Today looked primarily like a consolidation day. Bonds were one of the few sectors that showed follow-through from yesterday's price action. The economic data certainly seems to be looking a bit mixed these days, and perhaps the Fed will pause soon. The dollar continues to get slammed, which also points to negative investor sentiment with regards to the US economy.
Our TNR model was looking for a Reversion day in both contracts today, and wound up loosing a net total of $606 on the day. Tomorrow we are looking for a Trending 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 | -$13 | 15 | @KC.P | 0 | $0 | 0 | |
@FV.P | -4 | $5,925 | 72 | @SB.P | 3 | $7,896 | 160 | |
@EC.P | 0 | $0 | 0 | @CT.P | 0 | $3,760 | 24 | |
@JY.P | 0 | $0 | 0 | @GC.P | 3 | $49,260 | 171 | |
@CD.P | 3 | $6,310 | 19 | @SI.P | 1 | $22,210 | 122 | |
@C.P | 0 | $0 | 0 | @HG.P | 2 | $92,100 | 239 | |
@W.P | 0 | $0 | 0 | @LB.P | 0 | $0 | 0 | |
@S.P | 0 | $0 | 0 | @ES | 2 | $0 | 0 | |
@CL.P | 1 | -$2,820 | 21 | @YM | 3 | $2,890 | 43 | |
@HO.P | 1 | -$318 | 25 | @NQ | 0 | $0 | 0 | |
Total Open Trades | $187,201 | |||||||
Total Closed Trades | -$27,128 | |||||||
Total | $160,073 |
Good luck and have a great evening!
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