closed all YM longs - some have been around for a few days - and am left with ZN long, ES short and NQ long. ZN and NQ nearing add points, ES nearing a partial-cover point. those are all slightly longer-term positions, for when ranges don't hold. gold breaking its uptrend in such spectacular fashion puts it back in play for a fresh signal. also - still - waiting for VIX futures to start trading. and here's hoping Chelsea tightens up their game a little.
added YM short, NQ long, ZN long. market and model have been in almost perfect sync for a week now, time for something to go a little wrong.