K DELTA 2016: Commodity futures trading system
Updated 08-03-16
KDelta net profit YTD=$25,580=256%:
YTD = 37 wins & 26 losses = 59% winning trades
(using single contracts on $10,000 hypothetical initial balance, no compounding)
Open positions
Entry Exit Stop (Loss)/Profit Exit
0
Pending Signals: entries using Buy or Sell Stops only (GTC or good until canceled):
Entry Price Target Exit Price Initial Trailing Stop
Buy CTZ 7501 7791 7315
Sell CTZ 7153 6900 7323
Buy KEU 433-0 450-4 410-2
Sell KEU 398-6 377-0 417-6
Buy A6U 7662 7746 7571
Sell SBV 1870 1825 1905
Sell HGU 21775 21275 22055
Legend: 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, Mexican Peso = M6, 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.
Assume a $10,000 opening account & one contract per trade/signal
Below: $P/(L)/contract=profit and loss of single contract trade per signal
P/L % margin= profit & loss per trade based upon margin/investment required per contract
Profit/Loss based on $10k opening account for 2016 YTD
KDelta 2016 Closed Trades/Performance
. $ P/(L) P/L
Date Signal Entry Exit date/price Contract %margin
07-22-16 Sell CCU 2895 08-01-16 2892 30
August results: 1 win $30 YTD = $25,580
07-25-16 Sell ZLZ 3013 07-29-16 (3062) (294) (36%)
07-19-16 Buy DXU 9687 07-27-16 9706 190 8%
07-22-16 Sell C6U 7586 07-27-16 (7626) (400) (25%)
07-22-16 Sell KCU 144.80 07-22-16 140.65 1556 50%
07-20-16 Sell QMU 4517.5 07-20-16 4605 (438) (23%)
07-07-16 Sell QMQ 4580 07-12-16 4635 (275) (15%)
07-11-16 Buy CTZ 6665 07-12-16 6930 1325 104%
07-08-16 Buy N6U 7233 07-11-16 7193 (400) (16%)
06-29-16 Buy KCU 14430 07-06-16 14195 (881) (28%)
July results 3 wins & 6 loss: P/(L)= $383: YTD = $25,550
06-28-16 Buy PAU 571.5 06-30-16 594.5 2300 50%
06-24-16 Buy YMU 17990 06-24-16 17800 (955) (27%)
06-16-16 Buy KCU 13980 06-23-16 13980 0 0
06-09-16 Buy ZNU 131-08 06-20-16 131-15 219 16%
06-02-16 Buy OJN 156.00 06-09-16 163.45 1117 58%
06-03-16 Buy ZBU 165-28 06-14-16 169-11 3469 86%
06-02-16 Sell M6M 5360 06-07-16 5386 (130) (8%)
06-02-16 Buy ZWN 485-0 06-06-16 506-4 1075 70%
June results: 5 Win & 1 Loss: P/(L) = 7095 YTD = $25,167
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.