|
|
Hello and Welcome,
Welcome to the new Trizen Systems newsletter. This will be the new format for discussing our algorithmic trading systems and other information. Bi-weekly updates will include Actual Profits/Losses, Commitment of Traders, Articles and Actual Trading screen shots. Pass this along to anyone that you feel would like to understand more about the financial markets, derivatives, and how to trade them successfully.
2011 Year To Date: -(2.77)%
2011 S&P: 5.61%
BladeTrader Performance Against S&P: -(8.38)%
|
| Market Action
Bi-Weekly Profit (P/L): +150.00 | |
The system and the operations of the system got back on track just in time for the market to go flat. There wasn't much to the market but some profit taking as it appears most are all in and not wanting to sell too much, and the short sellers which have been driving this market by getting squeezed handily have "left the building." When selling was present it was sharp, but buyers came in on the dips.
|
| Commitment of Traders
Bulls-n-Bears | The COT, or Commitment of Traders, represents a government report that collects all the open positions for all traders in the futures market. It breaks it out into Hedgers, Professionals, and Small Traders. Hedgers maintain large portfolio positions and will hedge their positions using the S&P (so they can protect against falling markets). Professionals speculate and tend to be on the right side of the market opposite the hedgers. In most cases the Small trader (Green) is a contrarian indicator.
Analysis: Lets review the prior COT analysis:
"From the perspective of the COT, we were right on (a low of 1244 though did occur on the Nuclear crisis in Japan). PIT/Combined and Electronic COT are all showing bearish conditions. Expect some movement upwards in anticipation of a non-farm payrolls report, 1325 on the high side with a revisit of 1280 or lower on the downside. "
Significant resistance at 1330 had the high side constrainged but the low side was not even attempted. The current COT is showing a Bullish pattern in the electronic contract, but the PIT traded is showing a bearish pattern. This divergence will have the market at odds. The high side is 1350 with a low of 1305.
|
| Webinar and Accounts
Working diligently | |
 The webinar went very well. All things considered, it was a good opportunity for those to learn about the simplicity of the trading system and its Risks. It is another way for investors to be exposed to a trading system over a short term horizon of a day or at most a two weeks and can offer returns well above the average. I am trying to get the link of the webinar recording for those who missed it, but I am sure we will have another one soon.
We are currently negative for the year, but not entirely the systems fault and I have utmost confidence in its ability over the year to perform quite well.
I am still working with TradeStation to resolve all issues, including the size of the accounts (this latter issue was a welcomed surprise). I also wanted to see the system trade larger contract sizes to see its effect, and if we move to significant sizes (100+) we will have to introduce some additional execution capabilities to get all the contracts in at a reasonable price.
Overall, things are going very well. I am a little under the weather, a lot of traveling has made me a little tired, but I am really excited about this offering to friends and colleagues.
|
|
|
Sincerely,
Edward Zaremba
Trizen Systems, Inc.
Commodity Trading Advisor
|
|
|
| | BladeTrader Version 3.6 | | Version 3.6 and 3.3 have been released. We will have four accounts for each side and version and seperate percentages. |
|
|
|
|
U.S. Government Required Disclaimer - Commodity Futures Trading Commission Futures and Options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures, stocks or options on the same. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this web site. The past performance of any trading system or methodology is not necessarily indicative of future results.
CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.
NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL, OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE DISCUSSED WITHIN THIS SITE, SUPPORT AND TEXTS. OUR COURSE(S), PRODUCTS AND SERVICES SHOULD BE USED AS LEARNING AIDS ONLY AND SHOULD NOT BE USED TO INVEST REAL MONEY. IF YOU DECIDE TO INVEST REAL MONEY, ALL TRADING DECISIONS SHOULD BE YOUR OWN. |
|
|
