Cotton Reverses As HS Model Gains

HS: Hedger Portfolio 2016

08-10-16

Futures Portfolio = +272% Profit on Closed Trades

Cotton reversed on a dime after large upside gains in a spike top. Our KDelta model exited near the highs, but the longer term slower moving HS model still captured large profits and we had the extra benefit of advising a short sale on the way down with new gains locked in.

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Pending trade set-ups awaiting overbought or oversold momentum to Sell or Buy are as follows:

COT Buy preset:   Wheat; Kansas Wheat; Corn; Bean Oil; Pound; Feeder Cattle; Peso

 COT Sell preset:   Sugar; Silver; Gold; Copper;  Yen; Platinum;  Soybeans; Bean Meal; OJ; Cotton; Coffee;  Lumber; 5 Yr Notes; 10 Yr Notes; 30 Yr Bonds

 

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HS is a longer term contrary opinion hedge investment model using a diversified portfolio. Profitable trade duration average = ~ 7 weeks {vs KDelta model trades average about 2 days}

Pending Trades (shows potential upcoming trades that have extreme sentiment set up for longer term reversals once the short term trend reverses)

Futures

Entry on Stop          Trailing Stop                  ETF Entry       Trailing Stop

Buy KEZ 444-0                     423-6

{Trade entry using Buy or Sell Stops only, unless specified}

Open Trades (Open profits/Losses) are not reflected in year to date Profit(Loss)

Futures                              Trailing                       ETF                        Trailing

Entry                                    Stop                           Entry                      Stop

08-09-16 Sell CTZ 7550       7450

08-10-16 Buy ZWZ 444-2    426-2                        Buy WEAT 7.92       7.63

 

Closed Trades                                                    Profit                                                                          %

Entry                                          Exit                   Contract                 ETF         Entry             Exit       P(L)

06-06-16 Buy CTZ 6596         08-08-16  7583       4935                    BAL         43.44            50.75   16.8%

07-07-16 Sell HOU 14385      08-05-16  12959    5989

07-15-16 Sell SBV 1936          08-04-16 1953    (190)

08-02-16 Buy B6U 13313       08-04-16 13209  (676)                        FXB    130.00      127.28          (2%)

August results: $10,058   YTD = $81,577

 

07-12-16 Sell J6U 9703          07-29-16 9700       37

06-08-16 Buy KCU 13990       07-25-16 14000     37                          JO         21.00         21.00      0

02-08-16 Buy J6U 8686          07-12-16 9704        12725                   FXY      83.36         92.59      11.1%

06-29-16 Sell ZLZ 3141           07-12-16  3120       126

07-07-16 Sell SBV 2017          07-11-16  2017       0

06-21-16 Sell ZCZ  426-4        07-08-16 360-0       3325

03-11-16 Buy ZSX 898-4         07-06-16 1067-6     8462                    SOYB   17.72        20.66      16.4%

06-23-16 Sell SBV 1908          06-29-16 2023       (1288)

06-24-16Sell ZSX 1097-0        06-28-16  1108-2   (563)

03-24-16 Buy ZMZ 281.3       06-24-16  375.6       9430

06-16-16 Buy N6U 7002        06-24-16 7002          0

July results: 32,291   YTD = $71,519                                                                         

 

05-26-16 Buy ZCZ 409-0        06-21-16 426-4        $875                    CORN   22.30       22.57      1.2%

06-02-16 Buy ZWZ 512-0      06-21-16 502-4        ($475)                  WEAT   9.00         8 .87       (1.4%)

05-18-16 Sell SIN 1679          06-08-16  1672         $350

05-16-16 Sell S6U 10282       06-03-16  10282      $0

05-24-16 Sell GCQ 1230.4     06-03-16 1237.4     ($700)

June results:  50    YTD = $39,228                                                                           

02-25-16 Buy D6M 7328       05-18-16 7695         $3,675                 FXC      72.75        76.14     4.66%

04-25-16 Buy B6M 14520     05-11-16 14474      ($288)                  FXB      143.08      141.49  (1.11%)

04-27-16 Sell ZLN 3340         05-09-16 3342         ($12)

04-01-16 Buy CTN 5882        05-05-16  6205         $1,615                BAL      38.46        41.16    7.02%

04-15-16 Buy ZCN 378-4       05-05-16 372-0       ($325)                 CORN   21.46        21.13   (1.54%)

03-01-16 Buy M6M 5521      05-04-16 5643         $610

May results: +$5,275/contract  YTD= $39,178                                                      

03-02-16 Buy A6M 7222       04-27-16  7595        $3,730                FXA       72.51      76.05      4.88%

04-19-16 Buy NGM 2165      04-27-16  2120        ($900)                UNG      7.39        6.96        (5.90%)

04-19-16 Buy ZWN 486-4     04-22-16   487-0      $25                    WEAT    9.17        9.17          0

04-20-16 Buy KEN 500-2      04-22-16   485-4      ($738)

03-31-16 Sell SBN 1559        04-18-16 1528          $347.2

02-17-16 Buy LBK 251.6       04-14-16 285.9         $5,295              WOOD  41.38       44.68      7.97%

03-30-16 Buy S6M 10406    04-13-16 10406         0                        FXF        99.81      100.03     0.22%

03-31-16 Buy E6M 11414    04-13-16 11348       ($825)                FXE        111.88    110.52   (1.22%)

04-01-16 Sell RBM 13721    04-08-16 13721         0

04-04-16 Buy NGM 2133     04-06-16 2021         ($1120)              UNG      6.89         6.50       (5.66%)

03-03-16 Buy PAM 532.2    04-05-16 549.6         $1740                PALL      51.13       53.14      3.93%

01-04-16 Sell CTN 64.10      04-01-16 58.82         $2,625

03-04-16 Buy CLM 3853      04-01-16 3863          $100                  USO      9.42         9.42        0

April results = +$10,279/contract   YTD = $33,903 = 106%                               

03-11-16 Buy KCN 127.70   03-31-16 12770        0                         JO         19.36       19.44      0.41%

02-26-16 Buy HGN 21440    03-30-16 22085       $1,612               JCC       24.73        25.50     3.10%

03-04-16 Buy HOM 11305   03-29-16 11615       $1,302              UHO      12.23       12.43      1.16%

02-03-16 Buy SIK 1463         03-24-16 1519         $2,800               AGQ     29.37       31.79      8.24%

01-06-16 Buy GCM 1089.7   03-23-16 1227.2     $13,750            UGL       31.44       39.06     24.24%

01-08-16 Buy ZFM 118-26    03-01-16 120-22     $1,875              IEI          123.70     125.35   1.33%

March results = +$21,419  YTD = $23,624                                               

12-17-15 Sell CCN 3265        02-24-16 2928         $1,685

02-09-16 Buy S6M 10304     02-12-16 10282      ($283)                FXF      99.08       98.53    (0.55%)

01-26-16 Buy ZWN 495-0     02-04-16 482-0       ($650)                WEAT  9.34         9.09      (2.68%)

01-27-16 Sell SBN 1350         02-23-16 1338         $138

02-03-16 Buy E6H 11089      02-18-16 11099       $115                  FXE      108.21     108.72    0.47

February results = +$1,005  YTD = $2,205                                                            

12-24-15 Buy J6M 8348        01-29-16 8442 96    $1200               FXY      80.53        81.46     1.15%

January results = +$1,200   YTD = $1,200                                                               

{Assume $30,000 starting balance for hypothetical futures portfolio}

Symbol/trade entry guide: Currencies: Australian $=A6 or 6A, British Pound=B6 or 6B, Canadian $=C6 or 6C, New Zealand $=N6 or 6N, Euro=E6 or 6E, Yen= J6 or 6J, Swiss Franc=S6 or 6S, US Dollar=DX.  Ags: Corn= ZC, Soybeans=ZS, Soybean Meal=ZM, Soybean Oil=ZL, Oats=ZO, Wheat=ZW, KC Wheat=KE. Metals: Copper=HG, Gold=GC, mini-Gold= YG, Silver=SI, Platinum=PL, Palladium=PA. Stock Indexes: SP 500=ES, Dow/DJIA=YM, Nasdaq=NQ, Mini-Russell 2000=TF, Nikkei=NKE. Softs: Cocoa=CC or CO, Coffee=KC, Sugar=SB, Cotton=CT, Orange Juice=OJ, Lumber=LB.  Bonds: 30 Year T-Bonds=ZB, 10 Year Note=ZN, 5 Year Note=ZF. Energies: RB=Unleaded Gasoline; HO=Heating Oil; CL= Crude Oil; QM=mini-Crude Oil; NG=Natural Gas     {final or 3rd– letter in symbol refers to contract month: Jan’=F; Feb’=G; Mar’=H; Apr’=J; May=K; Jun’=M; Jul’=N; Aug’=Q; Sep’=U; Oct’=V; Nov’=X; Dec’=Z}. All contracts are considered to be the most current year.

 

Commodity ETF Legend: ETF’s: Currencies: FXE long Euro;  EUO short euro; UDN short $;  UUP long $; CROC short Aussie;  FXA long Aussie;  FXC long Canadian; FXY long Yen; YCS short Yen; FXF long Swiss; FXB long Brit Pound;  AGS: JO= coffee;  WEAT = wheat; NIB= Cocoa; BAL=Cotton; SGG=sugar; CORN=corn; SOYB=soybeans;    Metals:  GLD = 1xGold;  DGP or DGP=double long Gold;  GLL=2xshort Gold; DZZ=double short Gold;   AGQ=long Silver; ZSL=short silver; Copper = JJC;  Platinum = PPLT;  Palladium = PALL;  Energy: UNG=long Nat Gas; KOLD ultra-short Nat Gas; UGAZ=triple long Nat Gas; DGAZ=triple short Nat Gas; UWTI=triple long Oil;  USO=long Oil; SCO=short Oil; DTO=double sort Oil;  Gasoline = UGA; Heating Oil = UHN; Treasury Bonds:   7-10 Yr = IEF; 3-7 Yr = IEI; 20+ Yr = TLT; Short Treasury= SHV; Short 20+ Yr = TBF     Meats: Livestock = COW;  Lumber = WOOD

 

Disclaimer and Notice:  This report may contain information on investments that are high risk and have substantial risk of principal loss.  It is for informational purposes only. Statements in this communication are not statements of fact are merely opinions or forward looking statements from a potentially biased source(s) that involve known and unknown risks, uncertainties and other factors that could cause actual future results to differ materially from any prior or projected results. Statements in this communication may be inaccurate and/or unsuitable for you.  You must perform your own due diligence.  Your investment decisions should always be made based on your specific financial needs, suitability, objectives, goals, time horizon and risk tolerance.  Any decision is at your sole discretion and at your sole risk.  You are advised to consult with your individual investment and tax professionals before making any investment.  Past performance is no guarantee of future results.

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