Sections in this report
1) EMA allocation performance 2000-2021
2) EMA Individual 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 |
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| 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 |
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| 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 |
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| 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
ATA Fee Structure
Brokerage Firms
How Balances Are Guaranteed Plus or Minus Trading
How To Open An Account
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Liquidity in portion or all in any major currency 2-48 hours
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Peter Knight Advisor
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