Updates for Week of 20120220

Current positions for the trend following with ranking system:

long – feeder cattle, 5 year t-note, russell 2000

short – natural gas, rice, coffee, cocoa, wheat, sugar

Current positions for the hedge fund portfolio:

long – DBC, TLT, VWO, IJR, RWX, VNQ, SCZ, IWM, BWX, GLD

short – DBA, SHY

Current positions for the artificial intelligence 1 system:

long – rice, coffee, 10 yr t-note, soybeans, gold, copper, silver, russell2000

short – natural gas, corn, cocoa, wheat, platinum, palladium

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

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