Tag Archives: mini_crude_oil

Update For The Futures Portfolio

Today was the settlement date for the June emini crude oil contract. Thus the long position was closed out for the futures portfolio. Unfortunately, this resulted in a loss due to the recent collapse in price. However, the loss was … Continue reading

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Update for the futures portfolio – rollover

For the futures portfolio, the long position in April mini crude oil was rolledover into the June contract.

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Constructing the new futures portfolio

In applying the cybernetic trading system to the futures portfolio, much of the system is the same as that used for the ETF portfolios (small and hedge fund), but there are some differences. Like the ETF portfolios, an asset allocation … Continue reading

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New futures portfolio

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 … Continue reading

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