Monday, May 21, 2012

Close Position - Long NASDAQ100 RUT2000 Short DIJA$10 eminiS&P500 X2

Sell 79 NASDAQ100 @ 2512
Buy 304 eminiS&P500 @ 1307.28
Loss of -$10,571 or 0.05% divergence

Sell 79 NASDAQ100 @ 2512
Buy 158 DIJA$10 @ 12454
Loss of -$39,863 or 0.20% divergence

Sell 261 RUT2000 @ 756.4
Buy 302 eminiS&P500 @ 1307.28
Loss of -$23,174 or 0.11% divergence

Sell 261 RUT2000 @ 756.4
Buy 158 DIJA$10 @ 12454
Profit of $5,984 or 0.03% convergence

Sell 79 NASDAQ100 @ 2512
Buy 302 eminiS&P500 @ 1307.28
Profit of $105,702 or 0.52% convergence

Sell 79 NASDAQ100 @ 2512
Buy 158 DIJA$10 @ 12454
Profit of $170,376 or 0.84% convergence

Sell 261 RUT2000 @ 756.4
Buy 302 eminiS&P500 @ 1307.28
Profit of $41,190 or 0.21% convergence

Sell 261 RUT2000 @ 756.4
Buy 158 DIJA$10 @ 12454
Profit of $105,702 or 0.52% convergence

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