22 May 201

Realized P/L for this contract (ZS) = $-80.36   % Return = -1.25

Given the considerable uncertainty introduced into the grains markets by the introduction of the extended electronic trading hours (extended from 0930-1315 to 0830-1400), I will switch to the S&P Surfer strategy for this blog account.

Note the light volumes during the 1st hour and last 45 minutes of the new session. It is to be expected that the volumes will increase as traders adapt to the new conditions, but the change could well result in some fundamental changes to the way these markets act.


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