'Payrolls NDX' Generated an Entry Signal for Friday's Close, 10/2/2009

• on friday's close, my 'payrolls ndx' model generated a long entry signal...i entered a 50% (3 contracts) position via the nqz09...
• the model is based on the behavior of the NDX on the day of the payrolls report...this model was recently rebuilt, which led to a reduction in the stop size...
• the position is due to be exited at today's close if its money management stop is not hit...

Here are some stats:

• Model Tracking Vehicle=NDX
• Start Date=11/1/1985
• Number of Trades=19
• Average Trade Return=0.76%
• Average Winning Trade Return=1.51%
• Average Losing Trade Return=-0.53%
• Win Rate=63%
• Average Win/Average Loss=2.83
• Profit Factor=4.85

Disclosure: Long the NQZ09.

Disclosure: The performance results shown above are for Model analysis purposes and do not include commission or slippage. The model is built on data from the NDX, but I trade the model with the NQ e-mini. Actual trading results from the NQ usually differ from the model results of the NDX, with the NQ showing somewhat weaker performance data.

***remember this is an illustration of what i am trading and my thinking...it is not a recommendation for you or anyone else to buy or sell this or any other security...trade at your own risk**