Diversified Day Trading System

Discussion in 'Journals' started by seleukos, Feb 28, 2006.

  1. seleukos

    seleukos

    Wed 22 Mar 2006 08:23:06 Forecasting Pilot NIC
    The forecast is calculated on data of 20060321
    So the forecast is valid for the day: 20060322
    -----------------------------------------------------------------------------
    Inst [1] [2] [3] [15] [22] [44] [66] Today: S.Loss
    -----------------------------------------------------------------------------
    FFAG +2.62 +0.02 -0.14 +132.83 +114.17 +101.66 +73.87 Long -1.6%
    FFAU +0.00 +0.18 -0.31 +21.19 -11.55 +1.26 +3.88 Long -1.1%
    FFCA -0.14 +0.42 +0.00 -44.30 -23.65 -15.79 -2.74 Long -0.8%
    FFCC +0.00 +0.00 +0.00 -24.68 -16.83 -10.25 -9.85 ----- -1.0%
    FFCL -0.90 +2.81 +1.38 +107.53 +125.59 +71.64 +78.75 Short -0.9%
    FFDA +0.27 -0.07 -0.28 -4.12 +32.60 +48.58 +33.20 ----- -1.0%
    FFDJ +0.25 +0.10 +0.00 +2.71 +10.38 +21.34 +21.05 Short -1.4%
    FFEB -0.12 -0.25 +0.26 -2.21 +5.38 +2.74 +4.25 ----- -0.6%
    FFFT +0.01 +0.50 +0.17 +15.93 +30.12 +23.87 +13.98 Short -1.1%
    FFHO +2.49 -1.40 +0.00 +22.26 -3.37 +11.60 +80.65 ----- -1.4%
    FFJU -0.50 -0.32 -0.23 -14.55 -10.13 -0.19 +17.91 Long -0.7%
    FFKC -1.30 -0.19 -1.30 +23.63 -12.86 +7.46 +56.24 Short -1.3%
    FFNA +0.00 +0.00 -0.70 -81.67 -17.05 -2.62 +28.06 ----- -0.7%
    FFND -1.10 -0.06 -0.32 +59.82 +60.45 +31.26 +28.40 ----- -1.1%
    FFSM +0.23 -0.52 +0.29 +17.67 +63.72 +33.36 +25.46 ----- -0.7%
    FFSO +0.09 -1.00 -1.00 +58.20 +38.36 +58.53 +74.82 Short -1.0%
    FFSP -0.55 -0.15 +0.08 +32.34 +16.38 +21.67 +16.17 ----- -0.8%
    FFSS -0.44 -0.90 +0.00 +16.78 -20.78 -8.76 +9.16 ----- -0.9%
    FFUE -0.60 -0.10 +0.07 +32.45 +30.00 +16.52 +11.35 Long -0.6%
    FFUG -0.70 +1.54 +0.00 -49.28 +31.08 +43.14 +25.09 Short -0.7%
    FFUK +0.00 +0.00 +0.00 -37.35 -17.49 +0.82 +1.80 ----- -0.7%
    FFUS +0.00 -0.20 +0.28 -9.27 +6.59 +18.95 +27.69 Long -1.5%
    FFWH +0.00 +0.00 +0.00 -27.90 -13.90 +14.24 +42.81 Long -0.7%
    FFZZ -0.70 -0.70 -0.70 -72.02 -18.82 +4.33 +27.57 ----- -0.7%
    -----------------------------------------------------------------------------
    NIC -0.05 -0.01 -0.10 +7.33 +16.60 +20.64 +28.73 Instruments: 24
    -----------------------------------------------------------------------------
    Columns [1] to [3] denote the absolute gain% of last 1st,2nd and 3rd day.
    Columns [15] to [66] denote the YEARLY compounded gains% of the
    respective periods. Note that 22,44,66 are about 1,2,3 calendar months.
    All periods are in working days: so, a month has 22 working days about.
    1) Open on open.
    2) Close if stopped out or on close.
     
    #31     Mar 22, 2006
  2. seleukos

    seleukos

    Thu 23 Mar 2006 08:27:29 Forecasting Pilot NIC
    The forecast is calculated on data of 20060322
    So the forecast is valid for the day: 20060323
    -----------------------------------------------------------------------------
    Inst [1] [2] [3] [15] [22] [44] [66] Today: S.Loss
    -----------------------------------------------------------------------------
    FFAG -0.33 +2.62 +0.02 +133.23 +107.97 +91.03 +72.61 Long -1.6%
    FFAU +0.66 +0.00 +0.18 +32.72 -4.08 -4.30 -2.34 Long -1.1%
    FFCA +1.16 -0.14 +0.42 -11.68 -10.50 -11.70 -0.50 Short -0.8%
    FFCC +0.00 +0.00 +0.00 -24.68 -16.83 -10.25 -11.95 ----- -1.0%
    FFCL -0.90 -0.90 +2.81 +87.95 +117.97 +57.85 +72.69 Short -0.9%
    FFDA +0.00 +0.27 -0.07 -22.01 +31.92 +46.60 +31.43 Short -1.0%
    FFDJ -0.61 +0.25 +0.10 -3.98 +3.76 +16.88 +20.10 Short -1.4%
    FFEB +0.00 -0.12 -0.25 +0.56 +5.20 +4.93 +4.25 ----- -0.6%
    FFFT -0.76 +0.01 +0.50 +21.59 +22.06 +19.55 +10.38 Long -1.1%
    FFHO +0.00 +2.49 -1.40 +22.26 -3.37 +19.56 +82.00 Long -1.4%
    FFJU +0.13 -0.50 -0.32 -12.43 -8.68 +0.53 +18.39 ----- -0.7%
    FFKC +2.94 -1.30 -0.19 +72.56 +35.28 +31.53 +62.11 Long -1.3%
    FFNA +0.00 +0.00 +0.00 -81.67 -37.48 +1.36 +30.71 Long -0.7%
    FFND +0.00 -1.10 -0.06 +34.41 +60.45 +32.40 +28.40 ----- -1.1%
    FFSM +0.00 +0.23 -0.52 +17.67 +58.79 +32.40 +28.11 Long -0.7%
    FFSO +0.22 +0.09 -1.00 +66.67 +52.20 +64.31 +79.43 Short -1.0%
    FFSP +0.00 -0.55 -0.15 +32.34 +14.53 +22.78 +16.00 ----- -0.8%
    FFSS +0.00 -0.44 -0.90 +16.78 -10.55 -5.76 +11.36 ----- -0.9%
    FFUE +0.03 -0.60 -0.10 +38.44 +25.97 +15.68 +8.44 Long -0.6%
    FFUG -0.70 -0.70 +1.54 -49.28 -14.05 +43.14 +23.28 ----- -0.7%
    FFUK +0.00 +0.00 +0.00 -31.66 -20.77 -0.44 +3.47 ----- -0.7%
    FFUS +0.14 +0.00 -0.20 -2.31 +2.51 +18.98 +28.12 Long -1.5%
    FFWH -0.70 +0.00 +0.00 -76.18 -47.11 +14.24 +37.13 Long -0.7%
    FFZZ +0.00 -0.70 -0.70 -100.32 -10.86 -14.24 +30.22 ----- -0.7%
    -----------------------------------------------------------------------------
    NIC +0.05 -0.05 -0.01 +6.71 +14.76 +20.29 +28.49 Instruments: 24
    -----------------------------------------------------------------------------
    Columns [1] to [3] denote the absolute gain% of last 1st,2nd and 3rd day.
    Columns [15] to [66] denote the YEARLY compounded gains% of the
    respective periods. Note that 22,44,66 are about 1,2,3 calendar months.
    All periods are in working days: so, a month has 22 working days about.
    1) Open on open.
    2) Close if stopped out or on close.
     
    #32     Mar 23, 2006