Sold DUST Pre-Market @ $37.85

Enough excitement for me. I took a modest 2.9% and 5.7% gain on my two positions as I saw what looked like a freight train coming straight at me. 

Fortunately the buyers were looking the other way. OUCH!

My TSI Trading record has been updated.

Real-Time TSI Trading System Test

Over the past few weeks I have developed a True Strength Index (TSI) related indicator/strategy that shows great promise when run through numerous back test parameters. At this point I would like to find out how it behaves in real-time. In the quest to satisfy my curiosity, I intend to update the table below for new signals generated by the system after each day's trade has closed.

At the end of this 3-week experiment I should have a sense for whether further real-time testing is needed to draw a conclusion about the system, or whether it is either a pure dud or an inspired strategy (unlikely, but I can hope). 

And if you choose to follow the daily updates I am quite sure you have your own opinion of the system, which I invite you to share.

Here are 56 Futures Contracts available to me using the ThinkorSwim trading platform. I have created a new indicator/strategy that back tests well but I do not know how well it tests in real-time. My intention is to update this table after each day’s close for a period of 3 weeks. I expect that this real-time documentation will help me determine how well the system works. THIS IS AN EXPERIMENT – DO NOT TRADE THESE SIGNALS AS I HAVE NO IDEA HOW RELIABLE THEY WILL BE! I will only enter new data within a cell if there is a new signal. Cells that are blank mean the existing signal remains in effect. Red = Sell, Green = Buy At the conclusion, assuming I can keep up with this for 3 weeks, I intend to summarize the findings of this EXPERIMENT - for both the good and the bad outcomes, and offer an opinion about the system’s reliability and profitability. John tsiTrader@gmail.com                                                                                                                           Most recent update:  Saturday September 1
	FUTURES CONTRACT	TICKER SYMBOL	BEGIN		WEEK 1						WEEK 2						WEEK 3
			Aug 24		Aug 27	Aug 28	Aug 29	Aug 30	Aug 31		Sep 3	Sep 4	Sep 5	Sep 6	Sep 7		Sep 10	Sep 11	Sep 12	Sep 13	Sep 14
1.	Australian Dollar	6A	8/13 1.0487		1.0351	1.0358	1.0332	1.0277	1.0314
2.	British Pound	6B	8/24 1.5802		1.5796	1.5814	1.5832	1.5787	1.5877
3.	Canadian Dollar	6C	8/22 1.0083		1.0087	1.0114	1.0105	1.0071	8/31 1.0144
4.	Euro FX	6E	7/25 1.2166		1.2502	1.2569	1.2533	8/30 1.2508	8/31 1.2585
5.	Japanese Yen	6J	8/1 0.012758		8/22 0.012733	0.012741	0.012711	0.01272	0.012777
6.	Mexican Peso	6M	8/13 0.075725		0.075675	0.0757	0.075025	0.07485	8/31 0.075675
7.	New Zealand Dollar	6N	8/7 0.8133		0.8073	0.8036	0.7997	0.7974	8/31 0.8025
8.	Swiss Franc	6S	7/25 1.0135		1.0409	1.0471	1.0437	8/30 1.042	8/31 1.048
9.	Cocoa	CC	8/13 2388		8/27 2472	2584	2580	2613	2611
10.	Light Sweet Crude Oil	CL	8/23 96.04		95.69	96.14	95.18	94.77	8/31 96.56
11.	Cotton	CT	8/10 73.02		76.04	75.85	76.53	76.94	77.26
12.	U.S. Dollar Index	DX	7/13 83.44		81.71	81.36	81.58	8/30 81.725	8/31 81.195
13.	E-Mini Euro FX	E7	7/25 1.2158		1.252	1.2568	1.2534	8/30 1.251	8/31 1.2584
14.	E-Mini S&P MidCap 400	EMD	8/23 966.7		968.9	972.7	971.9	965.3	971.5
15.	E-Mini S&P 500	ES	8/23 1400		1408	1407.75	1407.5	1396.25	1404.75
16.	Gold	GC	7/25 1603.5		1666	1669	8/29 1658.7	1657.6	8/31 1692.6
17.	Eurodollar	GE	8/22 99.5925		99.6	99.605	99.605	99.6025	99.6125
18.	Feeder Cattle	GF	7/18 137.2		8/27 143.95	8/28 144.525	145.0	145.2	146.825
19.	Libor one-month	GLB	8/6 99.77		99.7675	99.7675	99.7675	99.7675	8/31 99.775
20.	Lean Hog	HE	8/13 77.1		73.1	73.125	73.85	74.225	74.1
21.	Copper	HG	8/3 3.365		3.4675	3.461	3.438	3.442	3.4615
22.	Heating Oil	HO	8/3 2.9289		3.1303	3.1257	3.1295	3.14	3.1815
23.	E-Mini Japanese Yen	J7	8/22 0.012728		0.012703	0.01274	0.012721	0.012725	0.012778
24.	Coffee	KC	8/24 163.1		166.75	167.9	165.95	163.7	164.35
25.	Random Length Lumber	LBS	8/16 309.5		290.8	286.5	286.9	288	289
26.	Live Cattle	LE	8/16 125.425		123.35	123.825	8/29 125.625	125.8	126.125
27.	E-Micro AUD/USD	M6A	8/13 1.0488		1.0351	1.0359	1.0334	1.0279	1.0314
28.	E-Micro GPB/USD	M6B	6/4 1.538		8/27 1.5794	8/28 1.5818	1.5827	8/30 1.5782	8/31 1.5879
29.	E-Micro EUR/USD	M6E	7/25 1.2167		1.2501	1.2568	1.2529	8/30 1.2509	8/31 1.2583
30.	Natural Gas	NG	8/21 2.83		8/27 2.664	2.608	8/29 2.691	2.76	2.802
31.	Nikkei 225 Stock Average Index	NKD	8/22 9085		9100	9100	9065	8905	8895
32.	E-Mini Nasdaq 100 Index	NQ	8/23 2762.75		2783	2783	2781.25	2754.25	2770.5
33.	Frozen Concentrate Orange Juice	OJ	8/24 119		113.7	113.7	117.85	117.95	118.65
34.	Palladium	PA	6/29 582.2		649.5	649.5	8/29 631.4	620.25	629.9
35.	Platinum	PL	6/29 1452.1		1543	1519.7	8/29 1517	1508	1540.9
36.	miNy Natural Gas	QG	8/21 2.83		8/27 2.665	2.608	8/29 2.695	2.76	2.80
37.	NYMEX miNY Light Sweet Crude Oil	QM	8/23 96.05		95.725	96.125	95.25	94.825	8/31 96.575
38.	RBOB Gasoline	RB	8/24 2.9069		2.9553	2.9359	2.922	2.915	8/31 2.9715
39.	Sugar	SB	7/24 23.48		19.59	8/28 20.16	19.69	19.81	19.78
40.	Silver	SI	5/17 28.015		30.67	30.85	30.775	8/30 30.49	8/31 31.79
41.	Russell 2000 Index  Mini-size	TF	8/23 805.2		809.6	813.8	814.1	805.9	811.1
42.	Ultra T-Bond	UB	8/22 166’21		166’18	167	166’17	167’06	169’17
43.	Mini-sized Gold	YG	6/29 1598.2		1666	1669.3	8/29 1658.7	1658.1	8/31 1694.1
44.	Mini-sized Silver	YI	6/29 27.43		30.67	30.821	30.725	8/30 30.461	8/31 31.767
45.	Mini Dow Jones Industrial Average	YM	8/21 13199		13104	13086	13086	12985	13082
46.	30-Year U.S. Treasury Bond	ZB	8/22 148		149’23	150	149’26	150’12	151’21
47.	Corn	ZC	7/23 785.5		800.25	796.25	8/29 814	808	8/31 800
48.	5-Year U.S. Treasury Note	ZF	8/22 124’130		8/27 124’030	124’045	124’050	124’100	8/31 124’225
49.	Soybean Oil	ZL	8/9 53.17		56.6	56.4	57.38	57.25	56.96
50.	Soybean Meal	ZM	8/15 493.7		519.6	523	529.6	534.7	533
51.	10-Year U.S. Treasury Note	ZN	8/22 133’165		8/27 132’220	132’270	132’250	133’025	8/31 133’260
52.	Oats	ZO	8/16 383.75		387	382.25	396.75	395.5	396.5
53.	Thirty-Day Fed Funds	ZQ	8/14 99.86		99.87	99.865	8/29 99.865	99.865	99.865
54.	Soybean	ZS	8/15 1634.5		1720.75	1724.25	1752	1761.25	1754
55.	2-Year U.S. Treasury Note	ZT	8/22 110’065		110’067	110’067	8/29 110’06	8/30 110’072	110’095
56.	Wheat	ZW	8/20 879.75		881.5	876	906.5	903	888.75