Thursday, December 16, 2010

Model update - momentum

Dear All,

Small overall update on momentum model (70% weight in allocation norm)

EURCHF: Short 2 units @ 1.3234 + 1.2937 - stop: 1.3170
EURNOK: Short 1 unit @ 8.0425 - adding @ 7.8725 - stop: 7.9940
EURSEK: Short 1 unit @ 9.0878 - stop: 9.1620
EURUSD: Sell 1.3170 - stop: 1.3410
USDJPY: Long 84.40 - stop: 82.57
GBPUSD: Sell (March future) @ 1.5478 - stop: 1.5900
CAD(March Future): Buy 0,9917 - stop: .9781
Crude(March) buy 0.9147 - stop: 0,8785
Cotton - Long 1.3513 - stop: 1,2700
Bunds: Short 3 units @ 128,54+127,04+v1124,23 - stop: 125,02
ZN (10 yr US): Short 2 units @ 124'11+123+015 - stop: 121'09
Coffee: Long 2,1180 - stop: 2,0129
Silver: Buy 30,75 - stop: 28,383
Soyabeans: Long 1306,00 - stop: 1242,96

Three charts enclosed:

Short bunds - note small divergence.
GBPUSD - new signal - UK QE coming in 2011?
Coffee - continues up?

Enclosed also EU time table...



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