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.
The system had buy signals in Lean Hogs, S&P Midcap 400, S&P 500, and 10 Year Notes. 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) were rolled to the September contracts, and the stops were updated based on the difference between the prices.