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.