BioComp Dakota with Swamp Technology

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Signal for Tue May 13, 2008 MOC:
Long

Trading Instructions for Tue May 13:
None

Open Position:
Long 1 ESM8 @ 1392.5

Trading History:
4/1/2008 Bought 1 ESM8 @ 1371.00
4/22/2008 Sold 2 ESM8 @ 1380.25
5/1/2008 Bought 2 ESM8 @ 1412.1
5/7/2008 Sold 2 ESM8 @ 1394.7
5/8/2008 Bought 2 ESM8 @ 1392.5

Profit / Loss From Closed Positions:
4/22/2008 $462.50
5/1/2008 ($1,592.50)
5/7/2008 ($870)
5/8/2008 $110

Note: This is a hypothetical trading record.

Kind Regards,

James
 
Signal for Wed May 14, 2008 MOC:
Long

Trading Instructions for Wed May 14:
None

Open Position:
Long 1 ESM8 @ 1392.5

Trading History:
4/1/2008 Bought 1 ESM8 @ 1371.00
4/22/2008 Sold 2 ESM8 @ 1380.25
5/1/2008 Bought 2 ESM8 @ 1412.1
5/7/2008 Sold 2 ESM8 @ 1394.7
5/8/2008 Bought 2 ESM8 @ 1392.5

Profit / Loss From Closed Positions:
4/22/2008 $462.50
5/1/2008 ($1,592.50)
5/7/2008 ($870)
5/8/2008 $110

Note: This is a hypothetical trading record.

Kind Regards,

James
 
Signal for Thu May 15, 2008 MOC:
Long

Trading Instructions for Thu May 15:
None

Open Position:
Long 1 ESM8 @ 1392.5

Trading History:
4/1/2008 Bought 1 ESM8 @ 1371.00
4/22/2008 Sold 2 ESM8 @ 1380.25
5/1/2008 Bought 2 ESM8 @ 1412.1
5/7/2008 Sold 2 ESM8 @ 1394.7
5/8/2008 Bought 2 ESM8 @ 1392.5

Profit / Loss From Closed Positions:
4/22/2008 $462.50
5/1/2008 ($1,592.50)
5/7/2008 ($870)
5/8/2008 $110

Note: This is a hypothetical trading record.

Kind Regards,

James
 
I have posted this signal late because of illness.

Signal for Fri May 16, 2008 MOC:
Long

Trading Instructions for Fri May 16:
None

Open Position:
Long 1 ESM8 @ 1392.5

Trading History:
4/1/2008 Bought 1 ESM8 @ 1371.00
4/22/2008 Sold 2 ESM8 @ 1380.25
5/1/2008 Bought 2 ESM8 @ 1412.1
5/7/2008 Sold 2 ESM8 @ 1394.7
5/8/2008 Bought 2 ESM8 @ 1392.5

Profit / Loss From Closed Positions:
4/22/2008 $462.50
5/1/2008 ($1,592.50)
5/7/2008 ($870)
5/8/2008 $110

Note: This is a hypothetical trading record.

Kind Regards,

James
 
Signal for Mon May 19, 2008 MOC:
Short

Trading Instructions for Mon May 19:
Sell 2 ESM8 MOC

Open Position:
Long 1 ESM8 @ 1392.5

Trading History:
4/1/2008 Bought 1 ESM8 @ 1371.00
4/22/2008 Sold 2 ESM8 @ 1380.25
5/1/2008 Bought 2 ESM8 @ 1412.1
5/7/2008 Sold 2 ESM8 @ 1394.7
5/8/2008 Bought 2 ESM8 @ 1392.5

Profit / Loss From Closed Positions:
4/22/2008 $462.50
5/1/2008 ($1,592.50)
5/7/2008 ($870)
5/8/2008 $110

Note: This is a hypothetical trading record.

Kind Regards,

James
 
Signal for Tue May 20, 2008 MOC:
Short

Trading Instructions for Tue May 20:
None

Open Position:
Short 1 ESM8 @ 1429.3

Trading History:
4/1/2008 Bought 1 ESM8 @ 1371.00
4/22/2008 Sold 2 ESM8 @ 1380.25
5/1/2008 Bought 2 ESM8 @ 1412.1
5/7/2008 Sold 2 ESM8 @ 1394.7
5/8/2008 Bought 2 ESM8 @ 1392.5
5/19/2008 Sold 2 ESM8 @ 1429.3

Profit / Loss From Closed Positions:
4/22/2008 $462.50
5/1/2008 ($1,592.50)
5/7/2008 ($870)
5/8/2008 $110
5/19/2008 $1,840

Note: This is a hypothetical trading record.

Kind Regards,

James
 
Quote from jalsck:
I am happy to post my systems trading signals for a couple of months.
More...
Thanks for giving us an insight into how a Biocomp Swarm system trades. Looks like you are slightly above breakeven so far.

How long are you going to keep posting the trades?

A year would be a good test, IMO.
 
You are welcome Kevin. I will keep on posting the signals beyond the 2 months if people are interested. I don't know about a year though!

Since beginning to post the signals I have been working on my own particle swarm adaptation libraries that 'plug-in' to the Dakota framework. I am testing the effetiveness of these at the moment. I have some intraday data for the SP contract and will start on some intraday modeling when I finish the work on the PSA libraries.

I met Carl Cook last weekend when he hosted a Dakota workshop in Sydney, Australia. Brilliant man! Carl's level of enthusiasm and keen insight into the modeling process is inspirational.

Signal for Wed May 21, 2008 MOC:
Short

Trading Instructions for Wed May 21:
None

Open Position:
Short 1 ESM8 @ 1429.3

Trading History:
4/1/2008 Bought 1 ESM8 @ 1371.00
4/22/2008 Sold 2 ESM8 @ 1380.25
5/1/2008 Bought 2 ESM8 @ 1412.1
5/7/2008 Sold 2 ESM8 @ 1394.7
5/8/2008 Bought 2 ESM8 @ 1392.5
5/19/2008 Sold 2 ESM8 @ 1429.3

Profit / Loss From Closed Positions:
4/22/2008 $462.50
5/1/2008 ($1,592.50)
5/7/2008 ($870)
5/8/2008 $110
5/19/2008 $1,840

Note: This is a hypothetical trading record.

Kind Regards,

James
 
Signal for Thu May 22, 2008 MOC:
Short

Trading Instructions for Thu May 22:
None

Open Position:
Short 1 ESM8 @ 1429.3

Trading History:
4/1/2008 Bought 1 ESM8 @ 1371.00
4/22/2008 Sold 2 ESM8 @ 1380.25
5/1/2008 Bought 2 ESM8 @ 1412.1
5/7/2008 Sold 2 ESM8 @ 1394.7
5/8/2008 Bought 2 ESM8 @ 1392.5
5/19/2008 Sold 2 ESM8 @ 1429.3

Profit / Loss From Closed Positions:
4/22/2008 $462.50
5/1/2008 ($1,592.50)
5/7/2008 ($870)
5/8/2008 $110
5/19/2008 $1,840

Note: This is a hypothetical trading record.

Kind Regards,

James
 
Signal for Fri May 23, 2008 MOC:
Short

Trading Instructions for Fri May 23:
None

Open Position:
Short 1 ESM8 @ 1429.3

Trading History:
4/1/2008 Bought 1 ESM8 @ 1371.00
4/22/2008 Sold 2 ESM8 @ 1380.25
5/1/2008 Bought 2 ESM8 @ 1412.1
5/7/2008 Sold 2 ESM8 @ 1394.7
5/8/2008 Bought 2 ESM8 @ 1392.5
5/19/2008 Sold 2 ESM8 @ 1429.3

Profit / Loss From Closed Positions:
4/22/2008 $462.50
5/1/2008 ($1,592.50)
5/7/2008 ($870)
5/8/2008 $110
5/19/2008 $1,840

Note: This is a hypothetical trading record.

Kind Regards,

James
 
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