29 December 2022 Finals

Sections
1) Chart links to duplicate trades as they occur 
2-4) Hourly, 3-hour, 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, & Margins
1-Hour Charts
3-Hour
Charts
5-Hour Charts
Daily Charts
Weekly Charts
Monthly Charts
Op
S&R Mini & Micro Margins
SP 500 ES 1H ES 3H ES 5H ES D ES W ES M O S&R ES ET
NASDAQ NQ 1H NQ 3H NQ 5H NQ D NQ W NQ M O S&R NQ NM
Gold GC 1H GC 3H GC 5H GC D GC W GC M O S&R QO GR
Silver SI 1H SI 3H SI 5H SI D SI W SI M O S&R  QI SO
Copper HG 1H HG 3H HG 5H HG D HG W HG M O S&R QC QL
Australian A6 1H A6 3H A6 5H A6 D A6 W A6 M O S&R MG
Canadian D6 1H D6 3H D6 5H D6 D D6 W D6 M O S&R WK
Swiss S6 1H S6 3H S6 5H S6 D S6 W S6 M O S&R  WN
Euro E6 1H E6 3H E6 5H E6 D E6 W E6 M O S&R E7 MF
Pound B6 1H B6 3H B6 5H B6 D B6 W B6 M O S&R MB
Yen J6 1H J6 3H J6 5H J6 D J6 W J6 M O S7R J7
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 QM CY
Natural Gas NG 1H NG 3H NG 5H NG D NG W NG M O S&R QG
3 Month 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 JH
Dax Index
DY-1H
DY 3H DY 5H DY D DY W DY M O S&R TM   JM
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
   
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 29 December 2022
Position valuation spreadsheet – 1 hour settlement 29 December 2022
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Gold GC 1H Rev-to-Long 1815.00
22:00 28-Dec
Yen J6 1H Rev-to-Long 0.7553
22:00 28-Dec
Euro E6 1H Rev-to-Long 1.0705
05:00 29-Dec
Silver SI 1H Rev-to-Long 24.00 05:00 29-Dec
Dollar Index DX 1H Rev-to-Short  103.99
05:00 29-Dec 
NASDAQ NQ 1H Rev-to-Long 10888.00
07:00 29-Dec
SP 500 ES 1H Rev-to-Long 3836.00
07:00 29-Dec
Pound B6 1H Rev-to-Long 1.2066
08:00 29-Dec
Canadian D6 1H Rev-to-Long 0.7384
08:00 29-Dec
Australian A6 1H Rev-to-Long 0.6782
10:00 29-Dec
Crude Oil CL 1H Rev-to-Long 78.66
15:00 29-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 29 December 2022
Position valuation spreadsheet – 3 hour settlement 29 December 2022
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Euro E6 3H Rev-to-Short 1.0673
15:00 28-Dec
Canadian D6 3H Rev-to-Short 0.7362
15:00 28-Dec
Gold GC 1H Rev-to-Long 1812.90
21:00 28-Dec
Copper HG 3H Rev-to-Short 3.8135
00:00 29-Dec
Australian A6 3H Rev-to-Short 0.6736
00:00 29-Dec
Euro E6 3H Rev-to-Long 1.0714
06:00 29-Dec
Australian A6 3H Rev-to-Long 0.6770
09:00 29-Dec
Dollar Index DX 3H Rev-to-Short 103.80
09:00 29-Dec
Silver SI 3H Rev-to-Long 24.17
09:00 29-Dec
SP 500 ES 3H Rev-to-Long 3875.25
12:00 29-Dec
Canadian D6 3H Rev-to-Long 0.73905
12:00 29-Dec
Pound B6 3H Rev-to-Long 0.7590
12:00 29-Dec
Yen J6 3H Rev-to-Long 1.2080
12:00 29-Dec
NASDAQ NQ 3H Rev-to-Long 11030.00
12:00 29-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 Hour Finals 29 December 2022
Position valuation spreadsheet – 5 hour settlement 29 December 2022
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Crude Oil CL 5H Rev-to-Short 78.34
20:00 28-Dec
Gold GC 5H Rev-to-Long 1816.40
05:00 29-Dec
Euro E6 5H Rev-to-Long 1.07105
05:00 29-Dec
Copper HG 5H Rev-to-Short 3.8175
05:00 29-Dec
Dollar Index DX 5H Rev-to-Short 103.775
10:00 29-Dec
Silver SI 5H Rev-to-Long 24.175
10:00 29-De
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 May 30, 2023 4:28 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

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