I initiated a new futures portfolio at Collective2 using the same methodology (with some modifications) as the ETF portfolios. The starting capital is $100,000. Here are the initial positions:
- bonds: GEU11 (September Eurodollars), long, 3 contracts
- US equities: ESH11 (March e-mini S&P 500), long, 1 contract, stop = 1246
- currencies: YGQ11 (August mini gold), long, 1 contract
- commodities: QMJ11 (April mini crude oil), long, 1 contract, stop = 93; XKX11 (November mini soybeans), long, 1 contract
- international equities: pending (would have been ERH11 (mini March MSCI emerging markets index) but Collective2 does not have this contract in their system. I asked them to add it, so I will initiate a position when they do so.
When I have more time later this week, I will provide more information about this portfolio.