Monday, April 30, 2012

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

Wednesday, April 25, 2012

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%

Monday, April 23, 2012

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

Sunday, April 22, 2012

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

Friday, April 20, 2012

Thursday, April 19, 2012

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

Wednesday, April 18, 2012

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%

Tuesday, April 17, 2012

Close Position - Long DAX30 Short FTSE100

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

Monday, April 16, 2012

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

Sunday, April 15, 2012

Friday, April 13, 2012

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

Wednesday, April 11, 2012

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

Tuesday, April 10, 2012

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

Monday, April 9, 2012

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

Friday, April 6, 2012

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!

Thursday, April 5, 2012

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%

Wednesday, April 4, 2012

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

Tuesday, April 3, 2012

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%

Monday, April 2, 2012

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

Sunday, April 1, 2012

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