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 repeat of the last several days, as the system generated buy signals for 5-Year T-Notes and 10-Year T-Notes. The hypothetical system is already long both of these so as a position is already established, no new position is required. We also received sell signals in Fed Funds Futures, Soybean Meal and Sugar. The system closed the Soybean meal position on the open of Monday’s session and hasn’t had positions in sugar or fed funds in some time.

I’ll try to get a summary of closed trades for the first quarter up soon.