Thursday, July 27, 2006

Let's see... we have Nigerian unrest in addition to the ongoing situation in the middle east combining to prop up crude today... Threats of a strike or walk-out in a south american copper mine helping out copper prices... continued good (growing) weather in the mid-west hitting soybean prices... and the normal uncertainty around the U.S. economy playing havoc with the dollar and U.S. equities.

Our TNR model was calling for a Trending day in ES and NQ, and we finally got what we were looking for. We hit quite a slump in July, but maybe this is the end of it. Tomorrow we are looking for another Trending day in ES, and Neutral in NQ.

Today's TNR Trades:


Entry Entry

Exit Exit


Entry Time Price
Exit Time Price
Contracts P/L










Sell 10:50 1274.50 ES Cover 16:00 1268.25
2 $593.00
Buy 09:55 1511.50 NQ Sell 10:50 1502.75
2 -$382.00
Sell 10:50 1502.75 NQ Cover 16:00 1487.50
2 $578.00

System B 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 $1,581 41
@FV.P 0 $0 0 @SB.P 0 $0 0
@EC.P 0 $0 0 @CT.P -3 $6,190 74
@JY.P -1 -$1,000 6
@GC.P 0 $0 0
@CD.P 0 $0 0 @SI.P 0 $0 0
@C.P -4 -$300 4 @HG.P 2 $77,950 288
@W.P 0 $0 0
@LB.P -1 $4,420 47
@S.P -3 $1,563 6 @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
$90,404




Total Closed Trades -$56




Total

$90,348



Good luck, and have a great evening!

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