Tag Archive: open positions

Sep 15

Review Of Open Positions – Futures

AlphaCapture

We had two signals earlier this week, exiting our short S&P position, and entering long British Pound. Going into next week we are SHORT 30yr, 10yr, and LONG NASDAQ, Pound, Oil, Gold. Before we get into our review, it’s worth remembering in this next week you will need to be extra vigilant and disciplined in executing your process. …

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Aug 30

Review Of Open Positions – Futures

AlphaCapture

This week we saw a good example of the need to abandon market narrative, as we’ve gone over a week with two supposedly opposing positions (Short $ES_F, Long $NQ_F), both of which remain valid, and both of which are profitable, albeit only marginally. It says much about the fact this has not been a broad …

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Aug 03

Review Of Open Positions – Futures

AlphaCapture

We had no signals on our futures portfolio this week, and if you’ve been following for a while you know what that means. When things are working we don’t need to do anything, we sit and wait and let our winners run. We remain SHORT 30yr, Dollar, and LONG S&P, NASDAQ, Euro, Oil. As a reminder, the data …

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Jun 05

Trend Following Update: Exiting Long S&P, Long NASDAQ, Short Yen, Short Sterling

AlphaCapture

You know change is afoot when you get 4 signals at once for a system that only covers 10 markets. Today was a game-changer of sorts, as tonight we got exit signals for our longs in S&P and NASDAQ,  as well as our shorts in Yen and Sterling.  All have been exited at tonight’s open. …

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Jun 03

Trend Following Update: Exiting Long Dollar

AlphaCapture

As we had cautioned in our weekly update earlier today, we got an exit signal on our long Dollar position which will execute at tonight’s open. As of today’s close we were losing $1,040.00 per contract on the position. This leaves us LONG S&P, Nasdaq and SHORT 30yr, 10yr, Yen, Sterling, Gold. Long Dollar Index ($DX_F) 5/15 …

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Jun 03

Review Of Open Positions – Stocks

AlphaCapture

There were two changes to our portfolio last week, adding a long in Tesla ($TSLA) on Tuesday, and getting an exit signal in McCormick ($MKC) after Friday’s close which we executed at this morning’s open. Here’s the summary of all our positions lifted from our performance tab. SUMMARY AS OF 5/31/13 OPEN POSITIONS:- Total 29: 20 winners, 9 losers. Average win +15.7%, …

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May 17

Review Of Open Positions – Futures

AlphaCapture

What a week this has been. What a month, what a year. This continues to be a great period for trend followers. Every day price just makes a nonsense of price targets and fundamental rationalizations. None of them matter. Price is the final arbiter of everything you do as a trader. This week we added a …

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May 02

Trend Following Update: Exiting Short Crude

AlphaCapture

Crude Oil continues to kick us around as it has done all year. I often say that in trend following one of the hardest parts is the feeling you are always shorting at the bottom or buying at the top, and sometimes you can do exactly that. I’ve also readily pointed out the prospect of …

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