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