KDelta futures trading model update

K DELTA 2014: Commodity futures trading system

Updated 12-23-14

Open positions:

12-15-14  Sell HEG 83.25  Exit 78.25  Profit Stop 83

12-03-14 Sell ZLH 3213  Exit 3056 Stop 3278

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 .

Assumes $20,000 starting principal for single contract per signal model.                                                        

………………………………………………………………………$ P/(L)        P/L

Date         Signal    Entry        Exit date/price        Contract    %margin

December results: 3 wins & 3 losses: +$4830: YTD=+$44,411=+222%

12-10-14 Buy PAF 816.15     12-15-14  811.40        (475)             (13%)

12-12-14 Buy ZCH 401-4       12-15-14   411-6          512                47%

12-01-14 Sell KCH 185.35     12-11-14 175.20        4930                82%

12-03-14 Sell E6H 123.67      12-09-14 124.07        (500)             (24%)

12-03-14 Sell S6H 102.67      12-10-14 103.50       (1037)            (45%)

11-25-14 Buy KEH 618           12-01-14   646           1400                98%

 

 

November results: 3 wins & 1 loss=$6,003: YTD=36 W&17L=$39,581=+198%

11-03-14 Sell CLF 78.77         11-04-14  75.82          2950             79%

11-28-14 Sell HGH 294          11-28-14 285               2250           157%

10-31-14 Sell PLF 1239.6       11-05-14 1216.3         1165             59%

11-12-14 Buy ZCZ 381-2        11-18-14 374               (362)            33%

October results: 2 wins & 0 losses: =$4,260: YTD=33W&16L:=$33,578=+168%

09-23-14 Sell CTZ 62.2           10-02-14  60.20          1100             83%

10-15-14 Sell NGZ 3876         10-24-14  3560           3160           106%

 

September results: 3W&1L=$3214: YTD=31W&16L=68%=$29,318=+147%

09-09-14 Sell HGZ 31015       09-16-14   312.05       (475)           (16%)

09-03-14 Sell ZWZ 542           09-11-14   511            1550             94%

09-09-14 Sell ZMZ 337.7        09-18-14   323.7        1400              64%

09-04-14 Sell SBV 1529          09-10-14   1463           739              49%

 

August results: 3 W& 0L=$2790:YTD=29W&15L=66%Wins:$26,104=+131%

08-20-14 Sell E6U 13334        08-21-14 13256           975              51%

08-06-14 Buy ZNU 126-01      08-15-14 126-24         375              26%

07-09-14 Sell ZLZ 3771            08-11-14   3527         1440            114%

 

July results: 3W&1L=$524: YTD=26W&15L=63%=$23314=+117%

07-29-14 Sell SBV 1686           07-31-14   1650           414              27%

06-12-14 Buy A6U 9358          07-30-14   9269          (890)           (62%)

06-25-14 Buy S6U 11236        07-02-14 11256           250             12%

07-01-14 Buy PLV 1496.9       07-01-14   1511.5        750             32%

 

June results: 1 W & 1 L=$249: YTD=23W&14L=62%=$22790=+114%

06-30-14 Sell ZCZ 236             06-30-14 226-6           462.5           28%

05-27-14 Sell SBN 1704          06-18-14 1723             (213)          (14%)

 

 

May results 8 W&3 L=+$6075: YTD=22W&13L=63%=$22,541=+113%

05-27-14 Sell GCM 1268.4    05-30-14  1246.7      1085             21%

05-14-14 Buy ZNM 125-07    05-29-14 126-21      1437           100%

05-21-14 Buy NQM  3618.5   05-27-14 3710.5      1840            50%

05-19-14 Buy ZMN 494.4       05-22-14 503              850            39%

05-15-14 Sell CN 490-4           05-21-14 473-4          850             52%

05-12-14 Buy ESM 1893         05-15-14 1882          (550)          (11%)

05-12-14 Buy HGN 310.5        05-12-14 314.85      1087            37%

05-05-14 Buy ZWN 725-4        05-12-14 709           (825)          (50%)

05-01-14 Sell CCN 2921          05-08-14 2854           670             72%

05-08-14 Buy E6M 13970       05-08-14 13900       (875)          (45%)

04-16-14Buy B6M 168.13       05-06-14 168.94       506            37%

 

April results: 2 wins & 2 losses=+$2,450=+12%:YTD=14 W&10L=+$17551=88%

04-22-14 Buy KCN 21155        04-25-14 20680      (1662)       (29%)

03-31-14 Buy ZSN 1429-2       04-09-14 1490          3037          92%

03-31-14 Buy ZMN 458           04-09-14 475            1700          77%

03-28-14 Sell E6M 137.46       04-08-14 137.96       (625)       (32%)

 

 

March results: 4 wins & 7 losses=+$1410=7%: YTD=+$15,101=+75%

03-28-14 Buy ZCK 493-4          03-31-14  500             325             20%

03-19-14 Sell C6M 8884          03-26-14 8954          (700)           (64%)

03-07-14 Buy ZBM 134-02   03-28-14  133-25         (281)          (12%)

03-25-14 Buy HGK 299.90    03-26-14 297.80          (525)          (18%)

03-19-14 Sell CDM 8884       03-25-14  8934            (500)          (45%)

03-13-14 Sell LBK 349.2        03-17-14 336.3             1935         110%

02-28-14 Buy S6M 11340     03-13-14    11460        1500           74%

03-05-14 Buy PAM 770         03-12-14 765                (500)         (14%)

03-04-14 Buy OJK 150.2        03-05-14 156.45           937            61%

03-03-14 Buy ZNM 125-06    03-04-14 124-21          (531)        (37%)

03-03-14 Buy ZFM 120.04     03-04-14 119.28          (250)        (25%)

 

February results: 4 wins & 1 loss: $8735=+44%; YTD=$13,691=+68%

02-04-14 Buy SMH 440.6    02-27-14  466.6        2600              118%

02-24-14 Buy CTK 89.7        02-25-14 87.9           (900)              (74%)

02-13-14 Buy ZSK 1327        02-24-14 1371          2200               67%

02-18-14 Buy NGK 4654      02-19-14 4800          1460               58%

02-18-14 Buy KCK 146.2      02-18-14 155.2         3375                59%

 

January results: 4 wins & 0 losses: $4956:=25% Profit

01-23-14 Buy ZNH 124-21   01-24-14 125-10        656                44%

01-23-14 Buy NGH 4555      01-24-14 4745          1900               67%

01-23-14 Sell HGH 328.85   01-28-14 324.65        1050              19.4%

01-07-14 Sell CDH 9315       01-28-14 9180           1350              58.8%

12-17-13 Sell ZLH 3987        01-06-14 3853             804               64%

 

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, Silver=SI, Platinum=PL, Palladium=PA. Stock Indexes: SP 500=ES, Dow/DJIA=YM, Nasdaq=NQ, Mini-Russell 2000=TF. Softs: Cocoa=CC, Coffee=KC, Sugar=SB, Cotton=CT, Orange Juice=OJ, Lumber=LB.  Bonds: T-Bonds=ZB, 10 Year Note=ZN, 5 Year Note=ZF                                                        

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