TCT Futures - 04/15/09

TCT

Asset	TCT Signal	Last Trade	Trade Date	Close Price	UnRlizd Pnl	Total Pnl	Pct%
YM (Mini Dow M9)	T2 (0.00, 8015.98)	Buy	04/14/09	7983	94.00	1495.63	13.1%
NQ (Mini Nasdaq M9)	C1 (1095.56, 1334.82)	Buy	04/14/09	1317	-7.25	126.50	6.7%
ES (Mini SP M9)	T1 (840.19, 0.00)	Sell	04/09/09	849.25	3.50	111.34	8.7%
ZB (Bond M9)	T4 (126.3952, 129.2039)	Buy	04/02/09	127.671875	-1.2031	24.8826	21.6%
AUD (AUD M9)	C3 (0.6738, 0.0000)	Buy	03/19/09	0.7265	0.0447	-0.0623	-7.4%
CAD (CAD M9)	T1 (0.8197, 0.0000)	Buy	04/09/09	0.8313	0.0146	-0.0392	-4.1%
EUR (EUR M9)	C3 (1.2217, 0.0000)	Sell	03/20/09	1.3224	0.0350	0.2434	16.7%
GBP (GBP M9)	T1 (1.4578, 0.0000)	Buy	03/18/09	1.4998	0.0706	-0.0444	-2.5%
JPY (JPY M9)	T4 (0.0100, 0.0103)	Sell	03/26/09	0.010074	0.0001	0.0002	1.9%
CL (Crude Oil M9)	C1 (51.02, 53.20)	Buy	04/13/09	52.3	-0.63	-13.64	-8.8%
HO (Heating Oil M9)	C2 (1.41, 1.54)	Sell	04/02/09	1.4379	0.02	0.33	9.7%
NG (Natural Gas M9)	C4 (0.00, 4.23)	Sell	03/30/09	3.818	0.08	-0.60	-6.3%
GC (Gold M9)	C4 (0.00, 959.60)	Buy	04/06/09	892.1	22.60	16.50	2.0%
SI (Silver K9)	C3 (12.49, 0.00)	Buy	04/13/09	12.71	0.00	1.91	14.0%
HG (Copper K9)	C3 (1.98, 0.00)	Sell	03/04/09	2.234	-0.52	-0.77	-16.4%
ZC (Corn K9)	C3 (368.55, 0.00)	Buy	03/20/09	385.25	-11.00	-52.21	-8.4%
ZL (Soyoil K9)	C3 (34.08, 0.00)	Buy	04/06/09	36.94	2.00	-1.21	-2.2%
ZM (Soymeal K9)	C3 (306.13, 0.00)	Buy	04/03/09	316.9	11.20	75.81	21.5%
ZS (Soybean K9)	C3 (1004.92, 0.00)	Buy	04/03/09	1034.5	39.00	252.74	18.6%
ZW (Wheat K9)	C4 (0.00, 528.73)	Sell	04/08/09	515.5	15.75	-69.69	-8.3%

Portfolio Balance:

Account Value	Simulated Account
Starting Balance	$424,855.48
Daily PnL	-$3,286.51	-0.77%
Total PnL	$121,568.97	40.52%
Leverage	2.95
Market CC	0.37
Margin Req	$94,278.55
Security Value	$71,292.88
Cash Value	$350,276.09
Ending Balance	$421,568.97

Performance Chart: (Black = TCT System; Magenta = Simulated Account)



Today's Trade:

No trade today

Inception date: 11/21/2008. For more information please visit my blog