CBT Trendspotter
ZBM0
trades 116-01
Mar 12 - short 1 ZBM0 at 116-11, buy stop at 116-17
Mar 11 - long 1 ZBM0 at 116-11, sell stop at
Mar 9 - short 1 ZBM0 at 116-17, buy stop at 116-11
Mar 9 - long 1 ZBM0 at 116-20, sell stop at 116-17
ZNM0
trades 116-11
Mar 9 - short 2 ZNM0 at 116-31, buy stop at 116-23
Mar 9 - long 2 ZNM0 at 116-31, sell stop at 116-31
Mar 5 - short 2 ZNM0 at 117-15, buy stop at 117-00
Mar 3 - long 2 ZNM0 at 117-19, sell stop at
ZFM0
Mar 9 - short 3 ZFM0 at 115-19, buy stop at 115-08
Mar 9 - long 3 ZFM0 at 115-19,sell stop at 115-19
Mar 3 - short 3 ZFM0 at 115-30, buy stop at 115-20
Mar 3 - long 3 ZFM0 at 115-29,sell stop at
ZTM0
trades 108-12
Mar 9 - short 3 ZTM0 at 108-19, buy stop at 108-15
Mar 9 - long 3 ZTM0 at 108-119 , sell stop at 108-19
Mar 8 - short 3 ZTM0 at 108-20, buy stop at 108-19
Mar 3 - long 3 ZTM0 at 108-22 , sell stop at 108-21
Strategy based on daily moving average cross
CBT Spreads
Mar10 ZB -ZF
trades 1.985 bp's
Mar 10 - buy 2 ZBM0 / sell 6 ZFM0 at 2.05 bp's
Mar 8 - sell 2 ZBM0 / buy 6 ZFM0 at 2.07 bp's
Mar 3 - buy 2 ZBM0 / sell 6 ZFM0 at 2.07 bp's
Feb 23 - sell 2 ZBM0 / buy 6 ZFM0 at 2.03 bp's
Mar10 ZN -ZF
trades 1.23 bp's
Mar 3 - buy 2 ZNM0 / sell 6 ZFM0 at 1.31 bp's
Feb 23 - sell 2 ZNM0 / buy 6 ZFM0 at 1.27 bp's
Mar10 ZB - ZT
trades 2.98 bp's
Mar 10 - buy 2 ZBM0/sell 6 ZTM0 at 3.03 bp's,
Mar 5 - sell 2 ZBM0/buy 6 ZTM0 at 3.03 bp's
Mar 3 - buy 2 ZBM0/sell 6 ZTM0 at 3.03 bp's,
Feb 23 - sell 2 ZBM0/buy 6 ZTM0 at 3.03 bp's
Mar10 ZF - ZT
trades 1.00 bp's
Mar 5 - sell 10 ZFM0 / buy 11 ZTM0 at + .96 bp's
Mar 3 - buy 10 ZFM0 /sell 11 ZTM0 at + .96 bp's
EDRed vs EDGreen
trades + 1.36
Mar 5 - buy 10 GEH11 /sell 10 GEH12 at + 1.33
Feb 23 - sell 10 GEH11 / buy 10 GEH12 at + 1.42
HYG
Mar 11 - buy HYG at 88.2 on a stop , sell stop 88.1
HiTieldETF
LQD CorPBond
Mar 10 - buy LQD at 105.5 on a stop, stop at 105.6
TIP
Mar 11 - buy TIP at 103.94 on a stop, sell stop at 103.78
PFF
Mar 9 - buy PFF at 38.55 on a stop, sell stop at 38.8