Archive for the ‘Managematics Model Portfolio’ Category
New Trade Setup: March 2012 E-Mini S&P 500 Futures
Once again we are shorting 2 contracts of the March 2012 E-Mini S&P 500 Futures. We sent out an email minutes ago announcing that we were selling at the market when the futures contract was trading at 1310.75. Our initial stop loss is at 1317 although we will look for opportunities to lower […]
Closed: March 2012 S&P 500 E-Mini Futures
A few minutes ago we sent by email a note that we were further lowering stops on our E-Mini S&P 500 position to 1309.75. Factors influencing the move are as follows:
The decline in the cash S&P 500 index found support this morning at the lower end of a channel. Failure to break the channel is […]
Trade Update: March 2012 S&P 500 E-Mini Futures
An opening drop helps our new short position in the S&P 500. However, this morning’s gap down in the cash index is being reversed and, so far, the overall move from Monday’s high is consistent with a correction. We are going to lower our stop loss from 1318.50 to 1314.25. This level should not be […]
Trade Update: March 2012 S&P 500 E-Mini Futures
In the after-hours session the model portfolio was stopped into a short in the March S&P 500 E-Mini Futures. The stop loss level remains at 1318.50. While the conditions in the U. S. equity markets remain ripe for a decline and our entry levels increase the likelihood that a decline might continue, it would […]
Trade Update: March 2012 S&P E-Mini Futures
We are still looking to establish a new short position in the March S&P 500 E-Mini Futures. We are moving our sell stop up from 1303.00 to 1306.75. If it is triggered then we will still place our buy stop loss order at 1318.50. If trade climbs above 1318.50 […]
Trade Update: March 2012 S&P E-Mini Futures
We are still looking to establish a new short position in the March S&P 500 E-Mini Futures. We are moving our sell stop up from 1294.00 to 1303.00. If it is triggered then we will still place our buy stop loss order one tick over the high.
This is a fictitious model portfolio managed […]
New Trade Setup: March 2012 E-Mini S&P Futures
Once again we are looking to short 2 contracts of the March 2012 S&P 500 E-Mini Futures. We will establish a sell stop at 1294.00. If it is triggered then we will place our buy stop loss order one tick over the high.
This is a fictitious model portfolio […]
Trade Update: March 2012 S&P E-Mini Futures
Since announcing this trade we had several updates by email. First to raise the entry stop to 1295.25 and then to set our stop loss to 1298.75. We were stopped out of our position inMarch 2012 S&P 500 E-Mini Futures at for a net loss of $350. The opportunity […]
New Trade Setup: March 2012 S&P E-Mini Futures
The model portfolio is putting in a stop market order to sell short two contracts of March 2012 S&P 500 E-Mini Futures at 1293.50. Should be be stopped into this trade then we will follow-up with a location for a stop loss order. Depending on price action, we may send an alert to […]
Portfolio Review for Week Ending 1/13/2012
It was a bit of a whipsaw week for the model portfolio. As this remains somewhat of a pilot initiative, I am still working out some level of balance between taking action when it seems warranted and focusing on actions where as much advance notice can be given to subscribers. As a consequence, we took […]