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