Sections
1) EMA 9-18 portfolio performance by sector, contact size, and time period traded.
2) Create your own allocation trading any combination of the EMA 9-18s
3) Any allocation can be traded automatically for your account.
4) Using any reasonable maintenance balance
5) About Automated trading Accounts (ATAs) how they work and fee structure
Track trades as they occur, previous days reported here
1) EMA 9-18 performance by sector. contact size and timeframe traded
We’ve added Chicago Mercantile Exchange – micro contracts, to our line-up, micros are 1/10 the size of a normal contract enabling a 25K to 50K account the same diversification that use to require 250K to 500K. Micros are excellent for “trial accounts” and enable you to capture a small piece of the beautiful up and down trends we’re seeing in 2022. For allocations that trade mini and micros see allocations 22-50.
| # | Webpage & Markets Traded |
Minimum Account | Margin Required | Net Profit Per Unit |
Draw- down | Risk Tolerance | Last 12 Months |
| 1 | 1-H, M, FX, E, I | $250,000 | $80,788 | $4,330,781 | ($7,100) | ($81,000) | $1,142,171 |
| 2 | 3-H, M, FX, E, I | $250,000 | $80,788 | $2,845,434 | ($49,474) | ($124,000) | $500,508 |
| 3 | 5-H, M, FX, E, I | $350,000 | $80,788 | $2,489,495 | ($64,033) | ($161,000.) | $356,000 |
| 4 | 1-3H, M, FX, E, I | $500,000 | $161,576 | $7,176,216 | ($869) | ($162,000) | $1,642,679 |
| 5 | 1-5H, M, FX, E, I | $500,000 | $161,576 | $6,820,276 | ($5,968) | ($162,000) | $1,498,171 |
| 6 | 1-3-5H, M, FX, E,I | $500,000 | $242,364 | $9,665,710 | ($12,708) | ($243,000) | $1,998,679 |
| 7 | 1-H, M, FX, E | $125,000 | $51,828 | $2,866,597 | ($5,005) | ($52,000) | $591,141 |
| 8 | 3-H, M, FX, E | $125,000 | $51,828 | $1,948,626 | ($32,699) | ($82,000) | $319,846 |
| 9 | 5-H, M, FX, E | $125,000 | $51,828 | $1,809,830 | ($19,607) | ($52,000) | $242,048 |
| 10 | 1-3 H, M, FX, E | $250,000 | $103,656 | $4,815,223 | ($16,760) | ($104,000) | $910,987 |
| 11 | 1-5 H, M, FX, E | $250,000 | $103,656 | $4,676,426 | ($10,382) | ($102,000) | $833,188. |
| 12 | 1-H, M, E, I | $100,000 | $59,265 | $2,944,427 | ($17,504) | ($60,000) | $955,114 |
| 13 | 3-H, M, E, I | $150,000 | $59,265 | $1,987,223 | ($33,842) | ($85,000) | $402,501 |
| 14 | 1-3 H, M, E, I | $250,000 | $118,530 | $4,931,650 | ($23,250) | ($119,000) | $1,357,615 |
| 15 | 1-5 H, M, E, I | $250,000 | $118,530 | $4,677,524 | ($13,850) | -119,000 | $1,233,690 |
| 16 | 1-H, FX, I | $125,000 | $50,483 | $2,850,538 | ($5,924) | ($51,000) | $738,088 |
| 17 | 3-H, FX, I | $125,000 | $50,483 | $1,755,019 | ($32,346) | ($81,000) | $278,667 |
| 18 | 5-H, FX, I | $250,000 | $50,483 | $1,436,063 | ($78,716) | ($197,000) | $191,374 |
| 19 | 1-3 H, FX, I | $250,000 | $100,966 | $4,605,558 | ($968) | ($101,000) | $1,016,756 |
| 20 | 1-5 H, FX, I | $250,000 | $100,966 | $4,286,601 | ($39,197) | ($101,000) | $929,463 |
| 21 | Optimized | $500,000 | $159,926 | $7,149,678 | ($0) | ($200,000) | $1,591,984 |
| # | Mini & Micro | Minimum | Margin | Net Profit | Draw | Risk-T | Last 12 |
| 22 | All 1&3-H Micros | $35,000 | $17,314 | $750,586 | ($3,253) | ($18,000) | $173,752 |
| 23 | All 1&5-H Micros | $40,000 | $18,065 | $732,307 | ($2,162) | ($19,000) | $164,364 |
| 24 | 1-H, I M, E, FX | $25,000 | $10,114 | $595,475 | ($1,145) | ($15,000) | $134,596 |
| 25 | 3-H, I M, E, FX | $25,000 | $10,114 | $378,327 | ($7,028) | ($18,000) | $62,975 |
| 26 | 5-H, I M, E, FX | $25,000 | $10,114 | $333,590 | ($6,734) | ($17,000) | $46,065 |
| 27 | 1-3H Mc,J7, E7 | $40,000 | $20,228 | $973,802 | ($3,625) | ($21,000) | $197,571 |
| 28 | 1-5H Mc, J7, E7 | $50,000 | $20,228 | $929,065 | ($154.00) | ($21,000) | $180,661 |
| 29 | 1-3-5 H, All | $75,000 | $30,342 | $1,307,392 | ($4,507) | ($31,000) | $243,636 |
| 30 | 1 H, I M, E | $25,000 | $6,952 | $339,732 | ($5,188) | ($12,500) | $103,955 |
| 31 | 3 H, I M, E | $25,000 | $6,952 | $230,486 | ($2,166) | ($13,000) | $44,312 |
| 32 | 5 H, I M, E | $25,000 | $6,952 | $200,675 | ($6,637) | ($17,000) | $30,409 |
| 33 | 1-3 H, I M, E | $35,000 | $13,904 | $570,218 | ($2,926) | ($15,000) | $148,268 |
| 34 | 1-5 H, I M, E | $35,000 | $13,904 | $540,406 | ($1,895) | ($15,000) | $134,365 |
| 35 | 1,3,5 H, 71165 | $50,000 | $20,360 | $952,703 | ($1,915) | ($21,000) | $188,349 |
| 36 | All 1-H, E&, J7 | $25,000 | $10,565 | $595,475 | ($1,144) | $15,000 | $134,596 |
| 37 | 1-5 H, I, M | $25,000 | $12,012 | $475,965 | ($2,198) | ($15,000) | $116,850 |
| 38 | 1-5 H, M, E | $25,000 | $8,096 | $326,018 | (($2,653) | ($15,000) | $67,876 |
| 39 | 5-H, & J7 | $25,000 | $9,408 | $279,469 | ($6,267) | ($15,000) | $43,487 |
| 40 | 1-H, I & M | $25,000 | $6,006 | $304,866 | ($1,503) | ($12,500) | $89,633 |
| 41 | 1 H, I, M, & E DX | $25,000 | $7,919 | $420,271 | $1,463) | ($15,000) | $116,331 |
| 42 | 1 H,Micro Metals | $25,000 | $3,102 | $158,445 | ($2,670) | ($10,000) | $34,536 |
| 43 | 1H,Micro Indices | $25,000 | $2,904 | $146,422 | ($4,601) | ($10,000) | $55,097 |
| 44 | 1H Micro M & DX | $25,000 | $5,832 | $320,383 | ($1,700) | ($10,000) | $77,796 |
| 45 | Micro 9894 | $25,000 | $11,131 | $528,824 | ($255) | ($15,000) | $156,609 |
| 46 | Micro Mini 7447 | $35,000 | $10,135 | $641,148 | ($383) | ($17,500) | $132,649 |
| 47 | Micro Mini 9940 | $35,000 | $11,708 | $701,960 | ($0) | ($15,000) | $145,512 |
| 48 | Micro Mini 5778 | $50,000 | $18,429 | $984,109 | ($188) | ($25,000) | $208,748 |
| 49 | Micro Mini 7715 | $50,000 | $15,772 | $930,347 | ($292) | ($25,000) | $179,284 |
| 50 | Micro Mini 4355 | $30,000 | $6,841 | $375,415 | ($931) | ($15,000) | $115,173 |
| Disclosure | |||||||
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). To get a realistic handle on risk I’d recommend you start with mini & micro contacts or track actual trades as they occur here.
2) Using this spreadsheet you can create your own allocation of these markets and immediately review 2014-2022 performance.
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- 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 you own in cell H-19
- Cumulative profit net of all spreads and fees, cell H-20
- Drawdown cell H-22
- Risk tolerance (what you should be prepared to risk) cell H-30
- Monthly and annual performance columns B-H
- Performance by market columns l-IX
3) Any allocation can be traded automatically for your account.
4) Using any reasonable maintenance balance
5) About Automated trading Accounts (ATAs) how they work and fee structure.
If you have any questions contact me.
Peter Knight Advisor
My current date and time April 25, 2024 5:36 pm
Direct VI Phone 24/7 +340 244 4310
Skype:: Peter Knight Advisor
Message me
Peter_Knight@peterknightadvisor.com
