Long , sweep to UOPIX
profund signal 2/18/04
Started by
Mtrader
, Feb 18 2004 03:49 PM
2 replies to this topic
#1
Mtrader
-
- Traders-Talk User
- 1,221 posts
Member
Posted 18 February 2004 - 03:49 PM
You are on your own. This is for demonstration only.
JV
JV
#2
Mtrader
-
- Traders-Talk User
- 1,221 posts
Member
Posted 18 February 2004 - 09:03 PM
Date Signal UOPIX USPIX SignalGL SignalTotal BuyHold
7/18/2003 Short 16.62 30.13 0.000 100.00 100.00
7/21/2003 Long 16.12 31.05 0.031 103.05 96.99
7/22/2003 Short 16.57 30.20 0.028 105.93 99.70
7/23/2003 Short 16.84 29.69 -0.017 104.14 101.32
7/24/2003 Long 16.45 30.38 0.023 106.56 98.98
7/25/2003 Long 17.09 29.20 0.039 110.71 102.83
7/28/2003 Long 17.16 29.10 0.004 111.16 103.25
7/29/2003 Long 17.00 29.35 -0.009 110.12 102.29
7/30/2003 Long 16.70 29.86 -0.018 108.18 100.48
7/31/2003 Long 17.04 29.24 0.020 110.38 102.53
8/1/2003 Long 16.71 29.82 -0.019 108.25 100.54
8/4/2003 Long 16.79 29.68 0.005 108.76 101.02
8/5/2003 Long 15.78 31.44 -0.060 102.22 94.95
8/6/2003 Long 15.41 32.19 -0.023 99.82 92.72
8/7/2003 Short 15.47 32.08 0.004 100.21 93.08
8/8/2003 Short 15.21 32.59 0.016 101.81 91.52
8/11/2003 Short 15.61 31.75 -0.026 99.18 93.92
8/12/2003 Short 16.06 30.84 -0.029 96.34 96.63
8/13/2003 Long 16.04 30.86 0.001 96.40 96.51
8/14/2003 Short 16.35 30.28 0.019 98.27 98.38
8/15/2003 Short 16.39 30.20 -0.003 98.01 98.62
8/18/2003 Short 17.20 28.70 -0.050 93.14 103.49
8/19/2003 Short 17.61 28.04 -0.023 91.00 105.96
8/20/2003 Long 17.59 28.03 0.000 90.96 105.84
8/21/2003 Short 18.00 27.39 0.023 93.08 108.30
8/22/2003 Long 17.73 27.81 0.015 94.51 106.68
8/25/2003 Long 17.76 27.72 0.002 94.67 106.86
8/26/2003 Short 17.83 27.62 0.004 95.04 107.28
8/27/2003 Short 18.11 27.20 -0.015 93.60 108.97
8/28/2003 Short 18.47 26.65 -0.020 91.71 111.13
8/29/2003 Long 18.72 26.31 -0.013 90.54 112.64
9/2/2003 Long 19.27 25.52 0.029 93.20 115.94
9/3/2003 Long 19.24 25.55 -0.002 93.05 115.76
9/4/2003 Long 19.62 25.07 0.020 94.89 118.05
9/5/2003 Long 19.28 25.48 -0.017 93.24 116.00
9/8/2003 Short 19.98 24.56 0.036 96.63 120.22
9/9/2003 Long 19.51 25.13 0.023 98.87 117.39
9/10/2003 Long 18.44 26.53 -0.055 93.45 110.95
9/11/2003 Short 18.93 25.80 0.027 95.93 113.90
9/12/2003 Long 19.12 25.53 -0.010 94.93 115.04
9/15/2003 Long 18.84 25.91 -0.015 93.54 113.36
9/16/2003 Short 19.81 24.56 0.051 98.36 119.19
9/17/2003 Long 19.64 24.78 0.009 99.24 118.17
9/18/2003 Short 20.31 23.93 0.034 102.62 122.20
9/19/2003 Long 20.07 24.20 0.011 103.78 120.76
9/22/2003 Long 19.31 25.11 -0.038 99.85 116.19
9/23/2003 Short 19.93 24.31 0.032 103.06 119.92
9/24/2003 Long 18.55 26.00 0.070 110.22 111.61
9/25/2003 Long 18.17 26.55 -0.020 107.96 109.33
9/26/2003 Long 17.71 27.20 -0.025 105.23 106.56
9/29/2003 Long 18.39 26.13 0.038 109.27 110.65
9/30/2003 Long 17.55 27.37 -0.046 104.28 105.60
10/1/2003 Short 18.37 26.06 0.047 109.15 110.53
10/2/2003 Short 18.44 25.99 -0.003 108.86 110.95
10/3/2003 Short 19.49 24.51 -0.057 102.66 117.27
10/6/2003 Short 19.67 24.28 -0.009 101.69 118.35
10/7/2003 Short 19.96 23.90 -0.016 100.10 120.10
10/8/2003 Short 19.70 24.25 0.015 101.57 118.53
10/9/2003 Short 20.07 23.74 -0.021 99.43 120.76
10/10/2003 Short 20.33 23.48 -0.011 98.34 122.32
10/13/2003 Short 20.60 23.15 -0.014 96.96 123.95
10/14/2003 Short 20.77 22.95 -0.009 96.12 124.97
10/15/2003 Short 20.69 23.03 0.003 96.46 124.49
10/16/2003 Short 20.95 22.73 -0.013 95.20 126.05
10/17/2003 Long 19.99 23.77 0.046 99.56 120.28
10/20/2003 Short 20.42 23.25 0.022 101.70 122.86
10/21/2003 Short 20.80 22.82 -0.018 99.82 125.15
10/22/2003 Long 19.80 23.94 0.049 104.72 119.13
10/23/2003 Long 19.55 24.26 -0.013 103.40 117.63
10/24/2003 Long 19.30 24.53 -0.013 102.07 116.13
10/27/2003 Short 19.47 24.29 0.009 102.97 117.15
10/28/2003 Short 20.70 22.80 -0.061 96.66 124.55
10/29/2003 Long 20.70 22.80 0.000 96.66 124.55
10/30/2003 Short 20.62 22.88 -0.004 96.28 124.07
10/31/2003 Long 20.58 22.91 0.001 96.41 123.83
11/3/2003 Long 21.36 22.05 0.038 100.06 128.52
11/4/2003 Long 20.97 22.47 -0.018 98.24 126.17
11/5/2003 Long 21.00 22.47 0.001 98.38 126.35
11/6/2003 Short 21.27 22.13 0.013 99.64 127.98
11/7/2003 Short 21.17 22.24 0.005 100.14 127.38
11/10/2003 Long 20.51 22.92 0.031 103.20 123.41
11/11/2003 Long 20.38 23.09 -0.006 102.54 122.62
11/12/2003 Short 21.32 21.98 0.046 107.27 128.28
11/13/2003 Short 21.23 22.09 0.005 107.81 127.74
11/14/2003 Short 20.29 23.08 0.045 112.64 122.08
11/17/2003 Long 19.86 23.54 0.020 114.89 119.49
11/18/2003 Long 19.08 24.47 -0.039 110.38 114.80
11/19/2003 Long 19.44 24.00 0.019 112.46 116.97
11/20/2003 Long 19.03 24.50 -0.021 110.09 114.50
11/21/2003 Long 19.28 24.18 0.013 111.53 116.00
11/24/2003 Short 20.56 22.58 0.066 118.94 123.71
11/25/2003 Short 20.36 22.84 0.012 120.31 122.50
11/26/2003 Short 20.59 22.55 -0.013 118.78 123.89
11/28/2003 Long 20.74 22.42 -0.006 118.09 124.79
12/1/2003 Short 21.34 21.70 0.029 121.51 128.40
12/2/2003 Short 20.93 22.16 0.021 124.09 125.93
12/3/2003 Short 20.59 22.54 0.017 126.21 123.89
12/4/2003 Long 20.94 22.14 -0.018 123.98 125.99
12/5/2003 Long 20.21 22.93 -0.035 119.65 121.60
12/8/2003 Long 20.50 22.57 0.014 121.37 123.35
12/9/2003 Long 19.50 23.67 -0.049 115.45 117.33
12/10/2003 Long 19.65 23.49 0.008 116.34 118.23
12/11/2003 Short 20.45 22.55 0.041 121.07 123.04
12/12/2003 Long 20.45 22.54 0.000 121.02 123.04
12/15/2003 Short 19.86 23.18 -0.029 117.53 119.49
12/16/2003 Short 20.05 22.97 -0.009 116.46 120.64
12/17/2003 Short 19.94 23.07 0.004 116.97 119.98
12/18/2003 Short 20.83 22.04 -0.045 111.75 125.33
12/19/2003 Short 20.68 22.20 0.007 112.56 124.43
12/22/2003 Short 20.85 22.03 -0.008 111.70 125.45
12/23/2003 Short 21.31 21.52 -0.023 109.11 128.22
12/24/2003 Short 21.18 21.67 0.007 109.87 127.44
12/26/2003 Short 21.19 21.65 -0.001 109.77 127.50
12/29/2003 Short 21.94 20.85 -0.037 105.72 132.01
12/30/2003 Short 21.94 20.86 0.000 105.77 132.01
12/31/2003 Short 21.84 20.92 0.003 106.07 131.41
1/2/2004 Short 21.74 21.05 0.006 106.73 130.81
1/5/2004 Short 22.71 20.10 -0.045 101.91 136.64
1/6/2004 Long 22.88 19.98 -0.006 101.30 137.67
1/7/2004 Short 23.26 19.63 0.017 102.99 139.95
1/8/2004 Short 23.74 19.21 -0.021 100.78 142.84
1/9/2004 Short 23.45 19.47 0.014 102.15 141.10
1/12/2004 Short 24.05 18.98 -0.025 99.58 144.71
1/13/2004 Long 23.57 19.35 0.019 101.52 141.82
1/14/2004 Short 23.84 19.11 0.011 102.68 143.44
1/15/2004 Long 23.81 19.16 0.003 102.95 143.26
1/16/2004 Short 24.45 18.62 0.027 105.72 147.11
1/20/2004 Long 24.45 18.64 0.001 105.83 147.11
1/21/2004 Long 24.21 18.79 -0.010 104.79 145.67
1/22/2004 Long 23.73 19.18 -0.020 102.71 142.78
1/23/2004 Long 23.74 19.17 0.000 102.76 142.84
1/26/2004 Long 24.42 18.61 0.029 105.70 146.93
1/27/2004 Long 23.37 19.43 -0.043 101.16 140.61
1/28/2004 Long 22.52 20.14 -0.036 97.48 135.50
1/29/2004 Long 22.63 20.02 0.005 97.95 136.16
1/30/2004 Long 22.54 20.11 -0.004 97.56 135.62
2/2/2004 Short 22.37 20.26 -0.008 96.83 134.60
2/3/2004 Long 22.48 20.15 -0.005 96.30 135.26
2/4/2004 Long 21.63 20.93 -0.038 92.66 130.14
2/5/2004 Long 21.71 20.86 0.004 93.00 130.63
2/6/2004 Short 22.70 19.90 0.046 97.24 136.58
2/9/2004 Long 22.47 20.11 0.011 98.27 135.20
2/10/2004 Long 22.70 19.86 0.010 99.28 136.58
2/11/2004 Short 23.13 19.49 0.019 101.16 139.17
2/12/2004 Long 22.75 19.83 0.017 102.92 136.88
2/13/2004 Long 22.27 20.27 -0.021 100.75 134.00
2/17/2004 Short 22.90 19.66 0.028 103.60 137.79
2/18/2004 Long 22.93 19.64 -0.001 103.49 137.97
You are on your own. This is for demonstration only.
JV
JV
#3
charlie
-
- Traders-Talk User
- 102 posts
Member
Posted 19 February 2004 - 02:17 PM
Mtrader
I've been watching your trades. I am trading profunds and having quite a time with the eod timing. Would really appreciate having an insight into your triggers. If you chose not to answer will certainly understand. Thanks
First post on TT so will see if this works.
