Wednesday, February 13, 2008

Week 7

First a late update of P&L in the NQ and S&P systems.

In the NQ:
Short Jan4 to Jan 8=3.2%
Long Jan 8 to Jan11= 1.1 %
Short Jan 11 to Jan 17= 3.2 %
Long Jan 17 to jan 30= -4.3% (loss)

In the SPY:
Short Dec 27 to Jan 17= 7.4%
Long Jan 17 to Jan30= 1.6 %

Short term trend

All in the short side


NQ , S&P systems

Still both short

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