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