Thursday, April 25, 2013

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

Saturday, April 20, 2013

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%

Tuesday, April 2, 2013

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