K DELTA 2016: Commodity futures trading system
Updated 02-08-16
KDelta profit YTD=$14,869=149%:
YTD = 17 wins & 8 losses = 68% winning trades
(no compounding using single contracts on $10,000 hypothetical initial balance)
Commodity deflation risk continues to escalate as Oil hovers near decade lows at $30 while negative economic surprise indices and credit spreads weaken. Treasury prices are rising to multi-month highs while interest rates fall awaiting an Oil bottom and better news from China.
Open positions: Entry Exit Stop (Loss)/profit
02-08-16 Buy ZNH 130-24 131-14 130-11
02-08-16 Sell ZMH 263.7 257.1 266.3
Pending Signal entries using Buy or Sell Stops only (GTC or good until canceled):
[wlmprivate “Annually|Bi-Annually|Monthly|Free Trial”] Sell ZSH 846-6 Exit 814-4 If entered, then Stop= 855-2
Sell COH 2730 Exit 2683 If entered, then Stop = 2765
Sell QMH 2755 Exit 2520 If entered, then Stop = 2840
::::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, 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 [/wlmprivate]
. $ P/(L) P/L
Date Signal Entry Exit date/price Contract %margin
02-08-16 Buy ZBH 164-08 02-08-16 165-08 1000 25%
02-05-16 Sell NKH 16630 02-08-16 16625 25 0.5%
02-04-16 Sell KEH 464-4 02-05-16 452-2 612 37%
02-03-16 Buy PAH 509.15 02-05-16 505.9 (425) (9%)
01-29-16 Buy ZNH 129-09 02-04-16 130-04 844 57%
02-13-16 Sell E6H 11001 02-03-16 11135 1675 43%
02-03-16 Buy N6H 6540 02-03-16 6640 1000 39%
01-29-16 Buy ZBH 161-19 02-02-16 162-25 1187 27%
01-29-16 Buy ZFH 120-15.50 02-02-16 120-26.50 343 35%
01-26-16 Sell CTH 6114 02-01-16 6190 (380) (31%)
February results: 9 wins & 2 losses: P/(L)=$5,881: YTD=$14,869
01-29-16 Sell S6H 9822 01-29-16 9772 625 13%
01-28-16 Sell ZMH 268.0 01-29-16 269.6 (160) (8%)
01-22-16 Sell S6H 9875 01-28-16 9919 (550) (11%)
01-27-16 Sell SBH 1392 01-28-16 1343 549 49%
01-26-16 Buy SIH 1443 01-28-16 1435 (400) (7%)
01-26-16 Buy GCJ 1113.8 01-27-16 1127.2 1340 32%
01-11-16 Sell KCH 11525 01-22-16 11685 (600) (18%)
01-15-16 Buy ZBH 159-05 01-22-16 159-08 93 2%
01-21-16 Buy DXH 9976 01-21-16 9939 (470) (16%)
01-11-16 Sell SBH 1422 01-13-16 1434 (135) (12%)
01-08-16 Sell OJH 138.90 01-12-16 131.50 1260 76%
01-05-16 Sell ZLH 2966 01-11-16 2925 246 23%
01-05-16 Sell PAH 540 01-06-16 518 2200 48%
01-04-16 Sell YMH 16990 01-08-16 16348 3210 75%
01-04-16 Buy GCG 1088.4 01-07-16 1106.2 1780 43%
January results: 9 wins & 6 losses: P/L=+$8,988/per contract YTD=$8,988
KDelta final profit for 2015 = $74,322 with no compounding using single contracts
Final results for 2014 trading single contracts per signal=$49,937