Friday, May 23, 2008

Signal change

Both NQ and ES system are switching to short today.

Wednesday, May 07, 2008

Week 19

Short terms trends:

All indexes long.

NQ and ES systems:

First an update of the pending P&L.

In the QQQQ we had 11.7% profit in the long from 3/11 to 4/22 and a loss of 1.1% in the short from 4/22 to 4/28. the system is still long.

In the SPY we had 5.7% profit in the long from 3/11 to 4/22. The system is closing the short from 4/22 and switching today to long.
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