Friday, August 30, 2013

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

Tuesday, August 20, 2013

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



Thursday, August 1, 2013

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