Thursday, March 29, 2012

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

Wednesday, March 28, 2012

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

Tuesday, March 27, 2012

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

Sunday, March 25, 2012

Friday, March 23, 2012

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

Wednesday, March 21, 2012

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

Tuesday, March 20, 2012

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

Monday, March 19, 2012

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

Saturday, March 17, 2012

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

Thursday, March 15, 2012

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

Wednesday, March 14, 2012

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

Tuesday, March 13, 2012

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

Monday, March 12, 2012

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

Sunday, March 11, 2012

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

Friday, March 9, 2012

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

Thursday, March 8, 2012

Wednesday, March 7, 2012

Tuesday, March 6, 2012

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

Monday, March 5, 2012

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

Sunday, March 4, 2012

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

Thursday, March 1, 2012

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