Friday, November 10, 2006

Systems update

IMS system:

stays short in QQQQ

Profunds system:

As indicated, bmpix was opened (Oct 30 th, 43.83) and repix was closed (Nov 1 st, 53.50). As the programs to evaluate the funds, have increased in number we will continue running them in a weekly base to identify, if any, the best trend. Once the position is open, the exit point will be set and we will follow only opened positions during the week to quickly react to trend deterioration.
The second change we decided to try, is to keep open positions if their trend remains positive although maybe not the best (let run the winners). We will keep a maximum of 3 positions open.

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