K DELTA 2016: Commodity futures trading system
Updated 02-25-16
The Yen rally reversed the past 2 days sending stocks higher during a period when oversold sentiment readings allow for sharp upside moves. However, watch the Yen (J6H16) > 9017 resistance , at which point US stocks should be selling off sharply due to carry trade investment flows.
KDelta profit YTD=$17,744=177%:
YTD = 21 wins & 8 losses = 72% winning trades
[wlmprivate “Annually|Bi-Annually|Monthly|Free Trial”]
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= $78,587 |
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| 12-06-17 | Buy Mar Coffee | 12680 | 12-07-17 | 12470 | (788) | (3411) |
| 12-03-17 | Buy Mar Wheat | 440 | 12-06-17 | 430 | (500) | (4785) |
| 11-27-17 | Buy Mar Sugar | 1541 | 12-06-17 | 1475 | (739) | (7058) |
| 11-14-17 | Buy Mar Yen | 8858 | 12-04-17 | 8905 | 587 | 2136 |
| 11-08-17 | Buy Mar Cocoa | 2150 | 11-14-17 | 2150 | 0 | 0 |
| 10-26-17 | Buy Dec Cocoa | 2130 | 11-02-17 | 2062 | (680) | (4263) |
| 10-30-17 | Buy Mar Sugar | 1470 | 11-02-17 | 1444 | (291) | (2390) |
| 10-03-17 | Buy Mar Sugar | 1431 | 10-20-17 | 1415 | (179) | (1453) |
| 10-11-17 | Buy Dec Cocoa | 2102 | 10-16-17 | 2055 | (470) | (2947) |
| 10-11-17 | Buy Dec Coffee | 12660 | 10-16-17 | 12510 | (563) | (1896) |
| 09-14-17 | Buy Dec Cocoa | 1980 | 10-05-17 | 1963 | (170) | (1066) |
| 09-15-17 | Buy Jan OJ | 14815 | 09-22-17 | 14820 | 7 | 43 |
| 09-18-17 | Sell Dec Aussie | 7999 | 09-20-17 | 8050 | (510) | (3197) |
| 09-15-17 | Sell Mar Sugar | 14.85 | 09-18-17 | 14.89 | 56 | 454 |
| 08-01-17 | Sell Dec NZ$ | 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
| Order | Contract | Entry Stop | Exit limit | Trailing Stop |
|---|
Legend: Currencies: Australian $=A6 or 6A, British Pound=B6 or 6B, Canadian $=C6 or 6C, New Zealand $=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 [/wlmprivate]
Pending Signals KDelta Futures Investor
| Signal | Contract/Entry | Trade Exit | Trailing Stop |
|---|
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.