The bonds clearly didn't like what they saw in the Fed minutes released today, and the dollar reacted accordingly. Equities managed to shrug off some of the uneasiness that was evident right after the Fed minutes came out. Finally, all the metals and Lumber were off on the day.
Our TNR model called for a reversion day in both contracts, and we made a net total of$285 on the day (on 5 trades total). Tomorrow we are calling for a Neutral day in both contracts (finally! - we haven't had a day off in TNR in quite a while).
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 | -2 | $331 | 25 | @KC.P | 0 | -$275 | 1 | |
@FV.P | -4 | $6,863 | 82 | @SB.P | 3 | $0 | 0 | |
@EC.P | 0 | $0 | 0 | @CT.P | 0 | $4,435 | 34 | |
@JY.P | 0 | $0 | 0 | @GC.P | 3 | $34,080 | 181 | |
@CD.P | 3 | $7,690 | 29 | @SI.P | 1 | $16,785 | 132 | |
@C.P | 0 | $0 | 0 | @HG.P | 2 | $81,200 | 249 | |
@W.P | 0 | $0 | 0 | @LB.P | 0 | $1,054 | 7 | |
@S.P | -3 | $250 | 6 | @ES | 2 | $0 | 0 | |
@CL.P | 0 | $0 | 0 | @YM | 0 | $0 | 0 | |
@HO.P | 1 | $720 | 35 | @NQ | 0 | $0 | 0 | |
Total Open Trades | $153,133 | |||||||
Total Closed Trades | -$26,915 | |||||||
Total | $126,218 |
Good luck, and have a great evening!
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