Hi all,

Recap ….

Intraday wise …. I banked 0 points in spoos today.

I have 1 short in Ftse, 19 shorts in spoos and 2 swing positions open.

Onto today …

KP
None in play.

KTB

We have a KTB triggered at close on 05/02/2014.
It is now negated after DAY3.

KTS
We have a KTS triggered at close on 10/03/2014.
TODAY IS DAY3.

SYSTEM BDIP

We have a BDIP triggered at close on 06/03/2014.
It is now negated after DAY4.

DAY1… We got a low of -7.25.
DAY2… We got a low of -12.25.
DAY3… We got a low of -13.75.
DAY4… We got a low of -11.25.

We have a BDIP triggered at close on 05/03/2014.
It is now negated after DAY4.

DAY1… We got a low of -1.25.
DAY2… We got a low of -7.25.
DAY3… We got a low of -12.25.
DAY4… We got a low of -13.75.

We have a BDIP triggered at close on 04/03/2014.
It is now negated after DAY4.

DAY1… We got a low of -4.00.
DAY2… We got a low of -1.25.
DAY3… We got a low of -7.25.
DAY4… We got a low of -12.25.

DDUD
None in play.

SYSTEMS TRIGGERED

ESH1 NEXT DAY (KHC+3)
USUALLY GIVES +3, IF IT GAPS DOWN THEN IT CAN GIVE A DDDD AND THEN BOUNCE AND MAKES A +3 LESS LIKELY.

ESB
SHOULD GET +3 AND -3 BOTH. CAN BE A TRENDING SYSTEM. > +5 SHOULD TREND UP AND < -5 SHOULD TREND DOWN.

SYSTEM ESL1
MORE CHANCE OF DOWNSIDE THAN UPSIDE, USUALLY TRADE POSITIVE AT SOME POINT, NORMALLY GET -3, IF NO -3 THEN RARELY CLOSE AT HIGHS, UPSIDE UNSUSTAINABLE & CLOSE WITH LITTLE CHANGE ON THE DAY. CHANCES OF -7, -10 & -17 ALSO. THE CLOSE CAN BE VERY ERRATIC. ALSO AFTER THIS SYSTEM THERE IS ANOTHER CHANCE OF A -3 THE NEXT DAY

ES8A
SHOULD GET+3 AND A -3. DOES NOT ALWAYS CLOSE AT LOWS

SYSTEM 81A (KHC-5)
USUALLY GIVES A BIG NEGATIVE PRINT AND CLOSES NEGATIVE, BUT IT CAN BE VIA A +3/+5

SPXB
MORE CHANCE OF POSITIVE THAN NEGATIVE.

SYSTEM SPXL1
VERY ERRATIC SYSTEM IN TERMS OF HIGH/LOW/CLOSE. USUALLY IS A DOJI DAY WITHIN +5 / -5. TRADING > +5 USUALLY CLOSES POSITIVE, TRADING < -5 CLOSES NEGATIVE. THAT’S WHEN IT BECOMES A TRENDING SYSTEM

SYSTEM SPX6
SHOULD BE MORE DOWNSIDE THAN UPSIDE, COULD BE A TRENDING DAY

Spoos closed at 1867.75 (basis Mar)

K+3 = 1870.75

K-3 = 1864.75

Conclusion

We have 1 KHC+3 & 1 KHC-5 SYSTEMS in play.

We also have a KTS DAY3 in play.

Same old, same old.

However, with the KHC-5 in play and with us at a +3, for me this is a short.

Short 1870.75 with 7 points limits in.

: http://www.newyorkfed.org/markets/tot_operation_schedule.html

best regards

lordia

shame I was distracted this am. the khc-5 was a good opp for some points.

March Expiry not far away too… see where they park it for that…

My short from this morning has been closed for 7 points at 1863.75 also.