TCT Futures 04/22/09

TCT

Asset	TCT Signal	Last Trade	Trade Date	Close Price	UnRlizd Pnl	Total Pnl	Pct%
YM (Mini Dow M9)	T2 (0.00, 8049.85)	Buy	04/20/09	7807	-15.00	1795.63	15.7%
NQ (Mini Nasdaq M9)	C1 (1099.91, 1331.07)	Buy	04/20/09	1321.5	7.50	206.50	11.0%
ES (Mini SP M9)	T2 (0.00, 861.81)	Buy	04/20/09	836	2.50	129.59	10.1%
ZB (Bond M9)	C1 (123.4383, 126.1869)	Sell	04/22/09	124.9375	0.0000	19.3670	16.8%
AUD (AUD M9)	C3 (0.6976, 0.0000)	Buy	03/19/09	0.7027	0.0209	-0.0861	-10.2%
CAD (CAD M9)	C4 (0.0000, 0.8131)	Sell	04/20/09	0.8068	0.0008	-0.0621	-6.6%
EUR (EUR M9)	C3 (1.2441, 0.0000)	Sell	03/20/09	1.3	0.0574	0.2658	18.2%
GBP (GBP M9)	T3 (1.4133, 1.4684)	Buy	03/18/09	1.4481	0.0189	-0.0961	-5.3%
JPY (JPY M9)	T4 (0.0101, 0.0103)	Sell	03/26/09	0.010212	-0.0001	0.0000	0.4%
CL (Crude Oil M9)	C4 (0.00, 50.25)	Sell	04/20/09	48.74	-0.24	-17.68	-11.4%
HO (Heating Oil M9)	C1 (1.29, 1.39)	Buy	04/20/09	1.3446	-0.01	0.40	11.7%
NG (Natural Gas M9)	C4 (0.00, 4.19)	Sell	03/30/09	3.638	0.26	-0.42	-4.4%
GC (Gold M9)	C4 (0.00, 950.69)	Buy	04/06/09	889.5	20.00	13.90	1.7%
SI (Silver K9)	T1 (11.81, 0.00)	Buy	04/22/09	12.265	0.00	1.30	9.6%
HG (Copper K9)	T3 (2.00, 2.13)	Sell	03/04/09	2.0365	-0.32	-0.57	-12.2%
ZC (Corn K9)	T3 (341.61, 390.39)	Buy	03/20/09	374	-22.25	-63.46	-10.2%
ZL (Soyoil K9)	T3 (34.24, 38.52)	Buy	04/06/09	36.06	1.12	-2.09	-3.7%
ZM (Soymeal K9)	C3 (317.81, 0.00)	Buy	04/03/09	328.7	23.00	87.61	24.9%
ZS (Soybean K9)	C2 (1038.62, 1072.49)	Sell	04/21/09	1047	-5.75	253.74	18.7%
ZW (Wheat K9)	C1 (490.42, 524.86)	Buy	04/21/09	516.5	7.25	-56.19	-6.7%

Portfolio Balance:

Account Value	Simulated Account
Starting Balance	$412,482.10
Daily PnL	$73.67	0.02%
Total PnL	$112,555.77	37.52%
Leverage	2.02
Market CC	0.36
Margin Req	$85,688.65
Security Value	$67,854.19
Cash Value	$344,701.59
Ending Balance	$412,555.77

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



Today's Trade:

ZB Sell on 04/22/09:


SI Buy on 04/22/09:


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