New Signals:
TREND: long JGB; long Ultra T-Bond;
long Crude; long AUDUSD;
RS: long GILTS; short ITALY; long AUDNZD
MR: short Soy Oil;
FE: long NZDCHF;
Current Position:
long NOV MILK: if Oct contract closes below 16.40, I am out.
long MSCI EM: closed long position and switched to WGBIXUS
NOTES:
NZD dropped sharply today and triggered a FE long signal in NZDCHF.
If TREND is long(short) and profitable, if RS generates a new short(long) signal, ignore this new RS trade.
New Signals:
TREND: short GBPUSD;
RS: long CAD 10YEAR;
short EURJPY; short GBPCAD; short NOKJPY
Current:
long NOV MILK: watch October contract for signal;
long MSCI EM: hold. MR system still holds the long position.
NOTES:
Use back tested heuristics to determine entry, exit, position size and portfolio management rules. Don’t use opinions and feelings.
New Signals:
TREND: long GOLD;
RS: long BUND; long Taiwan;
Current Positions:
long NOV MILT: hold. Watch October contract for signal;
long MSCI EM: hold. The trend system just exits the long position in MSCI EM due to longevity. The MR system is still long. I am pondering an exit and shift to long WGBIXUS.
New Signals:
TRREND: long 5 Year; long 2 Year; long Ultra TBond;
long Natural Gas; long Silver; long DJUBS;
long EURUSD;
short Mexico;
RS: long AUDGBP; short GBPJPY;
MR: short AUDCAD
Current Positions:
long NOV MILK: hold. Use Oct. contract to determine when to exit.
long MSCI EM: 20 year high. Hold.
NOTES:
Government bonds and commodities are going up at the same time. Take all the new trade signals and cut down losses quickly to release margin power.
New Signals:
TREND: long SUGAR; long FTSE 100; long NIFTY
RS: short GBPEUR; short NZDJPY
Current:
long MSCI EM: hold
long NOV MILK: still under water. Use Oct contract as stop sign.
Notes:
Long FTSE got stopped out immediately but we get new long signal again today. It takes courage to re-enter the market. We will be a pig and take the signal without hesitation.
New Signals:
TREND: long Platinum; long Soybean; long HSCEI;
RS: long Canola; long EURNZD;
Current Positions:
long MSCI EM: new high. Hold.
long Nov Milk: under water. Use October contract as stop sign.
New Signals:
TREND: long BUND; long EURO BOBL; long Orange Juice
Current Positions:
long MSCI EM: hold.
long NOV MILK: pull back and under water. Hold. Use October contract as signal to decide exit point.
Notes:
Think of trading as a stream of constant flowing independent bets. As long as we stay in the game, ignore completely individual trade.
New Signals:
TREND: long Heng Seng; long Nasdaq;
RS: short GBPUSD; long HSI; long RAPESEED;
MR: long BRETNT;
Current Positions:
long Nov Milk: in the money now. Let profit run!
long MSIC EM: back to five year high. Hold.
Notes:
New Signals:
TREND: long Copper; short Wheat;
short CHFJPY; short GBPCAD
RS: long FTSE China A50
MR: long AUDJPY; long GBPCHF; long GBPUSD; long NOKJPY; long NZDJPY
Current Positions:
long MILK Nov 17: in the money. Respect the exit rules.
long MSCI EM: in new highs. While this is a long only position, we will follow the same exit rules.
New Signals:
TREND: long Sugar; short GBPJPY; long HSCEI;
RS: long CocoaLIFFE; long CoffeeLIFFE; long MSCIEM; short Soy Meal;
Current Position:
long MILK: in the money;
long MSCI EM: in the money;
Notes:
Practice exiting on tested predefined rules, not how you think or feel how the market should go.
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