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.

We rolled our debt futures positions in the hypothetical portfolio. Today is Memorial Day, so there was limited activity in the futures markets compared to the normal schedule. All of the signals are for positions that we already have in the portfolio, so no action is required in the hypothetical portfolio.

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 we didn’t have any new signals that would require entering a new position. We did get signals to roll from June contracts to September contracts for 5 Year Notes, 10 Year Notes, and 30 Year bonds. Remember to adjust your stops by the difference in the execution price of the different months.