Our breakout model recorded near record activity with 18 signals covering 13 separate commodities in July. The plethora of sell signals, even though short term, bolster our long held fundamental perspective of a disinflationary or deflationary decade. Quite possibly we are in a 3rd leg down of a broad based commodity down cycle since 2011 and perhaps even 2008. Long term global debt and capacity excess combined with 1st world aging demographic trends have been the primary cause. These down-waves in price have been merely interrupted by rebound rallies after each new attempt at monetary inflation through currency and credit printing by central banks. Eventually these rallies fail when the markets realize that the herculean efforts to inflate monetarily are being initiated because the deflationary forces are so powerful. Consumption growth rates have not been able to be stimulated nor have lowered prices constricted supply sufficiently. In the case of Oil, prices have collapsed over a 1 year time frame, yet production and inventories continue to grow and consumption is flat. This was as forecasted, but surprisingly these downtrends have confounded economists, analysts and fund managers. Sounds like some simple economics here, yet sophisticated Hedge Funds are losing money and closing their doors.
Our long term models are performing well, but the short term KDelta model shown here is having a stellar year with a surprising number of trades pending should commodity prices continue to fall.
K DELTA 2015: Commodity futures trading system
Updated 08-01-15
KDelta profit YTD = $49,223 = +492% for 2015 YTD 65% winning trades
with no compounding using single contracts
(Italic=New trades/changes since last free update)
Open positions: Entry Exit Stop (Loss)/profit
07-17-15 Sell GCQ 1135.2 1055.8 1110.2 convert to December contract
07-17-15 Sell GCZ 1134.9 1057.0 1110.1
Pending Signal entries using Buy or Sell Stops only (GTC or good until canceled):
Sell OJU 106.25 Exit 93 “or” Buy OJU 128.45 Exit 138
Buy E6U 114.86 Exit 117.26 Cancel order
Buy QMQ 5390 Exit 5582.5 Cancel order: contract expired
Sell E6U 10816 Exit 10677
Buy E6U 11138 Exit TBD
Sell C6U 7628 Exit 7534
Sell N6U 6466 Exit 6374
Buy DXU 9832 Exit 9940
Sell GCZ 1073.6 Exit 1055.4
Buy ESU 2126.25 Exit 2196
Sell NGU 2655 Exit 2590
Sell NGU 2588 Exit 2355
Sell NGU 2588 Exit 2212
Sell HOU 15778 Exit 15431
Buy ZFU 12001.75 Exit 12011.00
Buy ZNU 12720.5 Exit 12807
Buy NKU 20995 Exit 21695
————
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, 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, Nikkei=NKU. 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-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
07-16-15 Sell S6U 104.93 07-30-15 103.22 2137 35%
07-22-15 Sell ZLZ 3158 07-27-15 3045 678 77%
07-17-15 Sell QMU 5102.5 07-24-15 4862.5 1220 49%
07-16-15 Sell A6U 7327 07-24-15 7252 850 38%
07-06-15 Sell A6U 7469 07-24-15 7294 1750 80%
07-15-15 Sell GCQ 1143.7 07-20-15 1118.5 2520 61%
07-16-15 Buy ZMZ 356.5 07-16-15 349.7 (680) (28%)
07-13-15 Buy ESU 2079.25 07-14-15 2097.75 925 18%
07-07-15 Sell SIU 1534 07-13-15 1564 (1500) (20%)
07-06-15 Sell KCU 126.25 07-13-15 127.95 (638) (17%)
07-02-15 Sell GCQ 1162.0 07-08-15 1146.6 1540 37%
07-06-15 Sell A6U 7553 07-07-15 7402 1510 69%
07-07-15 Sell RBQ 197.13 07-07-15 198.13 (420) (7%)
06-26-15 Buy KEZ 590-2 07-06-15 598-2 400 81%
07-02-15 Buy NGQ 2870 07-06-15 2794 (760) (36%)
07-06-15 Sell HOQ 182.27 07-06-15 177.32 2079 37%
06-29-15 Sell HOQ 182.80 07-01-15 188.35 (2331) (42%)
06-26-15 Sell QMQ 59.15 07-01-15 57.35 1100 47%
July results: 12 win & 6 loss = $10,380
YTD 51 wins & 27 losses: Profit using single contracts= $49,223 = +492%
06-18-15 Buy S6U 10867 06-19-15 10847 (250) ( 4%)
06-18-15 Buy A6U 7777 06-19-15 7711 (666) (30%)
06-22-15 Buy NQU 4544.00 06-25-15 4512.00 (640) (16%)
06-18-15 Buy GCQ 1191.9 06-18-15 1204.9 1300 32%
06-15-15 Buy CCU 3168 06-16-15 3225 570 52%
06-15-15 Sell CTN 63.02 06-16-15 63.31 (145) (10%)
06-11-15 Sell SBN 11.82 06-15-15 11.51 347 39%
06-09-15 Buy RBN 208.42 06-10-15 213.41 2096 33%
06-09-15 Sell ZBU 148-18 06-10-15 147-17 1132 30%
05-26-15 Sell J6M 8199 06-05-15 7950 3112 109%
06-05-15 Sell PLN 1088.7 06-05-15 1092 (165) (8%)
05-29-15 Buy ZFM 119-21.75 06-01-15 119-15.50 (49) (5%)
06-01-15 Sell ZMN 301.3 06-01-15 297.3 400 19%
June results: 7 wins & 3 losses = $7042
YTD 39 wins & 21 losses =$38,843 = +388%
05-29-15 Buy ZNM 128-05 05-29-15 128-05 0 0
05-22-15 Sell ZSN 934-6 05-29-15 934-6 0 0
05-21-15 Sell QMN 59.1 05-26-15 58.025 537 23%
05-14-15 Buy YMM 18189 05-26-15 18185 (20) 0%
05-19-15 Sell ZSN 948-6 05-22-15 932 837 38%
05-20-15 Sell J6M 8279 05-26-15 8201 975 34%
05-20-15 Buy ESM 2120 05-26-15 2114 (300) (6%)
05-12-15 Sell ZMN 307.4 05-13-15 302.7 470 22%
05-11-15 Buy CCN 2968 05-11-15 3010 420 38%
05-01-15 Sell KCN 134.30 50% 05-08-15 134.05 109 2%
05-04-15 Sell KCN 131.95 50% 05-08-15 134.30 (1022) (23%)
05-05-15 Buy PAM 788.10 50% 05-08-15 801
& 50% 05-11-15 783.90 435 10%
04-13-15 Sell ZFM 120-00 05-05-15 119-21 344 35%
04-29-15 Buy S6M 10580 05-05-15 10805 2812 34%
04-29-15 Buy QMM 5885 05-05-15 6030 725 27%
May results: 10 wins & 2 loss P/L= $6,052
YTD results= 32 wins & 15 losses: P/L=$31,801 = 318%
04-29-15 Sell ZNM 128-18 04-30-15 127-27 718 43%
04-23-15 Buy ESM 2110 04-30-15 2090.50 (950) (19%)
04-24-15 Sell ZCN 374-6 04-27-15 366-4 412 37%
04-16-15 Buy N6M 7639 04-23-15 7594 (450) (19%)
04-15-15 Sell RBM 188.60 04-20-15 190.15 650 25%
04-13-15 Buy HOM 180.60 04-15-15 189.00 3528 70%
04-09-15 Sell ZMN 314.5 04-20-15 317.5 (300) (14%)
04-09-15 Sell NGM 2632 04-16-15 2632 0 0
03-30-15 Sell NGK 2619 04-02-15 2718 (990) (23%)
04-02-15 Buy ZWK 540-6 04-07-15 526 (738) (52%)
04-02-15 Buy KEK 579-4 04-07-15 564-4 (250) (18%)
03-31-15 Sell ZOK 265-2 04-01-15 262 162 13%
April results: 5 wins & 6 losses P/L=$ 1792
YTD results=22 wins & 13 losses: P/L = $25,459 = +255%
03-17-15 Sell ZCK 373-4 03-20-15 377-6 (213) (19%)
03-13-15 Sell D6H 7800 03-18-15 7921 (1210) (66%)
03-10-15 Sell J6H 8218 03-12-15 8272 (675) (21%)
02-12-15 Buy NQH 4342.5 03-10-15 4389.5 940 24%
02-13-15 Buy ESH 2089 03-06-15 2089 0 0
02-26-15 Buy DXH 95.24 03-05-15 96.60 1360 82%
02-26-15 Sell E6H 112.74 03-04-15 111.28 1825 54%
02-26-15 Buy HOJ 19423 03-04-15 18823 (2520) (50%)
March results: 3 wins & 4 losses: P/L= $(493);
YTD=17W&7L: YTD P/L=$23,667=237%
02-25-15 Buy RBJ 18825 02-27-15 19528 2952 52%
02-25-15 Buy A6H 7860 02-26-15 7830 (300) (12%)
02-24-15 Buy HGK 264.10 02-26-15 270.60 1625 43%
02-17-15 Sell LBK 303.75 02-24-15 292.9 1193 68%
02-18-15 Sell OJK 133 02-23-15 129 600 45%
02-17-15 Sell KCK 161.15 02-19-15 154.20 2606 59%
01-16-15 Sell ZSH 990-6 02-03-15 966-6 1200 44%
February results:6 wins & 1 losses:14W/3L:P/L=$9,876:YTD=$24,160=+242%
01-28-15 Sell QMH 4479 01-29-15 4369 550 20%
01-26-15 Sell S6H 11353 01-29-15 10891 5775 69%
01-22-15 Sell B6H 15026 01-26-15 15053 (169) (9%)
01-13-15 Sell ZMH 336.9 01-20-15 322.2 1470 67%
01-15-15 Sell NQH 4080.5 01-16-15 4101.5 (420) (11%)
01-12-15 Sell HOG 16714 01-13-15 16316 1671 44%
01-12-15 Sell QMG 4682 01-13-15 4545 685 37%
12-15-14 Sell HEG 83.25 01-06-15 78.17 2032 154%
01-02-15 Sell D6H 8544 01-05-15 8472 720 57%
12-30-14 Sell CLG 53.97 01-05-15 50.03 1970 105%
January results: 8 wins & 2 loss: P/L=$14,284= +143% gain on $10k account
Final results for 2014 trading single contracts per signal=$49,937 which = +250% on a $20,000 account & 500% on a $10,000 account starting value
Disclaimer and Notice: Nothing herein, including any attachments, should be construed as an offer to sell or as a solicitation of an offer, or a recommendation, to buy any interest in any investment or other product. This 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 that 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.