Monday, June 12, 2006

Our CAD position is recovering nicely from the sell-off that ended about a week ago, and most of our other positions were marginally in our favor today with the exception of Copper (modestly down) and Lumber. Lumber was limit up in today's trading, which is always a bit disconcerting when you are short... let's see what tomorrow brings.

Our TNR model had a nice day, calling for a trending day in ES. We got short on the initial downdraft, and rode it all the way to our 4:00 exit, making $659 on the trade. Tomorrow we are calling for a reversion day in 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 -$1,388 33
@KC.P -1 $963 9
@FV.P -4 $5,300 90 @SB.P 0 $0 0
@EC.P 0 $0 0 @CT.P -3 $1,795 42
@JY.P 0 $0 0
@GC.P 0 $0 0
@CD.P 3 $8,650 37 @SI.P 0 $0 0
@C.P 0 $0 0 @HG.P 2 $61,425 257
@W.P 0 $0 0
@LB.P -1 $449 15
@S.P 0 $0 0 @ES 0 $0 0
@CL.P 0 $0 0 @YM 0 $0 0
@HO.P 1 $552 43 @NQ 0 $0 0











Total Open Trades
$77,746




Total Closed Trades $5,790




Total

$83,536



Good luck, and have a great evening!

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