Thursday, April 5, 2012

Close Out position - Long NASDAQ100 Short SPI200 and DIJA($10) and emini S&P500

Sell 75 NASDAQ100 @ 2755.5
Buy 186 SPI200 @ 4311.3
Profit of $104,259 or convergence of 0.52%

Sell 75 NASDAQ100 @ 2758.5
Buy 158 DIJA($10) @ 13070.5
Profit of $103,507 or convergence of 0.52%

Sell 75 NASDAQ100 @ 2761.2
Buy 295 emini S&P500 @ 1399.63
Profit of $95,435 or convergence of 0.47%

Sell 252 RUT200 @ 819.8
Buy 158 DIJA($10) @ 13069.5
Profit of $45,513 or convergence of 0.23%

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