	RL	$1,293.75	2	$143.00
	Sell	04/12/06 16:00	Sell#2	$1,295.50
1161	Buy	04/13/06 10:10	TL	$1,294.25	2	$93.00
	Sell	04/13/06 16:00	Sell#2	$1,295.50
1162	Sell Short	04/17/06 13:00	TS	$1,292.75	2	$168.00
	Cover	04/17/06 15:40	TL	$1,290.75
1163	Buy	04/17/06 15:40	TL	$1,290.75	2	$68.00
	Sell	04/17/06 16:00	Sell#2	$1,291.75

Total ES = $2019


As you can see, today we had a trending day in ES, and made $236 in two trades. We are calling for a reversion day in NQ 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	$5,300	51		@SB.P	3	$7,392	139
@EC.P	0	$0	0		@CT.P	0	-$3,350	3
@JY.P	-1	-$275	49		@GC.P	3	$27,030	150
@CD.P	0	$0	0		@SI.P	1	$21,970	101
@C.P	0	$0	0		@HG.P	2	$43,300	218
@W.P	0	$0	0		@LB.P	0	$0	0
@S.P	-2	-$850	9		@ES	2	$2,800	101
@CL.P	0	$0	0		@YM	3	-$980	22
@HO.P	1	$3,055	4		@NQ	3	-$2,405	7
		Total Open Trades			$102,987
		Total Closed Trades			-$20,145
		Total			$82,842

Good luck and have a great evening!