KDelta profit YTD=$17,379=174%:
YTD = 22 wins & 10 losses = 69% winning trades
***{Please note there will be no new updates until the week of March 24th. If you are following the current Gold trade we will not be able to provide updates. We advise exiting or keeping a very tight trailing stop while the trade is currently profitable and we will update the model later in March.}
We welcome unprofitable trades, but the highest degree of frustration occurs when excellent trades are stopped out prematurely. Below we show our 2 most recent losses in an otherwise very profitable year once again. On February 26th we had Buy signals in May Copper (HGK) and the March New Zealand Dollar (N6H). Both trades were stopped out within a day of entry only to immediately bottom and rally strongly to our targets. Few traders will reveal the entry, exits and stops prior to the arrival of a signal as we do. Our analysis was correct, but our money management stops in this case were too aggressive. The Peso and Aussie Dollar also gave unofficial Buy signals. All of these trades along with higher Oil, Gold and the Canadian $ are signs of the commodity rebound we are starting to see.
Closed Positions Kdelta Futures Investor
| Date | Trade | Entry Price | Trade Exit Date | Exit Price | Profit (Loss) | P/(L) $10K Margin/Trade |
|---|---|---|---|---|---|---|
| YTD= $20,087 | YTD= $78,587 |
|||||
| 12-06-17 | Buy Mar Coffee | 12680 | 12-07-17 | 12470 | (788) | (3411) |
| 12-03-17 | Buy Mar Wheat | 440 | 12-06-17 | 430 | (500) | (4785) |
| 11-27-17 | Buy Mar Sugar | 1541 | 12-06-17 | 1475 | (739) | (7058) |
| 11-14-17 | Buy Mar Yen | 8858 | 12-04-17 | 8905 | 587 | 2136 |
| 11-08-17 | Buy Mar Cocoa | 2150 | 11-14-17 | 2150 | 0 | 0 |
| 10-26-17 | Buy Dec Cocoa | 2130 | 11-02-17 | 2062 | (680) | (4263) |
| 10-30-17 | Buy Mar Sugar | 1470 | 11-02-17 | 1444 | (291) | (2390) |
| 10-03-17 | Buy Mar Sugar | 1431 | 10-20-17 | 1415 | (179) | (1453) |
| 10-11-17 | Buy Dec Cocoa | 2102 | 10-16-17 | 2055 | (470) | (2947) |
| 10-11-17 | Buy Dec Coffee | 12660 | 10-16-17 | 12510 | (563) | (1896) |
| 09-14-17 | Buy Dec Cocoa | 1980 | 10-05-17 | 1963 | (170) | (1066) |
| 09-15-17 | Buy Jan OJ | 14815 | 09-22-17 | 14820 | 7 | 43 |
| 09-18-17 | Sell Dec Aussie | 7999 | 09-20-17 | 8050 | (510) | (3197) |
| 09-15-17 | Sell Mar Sugar | 14.85 | 09-18-17 | 14.89 | 56 | 454 |
| 08-01-17 | Sell Dec NZ$ | 74.70 | 09-18-17 | 73.24 | 1460 | 10,210 |
| 09-07-17 | Sell Dec Aussie | 80.35 | 09-08-17 | 80.75 | (400) | (2508) |
| 07-26-17 | Sell Dec Peso | 5560 | 08-15-17 | 5615 | 225 | 1515 |
| 08-08-17 | Buy Jan OJ | 133.1 | 08-22-17 | 133,15 | 7 | 42 |
| 07-26-17 | Buy Dec Coffee | 134.70 | 08-15-17 | 139.30 | 1725 | 5808 |
| 08-01-17 | Buy Dec Cotton | 69.26 | 08-15-17 | 67.50 | (880) | (4000) |
| 07-28-17 | Buy Mar Sugar | 15.06 | 08-15-17 | 13.95 | (1243) | (10089) |
| 06-21-17 | Buy Dec Cocoa | 1901 | 08-14-17 | 1936 | 350 | 2194 |
| 03-15-17 | Buy Jun !0 Yr Note | 123-08 | 06-14-17 | 126-22 | 3437 | 24,038 |
| 05-01-17 | Buy Dec Wheat | 483-2 | 05-08-17 | 469-2 | (700) | (6364) |
| 04-24-17 | Sell Jul Cotton | 7955 | 04-26-17 | 7064 | (45) | (273) |
| 03-02-17 | Buy Jul Cocoa | 1897 | 04-10-17 | 1984 | 870 | 5454 |
| 03-21-17 | Buy Jun Pound | 12400 | 04-10-17 | 12400 | 0 | 0 |
| 02-16-17 | Sell May Meal | 351.8 | 04-10-17 | 311.4 | 4040 | 20404 |
| 02-21-17 | Sell WTI Oil | 55.41 | 04-05-17 | 52.00 | 3041 | 10239 |
| 01-03-17 | Sell Jun Heating | 175.97 | 04-03-17 | 159.00 | 7127 | 19340 |
| 02-14-17 | Buy Mar 10 Yr | 124-09 | 02-28-17 | 124-22 | 406 | 2436 |
| 02-15-17 | Buy May Cocoa | 1950 | 02-22-17 | 1950 | 0 | 0 |
| 02-08-17 | Buy May Corn | 378-0 | 02-21-17 | 375-0 | (150) | (1500) |
| 01-27-17 | Buy May Corn | 370-4 | 01-27-17 | 367-4 | (150) | (1500) |
| 01-19-17 | Buy Mar 30 Yr Bond | 115-16 | 01-26-17 | 149-06 | (2313) | (4626) |
| 10-20-16 | Buy Apr Liv Cattle | 100.1 | 01-10-17 | 118.9 | 7520 | 37600 |
| 489% | 2016= $146,808 | 2016= $290,748 |
||||
| 12-16-16 | Buy Mar Cocoa | 2190 | 12-22-16 | 2190 | 0 | 0 |
| 12-13-16 | Buy Mar Wheat | 417-2 | 12-22-16 | 398-6 | (925) | (8325) |
| 12-13-16 | Buy Mar Corn | 364-2 | 12-22-16 | 348 | (613) | (6130) |
| 10-21-16 | Sell Mar Sugar | 2271 | 12-02-16 | 1905 | 4099 | 20485 |
| 10-04-16 | Sell Feb Gold | 1309.0 | 11-25-16 | 1181.0 | 12800 | 12800 |
| 08-24-16 | Sell Mar Yen | 10044 | 11-25-16 | 8860 | 14850 | 29700 |
| 10-27-16 | Sell Mar Soy Oil | 3544 | 11-23-16 | 3599 | (324) | (3888) |
| 10-20-16 | Sell Feb Oil | 5164 | 11-17-16 | 4770 | 3940 | 11820 |
| 08-15-16 | Buy Dec KC Wheat | 444-0 | 08-26-16 | 423-6 | (1013) | (10130) |
| 08-19-16 | Buy Dec Wheat | 446-0 | 08-24-16 | 425-2 | (1038) | (9342) |
| 08-09-16 | Sell Dec Cotton | 7550 | 08-19-16 | 6850 | 1550 | 7750 |
| 07-07-16 | Sell Sep Heat Oil | 14385 | 08-05-16 | 12959 | 5989 | 11978 |
| 07-15-16 | Sell Oct Sugar | 1936 | 08-04-16 | 1953 | (190) | (950) |
| 08-02-16 | Buy Sep Pound | 13313 | 08-04-16 | 13209 | (676) | (1352) |
| 07-12-16 | Sell Sep Yen | 9703 | 07-29-16 | 9700 | 37 | 74 |
| 06-08-16 | Buy Sep Coffee | 13990 | 07-25-16 | 14000 | 37 | 74 |
| 02-08-16 | Buy Sep Yen | 8686 | 07-12-16 | 9704 | 12725 | 25450 |
| 06-29-16 | Sell Dec Soy Oil | 3141 | 07-12-16 | 3120 | 126 | 1512 |
| 07-07-16 | Sell Oct Sugar | 2017 | 07-11-16 | 2017 | 0 | 0 |
| 06-21-16 | Sell Dec Corn | 426-4 | 07-08-16 | 360-0 | 3325 | 16625 |
| 03-11-16 | Buy Nov Soybeans | 898-4 | 07-06-16 | 1067-6 | 8462 | 25386 |
| 06-23-16 | Sell Oct Sugar | 1908 | 06-29-16 | 2023 | (1288) | (6440) |
| 06-24-16 | Sell Nov Soybeans | 1097-0 | 06-28-16 | 1108-2 | (563) | (1689) |
| 03-24-16 | Buy Dec Bean Meal | 281.3 | 06-24-16 | 375.6 | 9430 | 47150 |
| 05-26-16 | Buy Dec Corn | 409-0 | 06-21-16 | 426-4 | 875 | 8750 |
| 06-02-16 | Buy Dec Wheat | 512-0 | 06-21-16 | 502-4 | (475) | (4275) |
| 05-18-16 | Sell Jul Silver | 1679 | 06-08-16 | 1672 | 350 | 350 |
| 05-24-16 | Sell Aug Gold | 1230.4 | 06-03-16 | 1237.4 | (700) | (700) |
| 02-25-16 | Buy Jun Canadian$ | 7328 | 05-18-16 | 7695 | 3,675 | 18375 |
| 04-25-16 | Buy Jun Pound | 14520 | 05-11-16 | 14474 | (288) | (576) |
| 04-27-16 | Sell Jul Bean Oil | 3340 | 05-09-16 | 3342 | (12) | (144) |
| 04-01-16 | Buy Jul Cotton | 5882 | 05-05-16 | 6205 | 1,615 | 8075 |
| 04-15-16 | Buy Jul Corn | 378-4 | 05-05-16 | 372-0 | ($325) | (3250) |
| 03-01-16 | Buy Jun Peso | 5521 | 05-04-16 | 5643 | $610 | 3050 |
| 03-02-16 | Buy Jun Aussie | 7222 | 04-27-16 | 7595 | $3,730 | 14920 |
| 04-19-16 | Buy Jun Nat Gas | 2165 | 04-27-16 | 2120 | ($900) | (2700) |
| 04-19-16 | Buy Jul Wheat | 486-4 | 04-22-16 | 487-0 | $25 | 225 |
| 04-20-16 | Buy Jul KC Wheat | 500-2 | 04-22-16 | 485-4 | ($738) | (7380) |
| 03-31-16 | Sell Jul Sugar | 1559 | 04-18-16 | 1528 | 347.2 | 1736 |
| 02-17-16 | Buy May Lumber | 251.6 | 04-14-16 | 285.9 | 5295 | 31770 |
| 03-30-16 | Buy Jun Swiss | 10406 | 04-13-16 | 10406 | 0 | 0 |
| 03-31-16 | Buy Jun Euro | 11414 | 04-13-16 | 11348 | ($825) | (1650) |
| 04-01-16 | Sell Jun Unleaded | 13721 | 04-08-16 | 13721 | 0 | 0 |
| 04-04-16 | Buy Jun Nat Gas | 2133 | 04-06-16 | 2021 | (1120) | (3360) |
| 03-03-16 | Buy Jun Palladium | 532.2 | 04-05-16 | 549.6 | 1740 | 3480 |
| 01-04-16 | Sell Jul Cotton | 64.10 | 04-01-16 | 58.82 | 2625 | 13125 |
| 03-04-16 | Buy Jun WTI Oil | 3853 | 04-01-16 | 3863 | 100 | 300 |
| 03-11-16 | Buy Jul Coffee | 127.70 | 03-31-16 | 12770 | 0 | 0 |
| 02-26-16 | Buy Jul Copper | 21440 | 03-30-16 | 22085 | 1612 | 4836 |
| 03-04-16 | Buy Jun Heat Oil | 11305 | 03-29-16 | 11615 | 1302 | 2604 |
| 02-03-16 | Buy May Silver | 1463 | 03-24-16 | 1519 | 2800 | 2800 |
| 01-06-16 | Buy Jun Gold | 1089.7 | 03-23-16 | 1227.2 | 13750 | 13750 |
| 01-08-16 | Buy Jun 5 Yr Note | 118-26 | 03-01-16 | 120-22 | 1875 | 18750 |
| 12-17-15 | Sell Jul Cocoa | 3265 | 02-24-16 | 2928 | 1685 | 8425 |
| 02-09-16 | Buy Jun Swiss | 10304 | 02-12-16 | 10282 | (283) | (566) |
| 01-26-16 | Buy Jul Wheat | 495-0 | 02-04-16 | 482-0 | (650) | (5850) |
| 01-27-16 | Sell Jul Sugar | 1350 | 02-23-16 | 1338 | 138 | 690 |
| 02-03-16 | Buy Mar Euro | 11089 | 02-18-16 | 11099 | 115 | 230 |
| 12-24-15 | Buy Jun Yen | 8348 | 01-29-16 | 8442 96 | 1200 | 2400 |
Pending Signals KDelta Futures Trader
| Stop Order | Contract | Entry Stop | Exit limit | Trailing Stop |
|---|---|---|---|---|
| Buy | May Soy | 862-2 | 872-2 | 857 |
$=N6 or 6N, Euro=E6 or 6E, Yen= J6 or 6J, Swiss Franc=S6 or 6S, 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
02-25-16 Buy C6H 7332 03-01-16 7426 960 56%
March results: 1 Win P/L= $960 YTD=$17,379
02-26-16 Buy HGK 21410 02-29-16 21000 (1025) (33%)
02-26-16 Buy N6H 6741 02-26-16 6711 (300) (12%)
02-16-16 Sell B6H 14351 02-18-16 14340 69 3%
02-08-16 Sell ZMH 263.7 02-11-16 263.7 0 0%
02-10-16 Sell QMH 2755 02-11-16 2625 650 34%
02-10-16 Buy ZBH 167-09 02-11-16 168-24 1,469 33%
02-08-16 Buy ZNH 130-24 02-09-16 131-14 687 46%
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: 12 wins & 2 losses: P/(L)=$7,431: YTD=$16,419
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
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.
