Close Positions (6)

Sell  140 T-Note10YR
Buy 150 AU10YR
Closed out Position at max stop loss $200,000

Sell  220 eminiSPX500 @ 1633.71
Buy 177 RUT2000 @ 1011.85
Convergence 0.39% or $76,688 profit

Sell  121 DIJA$10 @ 14817
Buy 177 RUT2000 @ 1011.85
Convergence 0.29% or $57,436 profit

Sell  59 Nasdaq100 @ 3079
Buy 177 RUT2000 @ 1011.85
Convergence 1.25% or $249,901 profit

Sell  121 DIJA$10
Buy  59 Nasdaq100
Closed out Position at max stop loss $200,000

Sell  121 DIJA$10 @ 14817
Buy  220 eminiSPX500 @ 1634.61
Divergence -0.19% or $37,800 loss

Open Position (5)

Buy 220 eminiSP @ 1653.35
Sell 177 RUT2000 @ 1027.91
Buy 59 NASDAQ100 @ 3089.5
Sell 177 RUT2000 @ 1027.91
Buy 121 DIJA$10 @ 15009.7
Sell 177 RUT2000 @ 1027.91
Buy 121 DIJA$10 @ 15009.7
Sell 59 NASDAQ100 @ 3088
Buy 121 DIJA$10 @ 15009.7
Sell 220 eminiSP @ 1652.75

Close Position (2)

Sell 177 RUT2000 @ 1057.73
Buy 60 NASDAQ @ 3113.6
Loss of $62,935

Sell 220 SPX200 @ 1701.01
Buy 120 DIJA$10 @ 15625

Profit of $18,413

Open Existing Positions:

Buy 140 T-Note10YR @ 126.731
Sell 150 AU10YR @ 96.235

Close Position (1)

Sell 103 BUND @ 142.05
Buy 89 GILT @ 112.59
Profit of $3,109

Open Existing Positions:

Buy 177 RUT2000 @ 1047.87
Sell 60 NASDAQ @ 3074.8

Buy 220 SPX200 @ 1693.46
Sell 120 DIJA$10 @ 15570

Buy 140 T-Note10YR @ 126.731
Sell 150 AU10YR @ 96.235

Open Position (2)

Buy 103 BUND10YR @ 142.45
Sell 81 LONG GILT10YR @ 113.01

Buy 140 T-Note10YR @ 126.731
Sell 150 AU10YR @ 96.235

Open Existing Positions:

Buy 177 RUT2000 @ 1047.87
Sell 60 NASDAQ @ 3074.8

Buy 220 SPX200 @ 1693.46
Sell 120 DIJA$10 @ 15570

Open Position (1)

Buy 177 RUT2000 @ 1047.87
Sell 60 NASDAQ @ 3074.8

Open Existing Positions:

Buy 220 SPX200 @ 1693.46
Sell 120 DIJA$10 @ 15570

Close Position (1)

Sell 307 AU10yr
Buy 279 US T-note
Max loss of $200,000. Stop hit.  


Open Existing Positions:


Buy 220 SPX200 @ 1693.46
Sell 120 DIJA$10 @ 15570

Close Position (1)

Sell 176 RUT2000 @ 1053.5
Buy 60 NASDAQ @ 3060
Profit of $131,990. Convergence of 0.65%

Open Position (1)

Buy 176 RUT2000 @ 1044.92
Sell 60 NASDAQ100 @ 3055

Close out Position (2)

Sell 212 Bund
Buy 279 10Yr note
Loss of $200,000. Max stop loss

Sell 61 Nasdaq @ 3039.2
Buy 177 Rut2000 @ 1048.17
Profit of $5,695

Open Position (1)

Buy 220 SPX200 @ 1693.46
Sell 120 DIJA$10 @ 15570

Close position (1)

Sell 61 NASDAQ
Buy 178 RUT2000
Loss of $200,000. Stopped out at maximum loss

Close Position (2)

Sell 61 NASDAQ @ 3057
Buy 119 DIJA$10 @ 15552.6
Profit of $61,323. Converged 0.30%
Sell 61 NASDAQ @ 3057
Buy 220 SPX @ 1696.53
Profit of $27,054. Converged 0.13%

Close Position (1)

Sell 182 Gilt10Yr @ 113.34
Buy 278 US T-Note @ 127.191
Profit of $192,439

Open Position (2)

Buy 182 Gilt @ 112.73
Sell 279 US10Yr @ 127.222
Buy 212 Bund @ 144.21
Sell  279 US10Yr @ 127.222

Open Positions (4)

Buy Nasdaq100 @ 3052.5
Sell DIJA10 @ 15577 
Buy Nasdaq100 @ 3052.5
Sell SPX500 @ 1696.3
Buy Nasdaq100 @ 3052.5
Sell RUT2000 @ 1053.05
Buy AU10YR 307 @ 96.34
Sell US10YR 279 @ 127.175

Open Position (1)

Buy 61 Nasdaq100 @ 3051
Sell 178 RUT2000 @ 1044.97

Close Position (1)

Sell 120 DIJA$10 @ 15435
Buy 223 eminiSP @ 1676.55

Continued divergence 0.58%. Loss of $119,251

CLose Position (1)

Sell 248 US10yr @ 126.457
Buy 149 UK10yr @ 112.8
Profit of $63,883

Open Existing Positions:

Buy 120 DIJA$10 @ 15295
Sell 223 eminiSP @ 1651.64

Open Position (1)

Buy 248 US10yr @ 126.637
Sell 149 UK10yr @ 113.26

Open Existing Positions:

Buy 120 DIJA$10 @ 15295
Sell 223 eminiSP @ 1651.64

Close Position (1)

Sell 248 US10yr @ 126.153
Buy 150 UK10yr @ 112.34
Profit of $148,768

Open Existing Positions:

Buy 120 DIJA$10 @ 15295
Sell 223 eminiSP @ 1651.64

Open Position (1)

Buy 248 US10yr @ 125.387
Sell 150 UK10yr @ 112.1

Open Existing Positions:

Buy 120 DIJA$10 @ 15295
Sell 223 eminiSP @ 1651.64

Open Position (1)

Buy 120 DIJA$10 @ 15295
Sell  223 eminiSP @ 1651.64

Close Position (1)

Sell   229 eminiSP @ 1644.64
Buy 187 RUT2000 @ 1011.26

Divergence of -0.31%. Loss of $65,795

Close Postion (1)

Sell   124 DIJA$10 @ 15217

Buy187 RUT2000 @ 1009.56
Divergence of -0.31%. Loss of $65,033

Open Existing Positions:

Buy  229 eminiSP @ 1617.33
Sell 187 RUT2000 @ 991.33

Close Position (1)

Sell 248 US10yr @ 126.4218
Buy 275 AU10yr @ 96.185
Profit of $102,372

Open Existing Positions:

Buy  229 eminiSP @ 1617.33
Sell 187 RUT2000 @ 991.33

Buy  124 DIJA$10 @ 14989.9

Sell 187 RUT2000 @ 991.33

Close Position (2)

Sell 248 German10yr @ 142.45
Buy 275 AU10yr @ 96.285
Converged 2.5 bsp. Profit of $68,039

Sell   200 UK10yr  @ 113.06
Buy 275 AU10yr @ 96.285
Converged 2.4 bsp. Profit of $65,370

Open Existing Positions:

Buy  229 eminiSP @ 1617.33
Sell 187 RUT2000 @ 991.33

Buy  124 DIJA$10 @ 14989.9

Sell 187 RUT2000 @ 991.33

Buy 248 US10yr @ 126.59375
Sell 275 AU10yr @ 96.24

Open Positions (3)

Open New Positions:

Buy 248 US10yr @ 126.59375
Sell 275 AU10yr @ 96.24

Buy  200 UK10yr  @ 112.37
Sell  275 AU10yr @ 96.24

Buy 200 German10yr  @ 141.75
Sell  275 AU10yr @ 96.24

Open Existing Positions:

Buy  229 eminiSP @ 1617.33
Sell 187 RUT2000 @ 991.33

Buy  124 DIJA$10 @ 14989.9

Sell 187 RUT2000 @ 991.33

Close Position (1)

Sell  200 UK10yr  @ 112.4
Buy 307 US10yr @ 126.673
Profit of $11,267

Open Existing Positions:

Buy  229 eminiSP @ 1617.33
Sell 187 RUT2000 @ 991.33

Buy  124 DIJA$10 @ 14989.9

Sell 187 RUT2000 @ 991.33

Open Position (2)

Buy 229 eminiSP @ 1617.33
Sell 187 RUT2000 @ 991.33

Buy 124 DIJA$10 @ 14989.9
Sell 187 RUT2000 @ 991.33

Close Position (2)

Sell  193 RUT2000 @ 982.74
Buy 233 eminiSP500 @ 1615.77
Convergence of 1.06%. Profit of $219,078

Sell  193 RUT2000 @ 982.74
Buy  125 DIJA$10  @ 15033.9
Convergence of 1.06%. Profit of $219,249

Open Existing Positions:

Buy 200 UK10yr  @ 111.7
Sell  307 US10yr @ 126.012

Open Position (2)

Open New Positions:

Buy 193 RUT2000 @ 964.98
Sell  233 eminiSP500 @ 1603.75

Buy 193 RUT2000 @ 964.98
Sell  125 DIJA$10  @ 14922

Open Existing Positions:

Buy 200 UK10yr  @ 111.7
Sell  307 US10yr @ 126.012

Close Position (1)

Close Positions:

Sell   234 eminiSP @ 1598.49
Buy 126 DIJA$10 @ 14857.1.
Convergence of 0.10%. Profit of $20,532

Open Existing Positions:

Buy 200 UK10yr  @ 111.7
Sell  307 US10yr @ 126.012

Open Position (1)

Open New Positions:

Buy 200 UK10yr  @ 111.7
Sell  307 US10yr @ 126.012

Open Existing Positions:

Buy 234 eminiSP @ 1581.35
Sell  126 DIJA$10 @ 14713

Close Position (1)

Sell  300 AU10yr  @ 96.145
Buy 273 US10yr @ 125.75

Converged by 3.9bsp. Profit of $128,140

Open Existing Positions:

Buy 234 eminiSP @ 1581.35
Sell  126 DIJA$10 @ 14713

Open Position (1)

Open New Positions:

Buy 300 AU10yr  @ 96.1
Sell  273 US10yr @ 125.734

Open Existing Positions:

Buy 234 eminiSP @ 1581.35
Sell  126 DIJA$10 @ 14713

Open Position (1)

Open New Positions:

Buy 234 eminiS&P @ 1581.35
Sell  126 DIJA$10 @ 14713

Close Position (3)

Sell 65 Nasdaq100 @ 2837
Buy 234 eminiSP500 @ 1566.48
Convergence of 0.17%. Profit of $32,623

Sell  65 Nasdaq100 @ 2837
Buy 125 DIJA$10 @ 14602
Continued Divergence of -0.09%. Loss of $19,512

Sell  65 Nasdaq100 @ 2837
Buy194 RUT2000 @ 946.3
Convergence of 0.16%. Profit of $29,875

Close Position (1)

Sell   400 AU10yr
Buy 363 US10yr

Continued Divergence. Stopped out at loss of $200,000

Open Existing Positions:

Buy 65 Nasdaq100 @ 2873.5
Sell  234 eminiS&P500 @ 126.5

Buy 65 Nasdaq100 @ 2873.5
Sell  125 DIJA$10 @ 14777.4

Buy 65 Nasdaq100 @ 2873.5
Sell  194 RUT2000 @ 959.95

Open Position (3)

Open New Positions:

Buy 65 Nasdaq100 @ 2873.5
Sell  234 eminiS&P500 @ 126.5

Buy 65 Nasdaq100 @ 2873.5
Sell  125 DIJA$10 @ 14777.4

Buy 65 Nasdaq100 @ 2873.5
Sell  194 RUT2000 @ 959.95

Open Existing Positions:

Buy 400 AU10yr  @ 96.18
Sell  363 US10yr @ 126.5

Open Position (1)

Open New Positions:

Buy 400 AU10yr  @ 96.18
Sell  363 US10yr @ 126.5

Close Position (1)

Closed Positions:

Sell  300 AU3yr @ 97.26
Buy 376 AU90dayBB @ 97.33

Divergence of 2 bsp. Loss of $18,261

Close Positions (1)

Closed Positions:

Sell   35 AU10yr  @ 96.335
Buy 210 UK10yr @ 113.4

Convergence of 124 bsp. Profit of $432,636

Open Existing Positions:

Buy 300 AU3yr @ 97.29
Sell  376 AU90dayBB @ 97.34

Open Position (1)

Open New Positions:

Buy 300 AU3yr @ 97.29
Sell  376 AU90dayBB @ 97.34

Open Existing Positions:

Buy 35 AU10yr  @ 96.545
Sell  210 UK10yr @ 114.85

Open Position (1)

Open Positions:

Buy 35 AU10yr  @ 96.545
Sell  210 UK10yr @ 114.85

Close Positions (5)

Closed Positions:

Sell   400 UK10yr @ 141.87
Buy 598 US10yr @ 129.1875
Continued divergence of 0.3 bsp. Loss of $111

Sell  466 EUROBUND10yr @ 143.56
Buy 598 US10yr @ 129.1875
Convergence of 13.7 bsp. Profit of $92,146

Sell   400 UK10yr @ 141.87
Buy 66 AU10yr @ 96.55
Convergence of 9.5 bsp. Profit of $62,385

Sell   466 EUROBUND10yr @ 143.56
Buy 66 AU10yr @ 96.55
Convergence of 16.5 bsp. Profit of $154,642

Sell   266 AU3yr @ 97.42
Buy 225 AU90dayBB @ 97.38
Continued divergence of 3 bsp. Loss of $19,631

Open new Positions (5)

Open New Positions:

Buy 400 UK10yr @ 141.81
Sell  598 US10yr @ 129.04

Buy 466 EUROBUND10yr @ 143.36
Sell  598 US10yr @ 129.04

Buy 400 UK10yr @ 141.81
Sell  66 AU10yr @ 96.585

Buy 466 EUROBUND10yr @ 143.36
Sell  66 AU10yr @ 96.585

Buy 266 AU3yr @ 97.45
Sell  225 AU90dayBB @ 97.38

Close Positions (1)

Closed Positions:

Sell  400 AU3yr @ 97.485
Buy 337 AU90dayBB @ 97.39
Convergence of 3.5 bsp. Profit of $36,084

Close Positions (1)

Closed Positions:

Sell 232 eminiS&P500 @ 1632.33
Buy 125 DIJA$10 @ 15155
Convergence of 0.18%. Profit of $36,873

Open Existing Positions:

Buy 400 AU3yr @ 97.44
Sell  337 AU90dayBB @ 97.38

Close Positions (3)

Closed Positions:

Sell  100 AU10yr  @ 96.55
Buy 700 EUROBUND10yr @ 142.66
Convergence of 11 bsp. Profit of $108,757

Sell 100 AU10yr  @ 96.58
Buy 600 UK10yr @ 114.49
Convergence of 6 bsp. Profit of $59,377

Sell 100 AU10yr @ 96.58
Buy  920 US10yr @ 128.28
Convergence of 2 bsp. Profit of $19,803

Open Existing Positions:

Buy 400 AU3yr @ 97.44
Sell  337 AU90dayBB @ 97.38

Buy 232 eminiS&P500 @ 1630.75
Sell  125 DIJA$10 @ 15168.2

Open new Positions (4)

Open New Positions:

Buy 100 AU10yr @ 96.55
Sell  920 US10yr @ 128.27

Buy 100 AU10yr  @ 96.55
Sell  600 UK10yr @ 114.52

Buy 100 AU10yr  @ 96.55
Sell  700 EUROBUND10yr @ 142.77

Buy 400 AU3yr @ 97.44
Sell  337 AU90dayBB @ 97.38

Open Existing Positions:
Buy 232 eminiS&P500 @ 1630.75
Sell  125 DIJA$10 @ 15168.2

Open Position (1)

Open Positions:

Buy 232 eminiS&P500 @ 1630.75
Sell  125 DIJA$10 @ 15168.2

Closed Out 2 trades

Closed Positions:

Sell 241 eminiS&P500 @ 1636.72
Buy 129 DIJA$10 @ 15222
Convergence of 0.21%. Profit of $42,216

Sell 66 Nasdaq100 @ 2987.7
Buy 129 DIJA$10 @ 15222
Convergence of 0.62%. Profit of $126,716

Open Positions (2)

Open Positions:

Buy 241 eminiS&P500 @ 1627.44
Sell  129 DIJA$10 @ 15166.9

Buy 66 Nasdaq100 @ 2958.4
Sell  129 DIJA$10 @ 15166.9

Closed Out 1 trade

Closed Positions:

Sell 126 DIJA$10 @ 15150.9
Buy 194 RUT2000 @ 976.55
Convergence of 0.68%. Profit of $131,415

Open position: Long DIJA$10 Short RUT2000

Open Positions:

Buy 126 DIJA$10 @ 15324.53
Sell  194 RUT2000 @ 994.43

Closed Out 2 trades

Closed Positions:

Sell 237 eminiS&P500 @ 1655.26
Buy 128 DIJA$10 @ 15339

Continued divergence of -0.07%. Loss of $14,040


Sell 237 eminiS&P500 @  1655.26
Buy 128 DIJA$10 @ 15339

Convergence of 0.7%. Profit of $13,247

Closed Out 2 trades

Open Positions:

Buy 237 eminiS&P500 @ 1642.96
Sell 128 DIJA$10 @ 15214.5

Buy 237 eminiS&P500 @ 1649.10
Sell 128 DIJA$10 @ 15292

Closed Positions:

Sell 126 DIJA$10 @ 15304
Buy  194 RUT2000 @ 998.79
Convergence of 0.19%. Profit of $36,692

Sell 233 eminiS&P500 @ 1648.85
Buy 194 RUT2000 @ 998.79

Convergence of 0.18%. Profit of $34,431

Position Summary:

Open Positions:

Buy 237 eminiS&P500 @ 1642.96
Sell 128 DIJA$10 @ 15214.5

Buy 237 eminiS&P500 @ 1649.10
Sell 128 DIJA$10 @ 15292


Buy 126 DIJA$10 @ 15409.39
Sell  194 RUT2000 @ 997.35

Buy 233 eminiS&P500 @ 1660.06
Sell 194 RUT2000 @ 997.35

Close Out Positions: LONG RUT2000, Nasdaq100 Short DIJA$10 eminiS&P500

Closed Positions:

Sell 200 RUT2000 @ 975
Buy 128 DIJA$10 @ 15214.5
Convergence of 0.50% Profit $103,540

Sell 65 Nasdaq100 @ 2980
Buy 128 DIJA$10 @ 15214.5
Continued Divergence of 0.13% Loss $28,003

Sell 200 RUT2000 @ 975
Buy 237 eminiS&P500 @ 1642.36
Convergence of 0.52% Profit $106,869

Open Positions:


Buy 237 eminiS&P500 @ 1642.96
Sell 128 DIJA$10 @ 15214.5


Buy 237 eminiS&P500 @ 1649.10
Sell 128 DIJA$10 @ 15292

Open Position: LONG eminiS&P500, RUT2000, Nasdaq100 Short DIJA$10

Buy 237 eminiS&P500 @ 1642.96
Sell 128 DIJA$10 @ 15214.5

Buy 200 RUT2000 @ 975
Sell 128 DIJA$10 @ 15214.5

Buy 65 Nasdaq100 @ 2980
Sell 128 DIJA$10 @ 15214.5

Buy 200 RUT2000 @ 975
Sell 237 eminiS&P500 @ 1642.36

Close Position - Long eminiS&P500, DIJA$10, Nasdaq100 Short

Sell 136 DIJA$10
Buy 213 RUT2000


Stopped out at continued divergence of 1% against the position
Loss of $200,000 or divergence of 1.00%


Sell 252 eminiS&P500
Buy 213 RUT2000


Stopped out at continued divergence of 1% against the position
Loss of $200,000 or divergence of 1.00%


Sell 69 Nasdaq100
Buy 213 RUT2000


Stopped out at continued divergence of 1% against the position
Loss of $200,000 or divergence of 1.00%


Sell 136 DIJA$10 @ 15375
Buy 252 eminiS&P500 @ 1667.89
Continued divergence of 0.45% against the position
Loss of $98,468

Open Position - Long eminiS&P500, DIJA$10, Nasdaq100 Short

Buy 136 DIJA$10 @ 15001.6
Sell 213 RUT2000 @ 960.63


Buy 252 eminiS&P500 @ 1620.54
Sell 213 RUT2000 @ 960.63


Buy 69 Nasdaq100 @ 2959
Sell 213 RUT2000 @ 960.63


Buy 136 DIJA$10 @ 15001.6
Sell 252 eminiS&P500 @ 1619.94

Close Position - Long DIJA$10 Short Nasdaq100

Sell 141 DIJA$10 @ 14969.4
Buy 72 Nasdaq100 @ 2956
Loss of $166,218 or continued divergence of 0.80%

Open Position - Long DIJA$10 Short Nasdaq100

Buy 141 DIJA$10 @ 14745
Sell 73 Nasdaq100 @ 2888

Close Position - Long Nasdaq100 and eminiS&P500 Short DIJA$10

Sell 74 Nasdaq100 @ 2835.8
Sell 143 DIJA$10 @ 14699
Profit of $33,752 or 0.17% convergence


Sell 266 eminiS&P500 @ 1580.83
Sell 143 DIJA$10 @ 14699
Profit of $64,423 or 0.31% convergence

Close Position - Long RUT2000 Short DIJA$10

Stopped out at continued divergence of 1% against the position

Loss of $200,000 or divergence of 1.00%

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

Buy 74 NASDAQ100 @ 2825.3
Sell 143 DIJA$10 @ 14668.9

Buy 266 eminiS&P500 @ 1572.62
Sell 143 DIJA$10 @ 14668.9


Buy 223 RUT2000 @ 940.87
Sell 143 DIJA$10 @ 14668.9

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

Sell 79 NASDAQ100 @ 2758
Buy 155 DIJA$10 @ 13992
Profit $27,948 convergence 0.13%

Sell 287 eminiS&P500 @ 1511.33
Buy 155 DIJA$10 @ 13992
Loss -$17,720 divergence 0.08%

Long NASDAQ100, eminiS&P500 Short DIJA$10

Buy 79 NASDAQ100 @ 2719.5
Sell 155 DIJA$10 @ 13814.5

Buy 287 eminiS&P500 @ 1493.44
Sell 155 DIJA$10 @ 13814.5

Fund Performance: 1/01/2013

Open Positions (0)

Closed Positions (2)

The Fund is currently 23.8% up for the year and is set for an annualised return of 25.1%

The ratio of winners to losers is 76:28

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

Sell 296 eminiS&P500 @ 1458.93
Buy 160 DIJA$10 @ 13375.8

Profit of $182,892 and convergence of 0.86%