28 December 2022 Finals

Sections
1) Chart links to duplicate trades as they occur 
2) Hourly 9-18, position & performance update
3) 3 hour 9-18, position & performance update
4) 5 hour 9-18, position & performance update
5) January 2014 – November 2022 net performance by market and period traded
6) Creating your own allocation of the 72 markets & periods traded
Setting up on Barchart to track any EMA market & period traded intraday

1) Click on any market & time-period & follow these simplified trading rules
—Red (EMA 9) chart line above the blue (EMA 18) = long
—Red (EMA 9) below the blue (EMA 18) = short
-_Green, we’re long that market and period, Red we’re short
—–Previous daily performance posted here

Contract Specs, & Margin Req.
 1-Hour Charts
 3-Hour
Charts
 5-Hour Charts
 Daily Charts
 Weekly Charts
 Monthly Charts
 Op
 S&R
SP 500 ES 1H ES 3H ES 5H ES D ES W ES M O S&R
NASDAQ NQ 1H NQ 3H NQ 5H NQ D NQ W NQ M O S&R
Gold GC 1H GC 3H GC 5H GC D GC W GC M O S&R
Silver SI 1H SI 3H SI 5H SI D SI W SI M O S&R
Copper HG 1H HG 3H HG 5H HG D HG W HG M O S&R
Australian A6 1H A6 3H A6 5H A6 D A6 W A6 M O S&R
Canadian D6 1H D6 3H D6 5H D6 D D6 W D6 M O S&R
Swiss S6 1H S6 3H S6 5H S6 D S6 W S6 M O S&R
Euro E6 1H E6 3H E6 5H E6 D E6 W E6 M O S&R
Pound B6 1H B6 3H B6 5H B6 D B6 W B6 M O S&R
Yen J6 1H J6 3H J6 5H J6 D J6 W J6 M O S7R
Dollar Index DX 1H DX 3H DX 5H DX D DX W DX M O S&R
Crude Oil CL 1H CL 3H CL 5H CL D CL W CL M O S&R
3-Month Rates GE 1H GE 3H GE 5H GE D GE W GE M O S&R
Euro Stoxx 50
 FX-H1
 FX 3H FX 5H FX D FX W FX M O S&R
Dax Index
 DY-1H
 DY 3H DY 5H DY D DY W DY M O S&R
FTSE 100
 X-1H
 X 3H X 5H X D X W X M O S&R
Green = long    Red = Short    Blue = On deck to reverse    Dark Blue = Neutral
Disclosure

2) Performance trading the 1 hour 9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are published here

One Hour Finals 28 December 2022
Position valuation spreadsheet – 1 hour settlement 28 December 2022
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
 Trade Price Chart Time Bar
Copper HG 1H Rev-to-Short 3.8465 14:00 27-Dec
Crude Oil CL 1H Rev-to-Short 79.40 14:00 27-Dec
Silver SI 1H Rev-to-Short 24.19 21:00 27-Dec
Australian A6 1H Rev-to-Long
 0.6773 23:00 27-Dec
Gold GC 1H Rev-to-Short 1817.60 01:00 28-Dec
Copper HG 1H Rev-to-Short 3.8555 01:00 28-Dec
Euro E6 1H Rev-to-Short 1.0688 01:00 28-Dec
Pound B6 1H Rev-to-Long 1.2084 04:00 28-Dec
Dollar Index DX 1H Rev-to-Short 103.84 06:00 28-Dec
Euro E6 1H Rev-to-Long 1.07005 07:00 28-Dec
Euro E6 1H Rev-to-Short 1.0685 09:00 28-Dec
Canadian D6 1H Rev-to-Short 0.7370 09:00 28-Dec
Dollar Index DX 1H Rev-to-Long 104.10 09:00 28-Dec
Pound B6 1H Rev-to-Short 1.2050
 13:00 28-Dec
Australian A6 1H Rev-to-Short 0.6760 14:00 28-Dec
All remaining positions were maintained
Disclosure

3) Performance trading the 3 hour 9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are published here

Three Hour Finals 28 December 2022
Position valuation spreadsheet – 3 hour settlement 28 December 2022
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
 Trade Price Chart Time Bar
Swiss S6 3H Rev-to-Long 1.0850
 21:00 27-Dec
Pound B6 1H Rev-to-Long 1.2128
 06:00 28-Dec
Crude Oil CL 3H Rev-to-Short 78.20
 06:00 28-Dec
Gold GC 1H Rev-to-Short 1809.60
 09:00 28-Dec
Silver SI 3H Rev-to-Short 23.920
 09:00 28-Dec
Pound B6 1H Rev-to-Short 1.2059 09:00 28-Dec
Dollar Index DX 3H Rev-to-Long 104.050
 09:00 28-Dec
All  remaining positions were maintained
Disclosure

4) Performance trading the 5 hour  9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are published here

Five HourFinals 28 December 2022
Position valuation spreadsheet – 5 hour settlement 28 December 2022
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
 Trade Price Chart Time Bar
Swiss S6 5H Rev-to-Long 1.0880
 05:00 28-Dec
Dollar Index DX 5H Rev-to-Long 104.10
 05:00 28-Dec
Silver SI 5H Rev-to-Short 23.74
 10:00 28-Dec
Gold GC 5H Rev-to-Short 1815.80
 15:00 28-Dec
Euro E6 5H Rev-to-Short 1.0670
 15:00 28-Dec
All  remaining positions were maintained
Disclosure

5) Individual market 2014-2022 net performance by contract & period traded 

    • Click on net gain for that market & period example $620,350  and a spreadsheet opens containing all data, every calculation, all trades, monthly, and annual performance.
    • Performance represented is trading a single contact deducting a minimum of $50.00 per trade for bid/ask spreads and brokerage.
    • Drawdowns are measured from the highest high to lowest low prior to recovery
Contracts Specs
& Margins
 1 Hour
Net Gain
 Draw-
down
   3 Hour  Net Gain
 Draw-
down
   5 Hour  Net Gain
 Draw-
down
ES SP 500 $620,350 $21,239   $418,505 $17,905   $331,357 $28,750
ET SP 500 Micro $62,035 $2,124   $41,850 $1,791   $32,328 $3,773
NQ Nasdaq $767,891 $36,500   $495,049 $36,315   $344,867 $35,238
NM Nasdaq Micro $76,789 $3,650   $49,504 $3,662   $34,436 $3,524
GC Gold 100  $356,930 $14,420   $307,240 $18,060   $267,042 $30,000
QO Gold 50  $178,465 $7,210   $153,620 $9,030   $133,521 $15,000
GR Gold 10  $35,693 $1,442   $30,724 $1,806   $26,704 $3,000
SI Silver 5000 $445,310 $17,960   $335,620 $29,088   $344,902 $30,188
QI Silver 2500 $222,655 $8,980   $167,810 $14,544   $172,451 $15,189
SO Silver 1000 $89,062 $3,592   $67,212 $5,817   $69016 $6,038
HG  Copper $276,481 $15,043   $163,862 $18,138   $158,247 $17,165
QC Mini Copper $138,240 $7,521   $81,931 $9,069   $79,123 $8,583
QL Micro Copper $27,648 $1,504   $16,386 $1,814   $15,824 $1,717
A6 AUD $169,810 $5,980   $93,420 $6,900   $80,171 $5,980
D6 CAD $100,455 $4,625   $86,650 $6,740   $75,538 $4,705
S6 CHF $261,500 $7,800   $148,420 $5,610   $160,975 $11,238
E6 EUR $288,144 $6,550   $161,662 $11,250   $152,684 $11,444
E7 Mini EUR $144,072 $3,275   $80,832 $5,652   $76,342 $5,722
B6 GBP $179,649 $4,450   $137,425 $7,238   $89,040 $6,738
J6  JPY $220,112 $5,325   $137,719 $7,388   $112,509 $8,581
J7 Mini JPY $110,056 $2,663   $68,859 $3,694   $56,255 $4,291
DX USD $156,480 $4,295   $112,260 $6,195   $96,587 $5,648
CL Crude Oil $343,650 $25,330   $300,790 $15,870   $294,652 $20,690
QM Crude Mini $171,825 $12,665   $150,395 $7,935   $147,326 $10,345
CY Crude Micro $34,365 $2,533   $30,079 $1,587   $29,242 $2,069
Disclosure

6) Using this spreadsheet create your own portfolio trading any combination of the contracts above and immediately review 2014-2022 performance.

    • Download and enable editing (allow 15-45 seconds)
    • Enter markets and number of contracts traded in columns I-K rows 19-43
    • Minimum start balance shows in cell H-29 or enter your own in cell H-29
    • Cumulative profit net of all spreads and fees, cell H-20
    • Maximum month-on-month drawdown cell H-22
    • Risk tolerance (what you should be prepared to risk) cell H-31
    • Monthly and annual performance columns B-H
    • Performance by market columns l-IX

Any allocation can be traded automatically for your account.

Using any reasonable risk tolerance & maintenance balance

Additional Information

About Automated Trading Accounts (ATAs) Hedge Funds CTA’s and Trading programs
Track trades as they occur Hybrid performance 
Performance by sector and period traded 2007-2022 performance – Gold Option Write Hedge
Create your own EMA ATA allocation  Educational Resources
Defining Overall Risk for Your ATA Account Futures General Information
ATA Fee Structure Options General Information
Brokerage Firms Report – Inflation Preception vs. Reality
How Funds Are Protected Report Monetization of 30+ trillion in U.S. Debt
Open An Account What Monetary Fairy is going to replace the Fed?

If you have questions, please contact me.

Peter Knight Advisor
My current date and time April 19, 2024 7:44 am
Direct VI Phone 24/7 +340 244 4310
Skype:: Peter Knight Advisor
Message me
Peter_Knight@peterknightadvisor.com

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Disclosure

 

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Asset Investment Management

Family Office, Advisors