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 5 Year Notes, Gold, Lean Hogs, S&P 500, 10 Year Notes and 30 Year bonds. 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.
This is identical to the signals for yesterday, and perhaps a couple of days prior to that. This is indicative of string trends. Note that the system only takes the long trades (bull, or buys first) and passes up the short trades. Certainly Fed Funds futures as well as unleaded gas and sugar are in bear trends. I have determined that taking the long side and ignoring the short side is generally more profitable in the long run.