Tuesday, July 25, 2006

Copper rallied and Crude had kind of a weak showing today. US Treasuries sold of today, but the dollar was strong across the board. Corn and Soybeans opened real strong, but gave almost all of the morning gains up by the close, while Wheat was weak all day. Lumber faded again. Not much of a real pattern in any of our markets right now, just a lot of give and take. Maybe its just those summer doldrums. Even the VIX is settling down to the levels we saw prior to the latest outbreak of mid-east hostilities.

Our TNR model was calling for a reversion day in ES, but the late day rally did us in again. We started the day with two money-makers, but wound up getting stopped out for a loss on the day. Tomorrow we are calling for a neutral day in ES and a Trending day in NQ.

Today's TNR Trades:

Entry Entry

Exit Exit


Entry Time Price
Exit Time Price
Contracts P/L










Sell 10:05 1268.00 ES Cover 10:40 1266.25
2 $143.00
Buy 10:40 1266.25 ES Sell 12:35 1266.75
2 $18.00
Sell 12:35 1266.75 ES Cover 15:20 1273.50
2 -$707.00

Daily TNR P/L: -$546
YTD TNR P/L: $5905

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 0 $0 0
@KC.P -1 $2,219 39
@FV.P 0 $0 0 @SB.P 0 $0 0
@EC.P 0 $0 0 @CT.P -3 $6,520 72
@JY.P -1 $163 4
@GC.P 0 $0 0
@CD.P 0 $0 0 @SI.P 0 $0 0
@C.P -4 -$650 2 @HG.P 2 $77,075 286
@W.P 0 $0 0
@LB.P -1 $4,684 45
@S.P -3 -$125 4 @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
$89,885




Total Closed Trades -$56




Total

$89,830



Good luck, and have a great evening!

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