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.

Today was another down day for the hypothetical portfolio. The markets seem to be uncertain how to interpret the Fed rate hike that seems imminent. At the same time, the Atlanta Fed forecast is less than rosy, given the expected Fed rate hike. The best I can do is look back at the system’s track record, the diverse portfolio, and the money management and prepare mentally to weather any downturn. Trend-following systems never capture the whole movement in the market. They certainly don’t try to pick market tops or bottoms, either. If you have the discipline to stick to them, they can be profitable.

Today the hypothetical system was stopped out of the Sugar position. There were no new entry signals.

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.

The week started out with negative results for the hypothetical portfolio. Overall, the markets seem to lack much direction, and the stock indices seemed to be drifting lower. It wouldn’t surprise me to see a correction in these markets. The debt markets seem due for a bounce, which would certainly help out our portfolio, but only time will tell. Despite a higher open, Gold finished the day down, and Sugar also detracted from performance. Today, after several down days in a row for the system, is a good time to zoom out and look at the bigger picture. The performance since 1990 (not depicted) and the chart since 2010 should give some stamina to weather downturns. While painful, the last several days show how volatile futures trading can be, and how important risk management really is. While the rapid rise of the last month is intoxicating, psychologically, the last several days tend to drown out those feelings. It is important to remember that this is a long-term system. Keep your emotions out of play as much as possible, and trust your system.

There was an exit signal in Fed Fund futures.  The system hasn’t been long Fed Fund futures for some time. Note that exit signals are displayed even if no position is indicated.