Sell EM, Buy Bonds

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.

 

Posted in Uncategorized | Leave a comment

Stronger Yen?

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.

 

Posted in Currency, Futures, Trading | Leave a comment

Long GOLD

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.

 

Posted in Currency, Futures, Trading | Leave a comment

Long Bonds and Long Commodities

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.

 

Posted in Currency, Futures, Trading | Leave a comment

Going Back to FTSE

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.

 

Posted in Currency, Futures, Trading | Leave a comment

Long Plantium

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.

 

 

Posted in Uncategorized | Leave a comment

Long European Bonds

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.

Posted in Currency, Futures, Trading | Leave a comment

10/6/2017 Signals

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:

 

Posted in Currency, Futures, Trading | Leave a comment

More Mean Reversions In Currencies

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.

 

 

Posted in Currency, Futures, Trading | Leave a comment

Exit On 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.

 

 

Posted in Currency, Futures, Trading | Leave a comment