Zzzzzzzzzzz. What a s-l-o-w day today. I had to check my data feed a few times to make sure I didn’t disconnect. Nothing was moving. I never did figure out why, but I suspect it’s just a lack of news. Thanksgiving is Thursday, but the market’s shouldn’t be running this slow already. Wednesday maybe… but we’ll see. In spite of the agonizing pace I still managed to make a decent day of it: + $600. And at the end of the day that’s all that matters.
H- Sold ZB 12-12 1@151-06
Bought ZB 12-12 1@151-06
Trade Profit $0
E- Bought NQ 12-12 1@2569.75
Sold NQ 12-12 1@2579.75
Trade Profit $200
H- Bought YM 12-12 2@12702
Sold YM 12-12 2@12712
Trade Profit $100
F- Bought YM 12-12 3@12713
Sold YM 12-12 3@12733
Trade Profit $300
CFTC rule 4.41(c)(1) applies to “any publication, distribution or broadcast of any report, letter, circular, memorandum, publication, writing, advertisement or other literature….” Commission rule 4.41(b) prohibits any person from presenting the performance of any simulated or hypothetical futures account or futures interest of a CTA, unless the presentation is accompanied by a disclosure statement. The statement describes the limitations of simulated or hypothetical futures trading as a guide to the performance that a CTA is likely to achieve in actual trading.
CFTC RULE 4.41 – HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.
