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.
Entry signal today in S&P 500, which we’ve been long in for some time. We received exit signals in Sugar, Unleaded Gas, Crude, and Fed Funds Futures. We didn’t have a position in any of these so no action is required in our hypothetical portfolio.
Today was a losing day for our hypothetical portfolio with identical signals to the day prior.