I have decided to have a journal dedicated to my system CL always-in. For starters, CL always-in is an automated trading system that is always in the market - long or short, never flat. It uses patterns identified through statistical analysis of 6 years of price-action for CL (2007-2012). The core of this system is a trend-change indicator of mine, which relies on classic price-action for trends, ie. an up-trend makes HHs & HLs, a down-trend makes LHs & LLs. I used to trade a specific reversal pattern (megaphone) for CL, but that pattern has become pretty rare (less than 10% of all trend-changes) - I decided to take a look at the other 90% of trend-changes, and initially found 2 tradable patterns, but their edge wasn't that great (a few ticks). A few more days of research and I settled on the principle of using those signals (plus the reversal one) to reverse the position of this system. I have grown the total number of patterns used by the system to 24. The majority of these is price-action based, the rest is based on DoW/ToD "bias". I report the result of this system in my live account on the RAPACapIntro website (MinorLeague section). I started trading it live on March-19, 2013. I did participate in the BattleFin Launch tournament #4 with it, and finished 2nd with about +21% in 2 months (despite a pretty severe drawdown right from the get-go). I will provide here a weekly recap of the system's performance, as well as comments when appropriate. On the technical side, this system runs in NinjaTrader, on a VPS in Chicago. It is 100% automated, including reloading price-history after a loss of datafeed, rollover of the open position, and includes a proprietary work-around to provide backadjusted data from 6pm to midnight on the rollover date (as Ninja cannot do that before midnight, and neither can IQfeed on their continuous backadjusted contract). I do not use any stop (nor target) for this system, however the system supports them, and would also roll them to the next expiry, and keep track of them through any reload/restart.