K DELTA 2016: Commodity futures trading system
Updated 02-01-16
KDelta profit YTD=$8,988 with no compounding using single contracts on $10,000 hypothetical initial balance. YTD =9 wins & 6 losses
(Italic=New trades/changes since last free update)
Open positions: Entry Exit Stop (Loss)/profit
01-26-16 Sell CTH 6114 5945 6190
01-29-16 Buy ZFH 120-15.50 120-26.50 120-13.50
01-29-16 Buy ZNH 129-09 129-27 129-08
[wlmprivate “Annually|Bi-Annually|Monthly|Free Trial”]
Pending Signal entries using Buy or Sell Stops only (GTC or good until canceled):
Buy ZBH 161-19 162-25 If entered then Stop= 160-20
Sell ZSH 870-2 Exit TBD
Buy ZSH 888-0 Exit 902-2
Buy KEH 482-0 Exit 491-0
Sell KEH 464-4 Exit 452-2
Sell E6H 10727 Exit 10598
Sell N6H 6325 Exit 6269
Buy N6H 6544 Exit 6622
Buy PAH 509.15 Exit 520.85
::::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 $10k opening account for 2015 YTD
………………………………………………………………………..$ P/(L) P/L
Date Signal Entry Exit date/price Contract %margin
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% [/wlmprivate]
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