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, S&P 500 futures, 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 Crude Oil, Fed Funds rates, Unleaded Gas, Sugar and Soybean Meal. The hypothetical portfolio doesn’t have positions in any of these so no action is required.

It is time to roll the Copper position from June to September. For the hypothetical portfolio we’ll adjust our stop for the difference in price between the two months.