Thursday, May 25, 2006

A nice showing across the board today for our open positions. Nothing went crazy, but we had a number of contributors... Metals were up, Cotton and Lumber were slightly down, the CAD (our best performer) had a strong day on the back of a rate hike. Bonds were off, and really the only fly in the ointment was Soybeans.

Our TNR model did OK as well, netting a total of $378 in both markets. The end of day rally set us back (we were short both contracts) but we'll take what we can get. Tomorrow we are calling for a Reversion day in ES and a Neutral day in NQ.

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 -$419 22
@KC.P 0 $0 0
@FV.P -4 $5,613 79 @SB.P 3 $0 0
@EC.P 0 $0 0 @CT.P 0 $5,755 31
@JY.P 0 $0 0
@GC.P 3 $35,850 178
@CD.P 3 $6,580 26 @SI.P 1 $17,510 129
@C.P 0 $0 0 @HG.P 2 $85,375 246
@W.P 0 $0 0
@LB.P 0 -$68 4
@S.P -3 -$463 3 @ES 2 $0 0
@CL.P 0 $0 0 @YM 0 $0 0
@HO.P 1 $1,476 32 @NQ 0 $0 0











Total Open Trades
$157,209




Total Closed Trades -$26,915




Total

$130,294



Good luck, and have a great day!

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