The bottom line, the short-term trend is up. I hold partial long position overnight.

No idea about tomorrow although chances are good that we’ll see a higher high tomorrow morning. The question is whether the month end seasonality that worked 16 out of 19 times (84%) in the past would work or not this time?

3

Demo account for short-term model, $200 max loss allowed per trade. Mechanical trading signal, for fun only.

TICKER Entry Date Entry Price Share Stop Loss Exit Date Exit Price Profit Comment
SSO 03/28/2011 $52.02 100 $49.91
SSO 03/25/2011 $52.29 100 $50.97 03/25/2011 N/A N/A No guts to take the trade.
SSO 03/24/2011 $51.62 100 $49.91 03/28/2011 $52.39 77.00  
SSO 03/23/2011 $50.72 200 $49.43 03/24/2011 $51.69 194.00  
SDS 03/23/2011 $22.29 300 $21.58 03/24/2011 $21.50 -237.00  
SDS 03/17/2011 $22.83 200 $21.58 03/22/2011 $22.02 -162.00  
SDS 03/16/2011 $22.81 200 $21.85 03/16/2011 $23.36 110.00  
SDS 03/15/2011 $22.50 200 $21.58 03/16/2011 $22.60 20.00  
SDS 03/14/2011 $22.01 200 $21.02 03/15/2011 N/A N/A Network problem, didn’t take the trade.
SDS 03/14/2011 $22.08 200 $21.02 03/14/2011 $22.17 18.00  
SSO 03/07/2011 $52.17 100 $50.84 03/09/2011 $52.57 40.00
SSO 03/04/2011 $53.01 100 $50.84 03/07/2011 $53.23 22.00
SSO 03/03/2011 $53.33 100 $51.52 03/04/2011 $53.49 16.00  
SDS 03/01/2011 $21.37 200 $20.62 03/01/2011 $21.76 78.00  
SSO 02/28/2011 $53.09 100 $52.20 03/01/2011 $53.69 60.00  
SDS 02/22/2011 $21.05 300 $20.62 03/10/2011 $21.82 231.00  
LAST 691.00  
SUM 1158.00