was getting pretty discouraged, with copper and british pound numbers.. but on the whole returns look decent.
Going to add the short end of the yield curve. What I am seeing so far, profit targets needed to be adjusted to price variance (wave highs/lows). Otherwise profit targets don't end up getting hit. I had to cut TP for 2 year notes to $250 since dollar variance is minimal compared to 30 year bond ($5000).
Derivative 6 - 2 year notes 2012 -1.4 -5 2013 -2.4 -3 2014 1.3 -1.6 2015 .7 -2.2 2016 4.2 -1.25 Derivative 7 - 10 year notes 2012 4.5 -9 2013 -6.1 -25 2014 4.8 -8.2 2015 -11.2 -16 2016 13.3 -3.9 On the whole positive, profit target for 10 years was $2,000
dual moving average system, wanted to see what would happen if I took the same 350K and applied it into this system.
5 year note yields were yielding .9% in 2012..park the remaining 175K till maturity or take the 175K add a additional contract for each signal. if invested in SPY, 350K.. 2665 shares @ 131 in 2012 would have yielded a profit of 261K.. to bring balance to 611K. Investing in AAPL in 2012 would have doubled the money to 700K.
SPY the above return is in hindsight.. the running 5 year return on SPY in 2012 was -1.45% secondary to market crash..