Today was the Columbus Day holiday and the banks and cash bond market were closed. The stock, futures, and crypto markets were open. The liquidity "fought back" to fix Friday's sell off in stock indexes with most of the gains in the overnight session, leaving the day session to chop around. Gold and Silver made additional gains on the year with Silver above $50.
Hypothetical Trading System Portfolio Signals and Results:
Two System Portfolio NQ = +$590
50K Portfolio = -$421.55 on Micros, or +473 when mapping Minis to Micros
Stock Index Portfolio 18 = -$5,735
Stock Index Portfolio 37 = -$6,460
Diversified Portfolio 57 = -$3,735
Silver Portfolio = +$100
The 50K Portfolio is tracked two different ways:
- Micro charts that reference Emini or full contracts as data2
- 20% of the E-mini or full contracts when implemented with mapping through NT8 (Auto Trade Systems Broker)
The main difference today was a gain in Gold Flash and Gold Wave that showed up on the full size contract but did not show up on the Micro contracts in Tradestation even though they reference the full size contract as data2.