Finals 1 March 2023

Daily summaries & previous updates

Sections in today’s report
1) Chart links to duplicate trades as they occur 
2-4) Intraday and settlement position & performance updates
5) January 2014 – January 2023 net performance by market and period traded
6) How to create your own allocation trading any combination of the ATAs below with links to  2014-2023 allocation performance studies

1) Click on any market & time-period & follow these simplified trading rules
—Red (EMA 9) chart line above blue (EMA 18) = long
—Red (EMA 9) below blue (EMA 18) = short
—Set up on Barchart to track trades intraday

Contract Specs,
& Margins
 1-Hour Charts
 3-Hour
Charts
 5-Hour Charts
 Daily   Charts
 Weekly Charts
 Monthly Charts
 O
 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  On deck to reverse = Bright Blue
NASDAQ = S&P Spread
 1H
 3H
 5H D W
 M
 About Spreads
100.00 – contract price = rate 
 1H
 3H
 5H D W
 M
 What we’re trading
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 1 March 2023
Position valuation spreadsheet – 1 hour 9-18 settlement 1 March 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-Long 12099.50 00:00 1-Mar
Euro E6 1H Rev-to-Long 1.0623
 01:00 106.23
Swiss S6 1H Rev-to-Long 1.06755
 03:00 1-Mar
Canadian D6 1H Rev-to-Long 0.73540
 03:00 1-Mar
SP 500 ES 1H Rev-to-Long 3988.75
 04:00 1-Mar
Crude Oil CL 1H Rev-to-Short 76.27 04:00 1-Mar
SP 500 ES 1H Rev-to-Short 3970.00
 07:00 1-Mar
NASDAQ NQ 1H Rev-to-Short 12046.00
 08:00 1-Mar
Swiss S6 1H Rev-to-Short 1.0660
 11:00 1-Mar
Crude Oil CL 1H Rev-to-Long 77.400
 14:00 1-Mar
Yen J6 1H Rev-to-Short 0.7344 12:00 1-Mar
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 1 March 2023
Position valuation spreadsheet – 3 hour settlement 1 March 2023

Market Chart Link
 Trade Price Chart Time Bar
Copper HG 5H Rev-to-Long 4.0755
 15:00 28-Feb
Gold GC 5H Rev-to-Long 1835.90
 21:00 28-Feb
Euro Euro Rev-to-Long 1.0645
 00:00 1-Mar
Dollar Index DX 5H Rev-to-Short 104.30
 00:00 1-Mar
NASDAQ NQ 3H Rev-to-Short 12052.00
 09:00 1-Mar
Swiss S6 3H Rev-to-Short 1.0683
 09:00 1-Mar
Yen J6 3H Rev-to-Short 0.7344 12:00 1-Mar
Pound B6 3H Rev-to-Short 1.2022 12:00 1-Mar
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 1 March 2023
Position valuation spreadsheet – 5 hour settlement 1 March 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
 Trade Price Chart Time Bar
Pound B6 5H Rev-to-Long 1.2065
 20:00 27-Feb
Crude Oil CL 5H Rev-to-Long 76.500
 00:00 28-Feb
Disclosure

5) January 2014 – January 2023 net per contract & period traded
—-We’re using the same EMA 9-18  for all markets and periods traded

    • Click on net gain for any market and time period traded example, $650,214 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
Contracts Specs
& Margins
 1 Hour
Net Gain
 Draw-
down
   3 Hour
Net Gain
 Draw-
down
   5 Hour
Net Gain
 Draw-
down
ES SP 500 $650,214 $21,239   $412,604 $20,853   $326,393 $33,525
ET SP 500 Micro $65,021 $2,124   $41,260 $1,791   $32,639 $4,250
NQ Nasdaq $814,011 $36,500   $484,204 $36,315   $353,273 $39,893
NM Nasdaq Micro $81,401 $3,650 $48,426 $3,662   $35,327 $3,989
GC Gold 100  $384,063 $14,420   $301,900 $18,060 $269,064 $30,000
QO Gold 50  $192,031 $7,210   $150,950 $9,030   $133,166 $15,000
GR Gold 10  $38,406 $1,442   $30,190 $1,806   $24,448 $3,756
SI Silver 5000 $456,954 $17,960   $317,583 $29,088   $326,625 $30,188
QI Silver 2500 $228,477 $8,980   $158,791 $14,544   $163,313 $15,189
SO Silver 1000 $91,391 $3,592   $63,517 $5,817   $62,486 $6,038
HG  Copper $286,466 $15,043   $164,713 $18,138   $161,990 $19,362
QC Mini Copper $143,233. $7,521   $82,356 $9,069   $80,995 $9,681
QL Micro Copper $28,647 $1,504   $16,471 $1,814   $16,199 $1,936
A6 AUD $171,850 $5,980   $89,505 $9,580   $76,701 $10,125
D6 CAD $100,545 $4,910   $78,850 $7,495   $72,503 $4,705
S6 CHF $258,713 $7,800   $145,685 $5,610   $158,463 $11,238
E6 EUR $285,275 $6,550   $161,156 $11,250   $152,890 $11,444
E7 Mini EUR $142,638 $3,275   $80,578 $5,652   $76,445 $5,722
B6 GBP $181,819 $4,450   $137,925 $7,238   $87,839 $6,738
J6  JPY $226,212 $5,325   $134,525 $7,388   $112,940 $8,581
J7 Mini JPY $113,106 $2,663   $67,262 $3,694   $56,470 $4,291
DX USD $161,940 $4,295   $110,570 $6,195   $95,062 $5,648
CL Crude Oil $352,760 $25,330   $306,220 $15,870   $295,752 $20,690
QM Crude Mini $176,380 $12,665   $153,110 $7,935   $147,876 $10,345
CY Crude Micro $34,866 $2,533   $30,622 $1,587   $29,575 $2,069
3 Month $31,735
 $1,751            
Disclosure

Using this spreadsheet  you can create your allocation of the contracts above and review 2014-2023 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-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

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’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 April 19, 2024 4:01 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 +340 244 4310
Skype:: Peter Knight Advisor
Message me
Peter_Knight@peterknightadvisor.com

Disclosure

 

 

Published by

Asset Investment Management

Family Office, Advisors