Tag Archive: $6J_F

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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Dec 29

Review Of Open Positions – Futures

AlphaCapture

With just two trading days of 2013 remaining, December has easily been the best month this year for our futures portfolio. This week cemented that status, with follow through rallies in long Equities, and the Pound, and solid gains in short 30yr, 10yr, Yen positions. The only fly in the ointment was Gold which was …

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Dec 20

Review Of Open Positions – Futures

AlphaCapture

What a week, the best the futures portfolio has had all year. I’m reminded of some Pink Floyd lyrics:- “We’re so happy we can hardly count… Have you seen the chart? It’s a helluva start… …We call it riding the gravy train…” So, the Fed tapered and markets plunged just like everyone said they would…… …

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Dec 14

Review Of Open Positions – Futures

AlphaCapture

A relatively quiet week overall with weakness mostly confined to our long equity positions. There were no new signals and activity was limited to rolling contracts for many of our positions. The Euro did come close to triggering a long signal as it tackled the 1.3800 level but it backed off later in the week. …

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