TCT Futures - 12/29/08

Asset	TCT Signal	Last Trade	Trade Date	Close Price	UnRlizd Pnl	Total Pnl	Pct%
YM (Mini Dow H9)	T4 (7959.26, 8595.19)	Buy	12/18/08	8490	-193.00	694.24	6.0%
NQ (Mini Nasdaq H9)	T2 (0.00, 1182.89)	Buy	12/17/08	1177	-52.00	-310.32	-16.5%
ES (Mini SP H9)	T2 (0.00, 870.24)	Buy	12/19/08	870.75	-10.50	183.75	14.3%
ZB (Bond H9)	T1 (122.80328, 0.00000)	Sell	11/21/08	140.453125	-15.508858	-15.508858	-13.4%
AUD (AUD H9)	T3 (0.67409, 0.69714)	Flat	12/24/08	0.6829	0.000000	-0.029099	-3.4%
CAD (CAD H9)	C4 (0.00000, 0.83001)	Flat	12/24/08	0.8214	0.000000	-0.026400	-2.8%
EUR (EUR H9)	T3 (1.35946, 1.41841)	Buy	12/11/08	1.3948	0.063100	0.113128	7.8%
GBP (GBP H9)	C4 (0.00000, 1.53199)	Flat	12/24/08	1.4477	0.000000	-0.056528	-3.1%
JPY (JPY H9)	C4 (0.00000, 0.01110)	Buy	12/22/08	0.011053	-0.000042	0.000398	4.3%
CL (Crude Oil G9)	C4 (0.00, 40.58)	Sell	12/18/08	40.1	2.38	-2.87	-2.4%
HO (Heating Oil G9)	C4 (0.00, 1.44)	Sell	11/21/08	1.3112	0.43	0.43	13.3%
NG (Natural Gas G9)	T1 (6.07, 0.00)	Sell	12/29/08	6.086	0.00	-0.39	-4.4%
GC (Gold G9)	T1 (869.81, 0.00)	Buy	12/26/08	878.6	8.00	-85.85	-10.3%
SI (Silver H9)	T3 (9.54, 11.21)	Sell	12/12/08	10.885	-0.64	2.27	16.7%
HG (Copper H9)	C4 (0.00, 1.38)	Sell	12/03/08	1.3085	0.24	0.22	4.8%
ZC (Corn H9)	T3 (388.58, 403.29)	Buy	12/23/08	392.5	-2.00	30.21	5.0%
ZL (Soyoil H9)	T3 (32.49, 33.60)	Buy	12/22/08	32.56	1.25	1.77	3.2%
ZM (Soymeal H9)	C3 (289.84, 0.00)	Buy	12/11/08	292.4	38.10	21.61	6.0%
ZS (Soybean H9)	T1 (909.01, 0.00)	Buy	11/21/08	943	97.20	97.20	7.2%
ZW (Wheat H9)	C3 (567.75, 0.00)	Buy	11/24/08	592.5	36.18	-4.70	-0.6%

TCT Futures Performance:

Account Value	Simulated Account
Starting Balance	$326,265.40
Daily PnL	$2,903.77	0.89%
Total PnL	$29,169.17	9.72%
Leverage	3.28
Margin Req	$94,779.30
Security Value	$75,234.73
Cash Value	$253,934.44
Ending Balance	$329,169.17

The Performance Chart:


The Trading Chart:

NG Sell on 12/29/08:


Inception Date: 11/21/2008. For more information please visit my blog

所有跟帖： 

• 早晨还是一条肥牛，到下午就剩几只羊了. Grains开始下跌 -TCT- ♂ (0 bytes) () 12/29/2008 postreply 13:40:18

• OMG！谁来救英镑？ -TCT- ♂ (0 bytes) () 12/29/2008 postreply 13:54:17