Tag Archive: $GC_F

May 27

Futures Update – Exiting Gold

AlphaCapture

Exiting Long Gold ($GC_F) 3/13 -$10,390 per contract / -7.60% Ugh. That was an ugly ugly break today, there’s no other way around it. Gold had been going nowhere for what seemed like an eternity, not resuming the intermediate uptrend that had been in place since January, but not invalidating it either. Then today came. …

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May 12

Futures Update – Long S&P

AlphaCapture

It’s been exactly a month since the last futures signal, and ironically enough it was when we last exited the S&P, so this is going to make this a straightforward post to write as the key points made there 4 weeks ago bear repeating here to underline why this is such an easy signal to …

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Apr 13

Review Of Open Positions

AlphaCapture

I normally separate the futures and stocks reviews, but given we’re down to the lowest number of stock positions since building up a complete portfolio around this time last year, I figured I’d take a look at everything together for a complete overview. That, and I’m on vacation, so I’m in reflective mood. We trend-followers …

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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 …

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Mar 12

Futures Update – Long Gold

AlphaCapture

This signal had looked likely for a while and was just awaiting further confirmation with an additional trend filter, and that combined with today’s clean breakout above the low 1350’s, which met with resistance on five occasions in the last week or so, has given us the green light with Gold finishing at its highest …

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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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