Monday 14 March 2011

Fed day bias

Tomorrow is Fed day.  Historically this day has provided a upside edge at some point in the session.  Below is an equity curve of a strategy that goes long 1 contract of es emini futures (at the open of the overnight session) and exits with a profit target equivalent to 4 points in today's market.


This is one of many signals that suggests an upside bias at some point for tomorrow.  Whether this bias plays out is unknown, but I hope the info is of some use.


Please trade at your own risk. 

Monday 7 March 2011

Feb 2011 performance review

Feb 2011 was an average month performance wise for the eminiglobex system.

The system took 7 trades, 3 longs and 4 shorts.  6 out of the 7 trades were profitable and net profit was $397.5 or 8.75 points per contract traded.  There were fewer signals than average in Febuary, due to the unusually bullish nature of the current market.

The S&P market remians in a bullish trend, with a pick in short term volatility.