Изменения в тренд-портфеле фьючерсов

While the beginning of the year is encouraging. On last year's test, the system showed negative returns for the second time in thirty years.. But this is not surprising, since after 2008 of the year, the most trendy in all recent times in 2009 year, the profit was given from above, and then a break in the form of a flat. In this regard, it is highly likely that 2010 the year will be positive. I started trading it in early October 2009 years and finished the year with a slight plus.

Many new positions were added yesterday, therefore the following positions are now open:

Long

GE +888
QM +272
JJC +1161
IT IS +3320
NQ +1592
PA +5362
SB +4858
PL +5667
YI +977
YG -407
HE +287
LB +974
AUDUSD +851

Short

LIKE THIS +818
DX -12
ZC -628
ZW -465
USDCAD +1820
USDSGD +138

  SPX
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