Finals 21 March 2023

Previous daily updates

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

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 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
2 Year
ZT 1H ZT 3H ZT 5H ZT D ZT W ZT M O S&R TU
5 Year
ZF 1H ZF 3H ZF 5H ZF D ZF W ZF M O S&R TF
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 21 March 2023
Position valuation spreadsheet – 1 hour 9-18 settlement 21 March 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Australian A6 1H Rev-to-Short 0.6717
21:00 20-Mar
Silver SI 1H Rev-to-Short 22.60 01:00 21-Mar
Gold GC 1H Rev-to-Short 1973.90 Rev-to-Short
Yen J6 1H Rev-to-Short 0.7670
02:00 21-Mar
Swiss S6 1H Rev-to-Long  1.0898 05:00 21-Mar
Silver SI 1H Rev-to-Long  22.670
07:00 21-Mar
Silver SI 1H Rev-to-Short 22.475
08:00 21-Mar
Canadian D6 1H Rev-to-Short 0.7310
09:00 21-Mar
Pound B6 1H Rev-to-Short 1.2241
09:00 21-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 21 March 2023
Position valuation spreadsheet – 3 hour settlement 21 March 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Crude Oil CL 3H Rev-to-Long 68.57 06:00 21-Mar
Australian A6 3H Rev-to-Short 0.6690 06:00 21-Mar
Swiss S6 3H Rev-to-Long 1.09465 09:00 21-Mar
Gold SI 3H Rev-to-Short 1950.00
09:00 21-Mar
Yen J6 3H Rev-to-Short 0.76445 15:00 21-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 21 March 2023
Position valuation spreadsheet – 5 hour settlement 21 March 2023

Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Copper HG 5H Rev-to-Long 3.9835 05:00 21-Mar
Swiss  S6 5H Rev-to-Long  1.09455 15:00 21-Mar
Disclosure
  • 5) January 2014 – February 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 2014-2023 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 May 30, 2023 4:59 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