'Halloween' systemic trading model generates a loss.

• my 'Halloween' model posted a long entry signal on the close of trading on wed 10/28/2009...
• this model is based on the historical bullish trading behavior of the NDX during the last few days of october thru the first few days of november...
• unfortunately, the model's money management stop was hit on monday 11/2/2009...
• the theoretical trade loss was 1.39%...
• since i was already long a bunch of NQZ09 for a discretionary swing trade, i did not take the entry signal on wed 10/28...however, on monday 11/2/2009, i did enter a small position in the NQZ09 just above the model's stop....i was stopped out, but only for 3.75 NQ points (-0.24%)...

10/28/2009 10:10 am update: NQ

• more weakness this am...
• added a 4th NQZ09 contract at 1708.00 to my discretionary swing long position...
• this brings my 4 contract avg to 1735.06...
• offering out 1 contract at the following levels:  1733.50, 1745.00, 1757.50, 1767.50
• no bids at this point...
• my 'Halloween' systemic trading model is scheduled to generate a long entry signal for today's close, so i am reserving some buying power for that...
• XLF showing rw, SMH showing rs...
• i have been adding to my discretionary swing long position in the FAS...

Disclosure: Long NQZ09, Long FAS.

***remember this is an illustration of what i am trading and my thinking...my trading plan may change without notice...this is not a recommendation for you or anyone else, to buy or sell this or any other security...trade at your own risk***