Close Out Position - Long NASDAQ100 Short DIJA$10

Sell 79 NASDAQ100 @ 2654.9
Buy 160 DIJA$10 @ 13068
Profit of $81,301 and convergence of 0.4%

Open trade - Long NASDAQ100 Short DIJA$10; Long eminiS&P Short DIJA$10

Buy 79 Nasdaq100 @ 2336
Sell 160 DIJA$10 @ 13027.8

Buy 296 eminiS&P @ 1408.39
Sell 160 DIJA$10 @ 13027.8

Fund Performance: 11/16/2012

Open Positions (0)

Closed Positions (13)


The Fund is currently 22.5% up for the year and is set for an annualised return of 26.2%

The ratio of winners to losers is 74:28

Close Out (4) Positions - Long DIJA$10 x3, eminiS&P500 Short NASDAQ100, RUT2000 x2, eminiS&P500

Sell 157 DIJA$10 @ 13081
Buy 77 NASDAQ100 @ 2657
Profit of $40,255 and converged back 0.21%


Sell 157 DIJA$10 @ 13081
Buy 251 RUT2000 @ 812.01
Profit of  $86,849 and converged back 0.44%

Sell 157 DIJA$10 @ 13081
Buy 291 eminiS&P500 @ 1408.46
Profit of $6,334 and converged back 0.03%

Sell 291 eminiS&P500 @ 1407.76
Buy 251 RUT2000 @ 812.01
Profit of $60,885 and converged back 0.31%

Open Position - Long eminiS&P500 SHORT RUT2000

Buy 291 eminiS&P500 @ 1413.82
Sell 251 RUT2000 @ 818.04

Open Position - Long DIJA$10 SHORT NASDAQ100, RUT200, eminiS&P500

Buy 157 DIJA$10 @ 13120
Sell 77 NASDAQ100 @ 2670.4

Buy 157 DIJA$10 @ 13120
Sell 251 RUT2000 @ 818.04 

Buy 157 DIJA$10 @ 13120
Sell 291 eminiS&P500 @ 1413.12

Close Out Positions - Long NASDAQ100 Short DIJA$10

Sell 75 NASDAQ100 @ 2669.7
Buy 151 DIJA$10 @ 13117.5
Profit $89,679

Sell 75 NASDAQ100 @ 2669.7
Buy 285 S&P500 @ 1413.57
Profit $59,346

Open Position - Long NASDAQ100 Short eminiS&P500 DIJA$10

Buy 75 NASDAQ100 @ 2744
Sell 151 DIJA$10 @ 13547.5

Buy 75 NASDAQ100 @ 2744
Sell 285 eminiSP500 @ 1456.95

Close Out Positions - Long DIJA$10 S&P500 Short RUT2000

Sell 157 DIJA$10 @ 13667
Buy 249 RUT2000 @ 854.92
Profit $421
Sell 292 S&P500 @ 1458.56
Buy 249 RUT2000 @ 854.92
Loss $44,704

Open Position - Long DIJA$10 eminiS&P500 Short RUT2000

Buy 157 DIJA$10 @ 13037 Sell 249 RUT2000 @ 821.52 Buy 292 eminiS&P500 @ 1404.8 Sell 249 RUT2000 @ 821.52

Close Out Position - Long RUT2000 Short Nasdaq100

Sell 271 RUT2000 @ 789.06
Buy 80 NASDAQ100 @ 2681.5
Profit of $13,875 or convergence of 0.07%

Close Out Trade: Long RUT2000 - Short eminiS&P500, DIJA$10

Sell 271 RUT2000 @ 770.26
Buy 305 eminiS&P500 @ 1365.8
Profit of $45,975; converged 0.23%

Sell 271 RUT2000 @ 770.26
Buy 162 DIJA$10 @ 12884.3
Profit of $63,516; converged 0.32%

Open Position - Long RUT2000 Short NASDAQ100 eminiS&P500 DIJA$10

Buy 271 RUT2000 @ 774.94
Sell 80 NASDAQ100 @ 2635.5

Buy 271 RUT2000 @ 774.94
Sell 305 eminiS&P500 @ 1377.27

Buy 271 RUT2000 @ 774.94
Sell 162 DIJA$10 @ 13003.6

Close Out Positions - Long NASDAQ100, eminiS&P500 Short DIJA$10 x2

Sell 78 NASDAQ100 @ 2642.9
Buy 157 DIJA$10 @ 13067
Profit of $76,018 or 0.33% convergence

Sell 290 eminiS&P500 @ 1383.28
Buy 157 DIJA$10 @ 13067
Profit of $63,890 or 0.30% convergence

Open Position - Long S&P500 Short DIJA$10

Buy 290 S&P500 @ 1338.76
Sell 153 DIJA$10 @ 12685

Fund Performance: 07/25/2012

OPEN POSITIONS: (1)

CLOSED POSITIONS: (10)

The Fund is currently 19.7% up for the year and is set for an annualised return of 37.0%

The ratio of winners to losers is 62:27

Long NASDAQ100 Short DIJA$10

Buy 78 NASDAQ100 @ 2526.4
Sell 157 DIJA$10 @ 12534.5

Close Out Position - Long RUT2000, DIJA$10, eminiS&P500 Short NASDAQ100

Sell 73 NASDAQ100 @ 2605.9
Buy 150 DIJA$10 @ 12759.5
Convergence of 0.67% or Profit of $129,304

Sell 73 NASDAQ100 @ 2605.9
Buy 242 RUT2000 @ 786.39
Convergence of 0.17% or Profit of $34,108

Sell 73 NASDAQ100 @ 2605.9
Buy 282 eminiS&P500 @ 1355.62
Convergence of 0.45% or Profit of $87,192

Open Trade - Short NASDAQ100 Long SP500 DIJA30 RUT2000

Buy 242 RUT2000 @ 800.74 
Sell 73 NASDAQ100 @ 2658 

Buy 150 DIJA30 @ 12929.5
Sell 73 NASDAQ100 @ 2658

Buy 282 SP500 @ 1376.6
Sell 73 NASDAQ100 @ 2658

Close Out Trade - Long DIJA$10 eminiS&P500 Short RUT2000

Sell 160 DIJA$10 @ 12644.5
Buy 255 RUT2000 @ 795.53
Loss of -$13,454 or divergence of -0.07%

Sell 301 eminiS&P500 @ 1340.14
Buy 255 RUT2000 @ 795.53
Loss of -$59,398 or divergence of -0.31%

Open New Position - Long DIJA$10 eminiS&P500 Short RUT2000

Buy 160 DIJA$10 @ 12844
Sell 255 RUT2000 @ 807.51

Buy eminiS&P500 @ 1364.46
Sell 255 RUT2000 @ 807.51

Close Out Trade - Long FTSE100 Short DAX30

Sell 230 FTSE100 @ 5652.3
Buy 99 DAX30 @ 6514.8
Loss of -$27,240.12 or divergence of -0.13%

Open Position - Long FTSE100 Short DAX30

Buy 230 FTSE100 @ 5582.3
Sell 99 DAX30 @ 6425.5

Close Position - Long NASDAQ100 Short DIJA$10, RUT2000, eminiS&P500

Sell 77 NASDAQ100 @ 2609
Buy 161 DIJA$10 @ 12852.4

Sell 77 NASDAQ100  @ 2609
Buy 261 RUT2000 @ 797.62

Sell 77 NASDAQ100  @ 2609
Buy 306 eminiS&P500 @ 1359.87

Open Position - Long NASDAQ100 Short DIJA$10, RUT2000, eminiS&P500

Buy 77 NASDAQ100 @ 2528.1
Sell 161 DIJA$10 @

Buy 77 NASDAQ100  @ 2528.1
Sell 261 RUT2000 @ 773.75

Buy 77 NASDAQ100  @ 2528.1
Sell 306 eminiS&P500 @ 1323.41

Close out Position - Long Nasdaq100 Short DIJA$10

Sell 79 NASDAQ100 @ 2551
Buy 161 DIJA$10 @ 12546.8
Profit of $43,178 or convergence of 0.22%

Open Position - Long NASDAQ100 Short DIJA$10

Buy 79 NASDAQ100 @ 2542.4
Sell 161 DIJA$10 @ 12531.5

Fund Performance: 06/26/2012

OPEN POSITIONS: (0)

CLOSED POSITIONS: (6)

The Fund is currently 17.87% up for the year and is set for an annualised return of 39.9%

The ratio of winners to losers is 56:23

Close Out - Long eminiS&P500 DIJA NASDAQ Short RUT2000

From 22nd June 2012

Sell 159 DIJA$10 @ 12598.7
Buy 260 RUT2000 @ 767.61
Profit of $85,784 or convergence of 0.43%

Sell 301 eminiS&P500 @ 1328.07
Buy 260 RUT2000 @ 1321.7
Profit of $21,883 or convergence of 0.11%

Sell 78 Nasdaq100 @ 2562.7
Buy 302 RUT2000 @ 767.61
Profit of $14,827.93 or convergence of 0.08%

Open Position - Long DIJA$10 Short RUT2000/eminiS&P500/NASDAQ100

Buy 159 DIJA$10 @ 12819.5
Sell 260 RUT2000 @ 784.39

Buy 301 S&P500emini @ 1355.58
Sell 260 RUT2000 @ 784.39

Buy 159 NASDAQ100 @ 2616.7
Sell 260 RUT2000 @ 784.39

Close Out - Long RUT2000 Short eminiS&P500 DIJA$10

Sell 263 RUT2000 @ 761.58
Buy 159 DIJA$10 @ 12556.5
Profit of $35,260 or convergence of 0.17%

Sell 263 RUT2000 @ 761.58
Buy 302 eminiS&P500 @ 1321.7
Profit of $76,744 or convergence of 0.38%

Open Position - Long RUT2000 Short DIJA$10 eminiS&P500

Buy 263 RUT2000 @ 750.24
Sell 159 DIJA$10 @ 12391

Buy 263 RUT2000 @ 750.24
Sell 302 eminiS&P500 @ 1307.02

Close Out - Long DAX30 Short FTSE100

Loss of -$315,068 or divergence of -1.50%

Breached VaR maximum loss of -1.50% on trade

Fund Performance: 06/02/2012

OPEN POSITIONS: (1)
Long DAX30 @ 6028.5 Short FTSE @ 5249.5

CLOSED POSITIONS: (13)

The Fund is currently 18.28% up for the year and is set for an annualised return of 48.1%

The ratio of winners to losers is 51:22
Looking to Long DIJA$10 and Short RUT2000 in coming week

Open Position - Long DAX30 Short FTSE100

Buy 104 DAX30 @ 6028.5
Sell 240 FTSE100 @ 5249.5

Close Position - Long DIJA$10 X2 Short RUT2000 NASDAQ100

Sell 158 DIJA$10 @ 12168.5
Buy 253 RUT2000 @ 744.22
Loss of $59,009 or 0.24% divergence

Buy 158 DIJA$10 @ 12168.5
Sell 76 NASDAQ100 @ 2478.4
Loss of $39,192 or 0.14% divergence

Close Out - Long SPI200 Short eminiS&P500

Loss of -$287,682 or divergence of -1.50%

Breached VaR maximum loss of -1.50% on trade

Close Out Position - Long DIJA$10 Short NASDAQ100

Sell 159 DIJA$10 @ 12538
Buy 78 NASDAQ100 @ 2536.8
Profit of $106,429 or convergence of 0.52%

Close Position - Long DIJA$10 Short RUT2000

Sell 298 eminiS&P500 @ 1322.71
Buy 253 RUT2000 @ 766.1
Profit of $5,103

Sell 298 eminiS&P500 @ 1322.71
Buy 260 NASDAQ100 @ 2552.7
Profit of $5,676

Open Position - Long DIJA$10 S&P500 Short RUT2000 NASDAQ100

Buy 301 eminiS&P500 @ 1317.35
Sell 260 RUT2000 @ 763.14

Buy 159 DIJA$10 @ 12507.5
Sell 260 RUT2000 @ 763.14

Buy 159 DIJA$10 @ 12507.5
Sell 78 NASDAQ100 @ 2543.9

Buy 301 eminiS&P500 @ 1317.35
Sell 78 NASDAQ100 @ 2543.9

Close Position - Long NASDAQ100 RUT2000 Short DIJA$10 eminiS&P500 X2

Sell 79 NASDAQ100 @ 2512
Buy 304 eminiS&P500 @ 1307.28
Loss of -$10,571 or 0.05% divergence

Sell 79 NASDAQ100 @ 2512
Buy 158 DIJA$10 @ 12454
Loss of -$39,863 or 0.20% divergence

Sell 261 RUT2000 @ 756.4
Buy 302 eminiS&P500 @ 1307.28
Loss of -$23,174 or 0.11% divergence

Sell 261 RUT2000 @ 756.4
Buy 158 DIJA$10 @ 12454
Profit of $5,984 or 0.03% convergence

Sell 79 NASDAQ100 @ 2512
Buy 302 eminiS&P500 @ 1307.28
Profit of $105,702 or 0.52% convergence

Sell 79 NASDAQ100 @ 2512
Buy 158 DIJA$10 @ 12454
Profit of $170,376 or 0.84% convergence

Sell 261 RUT2000 @ 756.4
Buy 302 eminiS&P500 @ 1307.28
Profit of $41,190 or 0.21% convergence

Sell 261 RUT2000 @ 756.4
Buy 158 DIJA$10 @ 12454
Profit of $105,702 or 0.52% convergence

Open Position - Long NASDAQ100 RUT2000 Short DIJA$10 eminiS&P500 X2

Buy 79 NASDAQ100 @ 2480
Sell 302 eminiS&P500 @ 1297.43

Buy 79 NASDAQ100 @ 2480
Sell 158 DIJA$10 @ 12400

Buy 261 RUT2000 @ 749.15
Sell 302 eminiS&P500 @ 1297.43

Buy 261 RUT2000 @ 749.15
Sell 158 DIJA$10 @ 12400

Open Position - Long NASDAQ100 RUT2000 Short DIJA$10 eminiS&P500

Buy 79 NASDAQ100 @ 2511.5
Sell 304 eminiS&P500 @ 1304.45

Buy 79 NASDAQ100 @ 2511.5
Sell 159 DIJA$10 @ 12445

Buy 262 RUT2000 @ 755.63
Sell 304 eminiS&P500 @ 1304.45

Buy 262 RUT2000 @ 755.63
Sell 159 DIJA$10 @ 12445

Open Position - Long SPI200 Short S&P500emini

Buy 191 SPI200 @ 4184
Sell 299 S&P500emini @ 1332.09

Fund Performance: 05/11/2012

OPEN POSITIONS: (0)

CLOSED POSITIONS: (4)

The Fund is currently 17.84% up for the year and is set for an annualised return of 55.8%

The ratio of winners to losers is 44:16

Close out Position - Long NASDAQ100 Short DIJA$10

Sell 78 NASDAQ100 @ 2638.7
Buy 157 DIJA$10 @ 12998.5

Profit of $113,675 or convergence of 0.56%

Close Position - Long NASDAQ100 - Short SPOI200 X2

Sell 78 NASDAQ100 @ 2637.4
Buy 184 SPI200 @ 4328

Loss of $232,031 or continued divergence of 1.12%

Sell 78 NASDAQ100 @ 2637.4
Buy 184 SPI200 @ 4328

Profit of $155,344 or convergence of 0.77%

Close Position - Long DAX30 Short FTSE 100

Sel 98 DAX30 @ 6536.8
Buy 226 FTSE100 @ 5622.8

Profit of $305,168.43 or convergence of 1.47%

Open Position - Long NASDAQ100, NASDAQ100, DAX30 - Short SPI200, DIJA$10, FTSE100

Buy 78 NASDAQ100 @ 2600.4
Sell 186 SPI100 @ 4300.5

Buy 78 NASDAQ100 @ 2600.4
Sell 157 DIJA$10 @ 12882

Buy 98 DAX30 @ 6382.8
Sell 226 FTSE100 @ 5573.2

Fund Performance: 05/03/2012

OPEN POSITIONS: (1)

CLOSED POSITIONS: (4)

The Fund is currently 16.13% up for the year and is set for an annualised return of 54.5%

The ratio of winners to losers is 41:15

Open Position - Long Nasdaq100 Short SPI200

Buy 76 NASDAQ100 @ 2723
Sell 181 SPI200 @ 4420

Close Out - Long DIJA$10, eminiS&P500 Short NASDAQ100 RUT2000

Sell 158 DIJA$10 @ 13215.5

Buy 76 NASDAQ100 @ 2726.5

Profit of $61,315 or convergence of 0.30%

Sell 158 DIJA$10 @ 13215.5

Buy 249 RUT2000 @ 819.22

Profit of $10,918 or convergence of 0.03%

Sell 158 DIJA$10 @ 13215.5

Buy 249 RUT2000 @ 819.22

Profit of $165,602 or convergence of 0.84%

Sell 298 eminiS&P500 @ 1397.69

Buy 249 RUT2000 @ 819.22

Profit of $103,760 or convergence of 0.52%

Fund Performance: 04/30/2012

OPEN POSITIONS: (4)

CLOSED POSITIONS: (6)

The Fund is currently 14.42% up for the year and is set for an annualised return of 50.8%

The ratio of winners to losers is 37:15

Open Position - Long DIJA$10 eminiS&P500 Short RUT2000

Buy 158 DIJA$10 @ 13235
Sell 253 RUT2000 @ 827.27

Buy 298 eminiS&P500 @ 1404.09
Sell 253 RUT2000 @ 827.27

Open Position - Long DIJA$10 Short NASDAQ100 RUT2000

Buy 158 DIJA$10 @ 13088
Sell 76 NASDAQ100 @ 2708.4

Buy 158 DIJA$10 @ 13089
Sell 249 RUT2000 @ 811.65

Close Position - Long DAX30 ShortFTSE100 X2 Long NASDAQ100 Short DIJA$10

Sell 91 DAX30 @ 6665.5 Buy FTSE100 @ 5738.9 Loss of $45,305 or 0.23% continued divergence Sell 91 DAX30 @ 6665.5 Buy FTSE100 @ 5738.9 Profit of $100,768 or 0.56% convergence Sell 78 NASDAQ100 @ 2685.1 Buy 160 DIJA$10 @ 13089.7 Loss of $41,022 or 0.20% continued divergence Sell 78 NASDAQ100 @ 2685.1 Buy 184 SPI200 @ 4394 Loss of $4,417 or 0.03% continued divergence Sell 78 eminiS&P500 @ 1384.57 Buy 184 SPI200 @ 4394 Profit of $26,538 or convergence of 0.13%

Open Positition - Long NASDAQ100, eminiS&P500 - Short SPI200

Buy 78 NASDAQ100 @ 2662
Sell 184 SPI200 @ 4355

Buy 301 eminiS&P500 @ 1370.48
Sell 184 SPI200 @ 4355

Close Out Position - Long NASDAQ100 Short RUT2000

Sell 78 NASDAQ100 @ 2657
Buy 261 RUT2000 @ 791.73
Profit of $109,394 or convergence of 0.55%

Open Position - Long DAX30 Short FTSE100

Buy 95 DAX30 @ 6557.6
Sell 225 FTSE100 @ 5678

Open Position: Long NASDAQ100 Short RUT2000 Short DIJA($10)

Buy 78 NASDAQ100 @ 2675.5 Sell 261 RUT2000 @ 801.58 Buy 78 NASDAQ100 @ 2675.5 Sell 160 DIJA($10) @ 13016.5

Open Position - Long DAX30 Short FTSE100

Buy 95 DAX30 @ 6680
Sell 225 FTSE100 @ 5738

Fund Performance: 04/19/2012

OPEN POSITIONS: (0)

CLOSED POSITIONS: (4)

The Fund is currently 13.69% up for the year and is set for an annualised return of 53.5%

The ratio of winners to losers is 34:12

Close out position - Long NASDAQ100 Short DIJA($10) X2

Sell 78 NASDAQ100 @ 2716.5
Buy 161 DIJA($10) @ 13075

Loss of $198,147 or continued divergence of -1.01%

Sell 78 NASDAQ100 @ 2716.5
Buy 161 DIJA($10) @ 13075

Profit of $101,448 or convergence of 0.49%

Net Loss of $96,699

Close Position - Long NASDAQ100 Short RUT2000

Sell 78 NASDAQ100 @ 2713.8
Buy 261 RUT2000 @ 805.73
Profit of $133,515 or convergence of 0.65%

Close Position - Long DAX30 Short FTSE100

Sell 95 DAX30 @ 6785.8
Buy 229 FTSE100 @ 5761
Profit of $200,179 or convergence of 0.97%

Open Position - Long NASDAQ100 Short DIJA$10 RUT2000

Buy 78 NASDAQ100 @ 2670
Sell 161 DIJA$10 @ 12915

Buy 78 NASDAQ100 @ 2670
Sell 261 RUT2000 @ 797.94

Open Position - Long NASDAQ100 Short DIJA($10)

But 75 NASDAQ100 @ 2694
Sell 158 DIJA($10) @ 12834

Fund Performance: 04/13/2012

OPEN POSITIONS: (1)
Buy 95 DAX30 @ 6583
Sell 229 FTSE100 @ 5647

CLOSED POSITIONS: (4)

The Fund is currently 12.51% up for the year and is set for an annualised return of 52.1%

The ratio of winners to losers is 31:11

Close positions - Long RUT200 Short DIJA($10) X2

Sell 252 RUT2000 @ 796.24
Buy 158 DIJA($10) @ 12811
Profit of $2,611 or 0.01% convergence

Sell 249 RUT2000 @ 796.24
Buy 158 DIJA($10) @ 12811
Profit of $127,465 or 0.66% convergence

Open Position - Long RUT2000 Short DIJA($10)

Buy 252 RUT2000 @ 791.31
Sell 158 DIJA($10) @ 12816.5

Close Out Position - Long DAX30 Short FTSE100 X2

Sell 91 DAX30 @ 6695
Buy 224 FTSE100 @ 5665
Loss of $117,069 or -0.61% continued divergence

Sell 91 DAX30 @ 6695
Buy 224 FTSE100 @ 5665
Profit of $118,989 or 0.61% convergence

Net Profit of $1,921

Open Position - Long RUT200 Short DIJA($10) Long DAX30 Short FTSE100

Buy 252 RUT2000 @803.03
Sell 158 DIJA($10) @ 12921

Buy 91 DAX30 @ 6652
Sell 224 FTSE100 @ 5663.1

Fund Performance: 04/06/2012

OPEN POSITIONS: (1)
Long 91 DAX30 @ 6902.5
Short 224 FTSE100 @ 5806
Net Unrealised Loss: -$123,742

CLOSED POSITIONS: (5)

The Fund is currently 11.85% up for the year and is set for an annualised return of 53.9%

The ratio of winners to losers is 28:10

Happy Easter everyone!

Close Out position - Long NASDAQ100 Short SPI200 and DIJA($10) and emini S&P500

Sell 75 NASDAQ100 @ 2755.5
Buy 186 SPI200 @ 4311.3
Profit of $104,259 or convergence of 0.52%

Sell 75 NASDAQ100 @ 2758.5
Buy 158 DIJA($10) @ 13070.5
Profit of $103,507 or convergence of 0.52%

Sell 75 NASDAQ100 @ 2761.2
Buy 295 emini S&P500 @ 1399.63
Profit of $95,435 or convergence of 0.47%

Sell 252 RUT200 @ 819.8
Buy 158 DIJA($10) @ 13069.5
Profit of $45,513 or convergence of 0.23%

Open Position

Long 75 NASDAQ100 @ 2743.8
Short 186 SPI200 @4315.4

Open Position - Long RUT2000 Short DIJA($10) Long NASDAQ100 Short DIJA($10) emini S&P500

Buy 252 RUT200 @ 817.62
Sell 158 DIJA($10) @ 13064.4

Buy 75 NASDAQ100 @ 2743
Sell 158 DIJA($10) @ 13064.4

Buy 75 NASDAQ100 @ 2743
Sell 295 emini S&P500 @ 1397.04

Open Position - Long DAX30 Short FTSE100

Buy 91 DAX30 @ 6902.5
Sell 224 FTSE100 @ 5806

Close Out Position - Long DIJA($10) Short RUT2000

Sell 158 DIJA($10) @ 13172
Buy 249 RUT2000 @ 832.38
Profit of $64,203 or 0.32% convergence

Fund Performance: 04/03/2012

OPEN POSITIONS: (1)


CLOSED POSITIONS: (6)


The Fund is currently 9.79% up for the year and is set for an annualised return of 47.1%

The ratio of winners to losers is 23:10

Open Position - Long DIJA($10) Short RUT2000
Buy 158 DIJA($10) @ 13223.6
Sell 249 RUT2000 @ 838.31

Close Out Position - Long NASDAQ100 Short SPI200

Buy 76 NASDAQ100 @ 2780
Sell 185 SPI200 @ 4327
Profit of $36,507 or convergence of 0.18%

Close Out Position - Long emini S&P500 Short SPI200

Sell 297 emini S&P500 @ 1416.59
Buy 185 SPI200 @ 4339
Profit of $45,605 or 0.23% convergence

Close Position - Long NASDAQ100 Short DIJA($10)

Sell 94 NASDAQ100 @ 2779.6
Buy 197 DIJA($10) @ 13242
Profit of $106,720 or 0.55% convergence

Close Position - Long DIJA($10) Short SPI200

Sold 159 DIJA($10) @ 13243
Bought 185 SPI200 @ 4344
Profit of $34,568 or 0.17% convergence

Open Position - Long NASDAQ100 Short DIJA($10)

Buy NASDAQ100 @ 2766
Sell DIJA($10) @ 13250.5

Close Trade ID 12 - Long DIJA($10) Short emini S&P500

Sell 217 DIJA($10) @ 13152.5
Buy 407 emini S&P500 @ 407
Loss of $71,135

Open Positions - Long emini S&P500/DIJA($10)/NASDAQ100 - Short SPI200

Buy 297 emini S&P500 @ 1413.39
Sell 185 SPI200 @ 4339

Buy 159 DIJA($10) @ 13205.3
Sell 185 SPI200 @ 4339

Buy 76 NASDAQ100 @ 2782.6
Sell 185 SPI200 @ 4339

Close Out Trade - Long Nasdaq100 Short RUT2000

Sell 106 NASDAQ100 @ 2778.15
Buy 348 RUT2000 @ 838.9
Divergence of 0.79% and Profit of $222,689

Open Position - Long NASDAQ100 SHORT RUT2000

Buy 106 NASDAQ100 @ 2740.1
Sell 348 RUT2000 @ 834

Fund Performance: 03/23/2012

OPEN POSITIONS: (1)

CLOSED POSITIONS: (2)

The Fund is currently 7.91% up for the year and is set for an annualised return of 43.9%

The ratio of winners to losers is 18:9

Fund Performance: 03/21/2012

OPEN POSITIONS: (3)

CLOSED POSITIONS: (4)

The Fund is currently 10.21% up for the year and is set for an annualised return of 59.4%

The ratio of winners to losers is 18:7

Close Out Position - Long SPI200 Short emini S&P500

Sell 230 SPI200 @ 4260
Buy 377 emini S&P500 @ 1408.58
Loss of $22,977

Close Out Position

Sell 107 NASDAQ100 @ 2738
Buy 350 RUT2000 @ 829.48
Profit $282,117

Sell 217 DIJA($10) @ 13177
Buy 350 RUT2000 @ 829.48
Profit $144,573

Open Position - Long SPI200 Short emini S&P500

Buy 230 SPI200 @ 4362
Sell 377 emini S&P500 @ 1407.83 

Open Positions - Long DIJA($10) Short NASDAQ100, S&P500, RUT2000

Buy 217 DIJA($10) @ 13236.6
Sell 105 NASDAQ100 @ 2734.5

Buy 217 DIJA($10) @ 13236.6
Sell 407 S&P500 @ 1409.7

Buy 217 DIJA($10) @ 13236.6
Sell 343 RUT2000 @ 2734.5

Fund Performance: 03/16/2012

OPEN POSITIONS: (3)

CLOSED POSITIONS: (2)

The Fund is currently 9.62% up for the year and is set for an annualised return of 60.1%

The ratio of winners to losers is 16:5

Open Position - Long NASDAQ100 / Short RUT2000

Close Out ID 8
SOLD 288 FTSE @ 5940.1
BOUGHT 116 DAX30 @ 7125.3
Loss of $174,935

Long 107 NASDAQ100 @ 2715
Short 350 RUT2000 @ 830.9

Close Out Position - Long S&P500 Short RUT2000 ID: 6

SOLD 418 S&P500 @ 1392.3
BOUGHT 351 RUT200 @ 822.4

Profit: $198,691

Open Position ID: 8
LONG 288 FTSE100 @ 5937.6
SELL 116 DAX30 @ 7074

Fund Performance: 03/14/2012

OPEN POSITIONS: (3)

CLOSED POSITIONS: (2)

The Fund is currently 9.50% up for the year and is set for an annualised return of 64.2%

The ratio of winners to losers is 15:4

Fund Performance: 03/13/2012

OPEN POSITIONS: (3)

CLOSED POSITIONS: (4)

Close Out Trade ID 4 Long NASDAQ100 Short RUT200
SOLD 108 NASDAQ100 @ 2664.6
BOUGHT 351 RUT2000 @ 821.85
Loss of -$14,237.53 (-0.05%)

The Fund is currently 8.64% up for the year and is set for an annualised return of 60.0%

The ratio of winners to losers is 14:3

Close Trade - Long SPI200 Short Cons Disc.

Sell 229 SPI200 @ 4241
Buy 755 AXDJ @ 1273.5

 

 

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Close Out Postion

Sell 212 DIJA$10 @ 12936.5
Buy 400 S&P500 @ 1368.83

Sell 222 DIJA$10 @ 12922.5
Buy 352 RUT2000 @ 813.18

Fund Performance: 03/10/2012

OPENED POSITIONS: (7)

Trade ID: 7
LONG 229 SPI200 @ 4199
SHORT 755 AXDJ(Aust. Cons Disc) @ 1272


CLOSED POSITIONS: (0)

The Fund is currently 7.11% up for the year and is set for an annualised return of 50.8%

The ratio of winners to losers is 11:3

Open Position

Long 108 NASDAQ100 @ 2646
Short 351 RUT2000 @ 815.45

Long 222 DIJA($10) @ 12919.5
Short 352 RUT2000 @ 815.45

Long 418 S&P500 @ 1371.08
Short 351 RUT2000 @ 815.45

Open Position - Long DIJA Short S&P500

Long 212 DIJA($10) @ 12908.5
Short 400 S&P500 @  1365.95

Close Out Position - Long DAX30 Short FTSE100

Sell 116 DAX30 @ 6785
Buy 279 FTSE 100 @ 5848

Close Out Position - Long RUT2000 Short Nasdaq100

Sell 355 RUT2000 @ 795
Buy 108 NASDAQ100 @ 2610

Open Position - Long RUT200 Short Nasdaq100, Long DIJA Short Nasdaq100, Long S&P500 Short Nasdaq100, Long DAX30 Short FTSE100

Long 343 RUT2000 @ 787.35 
Short 108 Nasdaq100 @ 2590.5

Long 215 DIJA @ 12751  
Short 108 Nasdaq100 @ 2590.5

Long 405 S&P500 @ 1342.83
Short 108 Nasdaq100 @ 2590.5

Long 110 DAX30 @ 6616
Short 278 FTSE100 @ 5735

Close Position Long Nasdaq100 Short RUT2000

Sell 108 NASDAQ100 @ 2590.5
Buy 343 RUT200 @ 787.35

Fund Performance: 03/05/2012

OPENED POSITIONS: (2)

CLOSED POSITIONS: (4)

The Fund is currently 5.11% up for the year and is set for an annualised return of 39.9%

The ratio of winners to losers is 8:3

Fund Performance: 03/05/2012

OPENED POSITIONS: (4)


CLOSED POSITIONS: (1)


The Fund is currently 1.64% up for the year and is set for an annualised return of 13.2%

The ratio of winners to losers is 5:3

Open Positions

Long 342 RUT2000 @ 800.4
Short 216 DIJA @ 12968.5

Long 343 RUT2000 @ 800.4
Short 216 Nasdaq100 @ 2643.4

Long 343 RUT2000 @ 800.4
Short 400 S&P500 @ 1368.13

Fund Performance: 03/02/2012

OPENED POSITIONS: (2)

The Fund is currently 1.21% up for the year and is set for an annualised return of 10.1%

The ratio of winners to losers is 4:3

Fund Performance: 02/24/2012

OPENED POSITIONS: (3)

The Fund is currently 1.98% up for the year and is set for an annualised return of 24.8%

The ratio of winners to losers is 4:1

Fund Performance: 02/17/2012

OPENED POSITIONS: (1)

CLOSED POSITIONS: (1)

The Fund is currently 1.98% up for the year and is set for an annualised return of 24.8%

The ratio of winners to losers is 4:1

Fund Performance: 02/16/2012

OPENED POSITIONS: (2)


CLOSED POSITIONS: (0)

The Fund is currently 1.76% up for the year and is set for an annualised return of 48.9%

The ratio of winners to losers is 3:1

Fund Performance: 02/14/2012

OPENED POSITIONS: (2)

CLOSED POSITIONS: (0)


The Fund is currently 1.76% up for the year and is set for an annualised return of 48.9%

The ratio of winners to losers is 3:1

Fund Performance: 02/01/2012

OPENED POSITIONS: (0)


CLOSED POSITIONS: (1)

The Fund is currently 1.76% up for the year and is set for an annualised return of 48.9%

The ratio of winners to losers is 3:1

Fund Performance: 01/29/2012

OPENED POSITIONS: (1)

COMMENTARY:

The Fund is currently 2.61% up for the year and is set for an annualised return of 32.5%

The ratio of winners to losers is 3:0

Fund Performance: 01/25/2012

OPENED POSITIONS: (2)

CLOSED POSITIONS: (2)

COMMENTARY:

The Fund is currently 2.61% up for the year and is set for an annualised return of 32.5%

The ratio of winners to losers is 3:0

Fund Performance: 01/25/2012

OPENED POSITIONS: (2)

COMMENTARY:

The Fund is currently 0.6% up for the year and is set for an annualised return of 37.5%

The ratio of winners to losers is 1:0