Tag Archive: $ZN_F

Mar 09

Futures Update – Exiting Long 10yr

AlphaCapture

As indicated on Friday and confirmed over the weekend, we got the exit signal in the 10yr that looked likely after Friday’s weakness, and exited at tonight’s open for a loss of of just 0.5% or $640.63 per contract. Going into next week that leaves us LONG: S&P, NASDAQ, 30yr, Euro, Pound, Corn. Here’s tonight’s …

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Mar 01

Review Of Open Positions – Futures

AlphaCapture

Last week’s review indicated the S&P would likely trigger a long signal on a new high, and after marginally failing to trigger Monday, the necessary criteria¬†were met the following night. The S&P continued higher for the remainder of the week along with the NASDAQ, albeit with some increased volatility, and there were also gains on …

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Feb 22

Review Of Open Positions – Futures

AlphaCapture

No changes to our futures portfolio this week, and little change in our p&l either with the 10yr unchanged, and modest gains in our 30yr and NASDAQ positions not enough to overcome the weakness in the Pound. Elsewhere, the S&P would likely trigger a long signal on a new high, as would the Euro. Oil …

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Feb 14

Review Of Open Positions – Futures

AlphaCapture

It was looking like another quiet week without any signals in our futures portfolio until a flurry of activity Thursday night triggered two new long entries in the NASDAQ and the Pound, and¬†an exit for the long Dollar position for a loss of $1,035.00 per contract. Our only other positions, long 30yr and 10yr, showed …

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Feb 13

Futures Update – Entering Long NASDAQ, Long Pound, Exiting Long Dollar

AlphaCapture

Our futures portfolio has been very quiet recently as many markets were still in no-man’s land leaving everyone to contemplate whether the moves of the last week were countertrend in nature or the resumption of primary trends. Tonight’s signals appear to suggest the latter, with both the NASDAQ and the Pound returning to multi-year highs. …

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Feb 07

Review Of Open Positions – Futures

AlphaCapture

It might seem surprising, given the size of the moves in many markets, but in terms of our futures portfolio this was a relatively quiet week. We had already taken profits from long-held positions in the S&P, NASDAQ, and others over a week ago, and were left just to execute the new signals from last …

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Jan 31

Review Of Open Positions – Futures

AlphaCapture

Despite the volatility across many markets this week, this was setting up to be one of the most threadbare weekly reviews ever with only the one open position, but lo and behold, Friday’s close gave us three new entry signals to talk about:- long 30yr, long 10yr, and long Dollar, which we’ll detail shortly. Earlier …

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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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