Individual Markets 230228

5) January 2014 – January 2023 net per contract & period traded

    • Click on net gain for any market and time period traded example, $651,961 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 $651,961 $21,239   $416,723 $20,853   $329,740 $33,525
ET SP 500 Micro $65,196 $2,124   $41,672 $1,791   $32,974 $4,250
NQ Nasdaq $825,421 $36,500   $489,974 $36,315   $357,360 $39,893
NM Nasdaq Micro $82,541 $3,650 $48,997 $3,662   $35,736 $3,989
GC Gold 100  $394,803 $14,420 $307,970 $18,060 $276,383 $30,000
QO Gold 50  $197,401 $7,210   $153,985 $9,030   $136,826 $15,000
GR Gold 10  $39,480 $1,442   $30,797 $1,806   $25,180 $3,756
SI Silver 5000 $465,789 $17,960   $325,988 $29,088   $332,357 $30,188
QI Silver 2500 $232,894 $8,980   $162,994 $14,544   $166,179 $15,189
SO Silver 1000 $93,158 $3,592 $65,198 $5,817   $66,471 $6,038
HG  Copper $293,819 $15,043   $166,537 $18,138   $163,330 $19,362
QC Mini Copper $146,909 $7,521   $83,269 $9,069   $81,665 $9,681
QL Micro Copper $29,382 $1,504   $16,654 $1,814   $16,333 $1,936
A6 AUD $174,765 $5,980   $89,495 $9,580   $77,701 $10,125
D6 CAD $100,735 $4,910   $79,845 $7,495   $73,098 $4,705
S6 CHF $264,550 $7,800   $146,555 $5,610   $157,463 $11,238
E6 EUR $291,325 $6,550   $162,200 $11,250   $154,146 $11,444
E7 Mini EUR $145,663 $3,275   $81,100 $5,652   $77,073 $5,722
B6 GBP $184,775 $4,450   $137,512 $7,238   $86,489 $6,738
J6  JPY $228,156 $5,325   $135,263 $7,388   $115,084 $8,581
J7 Mini JPY $114,078 $2,663   $67,631 $3,694   $57,542 $4,291
DX USD $166,620 $4,295   $110,850 $6,195   $96,563 $5,648
CL Crude Oil $355,190 $25,330   $314,360 $15,870   $299,803 $20,690
QM Crude Mini $177,595 $12,665   $157,180 $7,935   $149,901 $10,345
CY Crude Micro $35,519 $2,533   $31,436 $1,587   $29,980 $2,069
Disclosure

Using this spreadsheet you can create your allocation 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-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

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 here.

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 20 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 March 26, 2023 11:12 pm 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), I’ll confirm and speak with you then.

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 March 26, 2023 11:12 pm
Direct VI Phone 24/7 +340 244 4310
Skype:: Peter Knight Advisor
Message me
Peter_Knight@peterknightadvisor.com

Privacy Notice

Disclosure

 

Published by

Asset Investment Management

Family Office, Advisors