VIVALDI Portfolio: summary of positions:
Since I just started entering trades into C2, only 3 positions have been recorded since March:
short 3 TY with $2000 open profits
long 2 crude of which one exited near the top a week ago with about $3,500 in open profits and $5,500 in closed profits
1 long HO which bought on a dip soon after the crude exit with about $4,500 in open profits
The complete VIVALDI system is also holding:
Long 3 Soybeans from 550 level with about $10,000 open profits
Long 1 HU from December with over $15,000 open profits
Short 5 Eurodollars from with $2,500 open profits
NG closed $7,600 profit in Feb-early March period.
2005 closed positions:
In Jan-Feb Soybeans Short 3 made profit of $900.00.
Exited 1 Long Soybean bought at 505 and sold at 660 for $7,600 closed profit
In a statistically anomalous period, the system is batting 100% so far in 2005. The 20 year hypothetical is 58% so this is above average.
More details are available on the website at www.cclsys.ca