TCT Futures 04/21/09

TCT

Asset	TCT Signal	Last Trade	Trade Date	Close Price	UnRlizd Pnl	Total Pnl	Pct%
YM (Mini Dow M9)	T2 (0.00, 7947.97)	Buy	04/20/09	7924	102.00	1912.63	16.7%
NQ (Mini Nasdaq M9)	C1 (1093.41, 1324.57)	Buy	04/20/09	1328	14.00	213.00	11.4%
ES (Mini SP M9)	T2 (0.00, 850.31)	Buy	04/20/09	847.5	14.00	141.09	11.0%
ZB (Bond M9)	C2 (125.2969, 128.0813)	Buy	04/20/09	125.6875	-0.8750	20.1170	17.5%
AUD (AUD M9)	C3 (0.6913, 0.0000)	Buy	03/19/09	0.709	0.0272	-0.0798	-9.5%
CAD (CAD M9)	C4 (0.0000, 0.8108)	Sell	04/20/09	0.8099	-0.0023	-0.0652	-6.9%
EUR (EUR M9)	C3 (1.2505, 0.0000)	Sell	03/20/09	1.2936	0.0638	0.2722	18.7%
GBP (GBP M9)	T3 (1.4133, 1.4744)	Buy	03/18/09	1.4679	0.0387	-0.0763	-4.2%
JPY (JPY M9)	T4 (0.0101, 0.0103)	Sell	03/26/09	0.010145	0.0000	0.0001	1.2%
CL (Crude Oil M9)	C4 (0.00, 50.25)	Sell	04/20/09	48.71	-0.21	-17.65	-11.3%
HO (Heating Oil M9)	C1 (1.29, 1.41)	Buy	04/20/09	1.364	0.01	0.42	12.3%
NG (Natural Gas M9)	C4 (0.00, 4.24)	Sell	03/30/09	3.635	0.26	-0.41	-4.3%
GC (Gold M9)	C4 (0.00, 955.69)	Buy	04/06/09	884.5	15.00	8.90	1.1%
SI (Silver K9)	T2 (0.00, 12.04)	Sell	04/16/09	12.005	0.18	1.56	11.5%
HG (Copper K9)	T3 (1.96, 2.13)	Sell	03/04/09	2.076	-0.36	-0.61	-13.0%
ZC (Corn K9)	T3 (345.36, 396.94)	Buy	03/20/09	374.75	-21.50	-62.71	-10.0%
ZL (Soyoil K9)	T3 (34.80, 39.79)	Buy	04/06/09	36.19	1.25	-1.96	-3.5%
ZM (Soymeal K9)	C3 (317.81, 0.00)	Buy	04/03/09	325.5	19.80	84.41	24.0%
ZS (Soybean K9)	C2 (1032.92, 1072.49)	Sell	04/21/09	1041.25	0.00	259.49	19.1%
ZW (Wheat K9)	C1 (497.67, 532.11)	Buy	04/21/09	509.25	0.00	-63.44	-7.5%

Portfolio Balance:

Account Value	Simulated Account
Starting Balance	$411,073.09
Daily PnL	$1,409.01	0.34%
Total PnL	$112,482.10	37.49%
Leverage	2.11
Market CC	0.28
Margin Req	$86,633.65
Security Value	$67,733.64
Cash Value	$344,748.46
Ending Balance	$412,482.10

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



Today's Trade:

ZS Sell on 04/21/09:


ZW Buy on 04/21/09:


For more information please visit my blog

白蛇娘子