3MFF (3 Month & Fed Funds Rates – Trend)

This program is very easy to learn, execute and verify see section 5

1) Performance February 2014 – September 2019

Recommended Starting Balance $12,500.00
Cumulative Net Profit
$75,228.81
Maximum Drawdown (49.48%)
($6,184.43)
Best Year 2016 +180.00%
$22,500.20
Worst Year 2018  +3.33%
$415.63
2014-2019 Average +106.21%
$13,275.67
2019  116.50%
$14,599.13

2) Charts for online reviews, full disclosure of methodology in section 5

3 Month Weekly 3 Month Daily
Fed Funds Weekly Fed Funds Daily
2014 2015
2016 2017
2018 2019

3) Monthly and Annual Performance

Performance is based on trading one $12,500 unit, never adding units and withdrawing all net profits annually.  The program has a realistic risk factor of $8,000 USD per unit, if you are not in a position to comfortably assume this risk you should not participate in this program.

4) What were trading

4.01) Eurodollar Interest Rate Futures Contracts
4.02) Fed Fund Futures contracts

5) Trading Procedure

Indicators
5.01) This program trades with 2 exponential moving averages (EMAs),
an EMA9 (red) and EMA18 ( (blue).

Long trades
5.02) If price action is above the EMA9 and the EMA9 is above EMA18 establish a long position, risk on long positions, if price action moves below the EMA9 & EMA9 moves below EMA18 reverse to short.

Short trades
5.03) If price action is below the EMA9 and the EMA9 is below EMA18 establish a short position, risk on short positions, if price action moves above EMA9 & EMA9 moves above EMA18 reverse to long.

5.04) Trades 1 May 2017 – 7 October 2019
97.7450 = long entry 1 May 2017.
97.9100 = reverse to short , 9 October 2017, gain = $2,062.50.
97.0000 = reverse to long, 26 November 2017, gain = $11,375.00.
98.6650 = 7 October 2019, open trade equity (OTE) = $$20,812.50.
Total gain including OTE 1 May 2017 – 7 October 2019 = $34,250.00.
Contract = GEM20 (3 month rates June 2020 delivery).
Position size = 5 contracts GEM20, for the entire period, no rollovers.
Maximum margin requirement from 1 May 2017 to 7 October 2019 = $2,900 USD

March 2017 through today chart using weekly data

6) Links to monitor trades forward

Link Analysis Pages Daily Weekly Trend
6.08 3 Month Deposits Daily Weekly Trend
6.09 30 Day Fed Funds Daily Weekly Trend

7) Try it on 3 month rates using the weekly EMA 9, EMA18 data  from 2014 – 2019 charts linked below.

Each 0.01 =$125.00 per trading unit

Charts
2014 2015
2016 2017
2018 2019

8) Or any of the 18 interest rate contacts we trade using any data period from 2 hours to monthly 

Link US Rate Analysis Pages 2 Hour Day Week Trend
8.01 3 Month Deposits 2 Hour Day Week Trend
8.02 30 Day Fed Funds 2 Hour Day Week Trend
8.03 2 Year Treasury 2 Hour Day Week Trend
8.04 5 Year Treasury 2 Hour Day Week Trend
8.05 10 Year Treasury 2 Hour Day Week Trend
8.06 Ultra 10-Year T-Note 2 Hour Day Week Trend
8.07 Ultra T-Bond (30 year) 2 Hour Day Week Trend
8.08 30 Year Treasury 2 Hour Day Week Trend
Link Non US Analysis Pages 2 Hour Day Week Trend
8.09 3 Month EuriBor 2 Hour Day Week Trend
8.10 3 Month Sterling 2 Hour Day Week Trend
8.11 Euro Schatz (2 year) 2 Hour Day Week Trend
8.12 Euro Bobl (5 year) 2 Hour Day Week Trend
8.13 Euro Bund (10 year) 2 Hour Day Week Trend
8.14 Euro OAT (10 year) 2 Hour Day Week Trend
8.15 Long Gilt (10 year) 2 Hour Day Week Trend
8.16 Euro BTP Long-Term 10 2 Hour Day Week Trend
8.17 Euro Buxl (30 year) 2 Hour Day Week Trend
8.18 Euro Bono Long-Term 2 Hour Day Week Trend

9) Interest Rate Futures/Options Educational Videos and Resources

9.01) Futures Educational Videos (33)
9.02) Futures Options Educational Videos (34)

9.03) Today’s Treasury Rates (Bloomberg)
9.04) Today’s probability of a rate cut or hike at the next Fed meeting
9.05) Federal Reserve,  3 month 2 year, 5 year, 10 year & 30 year data
9.06) Today’s priced in rate or cut or hike though December 2020
9.07) Treasury calculator
9.08) BLS.GOV Inflation Calculator
9.09) Interest Rate Futures Educational Page
9.10) Interest rate 3 month to 30 year curve
9.11) Fed Meetings and Press Conferences
9.12) Understanding the FOMC Report

10) Program Structure and Account Opening Procedure

10.01) Automated Trading Accounts (ATA)
10.02) The Fee Structure For This Program
10.03) Defining Overall Risk For Your Account

10.04) Exchanges Traded
10.05) Brokerage Firms
10.06) How Balances Are Guaranteed Plus or Minus Trading
10.07) How To Open An Account

If you have any questions contact me.

Regards,
Peter Knight Advisor

—————————————————————-

Privacy Notice

Disclosure

Published by

Asset Investment Management

Family Office, Advisors