KDelta is our shorter term commodity futures trading model covering over 30 different futures markets. While our work had preemptive Sell Buy and Stops for easy tracking of forecasts/signals, our biggest gains this past week have benefited from the slides in Crude Oil, the Australian Dollar, Gold and Soybean Oil. This was a fairly diverse set of signals that essentially reacted to the same thing: slowing global growth. The sluggish economies have been punctuated by more pronounced weakness in China and the fallout from the Greek debt anxiety. This reduced consumption expectation applies downward pressure on all commodities. About the only markets benefiting from such an environment is the US Dollar and Treasury Bond prices (Yields fall as Bond prices rise). Certainly weather is a major factor in the food markets as the excessive moisture sent prices sharply higher in June only to be followed by deflation pressures as weather has normalized in July.
Our KDelta breakout model without increasing trade size as profits grow (compounding) is currently showing hypothetical gross profits of approximately 464% in 2015.
K DELTA 2015: Commodity futures trading system
Updated 07-24-15
KDelta profit YTD =$46,408 = +464% for 2015 YTD 64% winning trades
(Italic=New trades/changes since last free update)
Open positions: Entry Exit Stop (Loss)/profit
07-22-15 Sell ZLZ 3158 3045 3138 Soybean Oil
07-17-15 Sell GCQ 1135.2 1055.8 1110.2 Gold
07-16-15 Sell S6U 104.93 103.22 140.63 Swiss Franc
Pending Signal entries using Buy or Sell Stops only (GTC or good until canceled):
Sell OJU 106.25 Exit 93 “or” Buy OJU 128.45 Exit 138
Buy E6U 114.86 Exit 117.26 Cancel order
Buy QMQ 5390 Exit 5582.5 Cancel order: contract expired
Sell NGU 2590 Exit 2355
————
Assume a $10,000 opening account & one contract per trade/signal
Legend: Currencies: Australian $=A6, British Pound=B6, Canadian $=C6,New Zealand $=N6, Euro=E6, Yen= J6, Swiss Franc=S6, US Dollar=DX. Ags: Corn= ZC, Wheat=ZW, Soybeans=ZS, Soybean Meal=ZM, Soybean Oil=ZL, Oats=ZO, Wheat=ZW, KC Wheat=KE. Metals: Copper=HG, Gold=GC, Silver=SI, Platinum=PL, Palladium=PA. Stock Indexes: SP 500=ES, Dow/DJIA=YM, Nasdaq=NQ, Mini-Russell 2000=TF. Softs: Cocoa=CC, 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-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}
Below: $P/(L)/contract=profit and loss of single contract trade per signal
P/L % margin= profit & loss per trade based upon margin required per contract
Profit/Loss based on $10k opening account for 2015 YTD
…………………………………………………………………….. $ P/(L) P/L
Date Signal Entry Exit date/price Contract %margin
{07-17-15 Sell QMQ 5067.5 Exit 4827.5 replaced expiring August contract with September contract below}
07-17-15 Sell QMU 5102.5 07-24-15 4862.5 1220 49%
07-16-15 Sell A6U 7327 07-24-15 7252 850 38%
07-06-15 Sell A6U 7469 07-24-15 7294 1750 80%
07-15-15 Sell GCQ 1143.7 07-20-15 1118.5 2520 61%
07-16-15 Buy ZMZ 356.5 07-16-15 349.7 (680) (28%)
07-13-15 Buy ESU 2079.25 07-14-15 2097.75 925 18%
07-07-15 Sell SIU 1534 07-13-15 1564 (1500) (20%)
07-06-15 Sell KCU 126.25 07-13-15 127.95 (638) (17%)
07-02-15 Sell GCQ 1162.0 07-08-15 1146.6 1540 37%
07-06-15 Sell A6U 7553 07-07-15 7402 1510 69%
07-07-15 Sell RBQ 197.13 07-07-15 198.13 (420) (7%)
06-26-15 Buy KEZ 590-2 07-06-15 598-2 400 81%
07-02-15 Buy NGQ 2870 07-06-15 2794 (760) (36%)
07-06-15 Sell HOQ 182.27 07-06-15 177.32 2079 37%
06-29-15 Sell HOQ 182.80 07-01-15 188.35 (2331) (42%)
06-26-15 Sell QMQ 59.15 07-01-15 57.35 1100 47%
July results: 10 win & 6 loss = $7565
YTD 49 wins & 27 losses: Profit using single contracts= $46,408 = +464%
06-18-15 Buy S6U 10867 06-19-15 10847 (250) ( 4%)
06-18-15 Buy A6U 7777 06-19-15 7711 (666) (30%)
06-22-15 Buy NQU 4544.00 06-25-15 4512.00 (640) (16%)
06-18-15 Buy GCQ 1191.9 06-18-15 1204.9 1300 32%
06-15-15 Buy CCU 3168 06-16-15 3225 570 52%
06-15-15 Sell CTN 63.02 06-16-15 63.31 (145) (10%)
06-11-15 Sell SBN 11.82 06-15-15 11.51 347 39%
06-09-15 Buy RBN 208.42 06-10-15 213.41 2096 33%
06-09-15 Sell ZBU 148-18 06-10-15 147-17 1132 30%
05-26-15 Sell J6M 8199 06-05-15 7950 3112 109%
06-05-15 Sell PLN 1088.7 06-05-15 1092 (165) (8%)
05-29-15 Buy ZFM 119-21.75 06-01-15 119-15.50 (49) (5%)
06-01-15 Sell ZMN 301.3 06-01-15 297.3 400 19%
June results: 7 wins & 3 losses = $7042
YTD 39 wins & 21 losses =$38,843 = +388%
05-29-15 Buy ZNM 128-05 05-29-15 128-05 0 0
05-22-15 Sell ZSN 934-6 05-29-15 934-6 0 0
05-21-15 Sell QMN 59.1 05-26-15 58.025 537 23%
05-14-15 Buy YMM 18189 05-26-15 18185 (20) 0%
05-19-15 Sell ZSN 948-6 05-22-15 932 837 38%
05-20-15 Sell J6M 8279 05-26-15 8201 975 34%
05-20-15 Buy ESM 2120 05-26-15 2114 (300) (6%)
05-12-15 Sell ZMN 307.4 05-13-15 302.7 470 22%
05-11-15 Buy CCN 2968 05-11-15 3010 420 38%
05-01-15 Sell KCN 134.30 50% 05-08-15 134.05 109 2%
05-04-15 Sell KCN 131.95 50% 05-08-15 134.30 (1022) (23%)
05-05-15 Buy PAM 788.10 50% 05-08-15 801
& 50% 05-11-15 783.90 435 10%
04-13-15 Sell ZFM 120-00 05-05-15 119-21 344 35%
04-29-15 Buy S6M 10580 05-05-15 10805 2812 34%
04-29-15 Buy QMM 5885 05-05-15 6030 725 27%
May results: 10 wins & 2 loss P/L= $6,052
YTD results= 32 wins & 15 losses: P/L=$31,801 = 318%
04-29-15 Sell ZNM 128-18 04-30-15 127-27 718 43%
04-23-15 Buy ESM 2110 04-30-15 2090.50 (950) (19%)
04-24-15 Sell ZCN 374-6 04-27-15 366-4 412 37%
04-16-15 Buy N6M 7639 04-23-15 7594 (450) (19%)
04-15-15 Sell RBM 188.60 04-20-15 190.15 650 25%
04-13-15 Buy HOM 180.60 04-15-15 189.00 3528 70%
04-09-15 Sell ZMN 314.5 04-20-15 317.5 (300) (14%)
04-09-15 Sell NGM 2632 04-16-15 2632 0 0
03-30-15 Sell NGK 2619 04-02-15 2718 (990) (23%)
04-02-15 Buy ZWK 540-6 04-07-15 526 (738) (52%)
04-02-15 Buy KEK 579-4 04-07-15 564-4 (250) (18%)
03-31-15 Sell ZOK 265-2 04-01-15 262 162 13%
April results: 5 wins & 6 losses P/L=$ 1792
YTD results=22 wins & 13 losses: P/L = $25,459 = +255%
03-17-15 Sell ZCK 373-4 03-20-15 377-6 (213) (19%)
03-13-15 Sell D6H 7800 03-18-15 7921 (1210) (66%)
03-10-15 Sell J6H 8218 03-12-15 8272 (675) (21%)
02-12-15 Buy NQH 4342.5 03-10-15 4389.5 940 24%
02-13-15 Buy ESH 2089 03-06-15 2089 0 0
02-26-15 Buy DXH 95.24 03-05-15 96.60 1360 82%
02-26-15 Sell E6H 112.74 03-04-15 111.28 1825 54%
02-26-15 Buy HOJ 19423 03-04-15 18823 (2520) (50%)
March results: 3 wins & 4 losses: P/L= $(493);
YTD=17W&7L: YTD P/L=$23,667=237%
02-25-15 Buy RBJ 18825 02-27-15 19528 2952 52%
02-25-15 Buy A6H 7860 02-26-15 7830 (300) (12%)
02-24-15 Buy HGK 264.10 02-26-15 270.60 1625 43%
02-17-15 Sell LBK 303.75 02-24-15 292.9 1193 68%
02-18-15 Sell OJK 133 02-23-15 129 600 45%
02-17-15 Sell KCK 161.15 02-19-15 154.20 2606 59%
01-16-15 Sell ZSH 990-6 02-03-15 966-6 1200 44%
February results:6 wins & 1 losses:14W/3L:P/L=$9,876:YTD=$24,160=+242%
01-28-15 Sell QMH 4479 01-29-15 4369 550 20%
01-26-15 Sell S6H 11353 01-29-15 10891 5775 69%
01-22-15 Sell B6H 15026 01-26-15 15053 (169) (9%)
01-13-15 Sell ZMH 336.9 01-20-15 322.2 1470 67%
01-15-15 Sell NQH 4080.5 01-16-15 4101.5 (420) (11%)
01-12-15 Sell HOG 16714 01-13-15 16316 1671 44%
01-12-15 Sell QMG 4682 01-13-15 4545 685 37%
12-15-14 Sell HEG 83.25 01-06-15 78.17 2032 154%
01-02-15 Sell D6H 8544 01-05-15 8472 720 57%
12-30-14 Sell CLG 53.97 01-05-15 50.03 1970 105%
January results: 8 wins & 2 loss: P/L=$14,284= +143% gain on $10k account
Final results for 2014 trading single contracts per signal=$49,937 which = +250% on a $20,000 account & 500% on a $10,000 account starting value
Disclaimer and Notice: Nothing herein, including any attachments, should be construed as an offer to sell or as a solicitation of an offer, or a recommendation, to buy any interest in any investment or other product. This 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 that 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.