250801 positions, stops, reversals & objectives (all 24)

Instructions on how to track trades as they occur
Top 50 allocations of the 24 trading models below 

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SEP MINI SP 500       1657 Trading days from 190102 to 250731

Running .DAT file ESN016.DAT

Last trading day was 250731   Closing price was 6374.2500

Current V value is 94.250000 (377 ticks)  K1 value is 0.40
V*K1 for tomorrow is 37.700000 (151 ticks)

BuyStop for tomorrow is 6412.0000  SellStop is 6336.5000

Protective stop price is 7363.2500
Profit objective price is 6049.2500

V is less than high filter value of 3525
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 6363.2500
Open trade equity is -550.00

From 190102 total profit is 302112.50
            current drawdown is -3137.50
            maximum drawdown was -34487.50
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SEP MINI NASDAQ 100       1657 Trading days from 190102 to 250731

Running .DAT file NQN013.DAT

Last trading day was 250731   Closing price was 23365.0000

Current V value is 480.000000 (1920 ticks)  K1 value is 0.37
V*K1 for tomorrow is 177.600000 (710 ticks)

BuyStop for tomorrow is 23677.7500  SellStop is 23322.5000

V is less than high filter value of 4175
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently flat

From 190102 total profit is 513150.00
            current drawdown is -32035.00
            maximum drawdown was -32035.00
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SEP MICRO NASDAQ 100       1657 Trading days from 190102 to 250731

Running .DAT file NQM015.DAT

Last trading day was 250731   Closing price was 23365.0000

Current V value is 480.000000 (1920 ticks)  K1 value is 0.38
V*K1 for tomorrow is 182.400000 (730 ticks)

BuyStop for tomorrow is 23648.7500  SellStop is 23284.0000

V is less than high filter value of 4080
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently flat

From 190102 total profit is 34034.00
            current drawdown is -4640.00
            maximum drawdown was -5554.50
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SEP DOW FUTURES       1657 Trading days from 190102 to 250731

Running .DAT file YMN001.DAT

Last trading day was 250731   Closing price was 44305.0000

Current V value is 1104.000000 (1104 ticks)  K1 value is 0.43
V*K1 for tomorrow is 474.720000 (475 ticks)

BuyStop for tomorrow is 45005.0000  SellStop is 44055.0000

Protective stop price is 54305.0000
Profit objective price is 43786.0000

V is less than high filter value of 2400
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 44546.0000
Open trade equity is 1205.00

From 190102 total profit is 216205.00
            current drawdown is -4840.00
            maximum drawdown was -14605.00
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DEC GOLD       1656 Trading days from 190102 to 250731

Running .DAT file GC1019.DAT

Last trading day was 250731   Closing price was 3348.6001

Current V value is 189.900146 (18990 ticks)  K1 value is 0.38
V*K1 for tomorrow is 72.162056 (7216 ticks)

BuyStop for tomorrow is 3420.7600  SellStop is 3276.4400

V is equal to or greater than high filter value of 9999
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 206253.00
            current drawdown is -10058.00
            maximum drawdown was -19060.99
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DEC MINI GOLD 50       1656 Trading days from 190102 to 250731

Running .DAT file GC2019.DAT

Last trading day was 250731   Closing price was 3348.6001

Current V value is 182.600098 (18260 ticks)  K1 value is 0.43
V*K1 for tomorrow is 78.518042 (7852 ticks)

BuyStop for tomorrow is 3427.1200  SellStop is 3270.0800

V is equal to or greater than high filter value of 7800
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 94377.00
            current drawdown is -6403.00
            maximum drawdown was -10282.00
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DEC MICRO GOLD 10       1656 Trading days from 190102 to 250731

Running .DAT file GC3006.DAT

Last trading day was 250731   Closing price was 3348.6001

Current V value is 70.100098 (7010 ticks)  K1 value is 1.03
V*K1 for tomorrow is 72.203101 (7220 ticks)

BuyStop for tomorrow is 3420.8000  SellStop is 3276.4000

Protective stop price is 3427.6400
Profit objective price is 3227.6400

V is less than high filter value of 9999
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 3327.6400
Open trade equity is -209.60

From 190102 total profit is 19795.20
            current drawdown is -1050.00
            maximum drawdown was -2108.30
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SEP 5000 SILVER       1656 Trading days from 190102 to 250731

Running .DAT file SI1012.DAT

Last trading day was 250731   Closing price was 36.7120

Current V value is 1.022092 (1022 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.429279 (429 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 875
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 420525.01
            current drawdown is 0.00
            maximum drawdown was -21230.00
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SEP 2500 COMEX SILVER       1656 Trading days from 190102 to 250731

Running .DAT file SI2019.DAT

Last trading day was 250731   Closing price was 36.7120

Current V value is 1.022092 (1022 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.429279 (429 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 875
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 199520.00
            current drawdown is 0.00
            maximum drawdown was -9987.50
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SEP 1000 COMEX SILVER       1656 Trading days from 190102 to 250731

Running .DAT file SI3013.DAT

Last trading day was 250731   Closing price was 36.7120

Current V value is 1.022092 (1022 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.429279 (429 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 875
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 64833.00
            current drawdown is 0.00
            maximum drawdown was -4325.00
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SEP COPPER 25000       1656 Trading days from 190102 to 250731

Running .DAT file HG1011.DAT

Last trading day was 250731   Closing price was 4.3545

Current V value is 1.464000 (29280 ticks)  K1 value is 0.57
V*K1 for tomorrow is 0.834480 (16690 ticks)

BuyStop for tomorrow is 5.2992  SellStop is 3.6302

V is equal to or greater than high filter value of 6325
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 137771.24
            current drawdown is -4950.00
            maximum drawdown was -20172.50
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SEP MINI COPPER 12500       1656 Trading days from 190102 to 250731

Running .DAT file HG2011.DAT

Last trading day was 250731   Closing price was 4.3545

Current V value is 1.464000 (29280 ticks)  K1 value is 0.57
V*K1 for tomorrow is 0.834480 (16690 ticks)

BuyStop for tomorrow is 5.2992  SellStop is 3.6302

V is equal to or greater than high filter value of 6325
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 61585.62
            current drawdown is -2500.00
            maximum drawdown was -10586.25
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OCT PLATINUM 50       1656 Trading days from 190102 to 250731

Running .DAT file PLA001.DAT

Last trading day was 250731   Closing price was 1299.1000

Current V value is 151.000000 (15100 ticks)  K1 value is 0.46
V*K1 for tomorrow is 69.460000 (6946 ticks)

BuyStop for tomorrow is 1382.4900  SellStop is 1243.5700

V is equal to or greater than high filter value of 3850
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 108547.00
            current drawdown is -1875.00
            maximum drawdown was -10832.00
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SEP 1000 CRUDE OIL       1656 Trading days from 190102 to 250731

Running .DAT file CL1004.DAT

Last trading day was 250731   Closing price was 69.2600

Current V value is 2.001060 (200 ticks)  K1 value is 0.84
V*K1 for tomorrow is 1.680890 (168 ticks)

250801 Open 69.35		
V*K1 = 1.68089		
BuyStop for tomorrow is 71.0309 SellStop is 67.6691

Protective stop price is 20.0000
Profit objective price is 73.0200

V is less than high filter value of 1125
V is greater than low filter value of 0

Currently short 1 contract(s) at 68.5700
Open trade equity is -690.00

From 190102 total profit is 187670.00
            current drawdown is -830.00
            maximum drawdown was -19480.00

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SEP 500 CRUDE OIL       1656 Trading days from 190102 to 250731

Running .DAT file CL2009.DAT

Last trading day was 250731   Closing price was 69.2600

Current V value is 3.230003 (323 ticks)  K1 value is 0.50
V*K1 for tomorrow is 1.615002 (162 ticks)

BuyStop for tomorrow is 70.8800  SellStop is 67.6500

Protective stop price is 60.2000
Profit objective price is 75.2800

V is less than high filter value of 1475
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 66.6800
Open trade equity is 1290.00

From 190102 total profit is 99370.01
            current drawdown is -1205.00
            maximum drawdown was -9000.00
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SEP 42000 GASLOINE       1656 Trading days from 190102 to 250731

Running .DAT file RBN005.DAT

Last trading day was 250731   Closing price was 2.1739

Current V value is 0.089100 (891 ticks)  K1 value is 0.50
V*K1 for tomorrow is 0.044550 (446 ticks)

BuyStop for tomorrow is 2.2184  SellStop is 2.1293

Protective stop price is 1.0116
Profit objective price is 2.2404

V is less than high filter value of 1700
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 2.0975
Open trade equity is 3208.80

From 190102 total profit is 207484.00
            current drawdown is -1566.20
            maximum drawdown was -14938.40
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AUG MICRO BITCOIN       1657 Trading days from 190102 to 250731

Running .DAT file BTC012.DAT

Last trading day was 250731   Closing price was 117435.0000

Current V value is 2778.000488 (2778 ticks)  K1 value is 1.50
V*K1 for tomorrow is 4167.000732 (4167 ticks)

250801 Open 117165		
V*K1 = 4167.000732		
BuyStop for tomorrow is 121332.0007 SellStop is 112997.9993

Protective stop price is 108865.0000
Profit objective price is 609422.0000

V is less than high filter value of 3625
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 109422.0000
Open trade equity is 801.30

From 190102 total profit is 19928.00
            current drawdown is -1656.20
            maximum drawdown was -1952.30
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AUG MICRO BITCOIN       1657 Trading days from 190102 to 250731

Running .DAT file BTC020.DAT

Last trading day was 250731   Closing price was 117435.0000

Current V value is 4285.000000 (4285 ticks)  K1 value is 0.55
V*K1 for tomorrow is 2356.750000 (2357 ticks)

BuyStop for tomorrow is 120455.0000  SellStop is 115742.0000

Protective stop price is 110865.0000
Profit objective price is 136527.0000

V is less than high filter value of 5025
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 120527.0000
Open trade equity is -309.20

From 190102 total profit is 15445.40
            current drawdown is -867.10
            maximum drawdown was -1566.60
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SEP 1250000 YEN       1657 Trading days from 190102 to 250731

Running .DAT file J6N002.DAT

Last trading day was 250731   Closing price was 0.6666

Current V value is 0.010150 (102 ticks)  K1 value is 0.83
V*K1 for tomorrow is 0.008425 (84 ticks)

BuyStop for tomorrow is 0.6796  SellStop is 0.6628

Protective stop price is 0.7004
Profit objective price is 0.6389

V is less than high filter value of 9999
V is greater than low filter value of 5

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 0.6805
Open trade equity is 1737.50

From 190102 total profit is 66600.00
            current drawdown is -4418.75
            maximum drawdown was -7381.26
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SEP 625000 YEN       1657 Trading days from 190102 to 250731

Running .DAT file J7M008.DAT

Last trading day was 250731   Closing price was 0.6666

Current V value is 0.010150 (102 ticks)  K1 value is 0.82
V*K1 for tomorrow is 0.008323 (83 ticks)

BuyStop for tomorrow is 0.6786  SellStop is 0.6620

Protective stop price is 0.6990
Profit objective price is 0.6385

V is less than high filter value of 9999
V is greater than low filter value of 5

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 0.6801
Open trade equity is 843.75

From 190102 total profit is 32081.25
            current drawdown is -2446.87
            maximum drawdown was -4053.13
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SEP DOLLAR INDEX       1691 Trading days from 190102 to 250731

Running .DAT file DXX026.DAT

Last trading day was 250731   Closing price was 99.7430

Current V value is 1.264999 (12650 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.354200 (3542 ticks)

BuyStop for tomorrow is 100.2392  SellStop is 98.9558

V is equal to or greater than high filter value of 9999
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 28528.81
            current drawdown is -1669.00
            maximum drawdown was -5109.80
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SEP 125000 EURO FX       1657 Trading days from 190102 to 250731

Running .DAT file E6N031.DAT

Last trading day was 250731   Closing price was 1.1460

Current V value is 0.039200 (392 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.010976 (110 ticks)

BuyStop for tomorrow is 1.1570  SellStop is 1.1351

Protective stop price is 1.1668
Profit objective price is 1.1165

V is equal to or greater than high filter value of 260
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently short 1 contract(s) at 1.1717
Open trade equity is 3206.25

From 190102 total profit is 56831.25
            current drawdown is -1050.00
            maximum drawdown was -5462.50
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SEP 62500 EUR0 FX MINI       1657 Trading days from 190102 to 250731

Running .DAT file E7M008.DAT

Last trading day was 250731   Closing price was 1.1460

Current V value is 0.037700 (377 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.015834 (158 ticks)

BuyStop for tomorrow is 1.1619  SellStop is 1.1302

Protective stop price is 1.1740
Profit objective price is 1.1328

V is equal to or greater than high filter value of 225
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently short 1 contract(s) at 1.1696
Open trade equity is 1471.88

From 190102 total profit is 28353.13
            current drawdown is -687.50
            maximum drawdown was -3881.25
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SEP 125000 SWISS FRANC       1657 Trading days from 190102 to 250731

Running .DAT file S6N004.DAT

Last trading day was 250731   Closing price was 1.2378

Current V value is 0.036650 (366 ticks)  K1 value is 0.70
V*K1 for tomorrow is 0.025655 (257 ticks)

BuyStop for tomorrow is 1.2625  SellStop is 1.2112

V is less than high filter value of 375
V is greater than low filter value of 75

High/Low filters permit trading for tomorrow

Currently flat

From 190102 total profit is 71812.49
            current drawdown is -5243.75
            maximum drawdown was -9112.50
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If you have any questions, please contact me. 

Peter Knight
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Disclosure

Published by

Asset Investment Management

Family Office, Advisors