5min/1h TrendFollowing on ESTX50, SMI, & GBL

Discussion in 'Journals' started by KS96, Aug 23, 2006.

  1. KS96

    KS96

    ESTX50 4th short @ 01
     
    #851     Oct 31, 2006
  2. KS96

    KS96

    ESTX50 covered 1 @ 94, +7 pts.
    Still holding shorts from 2@09 and 1@10.
     
    #852     Oct 31, 2006
  3. KS96

    KS96

    [USD.CHF 35k long @ 1.2424]
     
    #853     Oct 31, 2006
  4. KS96

    KS96

    ESTX50 covered 1 @ 98, +11 pts.
    Still holding 2 shorts from 4010.
     
    #854     Oct 31, 2006
  5. KS96

    KS96

    [bought 100x FDG @ 25.26]
     
    #855     Oct 31, 2006
  6. KS96

    KS96

    ESTX50 out 1 @ 08, +2 pts.
    Still holding 1 short from 10.
     
    #856     Oct 31, 2006
  7. KS96

    KS96

    ESTX50 covered @ 06, +4 pts.

    No positions in stock indices.
     
    #857     Oct 31, 2006
  8. KS96

    KS96

    Trades closed on Mon 31/Oct/06:
    ---------------------------------
    ESTX50: +24 pts, 7 RTs.
    DAX: no trades.
    SMI: -7 pts, 1 RT.
    GBL: no trades closed.
    ---------------------------------

    Sleeping overnight:
    -------------------
    1x GBL short from 117.31 (-52)

    [
    Here is the rest I am currently holding:
    1000xCTCC @ 0.085 (-0.030)
    400x EZEN @ 1.85 (+0.02)
    100x FDG @ 25.26 (+0.24)
    350x FORD @ 5.43 (-0.09)
    400x KHD @ 5.35 (+0.37)
    300x MSLV @ 3.09 (+0.99)
    200x PLAY @ 11.03 (+0.99)
    500x SAMC @ 1.00 (-0.13)
    400x SFE @ 2.34 (+0.10)
    100x SGMO @ 5.61 (-0.01)
    200x SNUS @ 5.06 (+0.56) + 200 @ 5.61 (+0.01)
    100x WNR @ 23.53 (+0.03)
    USD.CAD long 50k @ 1.1254 (-30 pips)
    USD.CHF long 35k @ 1.2424 (+16 pips)
    ]
     
    #858     Oct 31, 2006
  9. KS96

    KS96

    Monthly totals, October 2006:
    -----------------------------
    ESTX50: +168 in 92 RTs
    DAX: -3.5 in 8 RTs
    SMI: +250 in 43 RTs
    GBL: +38 in 31 RTs
    -----------------------------
    Net liquidation (22:50 CET): $23,405

    Monthly return: +$5,812 +33.03%
    Total return: +$10,405 +80.04%
     
    #859     Oct 31, 2006
  10. KS96

    KS96

    [USD.CHF out 35k @ 1.2444, +20 pips, +70CHF]
     
    #860     Nov 1, 2006