Sunday, July 29, 2012

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


Wednesday, July 25, 2012

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

Tuesday, July 24, 2012

Long NASDAQ100 Short DIJA$10

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

Monday, July 23, 2012

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

Thursday, July 19, 2012

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

Tuesday, July 10, 2012

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%

Monday, July 2, 2012

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