As you can see from this chart...the supply imbalance could not have played out any more perfect. My position was never "tested" by the market (newsletter was sent out where you see the cross-hairs on the chart below).
My P&L on this trade was +28 ZN ticks (fully levered) in just about 24 hours.
That comes to just over +30% return on AUM in just one day.
---------- Forwarded message ----------
From: Govt Trader <firstname.lastname@example.org>
Date: Thu, Jan 29, 2015 at 4:09 PM
Subject: GovtTrader Supply Imbalance NewsLetter
Today the UST model has triggered a supply imbalance in ZN futures.Yesterday was a P-up, and today was a non-facilitating sell imbalance (meaning *they* tried to sell the mkt early, but the mkt came right back up in the afternoon).
ZN is currently trading 130-04 while ES is @ 2014
Tomorrow in the month-end trade...which should be supportive of this UST rally.
As you all saw on twitter, i bought both the 7yr auction (ZN @ 130-02), and then ZN after the auction @ 129-30 (so my avg price is long ZN @ 130-00).
Remember, everything in trading is based on probabilities. We never have 100% certainty. Even tho i'm confident that this will play out in my favor...that is not a guarantee.