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.

After a really nice run-up last week in the hypothetical portfolio, this week started with a substantial drop in portfolio equity. This isn’t really that surprising a development given the rapid rise of the stock indices. The Nasdaq 100 seemed to be the primary culprit, along with lean hogs.

The system had buy signals in Gold, Lean Hogs, S&P Midcap 400, S&P 500, 10 Year Notes and 30 Year bonds. We already have these positions in the hypothetical portfolio, so no trades are necessary. In addition, there are sell signals in Fed Funds rates, Unleaded Gas, and Sugar. The hypothetical portfolio doesn’t have positions in any of these so no action is required.

The stock indices (S&P 500, Nasdaq 100, and S&P Midcap 400) need to be rolled to the September contracts. Sell the June contracts, buy the September, and adjust the stops for the difference in the price between the months.