Since it was time to rollover the ESH11 (March emini S&P 500) contract I closed the long position for the futures portfolio. I closed at a loss of 60.25 points ($3012.5). I did not automatically rollover to the June contract. This is one of the differences in the applying the cybernetic system to futures. A long reentry signal would be generated if the June contract were to exceed its recent high of 1337.50. Otherwise, I will remain flat for the remainder of the month and a new signal will be generated at the end of the month.
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