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.

The week started out with negative results for the hypothetical portfolio. Overall, the markets seem to lack much direction, and the stock indices seemed to be drifting lower. It wouldn’t surprise me to see a correction in these markets. The debt markets seem due for a bounce, which would certainly help out our portfolio, but only time will tell. Despite a higher open, Gold finished the day down, and Sugar also detracted from performance. Today, after several down days in a row for the system, is a good time to zoom out and look at the bigger picture. The performance since 1990 (not depicted) and the chart since 2010 should give some stamina to weather downturns. While painful, the last several days show how volatile futures trading can be, and how important risk management really is. While the rapid rise of the last month is intoxicating, psychologically, the last several days tend to drown out those feelings. It is important to remember that this is a long-term system. Keep your emotions out of play as much as possible, and trust your system.

There was an exit signal in Fed Fund futures.  The system hasn’t been long Fed Fund futures for some time. Note that exit signals are displayed even if no position is indicated.