Signal for Tue May 13, 2008 MOC: Long Trading Instructions for Tue May 13: None Open Position: Long 1 ESM8 @ 1392.5 Trading History: 4/1/2008 Bought 1 ESM8 @ 1371.00 4/22/2008 Sold 2 ESM8 @ 1380.25 5/1/2008 Bought 2 ESM8 @ 1412.1 5/7/2008 Sold 2 ESM8 @ 1394.7 5/8/2008 Bought 2 ESM8 @ 1392.5 Profit / Loss From Closed Positions: 4/22/2008 $462.50 5/1/2008 ($1,592.50) 5/7/2008 ($870) 5/8/2008 $110 Note: This is a hypothetical trading record. Kind Regards, James
Signal for Wed May 14, 2008 MOC: Long Trading Instructions for Wed May 14: None Open Position: Long 1 ESM8 @ 1392.5 Trading History: 4/1/2008 Bought 1 ESM8 @ 1371.00 4/22/2008 Sold 2 ESM8 @ 1380.25 5/1/2008 Bought 2 ESM8 @ 1412.1 5/7/2008 Sold 2 ESM8 @ 1394.7 5/8/2008 Bought 2 ESM8 @ 1392.5 Profit / Loss From Closed Positions: 4/22/2008 $462.50 5/1/2008 ($1,592.50) 5/7/2008 ($870) 5/8/2008 $110 Note: This is a hypothetical trading record. Kind Regards, James
Signal for Thu May 15, 2008 MOC: Long Trading Instructions for Thu May 15: None Open Position: Long 1 ESM8 @ 1392.5 Trading History: 4/1/2008 Bought 1 ESM8 @ 1371.00 4/22/2008 Sold 2 ESM8 @ 1380.25 5/1/2008 Bought 2 ESM8 @ 1412.1 5/7/2008 Sold 2 ESM8 @ 1394.7 5/8/2008 Bought 2 ESM8 @ 1392.5 Profit / Loss From Closed Positions: 4/22/2008 $462.50 5/1/2008 ($1,592.50) 5/7/2008 ($870) 5/8/2008 $110 Note: This is a hypothetical trading record. Kind Regards, James
I have posted this signal late because of illness. Signal for Fri May 16, 2008 MOC: Long Trading Instructions for Fri May 16: None Open Position: Long 1 ESM8 @ 1392.5 Trading History: 4/1/2008 Bought 1 ESM8 @ 1371.00 4/22/2008 Sold 2 ESM8 @ 1380.25 5/1/2008 Bought 2 ESM8 @ 1412.1 5/7/2008 Sold 2 ESM8 @ 1394.7 5/8/2008 Bought 2 ESM8 @ 1392.5 Profit / Loss From Closed Positions: 4/22/2008 $462.50 5/1/2008 ($1,592.50) 5/7/2008 ($870) 5/8/2008 $110 Note: This is a hypothetical trading record. Kind Regards, James
Signal for Mon May 19, 2008 MOC: Short Trading Instructions for Mon May 19: Sell 2 ESM8 MOC Open Position: Long 1 ESM8 @ 1392.5 Trading History: 4/1/2008 Bought 1 ESM8 @ 1371.00 4/22/2008 Sold 2 ESM8 @ 1380.25 5/1/2008 Bought 2 ESM8 @ 1412.1 5/7/2008 Sold 2 ESM8 @ 1394.7 5/8/2008 Bought 2 ESM8 @ 1392.5 Profit / Loss From Closed Positions: 4/22/2008 $462.50 5/1/2008 ($1,592.50) 5/7/2008 ($870) 5/8/2008 $110 Note: This is a hypothetical trading record. Kind Regards, James
Signal for Tue May 20, 2008 MOC: Short Trading Instructions for Tue May 20: None Open Position: Short 1 ESM8 @ 1429.3 Trading History: 4/1/2008 Bought 1 ESM8 @ 1371.00 4/22/2008 Sold 2 ESM8 @ 1380.25 5/1/2008 Bought 2 ESM8 @ 1412.1 5/7/2008 Sold 2 ESM8 @ 1394.7 5/8/2008 Bought 2 ESM8 @ 1392.5 5/19/2008 Sold 2 ESM8 @ 1429.3 Profit / Loss From Closed Positions: 4/22/2008 $462.50 5/1/2008 ($1,592.50) 5/7/2008 ($870) 5/8/2008 $110 5/19/2008 $1,840 Note: This is a hypothetical trading record. Kind Regards, James
Thanks for giving us an insight into how a Biocomp Swarm system trades. Looks like you are slightly above breakeven so far. How long are you going to keep posting the trades? A year would be a good test, IMO.
You are welcome Kevin. I will keep on posting the signals beyond the 2 months if people are interested. I don't know about a year though! Since beginning to post the signals I have been working on my own particle swarm adaptation libraries that 'plug-in' to the Dakota framework. I am testing the effetiveness of these at the moment. I have some intraday data for the SP contract and will start on some intraday modeling when I finish the work on the PSA libraries. I met Carl Cook last weekend when he hosted a Dakota workshop in Sydney, Australia. Brilliant man! Carl's level of enthusiasm and keen insight into the modeling process is inspirational. Signal for Wed May 21, 2008 MOC: Short Trading Instructions for Wed May 21: None Open Position: Short 1 ESM8 @ 1429.3 Trading History: 4/1/2008 Bought 1 ESM8 @ 1371.00 4/22/2008 Sold 2 ESM8 @ 1380.25 5/1/2008 Bought 2 ESM8 @ 1412.1 5/7/2008 Sold 2 ESM8 @ 1394.7 5/8/2008 Bought 2 ESM8 @ 1392.5 5/19/2008 Sold 2 ESM8 @ 1429.3 Profit / Loss From Closed Positions: 4/22/2008 $462.50 5/1/2008 ($1,592.50) 5/7/2008 ($870) 5/8/2008 $110 5/19/2008 $1,840 Note: This is a hypothetical trading record. Kind Regards, James
Signal for Thu May 22, 2008 MOC: Short Trading Instructions for Thu May 22: None Open Position: Short 1 ESM8 @ 1429.3 Trading History: 4/1/2008 Bought 1 ESM8 @ 1371.00 4/22/2008 Sold 2 ESM8 @ 1380.25 5/1/2008 Bought 2 ESM8 @ 1412.1 5/7/2008 Sold 2 ESM8 @ 1394.7 5/8/2008 Bought 2 ESM8 @ 1392.5 5/19/2008 Sold 2 ESM8 @ 1429.3 Profit / Loss From Closed Positions: 4/22/2008 $462.50 5/1/2008 ($1,592.50) 5/7/2008 ($870) 5/8/2008 $110 5/19/2008 $1,840 Note: This is a hypothetical trading record. Kind Regards, James
Signal for Fri May 23, 2008 MOC: Short Trading Instructions for Fri May 23: None Open Position: Short 1 ESM8 @ 1429.3 Trading History: 4/1/2008 Bought 1 ESM8 @ 1371.00 4/22/2008 Sold 2 ESM8 @ 1380.25 5/1/2008 Bought 2 ESM8 @ 1412.1 5/7/2008 Sold 2 ESM8 @ 1394.7 5/8/2008 Bought 2 ESM8 @ 1392.5 5/19/2008 Sold 2 ESM8 @ 1429.3 Profit / Loss From Closed Positions: 4/22/2008 $462.50 5/1/2008 ($1,592.50) 5/7/2008 ($870) 5/8/2008 $110 5/19/2008 $1,840 Note: This is a hypothetical trading record. Kind Regards, James