Disclaimer- The following is presented for entertainment purposes only. Do not attempt to trade using this data! I recommend that you not trade futures at all. Among other things, you can lose more than your initial investment if you do so.
Today was a busy day for the hypothetical portfolio. We were stopped out of our Soybean Meal for a fairly large loss. Additionally we entered to positions in the energy complex, buying September Crude Oil at 50.21, and buying September Unleaded Gas at 1.6777. Energy trades haven’t been profitable this year so far but I don’t have a crystal ball to see if these will improve our results. I do know that going back to 1990 Crude and Unleaded Gas have added profitability to the portfolio overall.
All of the other signals were repeats of signals that we’ve previously acted on in the hypothetical portfolio, and the only exit signals was a roll in Fed Funds. However, we don’t have a position in Fed Funds and can ignore the signal.