Wednesday, June 21, 2006

Another decent day for our model with Bonds, Coffee and Cotton helping us out. The best trending markets right now seem to be the five and ten year note contracts. Cotton also seems to have started to head back down again, after getting perilously close to our stops about a week ago.

Our TNR model had a great day again, calling for a trending day in both contracts, and getting it. We made a total of $1247 on 3 trades (one in ES and 2 in NQ). Thursday we are calling for a Neutral day in both contracts.

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 $925 40
@KC.P -1 $1,619 16
@FV.P -4 $8,300 97 @SB.P 0 $0 0
@EC.P 0 $0 0 @CT.P -3 $4,090 49
@JY.P 0 $0 0
@GC.P 0 $0 0
@CD.P 3 $5,650 44 @SI.P 0 $0 0
@C.P -5 -$138 4 @HG.P 2 $59,525 264
@W.P 0 $0 0
@LB.P -1 $1,252 22
@S.P 0 $0 0 @ES 0 $0 0
@CL.P 0 $0 0 @YM 0 $0 0
@HO.P 0 $0 0 @NQ 0 $0 0











Total Open Trades
$81,223




Total Closed Trades $3,815




Total

$85,038



Good luck and have a great evening!

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