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Re: None

Friday, 05/14/2004 1:02:15 PM

Friday, May 14, 2004 1:02:15 PM

Post# of 4094
SSSLO summary. pulling from the header because header just to darn long now.

totals:

NQ points: +145
NQ positions: 11

ES points: +29
ES positions: 7

 
SSSLO Experiment
03.19.04 long 20% NQ 1400
03.19.04 long 20% ES 1108
03.22.04 long 20% NQ 1383
03.22.04 long 20% ES 1083
03.23.04 long 20% NQ 1371
03.24.04 average NQ 1384**
03.24.04 average ES 1095**
03.25.04 exit all NQ 1415 +93
03.26.04 exit all ES 1011 +20
03.31.04 long 20% NQ 1436
04.02.04 exit all NQ 1490 +54
04.06.04 long 20% NQ 1490
04.07.04 long 20% NQ 1480
04.07.04 long 20% ES 1140
04.13.04 long 20% ES 1133
04.13.04 long 20% NQ 1475
04.16.04 long 20% NQ 1450
04.16.04 exit all ES 1134 -4
04.16.04 NQ 80% long basis 1474
04.16.04 ES flat
04.22.04 exit all NQ 1486 -4, +8, +11, +36
04.27.04 long 20% NQ 1479
04.28.04 long 20% NQ 1458
04.29.04 long 20% NQ 1433
04.29.04 long 20% ES 1114
04.30.04 long 20% NQ 1406
04.30.04 long 20% ES 1107
05.04.04 exit all NQ 1423 +17,-10,-35,-56
05.04.04 exit all ES 1118 +9,-4
05.10.04 long 20% ES 1087
05.10.04 long 20% NQ 1395
05.13.04 exit all NQ 1415 +30
05.13.04 exit all ES 1095 +8
05.14.04 NQ flat
05.14.04 ES flat




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