Author Archives: proprietor

First Quarter Trade List

The following are the hypothetical trades generated by the system that were closed in the first quarter of 2017. The profit amount show already has $25 per contract round-trip subtracted to account for commissions.

Entry Date Exit Date Profit Sym Month Size Entry Price Exit Price Commission Notes
2017-02-03 2017-03-28 $31,905.00 GC 2017J 9 1217.8 1253.5 $225.00 Roll:2017J:2017M
2017-02-22 2017-03-27 -$43,470.00 ZM 2017K 18 342.2 318.3 $450.00 SellMOO
2017-03-21 2017-03-22 -$4,655.00 HE 2017J 19 68.775 68.225 $475.00 Roll:2017J:2017M
2017-03-17 2017-03-21 -$3,325.00 HE 2017M 19 77.8 77.425 $475.00 Roll:2017M:2017J
2017-01-19 2017-03-17 $4,655.00 HE 2017J 19 68.825 69.5 $475.00 Roll:2017J:2017M
2016-12-13 2017-03-14 $19,170.00 EW 2017H 6 1680.6 1712.8 $150.00 Roll:2017H:2017M
2016-12-13 2017-03-14 $63,330.00 NQ 2017H 6 4865.5 5394.5 $150.00 Roll:2017H:2017M
2016-12-13 2017-03-14 $67,788.00 ES 2017H 11 2250.25 2374 $275.00 Roll:2017H:2017M
2017-02-24 2017-03-14 -$48,375.00 ZB 2017M 10 150.78125 145.96875 $250.00 SellMOO
2017-02-23 2017-03-13 -$70,740.00 CL 2017J 12 53.91 48.04 $300.00 Stopped out
2017-02-22 2017-03-07 -$61,665.00 SB 2017K 25 20.77 18.59 $625.00 Stopped out
2017-02-08 2017-02-24 $256.00 ZF 2017H 41 118.17188 118.20312 $1,025.00 Roll:2017H:2017M
2017-01-13 2017-02-24 -$7,625.00 HG 2017H 10 2.667 2.6375 $250.00 Roll:2017H:2017K
2017-02-09 2017-02-24 -$14,938.00 ZB 2017H 10 153.5 152.03125 $250.00 Roll:2017H:2017M
2017-02-21 2017-02-22 $11,415.00 SB 2017H 25 20.42 20.85 $625.00 Roll:2017H:2017K
2016-12-20 2017-02-22 $37,350.00 ZM 2017H 18 316.4 337.4 $450.00 Roll:2017H:2017K
2017-02-17 2017-02-21 $775.00 SB 2017K 25 20.35 20.4 $625.00 Roll:2017K:2017H
2017-02-06 2017-02-17 -$25,545.00 SB 2017H 25 21.28 20.39 $625.00 Roll:2017H:2017K
2017-01-20 2017-02-07 -$29,533.00 RB 2017H 8 1.5664 1.4791 $200.00 Stopped out
2017-01-19 2017-01-20 $1,110.00 RB 2017G 8 1.5416 1.5455 $200.00 Roll:2017G:2017H
2017-01-18 2017-01-19 -$3,705.00 HE 2017G 19 65.9 65.475 $475.00 Roll:2017G:2017J
2017-01-18 2017-01-19 -$18,882.00 RB 2017H 8 1.6303 1.5747 $200.00 Roll:2017H:2017G
2016-12-12 2017-01-18 $28,025.00 HE 2017J 19 66 69.75 $475.00 Roll:2017J:2017G
2016-12-29 2017-01-18 -$25,131.00 RB 2017G 8 1.6768 1.6026 $200.00 Roll:2017G:2017H
Total: -$91,810.00 $9,450.00

31 March Futures Update

Disclaimer- The following is presented for entertainment purposes only. Do not attempt to trade using this data! I recommend that you not trade futures at all. Among other things, you can lose more than your initial investment if you do so.

Today was a repeat of the last several days, as the system generated buy signals for 5-Year T-Notes and 10-Year T-Notes. The hypothetical system is already long both of these so as a position is already established, no new position is required. We also received sell signals in Fed Funds Futures, Soybean Meal and Sugar. The system closed the Soybean meal position on the open of Monday’s session and hasn’t had positions in sugar or fed funds in some time.

I’ll try to get a summary of closed trades for the first quarter up soon.