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 – December 2022 net performance by market and period traded
6) How to create your own allocation trading any combination of the contracts below
Setting up on Barchart to track any EMA markets & periods traded intraday
Previous daily performance reports
2014-2022 allocation studies
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
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 5 January 2023
Position valuation spreadsheet – 1 hour 9-18 settlement 5 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral
| Market | Chart Link |
Trade | Price | Chart Time Bar |
| NASDAQ | NQ 1H | Rev-to-Short | 10995.00 |
19:00 4-Jan |
| Swiss | S6 1H | Rev-to-Short | 1.0824 |
00:00 5-Jan |
| Pound | B6 1H | Rev-to-Short | 1.2050 | 00:00 5-Jan |
| Swiss | S6 1H | Rev-to-Long | 1.08550 |
02:00 5-Jan |
| Australian | A6 1H | Rev-to-Short | 0.68205 |
21:00 4=Jan |
| Gold | GC 1H | Rev-to-Short | 1855.80 |
01:00 5-Jan |
| Copper | HG 1H | Rev-to-Long | 3.7910 |
03:00 5-Jan |
| NASDAQ | NQ 1H | Rev-to-Long | 11010.00 |
05:00 5-Jan |
| Dollar Index | DX 1H | Rev-to-Long | 104.15 |
05:00 5-Jan |
| Australian | A6 1H | Rev-to-Short | 0.68505 |
07:00 5-Jan |
| Euro | E6 1H | Rev-to-Short | 1.0633 |
07:00 5-Jan |
| SP 500 | ES 1H | Rev-to-Short | 3860.10 |
07:00 5-Jan |
| NASDAQ | NQ 1H | Rev-to-Short | 10940.00 |
07:00 5-Jan |
| Canadian | D6 1H | Rev-to-Short | 0.73875 |
08:00 5-Jan |
| Swiss | S6 1H | Rev-to-Short | 1.0800 |
08:00 5-Jan |
| 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 5 January 2023
Position valuation spreadsheet – 3 hour settlement 5 January 2023
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 | 1.0845 | 00:00 5-Jan |
| Copper | HG 3H | Rev-to-Long | 3.8100 |
03:00 5-Jan |
| NASDAQ | NQ 3H | Rev-to-Short | 10936.00 |
06:00 5-Jan |
| Pound | B6 3H | Rev-to-Short | 1.2029 |
06:00 5-Jan |
| Swiss | S6 3H | Rev-to-Short | 1.0810 |
06:00 5-Jan |
| SP 500 | ES 3H | Rev-to-Short | 3835.75 |
06:00 5-Jan |
| Gold | GC 3H | Rev-to-Short | 1833.20 |
09:00 5-Jan |
| Australian | A6 3H | Rev-to-Short | 0.6765 |
09:00 5-Jan |
| 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 5 January 2023
Position valuation spreadsheet – 5 hour settlement 5 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral
| Market | Chart Link |
Trade | Price | Chart Time Bar |
| Silver | SI 5H | Rev-to-Short | 23.900 | 20:00 4-Jan |
| Yen | J6 5H | Rev-to-Short | 0.7610 | 20:00 4-Jan |
| SP 500 | SP 500 | Rev-to-Short | 3835.50 |
05:00 5-Jan |
| All remaining positions were maintained |
||||
| Disclosure | ||||
5) January 2014 – December 2022 net per contract & period traded
—-We’re using the same EMA 9-18 for all markets and periods traded
-
- Click on net gain for that market and time period traded ample $640,447 a spreadsheet will open containing all data, every calculation, all trades, monthly-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
Clients can set their risk tolerance at any level but it should be realistic. In 2023 with the benefit of hindsight, diversification and optimization a capable analyst with access to 6,200 hedgefunds, CTA’s and trading programs could optimize actual or hypothetical performance and produce an allocation where there are no losing months over a 9 year period (allocations 21 & 47 are two) of the 50 allocations posted here. To get a realistic handle on risk I’d recommend you start with mini & micro contacts or track actual trades as they occur.
Using this spreadsheet you can create your own portfolio trading any combination of the contracts above and 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
If you’d like to learn more about Automated Trading Accounts (ATAs) contact me on +340-244-4310 or Skype Peter Knight Advisor in less than 15 minutes I’ll show you how to generate trades in the markets and periods of your choice and how to track them on Barchart intra-day as trades occur. My current date & time is December 4, 2023 6:29 am I’m available from 7 am to 7 pm Monday through Thursday, 7 am to 1 pm on Fridays, if I’m not available, text, Skype or on site message me with a call back date and time (please use your local time zone)
Peter Knight Advisor
Direct VI Phone 24/7 +340 244 4310
Skype:: Peter Knight Advisor
Message me
Peter_Knight@peterknightadvisor.com
