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.
We received a buy signal in 30-Year bonds today. The stop should be 145’09. This was the only signal that wasn’t indicated previously. We closed out our Lean Hog position, as well.
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 |