Disclaimer- The following is presented for entertainment purposes only. Do not attempt to trade using this data, and I recommend that you not trade futures at all.

Today the markets staged a wide pullback across many different sectors.  All of the positions in our hypothetical portfolio were down, except for sugar.  A continued pull back in bonds will likely result in sell signals in the next couple of trading days, if a rally doesn’t occur.

The lone buy signal for the day was a recurrence of the S&P Midcap 400 signal we’ve received the past couple of trading days.  Still trading the March contract, the stop would be 1667.65.

A quick note about position sizing.  This simulation is based on a notional account of $250,000.  The position quantities are based on risking 5% of the account on each trade, which leave a fairly wide stop.  This is important to avoid over concentrating our risk in any one commodity, while still allowing the market a fairly wide berth so we don’t get stopped out with minor moves against our positions.