Economic global stagnation and commodity deflation remain in place. There are signs of strong underlying labor forces propelling the service sector higher despite the capacity excess weighing down the industrial sector and inflation. This sideways action in the price of most commodities has caused a higher than normal frequency of false breakouts in our KDelta trading model. Statistically the model performance in 2015, as in past years, is excellent. However, the slight decline in profit totals in recent weeks is one of those periods where we wait for the marketplace to gain clarity on global economic trends such that more decisive breakouts in commodities we track can provide high confidence investments on a trading basis. Some emerging markets are experiencing severe recessions or significant deceleration that will continue to risk sudden market panics over credit defaults or mere downgrades which would send commodities much lower again. Should we avoid unpredictable panics through the 1st quarter of 2016 then we suspect labor forces and stimulus will propel the service economy to a level that will cause a minor rebound in global growth and commodity prices by next spring. The stock Bull market should resume as well if it has not already bottomed. Stock prices have rebounded nicely from the late August and late September lows and a near an inflection point. Short term trends should turn down in late October, but any move over 2050 basis the SP 500 Index would favor the uptrend continuing with higher highs and higher lows.
K DELTA 2015: Commodity futures trading system
Updated 10-19-15
KDelta profit YTD = 659% Gain or $65,936 for 2015:
YTD = 68 wins & 37 losses 65% winning trades with no compounding using single contracts on $10,000 hypothetical initial balance.
(Italic=New trades/changes since last free update)
Open positions: Entry Exit Stop (Loss)/profit
10-15-15 Buy J6Z 8446 : 8525 Sell Limit 839 6 or Sell Stop 8361 order cancels order
(RBX November Unleaded Gas can convert to December contract RBZ with RBX by Expiration Day 10-30-15)
10-15-15 Sell RBX 12922 12035 13084 (convert/roll over to RBZ before 11-03-15)
10-15-15 Sell RBZ 13035 12159 13205
Pending Signal entries using Buy or Sell Stops only (GTC or good until canceled):
Buy A6Z 7359 7472
Sell J6Z 8234 8188 cancel order
Buy DXZ 9693 9746 cancel order
Sell E6Z 11106 10909 cancel order
Sell A6Z 6873 TBD cancel order
Sell QMX 4370 TBD cancel order
Sell GCZ or YGZ 1073.6 1039 cancel order
Sell HGZ 220.20 TBD
::::TBD= To Be Determined in future updates
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, 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, 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}
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
10-14-15 Buy SIZ 1612 10-19-15 1589 (1150) (17%)
10-14-15 Buy YGZ 1169.9 10-15-15 1189.3 970 45%
10-05-15 Buy ZLZ 2831 10-15-15 2831 0 0
10-06-15 Buy ZCZ 395-2 10-08-15 393-4 (85) (6%)
10-01-15 Buy KCZ 12340 10-05-15 12690 1312 35%
09-30-15 Buy ZSX 894-6 10-01-15 890-6 (200) (7%)
09-29-15 Sell NKEZ 17175 10-01-15 17500 (1625) (27%)
October results: 2 Wins & 4 loss = ($778)
YTD = 68 wins 37 losses $65,936
09-24-15 Sell QMX 4388 09-24-15 4470 (410) (16%)
09-22-15 Sell KCZ 115.95 09-24-15 117.35 (525) (14%)
09-22-15 Sell PLV 1945.3 09-24-15 947.3 (100) ( 5%)
08-24-15 Sell NGV 2692 09-21-15 2658 340 16%
09-02-15 Sell NGV 2637 09-21-15 2658 210 10%
08-24-15 Sell ZMZ 304.9 09-14-15 312.0 (710) (29%)
09-10-15 Buy NGV 2736 09-14-15 2803 670 32%
September results: 3 wins & 4 losses= ($525)
YTD = 66 wins & 33 losses = $66,714
08-28-15 Sell ZWZ 488-0 08-31-15 477-4 525 27%
08-24-15 Sell PAZ 58995 08-25-15 55550 3445 87%
08-03-15 Sell C6U 7628 08-24-15 7588 400 22%
08-12-15 Buy E6U 11138 08-24-15 11381 3037 78%
08-19-15 Sell ZSX 895-4 08-24-15 856-0 1975 69%
08-20-15 Sell ESU 203400 08-21-15 200375 1512 30%
08-19-15 Sell HOV 15383 08-20-15 14990 1650 29%
07-17-15 Sell GCZ 1134.9 08-12-15 1110.1 2480 59%
08-12-15 Buy ZFU 12001.75 08-12-15 12011.00 289 29%
08-03-15 Buy OJU 128.45 08-10-15 129.05 80 5%
07-31-15 Buy ZNU 12720.5 08-04-15 12704 (516) (35%)
08-07-15 Buy DXU 9832 08-07-15 9765 (670) (28%)
08-03-15 Buy OJU 127.05 08-05-15 132.65 840 57%
08-03-15 Sell HOU 15778 08-03-15 15431 1457 26%
August results: 12 wins & 2 losses = $18,016
YTD = 63 wins & 29 losses = $67,239
07-16-15 Sell S6U 104.93 07-30-15 103.22 2137 35%
07-22-15 Sell ZLZ 3158 07-27-15 3045 678 77%
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: 12 wins & 6 loss = $10,380
YTD 51 wins & 27 losses: Profit using single contracts= $49,223 = +492%
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.