Industrials:

steel, cooper and aluminum seem to defy destiny trying to persevere outwards up trend continuation. In the Softs complex it’s important to note how cardamom is reverting the tough uptrend hold in the last months. It’s interesting how TSR20 wasn’t as damagaded as crude oil being both so correlated. Cotton is making some noice upwards.

No fundamentals from the USDA because snow in DC, so It’s been pretty much a true market, supply and demand of orders.

US$ index is dancing the same song cardamom, reversal.

it’s incredible how industrials have the ability to regain rythm after they lose with some falling days.

Sugar seems enthusiastic about continuing that strong trend.

if c/p vol >1 at t0 then s at the open of t+1 and b when the mkt close. Check defined times in the futures.

si el volume en calls es mayor al volumen en puts (4 first contact months)
sell al close y recomprar al close t+1.
Muy pocos datos todavía.

get a long position when the weekly return > 3% and when the market context is closing weekly prices are above the long term trend (50week). If we are below the LT trend, shorting is a better idea but no really much of an edge is present.

I would be 6% to 10% of the time in the market, that’s three or four positions in a year. (…)

In a 8 week span I should sell sugar and expecting to gain 20% to twenty percent with possible losses of about 18% to 26%. The probability of loss is of 24%. The problem is this has happened before only 17 times since 1967…