KDelta Futures Trading Model

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

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