July 2021 Performance Update

Sections in this report

1) EMA allocation performance 2000-2021
2) EMA I
ndividual Market performance 2000-2021
3)
40 buy & hold stocks with clean 10 year up trends, +880% to +6,783% since 2011
4) VBO allocation performance 2000-2021
5) VBO Individual market performance 2000-2021
6) Capturing the move from 0.10%, to 2.00% in short term rates  by 2026.
2021 Economic Perception versus Reality

1) Top ATA allocations that trade using Exponential Moving Averages (EMAs)

210901 EMA Allocations January 2000 through August 2021
Trading one unit, net of all costs, no compounding and withdrawing all profits annually
Allocation Webpage Minimum (USD) Net Profit 2000-2021 Draw down Best Year Worst Year Annual Average Last 12 Months
32586942 $500,000 $10,103,970 ($111,161) $1,005,272 $209,300 $453,273 $909,835
9314318 $250,000 $5,093,302 ($50,599) $612,171 $84,880 $227,168 $558,797
944278 $200,000 $4,042,349 ($45,222) $488,310 $67,629 $183,388 $215,022
9981614 $150,000 $3,925,072 ($58,298) $259,387 $84,360 $178,563 $172,350
7747141 $150,000 $3,343,705 ($41,211) $350,272 $67,256 $152,023 $155,546
5891142 $150,000 $2,573,366 ($39,910) $332,345 $54,702 $112,606 $437,046
6733212 $100,000 $2,467,594 ($31,451) $263,330 $49,976 $112,152 $112,518
7348775 $100,000 $2,736,582 ($40,662) $285,664 $44,254 $124,519 $122,384
1241523 $75,000 $1,654,314 ($34,376) $180,644 $34,902 $75,725 $58,654
8747196 $75,000 $1,555,795 ($23,239) $206,364 $28,215 $70,923 $65,176
1030710 $60,000 $1,613,969 ($22,047) $130,233 $19,872 $73,413 $75,004
9626236 $50,000 $1,212,946 ($24,566) $165,436 $28,613 $55,103 $63,838
2993257 $50,000 $932,716 ($12,444) $140,452 $11,013 $41,911 $77,350
7798523 $30,000 $850,545 ($12,567) $108,231 $15,914 $38,940 $28,783
5699710 $25,000 $556,996 ($8,080) $67,078 $11,123 $25,109 $45,259
Micro-D $25,000 $544,441 ($9,572) $68,293 $12,468 $24,629 $37,087
8877101 $25,000 $478,592 ($8,522) $66,917 $10,213 $21,634 $32,423
4119881 $25,000 $431,667 ($6,454) $55,639 $10,072 $19,479 $33,076
7233146 $15,000 $264,254 ($3,861) $37,804 $3,181 $11,949 $17,819
1737218 $12,500 $170,631 ($3,735) $29,325 $296 $7,621 $17,021
Create Your Own Allocation Track Your Allocation Forward
Risk Disclosure How to Define Account Risk

2) Individual EMA market performance January 2000 – July 2021

Using this spreadsheet  you can create any allocation of the EMA markets below. Enter your start balance in cell H19, number of contacts traded for each market in cells I19 – I41. 2000-2021 annual performance shows in cells D19-D40, monthly performance column F, maximum drawdown H-21.

How to track your EMA allocation forward

January 2000 to July 2021 EMA Performance by Individual Market
Trading one contact net of all bid/ask spreads and fees
Spreadsheets with 2000-2011 performance all trades & data
EMA
Chart
Current
Margin
Net Profit Per Contract Maximum Drawdown Last 12 Months
Stock Indices          
Nasdaq 100 NQ $17,600 $391,560 ($20,668) $63,678
Nasdaq 100 Micro NM $1,760 $32,031 ($3,104) $6,087
SP 500 Mini ES $12,100 $295,209 ($12,882) $49,671
SP 500 Micro ET $1,210 $21,974 ($2,594) $2,936
Metals
Gold 100 Ounces GC $9,900 $389,454 ($20,857) $4,983
Gold 50 Ounces QO $4,950 $190,437 ($11,213) $2,199
Gold 10 Ounces GR $990 $31,223 ($2,461) ($28)
Silver 5000 Ounces SI $5,000 $522,459 ($48,503) $17,575
Silver 2500 Ounces QI $2,500 $257,173 ($24,291) $8,601
SO Silver 1000 Ounces SO $1,000 $98,002 ($9,837) $3,353
Currencies
100,000 AUD A6 $1,760 $188,310 ($14,039) $8,258
10,000 AUD MG $200 $11,881 ($1,966) $580
100,000 Canadian D6 $1,210 $104,913 ($11,077) $6,060
125,000 Swiss Franc S6 $3,630 $194,249 ($13,332) $6,567
12,500 Swiss Franc WN $363 $10,896 ($1,967) $235
125,000 Euro Dollars E6 $2,420 $293,867 ($19,570) $6,208
62,500 Euro Dollars E7 $1,210 $142,429 ($9,940) $2,928
12,500 Euro Dollars MF $242 $21,279 ($2,323) $305
62,500 British-Pound B6 $2,365 $143,586 ($16,663) $8,641
12,500,000  Yen J6 $2,255 $256,902 ($8,750) $2,932
6,250,000 Yen J7 $1,127 $123,771 ($4,383) $1,232
1,250,000 Yen WM $363 $17,266 ($1,405) ($128)
100,000 Dollar Index DX $2,090 $201,889 ($5,760) $5,572
5 Bitcoin  BT $76,375 $469,102 ($28,404) $305,175
EMA ATA Performance  Page Defining ATA Account Risk Risk Disclosure
Instructions – Allocation Creation Track Your Allocation Forward Top 25,000 Allocations

3) Top 40 buy and hold stocks

All solid companies with clean 10 year up-trends, all can be hedged using option collars or stock index futures during the inevitable corrections. Linked below the monthly EMA  charts, should the EMA 9 (red line) drop below the monthly EMA 18 (blue) we’ll liquidate the position.

Name & linked 10 Year  Monthly 9-18 EMA Chart July 2011 Month End 10Y %Chg 
Monolithic Power Sys $15.28 $448.79 2937.11%
Repligen Cp $3.62 $245.57 6783.70%
Heska Corp $9.68 $242.34 2503.51%
Domino’s Pizza Inc $25.25 $528.08 2091.41%
Tyler Technologies $26.83 $495.51 1846.85%
Adobe Systems Inc $31.33 $620.79 1981.46%
Amazon.com Inc $205.55 $3,353.58 1631.52%
Fair Isaac and Company $30.29 $526.79 1739.15%
Idexx Laboratories $38.71 $679.46 1755.26%
West Pharmaceutical Services $21.86 $411.16 1880.88%
MSCI Inc $37.82 $600.65 1588.18%
Costar Group Inc $5.94 $88.29 1486.36%
Cadence Design Sys $10.57 $147.46 1395.08%
Charter Communicatio $54.01 $739.32 1368.86%
Adv Micro Devices $6.99 $106.38 1521.89%
Zebra Technologies $42.22 $551.77 1306.89%
Mastercard Inc $30.05 $385.61 1283.23%
Copart Inc $11.68 $146.85 1257.28%
Visa Inc $21.03 $246.48 1172.04%
Apple Inc $12.00 $146.13 1217.75%
Cintas Corp $33.08 $393.62 1189.90%
Microsoft Corp $25.93 $284.09 1095.60%
Synopsys Inc $25.78 $287.75 1116.18%
Casella Waste Sys $6.12 $68.14 1113.40%
Moody’s Corp $38.37 $376.51 981.26%
Alphabet Cl A $253.37 $2,688.24 1060.99%
Sherwin-Williams Company $28.04 $290.68 1036.66%
Intuit Inc $51.97 $522.91 1006.18%
Fortinet Inc $27.13 $271.66 1001.33%
Descartes Sys Group $7.18 $72.69 1012.40%
Charles River Laboratories Intl $40.69 $408.84 1004.77%
S&P Global Inc $41.97 $428.49 1020.94%
Molina Healthcare Inc $27.17 $272.34 1002.36%
Icon Plc $23.60 $243.70 1032.63%
O’Reilly Automotive $65.61 $604.93 922.01%
Masimo Corp $29.79 $274.10 920.11%
Home Depot $36.29 $327.64 902.84%
SBA Communications $38.32 $340.79 889.33%
Mettler-Toledo International $169.29 $1,490.57 880.48%
Contact me with the spreadsheet linked here open and I show you how we’re maintaining positions

5) Top ATA Allocations that use Volatility Breakouts (VBOs)

VBO Performance January 2000 through July 2021
Trading one unit, net of all spreads and commissions, no compounding and withdrawing all profits annually
Allocation pages provide full disclosure of trading methodology, all trades & data enabling performance verification
Allocation Webpage Mini- mum Net Profit 2000-2021 Draw-down Best Year Worst Year Annual Average Last 12 Months
96117811 $500,000 $9,991,248 ($56,874) $1,262,485 $173,609 $462,914 $705,830
26299877 $350,000 $7,706,717 ($50,227) $1,063,023 $92,743 $357,067 $649,201
1190365 $200,000 $4,669,163 ($29,465) $573,648 $70,000 $216,331 $318,532
1310662 $200.000 $4,856,667 ($31,859) $578,153 $91,338 $225,019 $300,606
944153 $150,00
$3,847,414 ($22,025) $438,390 $55,634 $178,258 $243,786
2592526 $150,000
$3,584,009 ($26,913) $360,480 $51,621 $166,054 $154,098
1780211 $100,000 $2,460,362 ($18,039) $285,604 $49,353 $113,993 $151,971
642878 $100,000 $2,569,759 ($22,455) $317,783 $21,983 $119,062 $102,955
4478915 $75,000 $1,681,133 ($13,558) $184,878 $30,042 $77,890 $115,065
303137 $75,000 $1,802,862 ($13,971) $215,148 $14,705 $83,530 $76,218
Create Your Own Allocation Define Account Risk Track Any VBO Allocation

Using this spreadsheet  you can create any allocation of the VBO markets below. .Enter your start balance in cell H19, number of contacts traded for each market in cells I19 – I35, 2000-2021 annual performance shows in cells D19-D40, monthly performance column F, maximum drawdown H-21. For instructions on how to use this spreadsheet see this page

6) Individual VBO market performance January 2000 – July 2021

2000-2021 Performance for Individual VBO markets
Trading one contract from January 2000 through July 2021
Spreadsheets with 2000-2011 performance all trades & data Chart Current Margin Net Profit Per Contract Maximum Drawdown Last 12 Months
ESM1755 ES $12,100 $445,443 ($14,340) $54,693
ESM1935 ES $12,100 $370,987 ($13,232) $40,707
NAS1240 NQ $17,600 $244,237 ($18,413) $54,484
NAS4357 NQ $17,600 $225,154 ($20,362) $42,239
GCC3735 GC $9,900 $282,475 ($13,340) $46,938
GCC1335 GC $9,900 $379,444 ($17,773) $40,933
GCC1384 GC $9,900 $307,537 ($18,088) $61,491
GCM1336 QO $4,950 $103,672 ($8,757) $222
GCM1970 QO $4,950 $147,044 ($11,250) $23,801
AUD1014 A6 $1,760 $140,780 ($12,190) $1,507
AUD1267 A6 $1,760 $128,678 ($10,670) $3,537
CHF1036 S6 $3,630 $140,998 ($10,108) $7,483
CHF3781 S6 $3,630 $90,591 ($6,745) ($684)
EUR1260 E6 $2,420 $186,648 ($17,057) $9,500
EUR3448 E6 $2,420 $120,165 ($10,948) ($470)
JPY1615 J6 $2,255 $291,722 ($16,382) ($5,587)
JPY2939 J6 $2,255 $438,440 ($15,773) ($579)
Top 130,000 VBO allocations trading one contract Defining Account Risk

 

7) Capturing the move higher in U.S short-term rates from 0.10% to 2.00% by 2026.

100.00 on the chart below represents a rate of zero, 98.00 a rate of 2.00%. To trade this rate higher we’ve shorted 20 contracts at 99.83 representing a rate of 0.17%, contract value $425.00, X 220 = a position value $8,500.

Half of the position (10 contracts) we’ll be trading the range between 0.15% and 0.25%, the other half (10 contracts) we’re holding until we achieve our objective of 2.00%, contact price 98.00. 1/2 of the move is priced into the forward market our objective is to capture the other 1/2 between now and December 2026.When we get a clean down trend on this weekly EMA chart will maintain our short position (short 20 contacts).

Each 0.01 move in rates equals $25.00 per contract, 0.01% on our position equals $500.00.
If we’re able to capture 1.00% of the 1.83% move higher move higher our position will generate a gross profit of $50,000.00

3 month contact price & rate  use this link to track this trade


3 Month Contract Price Rate Data

3 month rate & contact value


3 Month Rate Contract Value Data

30 day Fed Funds

100.00 on the chart below represents a rate of zero, 98.25 a rate of 1.75%. To trade this rate higher we’ve shorted 20 contracts at 99.9175 representing a rate of 0.085%, contract value $343.75, position value $6,874.99.

Half of the position (10 contracts) we’ll be trading the range between 0.08% and 0.16%, the other half (10 contracts) we’re holding until we achieve our objective of 1.75%, contact price 98.25. 1/2 of the move is priced into the forward market our objective is to capture the other 1/2 between now and December 2026.When we get a clean down trend on this weekly EMA chart will maintain our short position (short 20 contacts). 

Each 0.01 move in rates equals $41.67 per contract, 0.01% on our position equals $833.40.
If we’re able to capture 0.80% of the 1.67% move higher our position will generate a gross profit of $66,672.00

Fed Funds contact price & rate  use this link to track this trade


Fed Funds Contract Price & Rate Data

Fed Fund rate & contact value


3 Month Rate Contract Value Data

8) The fundamentals in this report will continue to fuel major trends, the EMA and VBO programs are excellent tools for capturing them, contact me if you’d like to review others.

About Automated Trading Accounts (ATAs)
Defining Overall Risk For Your ATA Account
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Peter Knight Advisor
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