Tag Archive: $6E_F

Apr 06

Futures Update – Exiting Long Euro

AlphaCapture

A turbulent week in markets and after seeing Friday’s action and listening to some of this weekend’s commentary you’d be forgiven for thinking it was a down week across the board in equities. It wasn’t. The S&P made all time highs and finished up on the week. This is one of the few places you’ll …

Continue reading »

Mar 29

Review Of Open Positions – Futures

AlphaCapture

We started this week with a timely exit of our NASDAQ long, and ended it with an entry in Live Cattle, the first since adding it to our universe at the beginning of this month. Inbetween there was plenty of volatility, with renewed strength in the 30yr and Corn being more than offset by further …

Continue reading »

Mar 06

Futures Update – Long Euro

AlphaCapture

In the broader futures universe I track there have been a slew of signals recently, especially within commodities, as more and more markets become correlated to the upside. Within the smaller universe tracked here it was possible there would be three signals tonight, but in the end it’s only the Euro that triggered a long …

Continue reading »

Jan 18

Review Of Open Positions – Futures

AlphaCapture

A negative week in our futures portfolio led by losses in long Euro and our newest position Short Oil, which we entered early in the week. Elsewhere, minor losses in S&P, 10yr, Pound, and Gold positions were partially offset by gains in long NASDAQ and short Yen. The Euro weakness was enough to trigger an …

Continue reading »

Jan 11

Review Of Open Positions – Futures

AlphaCapture

It was a negative week in our futures portfolio with losses in our 30yr, 10yr, and Gold positions only partially offset by further gains in the S&P and NASDAQ. Currencies were a bright spot with gains in long Euro and Pound positions more than compensating for a rebound in the Yen. The rally in the …

Continue reading »

Jan 03

Review Of Open Positions – Futures

AlphaCapture

Our futures portfolio extended its gains into year-end, adding one new position into the mix with a long entry in the Euro, but suffered losses the other side of the New Year’s holiday as markets retraced their recent momentum. It left us with a loss overall on the week, with the biggest moves against us …

Continue reading »

Dec 30

Futures Update – Entering Long Euro

AlphaCapture

It’s been nearly 4 weeks since the last signal in our futures portfolio, a testament to just how strongly many existing trends have continued their course this month. The Euro, which has been absent since early November, has now triggered a new long signal for us which we’ve entered at tonight’s open. This will leave …

Continue reading »

Nov 28

Updated Futures Performance

Here’s a quick update on the YTD futures performance. This may eventually make its way onto a permanent ‘performance’ tab much like the stocks one, if I can ever work out how to do menus the way I want it shown. Again, like the stocks one, this isn’t necessarily a record of everything I’ve ever …

Continue reading »

Older posts «