March 2011 was an below average month performance wise for the eminiglobex system.
The system took 6 trades, 6 longs. 5 out of the 6 trades were profitable, but with an overall net loss of -$287.5 or -5.75 points per contract traded (less commission and autotrade fees if applicable). The system was long on 14/3, when the Nikkei crashed overnight, and was stopped out. These tail events are rare by their nature, but will happen from time to time. The conservative position sizing the system adopts meant the damage was not too serious.
There were fewer signals than average in March, due to the risk market filter.
The S&P market remains in a bullish trend, with short-term volatility returning to levels consistent with bull markets.
The system took 6 trades, 6 longs. 5 out of the 6 trades were profitable, but with an overall net loss of -$287.5 or -5.75 points per contract traded (less commission and autotrade fees if applicable). The system was long on 14/3, when the Nikkei crashed overnight, and was stopped out. These tail events are rare by their nature, but will happen from time to time. The conservative position sizing the system adopts meant the damage was not too serious.
There were fewer signals than average in March, due to the risk market filter.
The S&P market remains in a bullish trend, with short-term volatility returning to levels consistent with bull markets.
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