Tag Archive: $6J_F

Jul 30

Exit Long Yen

AlphaCapture

Exit Long Yen ($6J_F) 5/21 -$1,850.00 per contract It’s been two months since we had an exit signal on the futures portfolio, usually an indication there are some strong trends underway, and while that’s the case elsewhere with equities, bonds, and live cattle, it wasn’t the case here in the Yen at all. It didn’t do much of …

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Jun 25

Futures Update – Long NASDAQ

AlphaCapture

Long NASDAQ ($NQ_F) 6/26 The NASDAQ has given us a belated long signal. I say belated because I have other systems that have triggered before this, and ordinarily one might have expected to see even a longer-term system trigger an entry signal when we first took out the March highs on 5/29, but it’s likely …

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May 20

Futures Update – Long Yen

AlphaCapture

Long Yen ($6J_F) 5/21 +$0.00 per contract The Yen has been rangebound for several months but this week made the first significant attempt to break the deadlock moving to 3-month highs and triggering a long signal. I know there are many different ways people can play being long Yen and they will look at being short …

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Jan 24

Review Of Open Positions – Futures

AlphaCapture

The big increase in volatility this week brought about plenty of changes in our futures portfolio. We began the week with many positions still in the midst of counter-trend moves and being prepared to see several trailing stops come under pressure. By Thursday’s close we had exit signals in short 10yr for a small loss …

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Jan 23

Futures Update – Exiting Short 10yr, Short Oil

AlphaCapture

Obviously some big moves in markets today, enough to bring our stops into play in several positions, two of which we’ve exited at tonight’s open in the 10yr and Crude Oil. Elsewhere, the Yen closed just shy of its trailing stop, and Gold finished with a very marginal close above. We’ve said all along that …

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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 …

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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 …

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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 …

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