Signal for Fri Aug 28, 2008 MOC: Short Trading Instructions for Fri Aug 29: Sell 2 ESU8 MOC Open Position: Long 1 ESU8 @ 1269.00 Total Net Profit: ($3,047.50) Hypothetical trading history is attached. Kind Regards, James
Signal for Mon Sep 1, 2008 MOC: Short Trading Instructions for Mon Sep 1, 2008: None Open Position: Short 1 ESU8 @ 1282.10 Total Net Profit: ($2,392.50) Hypothetical trading history is attached. Kind Regards, James
James, Monday is a U.S. holiday. Globex will trade reduced hours, and combine the Sunday/Monday trades to report as Tuesday trades. How does your model handle that, and what action should be taken? For more info on the schedule, see http://www.cme.com/trading/files/2008GLXholidayweb.pdf
Signal for Tue Sep 2, 2008 MOC: Short Trading Instructions for Tue Sep 2, 2008: None Open Position: Short 1 ESU8 @ 1282.10 Total Net Profit: ($2,392.50) Hypothetical trading history is attached. Kind Regards, James
Signal for Wed Sep 3, 2008 MOC: Short Trading Instructions for Wed Sep 3, 2008: None Open Position: Short 1 ESU8 @ 1282.10 Total Net Profit: ($2,392.50) Hypothetical trading history is attached. Kind Regards, James
Signal for Thu Sep 4, 2008 MOC: Short Trading Instructions for Thu Sep 4, 2008: None Open Position: Short 1 ESU8 @ 1282.10 Total Net Profit: ($2,392.50) Hypothetical trading history is attached. Kind Regards, James
Signal for Fri Sep 5, 2008 MOC: Long Trading Instructions for Fri Sep 5, 2008: Buy 2 ESU8 MOC Open Position: Short 1 ESU8 @ 1282.10 Total Net Profit: ($2,392.50) Hypothetical trading history is attached. Kind Regards, James
Signal for Mon Sep 8, 2008 MOC: Long Trading Instructions for Mon Sep 8, 2008: None Open Position: Long 1 ESU8 @ 1241.50 Total Net Profit: ($362.50) Hypothetical trading history is attached. Kind Regards, James