Tuesday, 9 October 2007

Portfolio Update

Just updated my portfolio page (see link in Navigation bar) to reflect my trade today based on my Nikkei bullish signal from the Aug. 28 Commitments of Traders report. Devotees of this space will recall that trade setup has a five-week trade delay, so execution was for the open of trading this week. More details on that setup are available at my "Latest Signals" page. The setup fades the large speculators when they hit extremes in their net futures and options position as a percentage of the total open interest as reported by the U.S. Commodity Futures Trading Commission.

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