Hedger Portfolio Locking In Large Open Profits

HS Hedger Portfolio 2016

06-08-16 = +129% Profit on Closed Trades

Our Wheat trade has pushed higher basis HS & KDelta Models. With the Dollar fall supporting a rebound in the Yen and ag prices our open unrealized open profits are growing. US economy appears to be in a slow recovery mode that may not be completely apparent until early 2017. However, exogenous shocks from China and the export market upon commodity prices remain a longer term risk until the global growth moves clearly above the stall speed of the 1st quarter 2016.

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)

Entry                                  Trailing Stop If Entered

Sell J6U 8964                                            9070

Buy B6U 14768                                       14598

Sell ZBU 161-22                                      163-21

Sell SBV 1733                                          1793

Buy HGN 21455                                      20800

Sell C6U 7586                                          7745

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

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

Entry                                           Trailing Stop

02-08-16 Buy J6M 8644                           8974

03-24-16 Buy ZMN 277.0                        391.0

03-11-16 Buy ZSN 895-0                         1067-6

05-25-16 Buy ZCN 407-4                         404-4

06-02-16 Buy ZWN 485-0                        470-0

06-06-16 Buy CTV 6505                          6317

 

Closed Trades

Entry                                        Exit              Profit/contract

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: (350)    YTD = $38,828

02-25-16 Buy D6M 7328      05-18-16 7695       $3,675

04-25-16 Buy B6M 14520    05-11-16 14474     ($288)

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

04-01-16 Buy CTN 5882        05-05-16  6205       $1,615

04-15-16 Buy ZCN 378-4       05-05-16 372-0      ($325)

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

04-19-16 Buy NGM 2165      04-27-16  2120       ($900)

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

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

03-30-16 Buy S6M 10406    04-13-16 10406         0

03-31-16 Buy E6M 11414    04-13-16 11348       ($825)

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

04-04-16 Buy NGM 2133     04-06-16 2021         ($1120)

03-03-16 Buy PAM 532.2    04-05-16 549.6         $1740

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

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

03-11-16 Buy KCN 127.70   03-31-16 12770        0

02-26-16 Buy HGN 21440    03-30-16 22085       $1,612

03-04-16 Buy HOM 11305   03-29-16 11615       $1,302

02-03-16 Buy SIK 1463         03-24-16 1519         $2,800

01-06-16 Buy GCM 1089.7   03-23-16 1227.2     $13,750

01-08-16 Buy ZFM 118-26    03-01-16 120-22     $1,875

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)

02-26-16 Buy ZWN 495-0     02-04-16 482-0       ($650)

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

02-03-16 Buy E6H 11089      02-18-16 11099       $115

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

12-24-15 Buy J6M 8348        01-29-16 8442 96    $1200

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

{Assume $30,000 starting balance}

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.

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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