Friday, June 16, 2006


We had a nice finish to a nice week... Bonds were down and Copper was up, and everything else was kind of a wash. We are out of most of our super-volatile metals (except Copper) which should bring our daily swings back to normal.



Our TNR model had another day of gains, calling for a reversion day in both ES and NQ. All our trades made money, including the last one thanks to the late day fade. We made a grand total of $1291 on 6 trades. Our gains for the week were fantastic, bringing us to a new Equity high for the Year. We are finally trading in synch with the swings in the market - hopefully that will continue! Monday we are looking at a Trending day in ES and a Reversion 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 $488 37
@KC.P -1 $1,244 13
@FV.P -4 $7,738 94 @SB.P 0 $0 0
@EC.P 0 $0 0 @CT.P -3 $2,740 46
@JY.P 0 $0 0
@GC.P 0 $0 0
@CD.P 3 $2,410 41 @SI.P 0 $0 0
@C.P -5 -$825 1 @HG.P 2 $64,575 261
@W.P 0 $0 0
@LB.P -1 $1,417 19
@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
$79,786




Total Closed Trades $3,815




Total

$83,601



Good luck, and have a great weekend!

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