Category Archives: futures

18 September 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.

The system had buy signals for S&P Midcap 400 and the S&P 500. We already have positions in the hypothetical portfolio for these commodities so no activity is required. We have an exit signal in Lean Hogs. We’ve already exited from this position in the hypothetical portfolio.

We currently have a Sugar position but I’ve determined that this was entered in error. We have a small gain in the position so by removing it I’m not biasing the results to bolster the perceived returns of the hypothetical system. The data acquisition routine gathered duplicates of some days resulting in erroneous calculations. I noticed that the signals were different in my production server and this one on the blog and after investigation was able to find and correct the error.




15 September 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.

The system had buy signals for S&P Midcap 400, Sugar and the S&P 500. We already have positions in the hypothetical portfolio for these commodities so no activity is required. There were no exit signals, except for a signal to roll Crude Oil to the November contract.