Wednesday, June 30, 2010

Thursday's Call.

the call is 25% long Emerging markets and 75% long spx.

I will trade at 20%.

the EM system has the bias.

Not confident that the market will rebound much tomorrow.

Will update.  call stands.

Tuesday, June 29, 2010

Wednesday's call.

The call is 75% long  Emerging markets and 25% long spx.

I will trade at 30%.

The EM call has the bias.

After today's drop I hesitate to be fully long for tomorrow. That is the reason for 30%.

Unless the market rebounds from here this call should stand.

Returns for week ending 6-25-10.

Monday, June 28, 2010

Tuesday's Call.

the call is 75% short Emerging markets and 25% short spx.

I will trade at 50%.

The EM system has the bias.

Will update.  Call stands.

Friday, June 25, 2010

Monday's 6-28-10 call.

the call is 75% long Emerging markets and 25% short spx.

I will trade at 80%.

The EM system has the bias.

Will update.  the  call stands.

Thursday, June 24, 2010

Friday's call.

The call is 75% short Emerging markets and 25% long spx.

I will trade at 70%.

the EM call has the bias. will update.

The call stands.

Wednesday, June 23, 2010

Thursday's Call.

The call is 75% short Emerging markets and 25% long spx.

I will trade at 80%.

the EM system has the bias.

I will update.

the call stands.

Tuesday, June 22, 2010

Wednesday's call.

the call is 25% short emerging markets and 75% short spx.

I will trade at 60%.

The EM system has the bias.

Will update.

Call stands.

Returns for week ending 6-18-10.

Monday, June 21, 2010

Tuesday's Call.

the call is 75% long Emerging markets and 25% short spx.

I will trade at 70%.

The Domestic call has the bias.

will update. the call is 25% short EM and 75% long spx.

Friday, June 18, 2010

Monday's 6-21-10 call.

The call is 25% short Emerging markets and 75% long spx.

I will trade at 80%.

The domestic call has the bias.

I will update.

The call stands.

Thursday, June 17, 2010

Friday's call.

The call is 25% long Emerging markets and 75% long spx.

I will trade at 60%.

The domestic call has the bias.

Will update if market moves much from 3:10 prices.

Call stands.

Wednesday, June 16, 2010

Thursday's Call.

The call is 25% short Emerging markets and 75% short rut.

I will trade at 70%.

The domestic call has the bias.

Will update.

The allocation has switched  to 75/25dom.

Returns for week ending 6-11-10.


No good news last week...law of averages would say the system should turn around and have some positive weeks. We shall see.

Tuesday, June 15, 2010

Wednesday's call.

The call is 75% short Emerging markets and 25% short ndx.

I will trade at 60%.

The domestic call has the bias.

Unless the market falls from here I will not update.

Monday, June 14, 2010

Tuesday's Call.

The call is 25% short Emerging markets and 75% long ndx.

I will trade at 40%.

The domestic call has the bias.

Will update.
 .
The call stands

Friday, June 11, 2010

Monday's 6-14-10 call.

The call is 75% short Emerging markets and 25% short spx.

I will trade at 50%.

The emerging system has the bias.

I will update.

It has switched to 25% short EM and 75% short spx.

Thursday, June 10, 2010

Friday's call.

the call is 75% short Emerging markets and 25% short Rut.

I will trade at 60%.

the domestic call has the bias.

Returns for week ending 6-04-10.


 The system is not handling this current market move very well at all.  This current week will also be a loss.  Personally will be trading at somewhat reduced exposure and see if the system recovers at all.

Wednesday, June 9, 2010

Thursday's Call.

the call is 25% short Emerging Markets and 75% long spx.

I will trade at 50%.

The Domestic call has the bias.

I will update neare close.

Domestic call has switched short . I will trade at 70%

Tuesday, June 8, 2010

Wednesday's call.

the call is 25% long Emerging markets and 75% long spx.

I will trade at 60%

The domestic call has the bias.

I will update.  the call stands

Monday, June 7, 2010

Tuesday's Call.

The call is 25% long Emerging markets and 75% short rut.

I will trade at 70%.

The Domestic call has the bias.

If the market doesn't hold these levels then we could drop to the 1010-1020 level on the SP500 which would be 38% retracement of the run up from March 09.

the domestic call will  switch long.

Friday, June 4, 2010

Monday's 6-7-10 call.

The call is 25% long Emerging markets and 75% long Rut.

I will trade at 60%.

The Domestic call has the bias.

May not be good to be long after today,  tho we typically get a rebound.

Thursday, June 3, 2010

Friday's call.

The call is 25% long Emerging Markets and 75% long Rut.

I will trade at 60%.

The Domestic call has the bias.

Will update. The call stands.

Wednesday, June 2, 2010

Thursday's Call.

The call is 25% short emerging Markets and 75% short rut.

I will trade at 80%.

The Domestic call has the bias.

I will update nearer close.

the call stands.

Returns for week ending 5-28-10.


Need better returns than that!

Tuesday, June 1, 2010

Wednesday's call.

The call is 75% long Emerging Markets and 25% short rut.

I will trade at 60%.

The Domestic call has the bias.

Will update nearer close. has changed to 25% long EM and 75% short rut.

will confirm nearer close the call has switched to 25% short EM and 75% long rut.