TCT Futures - 04/20/09

TCT

Asset	TCT Signal	Last Trade	Trade Date	Close Price	UnRlizd Pnl	Total Pnl	Pct%
YM (Mini Dow M9)	T2 (0.00, 8211.25)	Buy	04/20/09	7822	0.00	1810.63	15.8%
NQ (Mini Nasdaq M9)	C1 (1107.41, 1363.42)	Buy	04/20/09	1314	0.00	199.00	10.6%
ES (Mini SP M9)	T2 (0.00, 884.01)	Buy	04/20/09	833.5	0.00	127.09	9.9%
ZB (Bond M9)	C2 (125.2969, 128.0813)	Buy	04/20/09	126.5625	0.0000	20.9920	18.3%
AUD (AUD M9)	C3 (0.7061, 0.0000)	Buy	03/19/09	0.6942	0.0124	-0.0946	-11.2%
CAD (CAD M9)	C4 (0.0000, 0.8263)	Sell	04/20/09	0.8076	0.0000	-0.0629	-6.7%
EUR (EUR M9)	C3 (1.2523, 0.0000)	Sell	03/20/09	1.2918	0.0656	0.2740	18.8%
GBP (GBP M9)	T3 (1.4133, 1.4744)	Buy	03/18/09	1.454	0.0248	-0.0902	-5.0%
JPY (JPY M9)	T4 (0.0101, 0.0103)	Sell	03/26/09	0.01022	-0.0001	0.0000	0.4%
CL (Crude Oil M9)	C4 (0.00, 50.25)	Sell	04/20/09	48.5	0.00	-17.44	-11.2%
HO (Heating Oil M9)	C1 (1.29, 1.41)	Buy	04/20/09	1.3575	0.00	0.41	12.1%
NG (Natural Gas M9)	C4 (0.00, 4.37)	Sell	03/30/09	3.684	0.21	-0.46	-4.8%
GC (Gold M9)	C4 (0.00, 954.29)	Buy	04/06/09	885.9	16.40	10.30	1.2%
SI (Silver K9)	T2 (0.00, 12.01)	Sell	04/16/09	12.035	0.15	1.53	11.3%
HG (Copper K9)	C3 (2.20, 0.00)	Sell	03/04/09	2.0805	-0.36	-0.62	-13.1%
ZC (Corn K9)	T3 (343.36, 406.14)	Buy	03/20/09	370.25	-26.00	-67.21	-10.8%
ZL (Soyoil K9)	C3 (36.39, 0.00)	Buy	04/06/09	35.5	0.56	-2.65	-4.7%
ZM (Soymeal K9)	C3 (317.81, 0.00)	Buy	04/03/09	319.3	13.60	78.21	22.2%
ZS (Soybean K9)	T3 (988.92, 1027.66)	Buy	04/03/09	1019.5	24.00	237.74	17.5%
ZW (Wheat K9)	T4 (517.58, 553.30)	Sell	04/08/09	503.75	27.50	-57.94	-6.9%

Portfolio Balance:

Account Value	Simulated Account
Starting Balance	$411,083.37
Daily PnL	-$1,010.28	-0.25%
Total PnL	$110,073.09	36.69%
Leverage	2.45
Market CC	0.47
Margin Req	$73,507.85
Security Value	$58,117.66
Cash Value	$351,955.44
Ending Balance	$410,073.09

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



Today's Trade:

YM Buy on 04/20/09:


NQ Buy on 04/20/09:


ES Buy on 04/20/09:


ZB Buy on 04/20/09:


CAD Sell on 04/20/09:


CL Sell on 04/20/09:


HO Buy on 04/20/09:


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