Monday's call 11-02-09

The call is to switch short.

I will trade the spx at 1.75x.

Volatility returning to the market place...it may be prudent to reduce exposure.

Friday's call.

The call is to switch long if the rut closes above 573.44.....however if the eem closes above 39.51 then the call will be reversed.

I will trade the rut at 1.25x.

Ended up long but at reduced exposure...could be an up day as it is the end of the month.

Thursday's Call.

The call is to stay short.

I will trade rut at 1.5x.

Wednesday's call

The call is to switch long if the rut closes between 590.71 and 594.08.....the qualifier is to go opposite the call if the eem closes between 40.07 and 40.99.

I will trade the rut at 1.75x.

Staying short.

Tuesday's call

The call is to switch long unless the spx closes above 1072.26.....however the call will have a qualifier to go opposite the call if the eem closes between 40.12 and 41.04.

I will trade rut at 2x.

Returns for week ending 10-23.

A little gain...better than the alternative.

Monday's call 10-26-09

the call is to stay long if the rut closes below 604.49. However there is a qualifying condition that should be checked....If the eem closes between 40.08 and 41.00 then the call's direction will be switched.

I will trade the rut at 2x.

Am posting early as I need to do some errands.

Looks like we will be short for Monday.

Friday's call.

The call is to switch long unless the eem closes below 40.90.

I will trade emerging markets at 2x.

Thursday's Call.

The call is to stay short.

I will trade emerging markets at 1.75x.

Wednesday's call

The call is to stay short unless the adre closes above 44.58.

I will trade the emerging markets at 1.75x

I am posting early as I may not have access to internet later today.

Returns for week ending 10-16.

Needing some more...let's see what this week will bring. Most everyone is expecting some form of retrace...but to what degree? I am beginning to think that unless we have alarming negative news we will grind higher or at least sideways.

Tuesday's call

the call is to switch short if the adre closes above 44.18.

I will trade the emerging markets at 1.5x.

Monday's call 10-19-09

the call is to stay long.

I will trade emerging markets at 1x

Friday's call.

The call is to stay long if the adre closes above 43.79.

I will trade emerging markets at 0.5x

Thursday's Call.

the call is to stay long.

I will trade emerging markets at 1x

Returns for week ending 10-09.

Lets hope this week gains some!

Wednesday's call

the call is to say long if the adre closes above 42.57

I will trade the emerging markets at 1.25x

Tuesday's call

The call is to switch short if the adre closes between 42.09 and 42.47.

I will trade emerging markets at 1.75x.

Monday's call 10-12-09

the call is to switch short if the adre closes between 42.28 and 42.36.

I will trade emerging markets at 1.5x.

this week did not go as I would have hoped...pretty much lost what we gained last week.


Everyone enjoy your weekend and hopefully some have Monday off!

Ended up long for Monday.

Friday's call.

the call is to switch long.

I will trade emerging markets at 1.5x.

Thursday's Call.

the call is to stay short unless the eem closes below 38.94.

I will trade the emerging markets at 1.75x.

Wednesday's call

the call is to stay short.

I will trade the spx at 1.5x.

Tuesday's call

the call is to switch long below 38.70 on the eem.

I will trade spx at 1.5x.

Returns for week ending 10-02.

Finally had a good week. It was a little hard to follow as the closing prices ended near system switch points, leading me to initiate a new rule (to use the 3:50ET price as the price to judge long or short) if the system depends on that day's closing price for the call. This should make the system much easier to use and not significantly change the returns as only a relatively few days will make the call different than the close. One caveat to that statement is, if strong volatility comes back to the market then I will have to reconsider.

Monday's call 10-05-09

The call is to stay short if the eem closes between 37.53 and 38.63.

I will trade the eem at 1.0x with the 3:50ET price.

Friday's call.

The call is to switch long if the eem closes below 37.94.

I will trade emerging markets at 1.5x.

I am going to use the 3:50 price...(i.e. the close of the 3:49 one minute bar) to use as the "trading" closing price. IF the price at 3:50ET is below 37.94 I will switch long.

Using the closing price will also work....a few days, possibly 15 per year, would result in a different call.