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