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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