Monday's call

the call is to be long for Monday.

Will trade emerging markets at 1.5x.

Friday's call.

The call is to stay short. Not that it is working too well today.

Will trade spx at 1.25x.

Well I was obviously wrong about buyers waiting for more pullback. However that was just an opinion to support the systems position. The system is mechanical, and I follow it's calls....if I feel strongly that it may be wrong I only reduce the calls exposure. Hoping for some profit taking tomorrow.

Thursday's Call.

The call is to be short for tomorrow unless the dji closes above 9037.6 or the spx closes below 966.4.

Edit: I will go short unless the rut closes below 547.4.

I am positioned short for tomorrow. This market still has people looking for pullbacks on which to enter. But I think we should get some more downside before too many buy again.

Will trade at 1.75x the spx.

Wednesday's call

the call is to switch long unless the spx closes below 975.5.

I will trade the spx at 1.5x.

Tuesday's call

the call is to stay short unless the ndx closes below 1591.06.

will trade the ndx at 1.75x.

Returns for week ending 7-24.

Holding pattern....Let's see if we can get back some of our recent losses.

Monday's call 7-27-09

The call is to stay short if the ndx closes below 1609.53.

Will trade the ndx at 1.5x.

Friday's call.

I will switch to short side for tomorrow.

will trade the ndx at 1.25x.

Thursday's Call.

The call is to switch long if the ndx closes above 1560.78.

I will trade the ndx at 1x.

Wednesday's call

The call is to stay long unless the spx closes positive.

Will trade the ndx at 1.5x.

ended up short side for Wednesday.

Returns for week ending 7-17.

Not a good week...I have added a row to the chart showing the percent recent maximum drawdown. This is from a June 22 high. This is pretty large number, but if it can be contained near here, would be acceptable as the system is very volatile.

Tuesday's call

Will be long for tomorrow unless the ndx closes below 1534.90.

will trade the ndx at 1.25x.

Monday's call 7-20-09

the call is to switch short if the ndx closes in positive territory.

Will trade the ndx at 0.3x.

Friday's call.

I will stay long if the ndx closes above 1508.48.

Trade the ndx at 0.3x.

Thursday's Call.

Ouch! Not fun to be wrong on a big day.

Will switch to long side at 0.3x and trade the eem.

Wednesday's call

Will stay short unless the eem closes below 31.09.

will trade emerging markets 1.5x.

Returns for week ending 7-10.

Well, I got at least mostly positive gains for the past week. Returns are varied as the individual indexes did not correlate well last week. Staying at full 2x allocation returned the best, as to be expected if the system is largely correct for the week. Here's hoping for another positive week!

Tuesday's call

The call will be to switch short unless the eem closes below 30.66.

I will trade the eem at 1.5x.

Monday's call 7-13-09

The call is to go long for Monday.

Will trade emerging markets at 1.75x.

Friday's call.

the call is to be long tomorrow.

Will trade the emerging markets at 0.3x.

Edit: if the dji closes negative will go short the eem at 1.5x.

Since the Dow Jones was flipping positive negative at close, I personally ended up going short but will not count it toward system's gains or losses.

Thursday's Call.

The call is to stay long unless the rut closes above 478.25.

Will trade the rut at 1.75x.

May end up short for tomorrow unless we fall back some.

Short it is.

Wednesday's call

The system is calling to be on the long side tomorrow.

Will trade spx at 1.75x.

Tuesday's call

If the dji and spx finish positive the call is to be 1x short.

IF the dji is positive and spx negative at close the call is long at 0.3x.

If both close negative then the call is 0.3x short.

How's that for confusing?

Will trade the spx.

Ended up short for tomorrow.

Returns for week ending 7-03.

Returns for last week were not of the sort that I would like to see. I guess one can't expect to be right all the time, but after two negative weeks I definitely would like the coming week to have some gains. I will most likely trade at reduced exposure until the system seems more in tune with the markets. Good luck Traders!

June Totals

The total return for June using the system's suggested allocations was spx 10.8%....rut 12.5%....and the eem 15.8%.

The system's returns for the month of June as it followed the different indexes at the suggested allocations produced 5.8%.


If one had followed the calls at a full 2x. The returns were 17.9% for the spx.....22.1% for the rut.....27.1% for the eem .....and 13.1%. for the systems switches.

Staying at 2x or just picking an index and using the long short signals would have returned the best. This is to be expected if the system has a profitable spell however if it has a period of drawdown then I would expect a lesser allocation to do better tho that was not the case last week. We shall see what this month has to bring...so far not doing too well. Good luck all!

Monday's call 7-03-09

The call for Monday is to switch short.

Will trade the spx at 0.3x

Enjoy your Holiday weekend!!

Thursday's Call.

the call is to go long for tomorrow.

Will trade the emerging markets at 1.75x.