"Close" means Market Neutral, basically the system could not figure out what market is likely to do next. You close existing position and have no...
<table><tr><td>Date </td><td></td><td>Action</td><td></td><td>Price</td><td></td><td>P/L</td><td></tr/><tr><td>FEB...
Jan 9. CLOSE @30.08 No Position
Jan 8. SELL @30.75 (Revised) New (-1000)
Might revise to "SELL", still doing final download
Jan 8. CLOSE @30.76 No Position
+900 http://www.elitetrader.com/vb/showthread.php?s=&threadid=118338&perpage=6&pagenumber=64
Jan 7. BUY @30.44 New (+1000)
http://www.elitetrader.com/vb/showthread.php?s=&threadid=118338&perpage=6&pagenumber=64
Jan 6. SELL @31.31 New (-1000)
Jan. 5 CLOSE No position
Since start of the Journal (Feb 19, 2008) System: +55% (Compounding +88%) QQQQ: -30%
http://www.bloomberg.com/apps/news?pid=20601087&sid=awn2Wusfflyk&refer=home
2009 Jan 2: CLOSE @31.05 No Position
Dec 31: BUY Hold (+1000)
Don, It reduces 25% average daily return,... still very profitable. Code
Dec 30: BUY Hold (+1000)
Dec 29: BUY Hold (+1000)
Dec 26: BUY Hold (+1000)
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