TCT Futures - 04/17/09

TCT

Finally, the amazing run of bond trade ends with 12 consecutive winners! It has to take a loss by a sale today.

Asset	TCT Signal	Last Trade	Trade Date	Close Price	UnRlizd Pnl	Total Pnl	Pct%
YM (Mini Dow M9)	T1 (7930.85, 0.00)	Sell	04/16/09	8084	-24.00	1548.63	13.5%
NQ (Mini Nasdaq M9)	C2 (1340.93, 1561.53)	Sell	04/16/09	1352.75	-1.00	160.25	8.5%
ES (Mini SP M9)	T1 (843.97, 0.00)	Sell	04/09/09	867	-14.25	93.59	7.3%
ZB (Bond M9)	C1 (123.6698, 126.4236)	Sell	04/17/09	125.171875	0.0000	22.3826	19.5%
AUD (AUD M9)	C3 (0.6804, 0.0000)	Buy	03/19/09	0.7199	0.0381	-0.0689	-8.2%
CAD (CAD M9)	T3 (0.8252, 0.8318)	Buy	04/09/09	0.823	0.0063	-0.0475	-5.0%
EUR (EUR M9)	C3 (1.2402, 0.0000)	Sell	03/20/09	1.3039	0.0535	0.2619	18.0%
GBP (GBP M9)	T1 (1.4578, 0.0000)	Buy	03/18/09	1.4798	0.0506	-0.0644	-3.6%
JPY (JPY M9)	T4 (0.0100, 0.0103)	Sell	03/26/09	0.010094	0.0000	0.0002	1.7%
CL (Crude Oil M9)	C1 (51.02, 53.20)	Buy	04/13/09	52.47	-0.46	-13.47	-8.7%
HO (Heating Oil M9)	C2 (1.41, 1.54)	Sell	04/02/09	1.4437	0.02	0.33	9.5%
NG (Natural Gas M9)	C4 (0.00, 4.18)	Sell	03/30/09	3.874	0.02	-0.65	-6.8%
GC (Gold M9)	C4 (0.00, 972.29)	Buy	04/06/09	867.9	-1.60	-7.70	-0.9%
SI (Silver K9)	T2 (0.00, 12.38)	Sell	04/16/09	11.82	0.37	1.75	12.8%
HG (Copper K9)	C3 (2.08, 0.00)	Sell	03/04/09	2.1965	-0.48	-0.73	-15.6%
ZC (Corn K9)	T3 (327.86, 405.91)	Buy	03/20/09	376.75	-19.50	-60.71	-9.7%
ZL (Soyoil K9)	C3 (35.20, 0.00)	Buy	04/06/09	36.75	1.81	-1.40	-2.5%
ZM (Soymeal K9)	C3 (317.81, 0.00)	Buy	04/03/09	326.6	20.90	85.51	24.3%
ZS (Soybean K9)	C3 (1025.78, 0.00)	Buy	04/03/09	1051	55.50	269.24	19.9%
ZW (Wheat K9)	T4 (496.83, 532.55)	Sell	04/08/09	524.5	6.75	-78.69	-9.3%

Portfolio Balance:

Account Value	Simulated Account
Starting Balance	$414,516.59
Daily PnL	-$3,433.22	-0.83%
Total PnL	$111,083.37	37.03%
Leverage	3.10
Market CC	-0.14
Margin Req	$90,716.05
Security Value	$71,591.66
Cash Value	$339,491.71
Ending Balance	$411,083.37

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



Today's Trade:

ZB Sell on 04/17/09:


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