Ags Fall Back Into Trading Range

 

Wheat and Cocoa have been the most oversold commodities in our work the past month. Weakness in wheat is back and waiting for bad weather markets. Cocoa appears to be testing an upside breakout that will require a longer term entry point soon.

COT= Commitment of Traders Net Long/Short

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KDelta Futures Investor is a longer term contrary opinion hedge investment model using a diversified portfolio. Profitable trade duration average = ~ 7 weeks {vs KDelta model trades average about 2 days}

Open Positions KDelta Investor model

DateEntry ContractEntryTrailing StopExit

Pending Signals KDelta Futures Investor

SignalContract/EntryTrade ExitTrailing Stop

Closed Positions Kdelta Futures Investor

DateTradeEntry PriceTrade Exit DateExit PriceProfit (Loss)P/(L) $10K
Margin/Trade
YTD=
$20.087
YTD=
$78,587
12-06-17Buy Mar Coffee1268012-07-1712470(788)(3411)
12-03-17Buy Mar Wheat44012-06-17430(500)(4785)
11-27-17Buy Mar Sugar154112-06-171475(739)(7058)
11-14-17Buy Mar Yen885812-04-1789055872136
11-08-17Buy Mar Cocoa215011-14-17215000
10-26-17Buy Dec Cocoa213011-02-172062(680)(4263)
10-30-17Buy Mar Sugar147011-02-171444(291)(2390)
10-03-17Buy Mar Sugar143110-20-171415(179)(1453)
10-11-17Buy Dec Cocoa210210-16-172055(470)(2947)
10-11-17Buy Dec Coffee1266010-16-1712510(563)(1896)
09-14-17Buy Dec Cocoa198010-05-171963(170)(1066)
09-15-17Buy Jan OJ1481509-22-1714820743
09-18-17Sell Dec Aussie799909-20-178050(510)(3197)
09-15-17Sell Mar Sugar14.8509-18-1714.8956454
08-01-17Sell Dec NZ$74.7009-18-1773.24146010,210
09-07-17Sell Dec Aussie80.3509-08-1780.75(400)(2508)
07-26-17Sell Dec Peso556008-15-1756152251515
08-08-17Buy Jan OJ133.108-22-17133,15742
07-26-17Buy Dec Coffee134.7008-15-17139.3017255808
08-01-17Buy Dec Cotton69.2608-15-1767.50(880)(4000)
07-28-17Buy Mar Sugar15.0608-15-1713.95(1243)(10089)
06-21-17Buy Dec Cocoa190108-14-1719363502194
03-15-17Buy Jun !0 Yr Note123-0806-14-17126-22343724,038
05-01-17Buy Dec Wheat483-205-08-17469-2(700)(6364)
04-24-17Sell Jul Cotton795504-26-177064(45)(273)
03-02-17Buy Jul Cocoa189704-10-1719848705454
03-21-17Buy Jun Pound1240004-10-171240000
02-16-17Sell May Meal351.804-10-17311.4404020404
02-21-17Sell WTI Oil55.4104-05-1752.00304110239
01-03-17Sell Jun Heating175.9704-03-17159.007127 19340
02-14-17 Buy Mar 10 Yr124-0902-28-17124-22406 2436
02-15-17 Buy May Cocoa195002-22-17195000
02-08-17 Buy May Corn378-002-21-17375-0(150) (1500)
01-27-17 Buy May Corn370-401-27-17367-4(150) (1500)
01-19-17 Buy Mar 30 Yr Bond115-1601-26-17149-06(2313) (4626)
10-20-16 Buy Apr Liv Cattle100.101-10-17118.97520 37600
489%2016=
$146,808
2016=
$290,748
12-16-16 Buy Mar Cocoa 219012-22-16219000
12-13-16 Buy Mar Wheat 417-212-22-16398-6(925)(8325)
12-13-16 Buy Mar Corn 364-212-22-16348(613)(6130)
10-21-16 Sell Mar Sugar 227112-02-161905409920485
10-04-16 Sell Feb Gold 1309.011-25-161181.01280012800
08-24-16 Sell Mar Yen 1004411-25-1688601485029700
10-27-16 Sell Mar Soy Oil 354411-23-163599(324)(3888)
10-20-16 Sell Feb Oil 516411-17-164770394011820
08-15-16 Buy Dec KC Wheat 444-0 08-26-16 423-6 (1013)(10130)
08-19-16 Buy Dec Wheat 446-008-24-16 425-2 (1038)(9342)
08-09-16 Sell Dec Cotton 7550 08-19-16 6850 15507750
07-07-16 Sell Sep Heat Oil 14385 08-05-16 12959 598911978
07-15-16 Sell Oct Sugar 1936 08-04-16 1953 (190)(950)
08-02-16 Buy Sep Pound13313 08-04-16 13209 (676)(1352)
07-12-16 Sell Sep Yen9703 07-29-16 9700 3774
06-08-16 Buy Sep Coffee 13990 07-25-16 14000 3774
02-08-16 Buy Sep Yen8686 07-12-16 9704 1272525450
06-29-16 Sell Dec Soy Oil3141 07-12-16 3120 1261512
07-07-16 Sell Oct Sugar2017 07-11-16 2017 00
06-21-16 Sell Dec Corn 426-4 07-08-16 360-0 332516625
03-11-16 Buy Nov Soybeans 898-4 07-06-16 1067-6 846225386
06-23-16 Sell Oct Sugar 1908 06-29-16 2023 (1288)(6440)
06-24-16Sell Nov Soybeans 1097-0 06-28-16 1108-2 (563)(1689)
03-24-16 Buy Dec Bean Meal 281.3 06-24-16 375.6 943047150
05-26-16 Buy Dec Corn409-0 06-21-16 426-4 8758750
06-02-16 Buy Dec Wheat 512-0 06-21-16502-4 (475)(4275)
05-18-16 Sell Jul Silver 1679 06-08-16 1672 350350
05-24-16Sell Aug Gold 1230.4 06-03-16 1237.4 (700)(700)
02-25-16 Buy Jun Canadian$ 7328 05-18-16 7695 3,67518375
04-25-16 Buy Jun Pound 14520 05-11-16 14474 (288)(576)
04-27-16 Sell Jul Bean Oil3340 05-09-16 3342 (12)(144)
04-01-16 Buy Jul Cotton5882 05-05-16 6205 1,6158075
04-15-16 Buy Jul Corn378-4 05-05-16 372-0 ($325)(3250)
03-01-16 Buy Jun Peso5521 05-04-16 5643 $6103050
03-02-16 Buy Jun Aussie 7222 04-27-16 7595 $3,73014920
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 $25225
04-20-16 Buy Jul KC Wheat 500-2 04-22-16 485-4 ($738)(7380)
03-31-16Sell Jul Sugar 1559 04-18-16 1528 347.21736
02-17-16 Buy May Lumber 251.6 04-14-16 285.9 529531770
03-30-16Buy Jun Swiss 10406 04-13-16 10406 00
03-31-16 Buy Jun Euro11414 04-13-16 11348 ($825)(1650)
04-01-16 Sell Jun Unleaded 13721 04-08-16 13721 00
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 17403480
01-04-16 Sell Jul Cotton 64.10 04-01-16 58.82 262513125
03-04-16 Buy Jun WTI Oil 385304-01-16 3863 100300
03-11-16 Buy Jul Coffee 127.70 03-31-16 12770 00
02-26-16 Buy Jul Copper21440 03-30-16 22085 16124836
03-04-16 Buy Jun Heat Oil 11305 03-29-16 11615 13022604
02-03-16 Buy May Silver 1463 03-24-16 1519 28002800
01-06-16 Buy Jun Gold1089.7 03-23-161227.2 1375013750
01-08-16 Buy Jun 5 Yr Note118-26 03-01-16 120-22 187518750
12-17-15 Sell Jul Cocoa3265 02-24-16 2928 16858425
02-09-16 Buy Jun Swiss10304 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 138690
02-03-16 Buy Mar Euro11089 02-18-16 11099 115230
12-24-15 Buy Jun Yen 8348 01-29-16 8442 96 12002400

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.

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