Updates for Week of 20111219

There are no changes to the hedge fund portfolio.

Here are the current positions for the artificial intelligence 1 system:

crude oil long
natural gas short
T-bond long
eurodollars flat
wheat short
soybeans short
mini russell 2000 flat
gold long
silver short
copper flat
cotton flat
Sugar (#11) long
coffee short
live cattle long

Here are the current positions for the artificial intelligence 1 + trend following system:

crude oil long
natural gas short
T-bond long
eurodollars flat
wheat short
soybeans short
mini russell 2000 flat
gold flat
silver short
copper flat
cotton flat
Sugar (#11) flat
coffee flat
live cattle flat

Note that stops have been moved for existing positions and added to new positions.

Also, I added copper, cotton, sugar, and live cattle to the basket of futures contracts.

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This entry was posted in Artificial Intelligence 1, Artificial Intelligence 1 + Trend Following, Narrow Artificial Intelligence, Simple Trend System and tagged , , , , . Bookmark the permalink.

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