Wednesday, May 22, 2013

Close Position - Long eminiS&P500, DIJA$10, Nasdaq100 Short


Sell 136 DIJA$10
Buy 213 RUT2000


Stopped out at continued divergence of 1% against the position
Loss of $200,000 or divergence of 1.00%


Sell 252 eminiS&P500
Buy 213 RUT2000


Stopped out at continued divergence of 1% against the position
Loss of $200,000 or divergence of 1.00%


Sell 69 Nasdaq100
Buy 213 RUT2000


Stopped out at continued divergence of 1% against the position
Loss of $200,000 or divergence of 1.00%


Sell 136 DIJA$10 @ 15375
Buy 252 eminiS&P500 @ 1667.89
Continued divergence of 0.45% against the position
Loss of $98,468


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