tag:blogger.com,1999:blog-42134195524645633332024-09-09T21:42:50.577-04:00Michael Purcell's Statistical Arbitrage Hedge Fund<p>
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<center><p><b>Fictitious Hedge Fund using Stat Arb to try to outperform the worlds best Hedge Fund Managers.</b></p></center>
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<b>* Performance (Initial FUM $20m):</b>
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<b>Year 1: 23.8% return </b>
(1/23/2012 - 1/22/2013)
<b> FUM $24.8m - 73.1% win rate from 104 trades </b>
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<b>Year 2: 3.7% return </b>
(1/23/2013 - 1/22/2014)
<b> FUM $25.675m - 63.64% win rate from 66 trades </b>
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<p></p></p></p></p></p></p></p></p></p></p></p></p>Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.comBlogger193125tag:blogger.com,1999:blog-4213419552464563333.post-36572471221688172082013-08-30T21:39:00.002-04:002013-08-30T21:39:35.717-04:00Close Positions (6)<b><i>Sell </i></b><i><b> </b></i>140 T-Note10YR<br />
<i><b>Buy </b></i>150 AU10YR<br />
Closed out Position at max stop loss $200,000<br /><br />
<b><i>Sell </i></b><i><b> </b></i>220 eminiSPX500 @ 1633.71<br />
<i><b>Buy </b></i>177 RUT2000 @ 1011.85<br />
Convergence 0.39% or $76,688 profit<br />
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<b><i>Sell </i></b><i><b> </b></i>121 DIJA$10 @ 14817<br />
<i><b>Buy </b></i>177 RUT2000 @ 1011.85<br />
Convergence 0.29% or $57,436 profit<br />
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<b><i>Sell </i></b><i><b> </b></i>59 Nasdaq100 @ 3079<br />
<i><b>Buy </b></i>177 RUT2000 @ 1011.85<br />
Convergence 1.25% or $249,901 profit<br />
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<b><i>Sell </i></b><i><b> </b></i>121 DIJA$10<br />
<i><b>Buy </b></i><i><b> </b></i>59 Nasdaq100<br />
Closed out Position at max stop loss $200,000<br />
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<b><i>Sell </i></b><i><b> </b></i>121 DIJA$10 @ 14817<br />
<i><b>Buy </b></i><i><b> </b></i>220 eminiSPX500 @ 1634.61<br />
Divergence -0.19% or $37,800 lossMichael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-75614282230666223232013-08-20T19:02:00.001-04:002013-08-30T21:32:08.534-04:00Open Position (5)<!-- Converted from text/rtf format --> <br />
<span style="font-family: Verdana; font-size: x-small;">Buy 220 eminiSP @ 1653.35</span> <br />
<span style="font-family: Verdana; font-size: x-small;">Sell 177 RUT2000 @ 1027.91</span> <br />
<span style="font-family: Verdana; font-size: x-small;">Buy 59 NASDAQ100 @ 3089.5 </span> <br />
<span style="font-family: Verdana; font-size: x-small;">Sell 177 RUT2000 @ 1027.91</span> <br />
<span style="font-family: Verdana; font-size: x-small;">Buy 121 DIJA$10 @ 15009.7</span> <br />
<span style="font-family: Verdana; font-size: x-small;">Sell 177 RUT2000 @ 1027.91</span> <br />
<span style="font-family: Verdana; font-size: x-small;">Buy 121 DIJA$10 @ 15009.7</span> <br />
<span style="font-family: Verdana; font-size: x-small;">Sell 59 NASDAQ100 @ 3088</span> <br />
<span style="font-family: Verdana; font-size: x-small;">Buy 121 DIJA$10 @ 15009.7</span> <br />
<span style="font-family: Verdana; font-size: x-small;">Sell 220 eminiSP @ 1652.75</span> <br />
<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> </span><br />
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</span> Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-20958018013188756852013-08-01T09:57:00.001-04:002013-08-01T09:57:27.154-04:00Close Position (2)<b><i>Sell</i></b><i><b> </b></i>177 RUT2000 @ 1057.73<br />
<i><b>Buy</b></i><b><i> </i></b>60 NASDAQ @ 3113.6<br />
Loss of $62,935<br />
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<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"></span><b><i>Sell</i></b><i><b> </b></i>220 SPX200 @ 1701.01<br />
<i><b>Buy</b></i><b><i> </i></b>120 DIJA$10 @ 15625</div>
Profit of $18,413<br />
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<b><u><span style="background-color: red; color: white;">Open Existing Positions:</span></u></b><br />
<b><u><span style="background-color: red; color: white;"><br /></span></u></b>
<i><b>Buy </b></i>140 T-Note10YR @ 126.731<br />
<b><i>Sell </i></b>150 AU10YR @ 96.235Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-16524025482253875302013-07-31T08:44:00.000-04:002013-07-31T08:44:11.159-04:00Close Position (1)<i style="font-weight: bold;">Sell </i>103 BUND @ 142.05<br />
<b style="font-style: italic;">Buy</b> 89 GILT @ 112.59<br />
Profit of $3,109<br />
<b><u><span style="background-color: red; color: white;"><br /></span></u></b>
<b><u><span style="background-color: red; color: white;">Open Existing Positions:</span></u></b><br />
<i><b><br /></b></i><i><b>Buy </b></i>177 RUT2000 @ 1047.87<br />
<b><i>Sell </i></b>60 NASDAQ @ 3074.8<br />
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<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"></span><i><b>Buy </b></i>220 SPX200 @ 1693.46<br />
<b><i>Sell </i></b>120 DIJA$10 @ 15570<br />
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<i><b>Buy </b></i>140 T-Note10YR @ 126.731<br />
<b><i>Sell </i></b>150 AU10YR @ 96.235</div>
Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-86378429380174615352013-07-29T05:58:00.001-04:002013-07-29T05:58:13.491-04:00Open Position (2)<i><b>Buy </b></i>103 BUND10YR @ 142.45<br />
<b><i>Sell </i></b>81 LONG GILT10YR @ 113.01<br />
<b><u><span style="background-color: red; color: white;"><br /></span></u></b>
<i><b>Buy </b></i>140 T-Note10YR @ 126.731<br />
<b><i>Sell </i></b>150 AU10YR @ 96.235<br />
<b><u><span style="background-color: red; color: white;"><br /></span></u></b>
<b><u><span style="background-color: red; color: white;">Open Existing Positions:</span></u></b><br />
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<i><b>Buy </b></i>177 RUT2000 @ 1047.87<br />
<b><i>Sell </i></b>60 NASDAQ @ 3074.8<br />
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<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"></span><i><b>Buy </b></i>220 SPX200 @ 1693.46<br />
<b><i>Sell </i></b>120 DIJA$10 @ 15570</div>
Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-76948630493508449782013-07-28T20:50:00.002-04:002013-07-28T20:50:27.327-04:00Open Position (1)<i><b>Buy </b></i>177 RUT2000 @ 1047.87<br />
<b><i>Sell </i></b>60 NASDAQ @ 3074.8<br />
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<b><u><span style="background-color: red; color: white;">Open Existing Positions:</span></u></b><br />
<span style="background-color: white; font-family: Verdana; font-size: x-small;"><b><br /></b></span><span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"></span>
<i><b>Buy </b></i>220 SPX200 @ 1693.46<br />
<b><i>Sell </i></b>120 DIJA$10 @ 15570</div>
Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-32513823295231154632013-07-25T19:28:00.001-04:002013-07-27T23:06:12.333-04:00Close Position (1)<!-- Converted from text/rtf format --> <br />
<span style="font-family: Verdana; font-size: x-small;"><b><i><br /></i></b></span>
<span style="font-family: Verdana; font-size: x-small;"><b><i>Sell </i></b>307 AU10yr </span> <br />
<span style="font-family: Verdana; font-size: x-small;"><b><i>Buy </i></b>279 US T-note</span> <br />
<span style="font-family: Verdana; font-size: x-small;"><b style="background-color: #666666;">Max loss of $200,000. Stop hit. </b></span> <br />
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<span style="background-color: white; font-family: Verdana; font-size: x-small;"><b><br /></b></span>
<b><u><span style="background-color: red; color: white;">Open Existing Positions:</span></u></b><br />
<span style="background-color: white; font-family: Verdana; font-size: x-small;"><b><br /></b></span>
<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> </span><br />
<i><b>Buy </b></i>220 SPX200 @ 1693.46<br />
<b><i>Sell </i></b>120 DIJA$10 @ 15570<br />
<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> </span> Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-88170276587942210372013-07-25T19:22:00.001-04:002013-07-27T22:37:24.025-04:00Close Position (1)<!-- Converted from text/rtf format --> <br />
<span style="font-family: Verdana; font-size: x-small;">Sell 176 RUT2000 @ 1053.5</span> <br /><span style="font-family: Verdana; font-size: x-small;">Buy 60 NASDAQ @ 3060</span> <br /><span style="font-family: Verdana; font-size: x-small;">Profit of $131,990. Convergence of 0.65%</span> <br />
<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> </span><br />
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<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> <span style="font-family: Verdana; font-size: xx-small;"></span><br /></span> Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-84152041608020085132013-07-25T02:50:00.001-04:002013-07-27T22:37:06.146-04:00Open Position (1)<!-- Converted from text/rtf format --> <br />
<span style="font-family: Verdana; font-size: x-small;">Buy 176 RUT2000 @ 1044.92</span> <br /><span style="font-family: Verdana; font-size: x-small;">Sell 60 NASDAQ100 @ 3055</span> <br />
<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> </span><br />
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<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> <span style="font-family: Verdana; font-size: xx-small;"></span><br /></span> Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-33597258488411847892013-07-24T10:17:00.001-04:002013-07-24T10:17:29.067-04:00Close out Position (2)Sell 212 Bund
<br>Buy 279 10Yr note
<br>Loss of $200,000. Max stop loss
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<br>Sell 61 Nasdaq @ 3039.2
<br>Buy 177 Rut2000 @ 1048.17
<br>Profit of $5,695Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-76421479716323778082013-07-23T18:36:00.001-04:002013-07-27T22:38:40.185-04:00Open Position (1)<!-- Converted from text/rtf format --> <br />
<u><b><i><span lang="en-us"><span style="font-family: Verdana; font-size: x-small;">Buy</span></span></i></b></u><b><i><span lang="en-us"></span></i></b><i><span lang="en-us"></span></i><span lang="en-us"><span style="font-family: Verdana; font-size: x-small;"> 220 SPX200 @ 1693.46</span></span> <br /><span lang="en-us"><u><b><i><span style="font-family: Verdana; font-size: x-small;">Sell</span></i></b></u><b><i></i></b><i></i><span style="font-family: Verdana; font-size: x-small;"> 120 DIJA$10 @ 15570</span><u></u><u><b></b></u><u><b><i></i></b></u></span> <br />
<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> </span><br />
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<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> <span style="font-family: Verdana; font-size: xx-small;"></span><br /></span> Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-34805043391789847022013-07-23T18:32:00.000-04:002013-07-27T22:35:31.250-04:00Close position (1)<!-- Converted from text/rtf format --> <br />
<b><i><span lang="en-us"><span style="font-family: Verdana; font-size: x-small;">Sell</span></span></i></b><i><span lang="en-us"></span></i><span lang="en-us"> <span style="font-family: Verdana; font-size: x-small;">61 NASDAQ</span><b></b></span> <br /><span lang="en-us"><b><i><span style="font-family: Verdana; font-size: x-small;">Buy</span></i></b><i></i> <span style="font-family: Verdana; font-size: x-small;">178 RUT2000</span></span> <br /><span lang="en-us"><span style="font-family: Verdana; font-size: x-small;">Loss of $200,000. Stopped out at maximum loss</span></span><span lang="en-au"></span> <br />
<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> </span><br />
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<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> <span style="font-family: Verdana; font-size: xx-small;"></span><br /></span> Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-47892195365448868752013-07-22T20:14:00.001-04:002013-07-27T22:35:46.820-04:00Close Position (2)<!-- Converted from text/rtf format --> <br />
<b><i><span style="font-family: Verdana; font-size: x-small;">Sell</span></i></b><i></i> <span style="font-family: Verdana; font-size: x-small;">61 NASDAQ @ 3057</span><b></b> <br /><b><i><span style="font-family: Verdana; font-size: x-small;">Buy</span></i></b><i></i> <span style="font-family: Verdana; font-size: x-small;">119 DIJA$10 @ 15552.6</span> <br /><span style="font-family: Verdana; font-size: x-small;">Profit of $61,323. Converged 0.30%</span> <br />
<b><i><span style="font-family: Verdana; font-size: x-small;">Sell</span></i></b><i></i> <span style="font-family: Verdana; font-size: x-small;">61 NASDAQ @ 3057</span><b></b><b><i><span style="font-family: Verdana; font-size: x-small;"></span></i> </b> <br /><b><i><span style="font-family: Verdana; font-size: x-small;">Buy</span></i></b><i></i> <span style="font-family: Verdana; font-size: x-small;">220 SPX @ 1696.53</span> <br /><span style="font-family: Verdana; font-size: x-small;">Profit of $27,054. Converged 0.13%</span> <br />
<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> </span><br />
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<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> </span> Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-59693483477152906992013-07-22T08:24:00.001-04:002013-07-22T08:24:52.718-04:00Close Position (1)Sell 182 Gilt10Yr @ 113.34
<br>Buy 278 US T-Note @ 127.191
<br>Profit of $192,439Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-81189508190060392322013-07-22T01:46:00.001-04:002013-07-27T22:47:53.592-04:00Open Position (2)<!-- Converted from text/rtf format --> <br />
<u><b><i><span style="font-family: Verdana; font-size: x-small;">Buy</span></i></b></u><b><i></i></b><i></i><span style="font-family: Verdana; font-size: x-small;"> 182 Gilt @ 112.73</span> <br /><u><b><i><span style="font-family: Verdana; font-size: x-small;">Sell</span></i></b></u><b><i></i></b><i></i><span style="font-family: Verdana; font-size: x-small;"> 279 US10Yr @ 127.222</span><u></u><u><b></b></u><u><b><i></i></b></u> <br />
<u><b><i><span style="font-family: Verdana; font-size: x-small;">Buy</span></i></b></u><b><i></i></b><i></i><span style="font-family: Verdana; font-size: x-small;"> 212 Bund @ 144.21</span> <br /><u><b><i><span style="font-family: Verdana; font-size: x-small;">Sell</span></i></b></u><b><i></i></b><i></i><span style="font-family: Verdana; font-size: x-small;"> 279 US10Yr @ 127.222</span><u></u><u><b></b></u><u><b><i></i></b></u> <br />
<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> </span><br />
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Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-7364199748498809972013-07-21T20:40:00.001-04:002013-07-27T22:35:57.934-04:00Open Positions (4)<!-- Converted from text/rtf format --> <br />
<u><b><i><span style="font-family: Verdana; font-size: x-small;">Buy</span></i></b></u><b><i></i></b><i></i><span style="font-family: Verdana; font-size: x-small;"> Nasdaq100 @ 3052.5</span> <br /><u><b><i><span style="font-family: Verdana; font-size: x-small;">Sell</span></i></b></u><b><i></i></b><i></i><span style="font-family: Verdana; font-size: x-small;"> DIJA10 @ 15577 </span> <br />
<u><b><i><span style="font-family: Verdana; font-size: x-small;">Buy</span></i></b></u><b><i></i></b><i></i><span style="font-family: Verdana; font-size: x-small;"> Nasdaq100 @ 3052.5</span> <br /><u><b><i><span style="font-family: Verdana; font-size: x-small;">Sell</span></i></b></u><b><i></i></b><i></i><span style="font-family: Verdana; font-size: x-small;"> SPX500 @ 1696.3</span><u></u><u><b></b></u><u><b><i></i></b></u> <br />
<u><b><i><span style="font-family: Verdana; font-size: x-small;">Buy</span></i></b></u><b><i></i></b><i></i><span style="font-family: Verdana; font-size: x-small;"> Nasdaq100 @ 3052.5</span> <br /><u><b><i><span style="font-family: Verdana; font-size: x-small;">Sell</span></i></b></u><b><i></i></b><i></i><span style="font-family: Verdana; font-size: x-small;"> RUT2000 @ 1053.05</span><u></u><u><b></b></u><u><b><i></i></b></u> <br />
<u><b><i><span style="font-family: Verdana; font-size: x-small;">Buy</span></i></b></u><b><i></i></b><i></i><span style="font-family: Verdana; font-size: x-small;"> AU10YR 307 @ 96.34</span> <br /><u><b><i><span style="font-family: Verdana; font-size: x-small;">Sell</span></i></b></u><b><i></i></b><i></i><span style="font-family: Verdana; font-size: x-small;"> US10YR 279 @ 127.175</span> <br />
<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> </span><br />
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<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> <span style="font-family: Verdana; font-size: xx-small;"></span><br /></span> Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-42438869793087094952013-07-18T23:01:00.001-04:002013-07-27T22:36:54.698-04:00Open Position (1)<!-- Converted from text/rtf format --> <br />
<span style="font-family: Verdana; font-size: x-small;">Buy 61 Nasdaq100 @ 3051</span> <br /><span style="font-family: Verdana; font-size: x-small;">Sell 178 RUT2000 @ 1044.97</span> <br />
<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> </span><br />
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<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> <span style="font-family: Verdana; font-size: xx-small;"></span><br /></span> Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-237535146637368402013-07-17T08:53:00.004-04:002013-07-17T08:53:39.050-04:00Close Position (1)<u style="font-style: italic; font-weight: bold;">Sell</u> 120 DIJA$10 @ 15435<br />
<u style="font-style: italic; font-weight: bold;">Buy</u> 223 eminiSP @ 1676.55<br />
<br />
Continued divergence 0.58%. Loss of $119,251Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-2307556757089698952013-07-17T08:07:00.002-04:002013-07-17T08:07:26.018-04:00CLose Position (1)<u style="font-style: italic; font-weight: bold;">Sell</u> 248 US10yr @ 126.457<br />
<u style="font-style: italic; font-weight: bold;">Buy</u> 149 UK10yr @ 112.8<br />
Profit of $63,883<br />
<br />
<b><u><span style="background-color: red; color: white;">Open Existing Positions:</span></u></b><br />
<b><u><span style="background-color: red; color: white;"><br /></span></u></b><u style="font-style: italic; font-weight: bold;">Buy</u> 120 DIJA$10 @ 15295<br />
<u style="font-style: italic; font-weight: bold;">Sell</u> 223 eminiSP @ 1651.64Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-83848426642382105442013-07-16T07:30:00.000-04:002013-07-16T07:30:13.569-04:00Open Position (1)<u style="font-style: italic; font-weight: bold;">Buy</u> 248 US10yr @ 126.637<br />
<u style="font-style: italic; font-weight: bold;">Sell</u> 149 UK10yr @ 113.26<br />
<b><u><span style="background-color: red; color: white;"><br /></span></u></b>
<b><u><span style="background-color: red; color: white;">Open Existing Positions:</span></u></b><br />
<b><u><span style="background-color: red; color: white;"><br /></span></u></b><u style="font-style: italic; font-weight: bold;">Buy</u> 120 DIJA$10 @ 15295<br />
<u style="font-style: italic; font-weight: bold;">Sell</u> 223 eminiSP @ 1651.64Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-4211261623497458112013-07-11T09:18:00.001-04:002013-07-11T09:18:21.551-04:00Close Position (1)<u style="font-style: italic; font-weight: bold;">Sell</u> 248 US10yr @ 126.153<br />
<u style="font-style: italic; font-weight: bold;">Buy</u> 150 UK10yr @ 112.34<br />
Profit of $148,768<br />
<br />
<b><u><span style="background-color: red; color: white;">Open Existing Positions:</span></u></b><br />
<b><u><span style="background-color: red; color: white;"><br /></span></u></b><u style="font-style: italic; font-weight: bold;">Buy</u> 120 DIJA$10 @ 15295<br />
<u style="font-style: italic; font-weight: bold;">Sell</u> 223 eminiSP @ 1651.64Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-76988265341229598672013-07-10T09:57:00.001-04:002013-07-10T09:57:54.160-04:00Open Position (1)<u style="font-style: italic; font-weight: bold;">Buy</u> 248 US10yr @ 125.387<br />
<u style="font-style: italic; font-weight: bold;">Sell</u> 150 UK10yr @ 112.1<br />
<br />
<b><u><span style="background-color: red; color: white;">Open Existing Positions:</span></u></b><br />
<b><u><span style="background-color: red; color: white;"><br /></span></u></b>
<u style="font-style: italic; font-weight: bold;">Buy</u> 120 DIJA$10 @ 15295<br />
<u style="font-style: italic; font-weight: bold;">Sell</u> 223 eminiSP @ 1651.64Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-41623341476531921222013-07-09T20:29:00.001-04:002013-07-10T09:54:43.256-04:00Open Position (1)<!-- Converted from text/rtf format --> <br />
<span style="font-family: Verdana; font-size: x-small;">Buy 120 DIJA$10 @ 15295</span> <br /><span style="font-family: Verdana; font-size: x-small;">Sell 223 eminiSP @ 1651.64</span> <br />
<span style="font-family: Verdana; font-size: 10pt; mso-ansi-language: EN-AU; mso-bidi-font-family: Arial; mso-bidi-font-style: italic; mso-bidi-language: AR-SA; mso-fareast-font-family: 'Times New Roman'; mso-fareast-language: EN-US;"> </span><br />
<br />
Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-41165467699278356682013-07-08T10:07:00.001-04:002013-07-08T10:07:50.256-04:00Close Position (1)<b style="font-style: italic; text-decoration: underline;">Sell </b><span style="font-family: inherit;"> 229 eminiSP @ 1644.64</span><br />
<b style="font-style: italic; text-decoration: underline;">Buy </b><span style="font-family: inherit;">187 RUT2000 @ 1011.26</span><br />
<span style="font-family: inherit;"><br /></span>
<span style="font-family: inherit;">Divergence of -0.31%. Loss of $65,795</span>Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0tag:blogger.com,1999:blog-4213419552464563333.post-49186323545835605502013-07-08T09:36:00.003-04:002013-07-08T09:41:17.535-04:00Close Postion (1)<span style="font-family: inherit;"><b style="font-style: italic; text-decoration: underline;">Sell </b> 124 DIJA$10 @ 15217</span><br />
<div style="-webkit-text-stroke-width: 0px; color: black; font-family: 'Times New Roman'; font-size: medium; font-style: normal; font-variant: normal; font-weight: normal; letter-spacing: normal; line-height: normal; margin: 0px; orphans: auto; text-align: start; text-indent: 0px; text-transform: none; white-space: normal; widows: auto; word-spacing: 0px;">
<span style="font-family: inherit;"><b style="font-style: italic; text-decoration: underline;">Buy</b>187 RUT2000 @ 1009.56</span><br />
<span style="font-family: inherit;">Divergence of -0.31%. Loss of $65,033</span><br />
<span style="font-family: Times, Times New Roman, serif;"><br /></span>
<b><u><span style="background-color: red; color: white;">Open Existing Positions:</span></u></b><br />
<b><u><span style="background-color: white; color: red;"><br /></span></u></b><span style="font-family: inherit;"><b style="font-style: italic; text-decoration: underline;">Buy</b> 229 eminiSP @ 1617.33</span><br />
<span style="font-family: inherit;"><b style="font-style: italic; text-decoration: underline;">Sell </b>187 RUT2000 @ 991.33</span><br />
<span style="font-family: Times, Times New Roman, serif;"><br /></span>
<span style="font-family: Times, Times New Roman, serif;"><br /></span></div>
Michael Purcellhttp://www.blogger.com/profile/09582475231946511313noreply@blogger.com0