Thursday, June 08, 2006

Blogger was down after the market close, so this is a late post. Another mixed day, but it was notable that many of our positions opened substantially down, and wound up finishing up on the day, particularly Silver and Copper. Bonds were down again, and the dollar continues to receive a bit of a bid.

The morning weakness triggered our stop in Silver. We exited the position, selling our single contract at the close. That position will show up in tomorrow's reports.

Our TNR model was calling for a reversion day in ES, and we wound up losing -$436 on 3 trades. 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 -$950 30
@KC.P 0 $831 6
@FV.P -4 $5,613 87
@SB.P 3 $0 0
@EC.P 0 $0 0
@CT.P 0 $2,665 39
@JY.P 0 $0 0
@GC.P 3 $29,160 186
@CD.P 3 $4,930 34
@SI.P 1 $13,960 137
@C.P 0 $0 0
@HG.P 2 $79,200 254
@W.P 0 $0 0
@LB.P 0 $1,846 12
@S.P 0 $0 0
@ES 2 $0 0
@CL.P 0 $0 0
@YM 0 $0 0
@HO.P 1 $724 40
@NQ 0 $0 0











Total Open Trades
$137,979




Total Closed Trades -$31,290




Total

$106,689



Good luck, and have a great day!

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