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.

Friday was another day of large moves but with very little travel.  The hypothetical value of the account was slightly down after a larger loss on Thursday.  If the bond markets don’t have a bit of a rally we’ll probably get an exit signal this week.  However, I doubt we see that.  While I trade based on data and not predictions, it can be fun to try to predict the markets.  Generally this reinforces trend-following as a methodology, since I can’t seem to predict very well at all.  For example, I’ve been predicting that the stock market would fall for several years now but it certainly hasn’t as all-time highs keep falling.  And despite my expectations, if the system still detects a trend, I’m going to try to trade it even if I don’t expect it will continue.

There was an exit signal in Fed Fund futures.  The system hasn’t been long Fed Fund futures for some time.

The only new entry signal was for the S&P Midcap 400, a repeat of signals we’ve had this past week.