The One Million MNS was up +0.15% today and the 250K Portfolio was up $300 in live trading. Going into the trading session today, the risk to worse case drawdown for the 128 strategy portfolio was about 4.5% while the risk to worse case drawdown for an abbreviated 70 strategy portfolio was 2.2%. We traded the 70 strategy portfolio to reduce the risk to worse case drawdown. The goal is to limit risk and rotate to the setups that give us good potential for profit while limiting risk.
The hypothetical trading system signals for the Stock Index Portfolio 18 was +$4,222 per E-mini with the Micros at 1/10th of those results on the day.
The VIX closed at 16.15 on the week - a small move lower of less than 1 point as the Fed cut rate by 50 basis points on Wednesday. After so much suspense for this rate cut, the reaction is pretty "null" as we close out another week.
Cobra III E-mini Nasdaq was the top short of the day while V-Reversal COMB 2024 was the top long signal on the day.
Nice come back on SI 18!