Positions for the artificial intelligence 1 system:
long – t-bond, soybeans, coffee
short – copper, gold, silver, cotton
I have had a lot of problems with entering positions on collective2, so I will update this list when the problems have been resolved. Also, this accounts for the trades that were entered then immediately exited. Unfortunately, this will negatively affect the statistics of the system, but there is nothing I can do about this. If anyone can suggest a site similar to collective2, please let me know in the comments. I am becoming increasingly frustrated with its limitations (trail stops are not supported), poorly designed order entry system, and glitches.
For the hedge fund portfolio, VWO changed from short to long, and RWX changed in the opposite direction. Stops for other positions have been updated.
Positions for the Trend Following With Ranking system:
long – 5 year t-note, 10 year t-note, orange juice, 2 year t-note
short – rice, natural gas, cocoa