Monday, June 05, 2006

Equities, Bonds, Cotton, Lumber, and Coffee all felt a bit of a downdraft today. There certainly seems to be a lot of uncertainty in the markets these days, and I've heard that markets hate uncertainty!

Our TNR model called for a reversion day in NQ today, but we definately saw more of a trend day. We were stopped out of our morning long for a loss of -$532. Tomorrow we are calling for a reversion day in both ES and 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 -$1,075 28
@KC.P 0 -$88 4
@FV.P -4 $5,363 85 @SB.P 3 $0 0
@EC.P 0 $0 0 @CT.P 0 $1,885 37
@JY.P 0 $0 0
@GC.P 3 $33,990 184
@CD.P 3 $7,120 32 @SI.P 1 $15,985 135
@C.P 0 $0 0 @HG.P 2 $80,050 252
@W.P 0 $0 0
@LB.P 0 $1,659 10
@S.P 0 $0 0 @ES 2 $0 0
@CL.P 0 $0 0 @YM 0 $0 0
@HO.P 1 $2,711 38 @NQ 0 $0 0











Total Open Trades
$147,600




Total Closed Trades -$31,290




Total

$116,310



Good luck, and have a great evening!

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