A mixed bag today, with dollar strength and bond weakness in the morning. Bonds strengthened througout the day, however, and we finshed just below yesterday's levels. Equities had a tough time all day today. Crude finished above $75 again, and corn continued to soar (some energy related, some drought related).
Our TNR model was in Neutral today, so no trades. Tomorrow we are looking 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 | $19 | 54 | @KC.P | -1 | $400 | 30 | |
@FV.P | -4 | $7,238 | 111 | @SB.P | 0 | $0 | 0 | |
@EC.P | 0 | $0 | 0 | @CT.P | -3 | $8,725 | 63 | |
@JY.P | 0 | $0 | 0 | @GC.P | 0 | $0 | 0 | |
@CD.P | 0 | $0 | 0 | @SI.P | 0 | $0 | 0 | |
@C.P | 0 | $0 | 0 | @HG.P | 2 | $87,275 | 277 | |
@W.P | 0 | $0 | 0 | @LB.P | -1 | $2,363 | 36 | |
@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 | $106,019 | |||||||
Total Closed Trades | -$4,506 | |||||||
Total | $101,514 |
Good luck, and have a great evening!
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