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 and Copper. We already have these positions in the hypothetical portfolio, so no trades are necessary. In addition, there are sell signals in 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 fed fund futures but we currently don’t have a position in the hypothetical portfolio.