250805 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       1659 Trading days from 190102 to 250804

Running .DAT file ESN016.DAT

Last trading day was 250804   Closing price was 6366.5000

Current V value is 204.000000 (816 ticks)  K1 value is 0.40
V*K1 for tomorrow is 81.600000 (326 ticks)

BuyStop for tomorrow is 6448.0000  SellStop is 6285.0000

Protective stop price is 5366.5000
Profit objective price is 6660.0000

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 long 1 contract(s) at 6346.0000
Open trade equity is 1025.00

From 190102 total profit is 304500.00
            current drawdown is -2325.00
            maximum drawdown was -34487.50
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SEP MINI NASDAQ 100       1659 Trading days from 190102 to 250804

Running .DAT file NQN013.DAT

Last trading day was 250804   Closing price was 23296.5000

Current V value is 961.250000 (3845 ticks)  K1 value is 0.37
V*K1 for tomorrow is 355.662500 (1423 ticks)

BuyStop for tomorrow is 23512.5000  SellStop is 22801.2500

Protective stop price is 25383.7500
Profit objective price is 22288.5000

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 short 1 contract(s) at 23308.5000
Open trade equity is 240.00

From 190102 total profit is 513390.00
            current drawdown is -32035.00
            maximum drawdown was -32035.00
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SEP MICRO NASDAQ 100       1659 Trading days from 190102 to 250804

Running .DAT file NQM015.DAT

Last trading day was 250804   Closing price was 23296.5000

Current V value is 961.250000 (3845 ticks)  K1 value is 0.38
V*K1 for tomorrow is 365.275000 (1461 ticks)

BuyStop for tomorrow is 23557.0000  SellStop is 22826.5000

Protective stop price is 0.0000
Profit objective price is 24347.7500

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 long 1 contract(s) at 23337.7500
Open trade equity is -82.50

From 190102 total profit is 33794.00
            current drawdown is -4797.50
            maximum drawdown was -5554.50
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SEP DOW FUTURES       1659 Trading days from 190102 to 250804

Running .DAT file YMN001.DAT

Last trading day was 250804   Closing price was 44303.0000

Current V value is 1848.000000 (1848 ticks)  K1 value is 0.43
V*K1 for tomorrow is 794.640000 (795 ticks)

BuyStop for tomorrow is 44807.0000  SellStop is 43218.0000

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 flat

From 190102 total profit is 218750.00
            current drawdown is -880.00
            maximum drawdown was -14605.00
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DEC GOLD       1658 Trading days from 190102 to 250804

Running .DAT file GC1019.DAT

Last trading day was 250804   Closing price was 3426.3999

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 3498.5600  SellStop is 3354.2400

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       1658 Trading days from 190102 to 250804

Running .DAT file GC2019.DAT

Last trading day was 250804   Closing price was 3426.3999

Current V value is 160.500000 (16050 ticks)  K1 value is 0.43
V*K1 for tomorrow is 69.015000 (6902 ticks)

BuyStop for tomorrow is 3495.4100  SellStop is 3357.3800

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       1658 Trading days from 190102 to 250804

Running .DAT file GC3006.DAT

Last trading day was 250804   Closing price was 3426.3999

Current V value is 85.500000 (8550 ticks)  K1 value is 1.03
V*K1 for tomorrow is 88.065000 (8806 ticks)

BuyStop for tomorrow is 3514.4600  SellStop is 3338.3300

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 flat

From 190102 total profit is 18954.80
            current drawdown is -2100.00
            maximum drawdown was -2108.30
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SEP 5000 SILVER       1658 Trading days from 190102 to 250804

Running .DAT file SI1012.DAT

Last trading day was 250804   Closing price was 37.3280

Current V value is 0.940539 (941 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.395026 (395 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       1658 Trading days from 190102 to 250804

Running .DAT file SI2019.DAT

Last trading day was 250804   Closing price was 37.3280

Current V value is 0.940539 (941 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.395026 (395 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       1658 Trading days from 190102 to 250804

Running .DAT file SI3013.DAT

Last trading day was 250804   Closing price was 37.3280

Current V value is 0.940539 (941 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.395026 (395 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       1658 Trading days from 190102 to 250804

Running .DAT file HG1011.DAT

Last trading day was 250804   Closing price was 4.4375

Current V value is 1.397000 (27940 ticks)  K1 value is 0.57
V*K1 for tomorrow is 0.796290 (15926 ticks)

BuyStop for tomorrow is 5.2360  SellStop is 3.6434

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       1658 Trading days from 190102 to 250804

Running .DAT file HG2011.DAT

Last trading day was 250804   Closing price was 4.4375

Current V value is 1.397000 (27940 ticks)  K1 value is 0.57
V*K1 for tomorrow is 0.796290 (15926 ticks)

BuyStop for tomorrow is 5.2360  SellStop is 3.6434

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       1658 Trading days from 190102 to 250804

Running .DAT file PLA001.DAT

Last trading day was 250804   Closing price was 1340.8000

Current V value is 61.500000 (6150 ticks)  K1 value is 0.46
V*K1 for tomorrow is 28.290000 (2829 ticks)

BuyStop for tomorrow is 1369.0200  SellStop is 1312.4400

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       1658 Trading days from 190102 to 250804

Running .DAT file CL1004.DAT

Last trading day was 250804   Closing price was 66.2900

Current V value is 2.188704 (219 ticks)  K1 value is 0.84
V*K1 for tomorrow is 1.838511 (184 ticks)

250805 Open 66.21		
V*K1 = 1.838511		
BuyStop for tomorrow is 68.0485  SellStop is 64.3715

Protective stop price is 116.2900
Profit objective price is 61.8700

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

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 68.5700
Open trade equity is 2280.00

From 190102 total profit is 190640.00
            current drawdown is -830.00
            maximum drawdown was -19480.00
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SEP 500 CRUDE OIL       1658 Trading days from 190102 to 250804

Running .DAT file CL2009.DAT

Last trading day was 250804   Closing price was 66.2900

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 67.9100  SellStop is 64.6700

Protective stop price is 76.0900
Profit objective price is 59.0500

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 short 1 contract(s) at 67.6500
Open trade equity is 680.00

From 190102 total profit is 99195.01
            current drawdown is -770.00
            maximum drawdown was -9000.00
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SEP 42000 GASLOINE       1658 Trading days from 190102 to 250804

Running .DAT file RBN005.DAT

Last trading day was 250804   Closing price was 2.1022

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 2.1468  SellStop is 2.0576

Protective stop price is 3.2927
Profit objective price is 1.9864

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 short 1 contract(s) at 2.1293
Open trade equity is 1138.20

From 190102 total profit is 206699.00
            current drawdown is -3107.60
            maximum drawdown was -14938.40
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AUG MICRO BITCOIN       1659 Trading days from 190102 to 250804

Running .DAT file BTC012.DAT

Last trading day was 250804   Closing price was 115285.0000

Current V value is 3089.000488 (3089 ticks)  K1 value is 1.50
V*K1 for tomorrow is 4633.500732 (4634 ticks)

250805 Open 115555		
V*K1 = 4633.500732		
BuyStop for tomorrow is 120188.5007 SellStop is 110921.4993

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 586.30

From 190102 total profit is 19713.00
            current drawdown is -1656.20
            maximum drawdown was -1952.30
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AUG MICRO BITCOIN       1659 Trading days from 190102 to 250804

Running .DAT file BTC020.DAT

Last trading day was 250804   Closing price was 115285.0000

Current V value is 3820.000000 (3820 ticks)  K1 value is 0.55
V*K1 for tomorrow is 2101.000000 (2101 ticks)

BuyStop for tomorrow is 117388.0000  SellStop is 113186.0000

Protective stop price is 123570.0000
Profit objective price is 99742.0000

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 short 1 contract(s) at 115742.0000
Open trade equity is 45.70

From 190102 total profit is 15271.80
            current drawdown is -1395.60
            maximum drawdown was -1566.60
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SEP 1250000 YEN       1659 Trading days from 190102 to 250804

Running .DAT file J6N002.DAT

Last trading day was 250804   Closing price was 0.6837

Current V value is 0.016450 (164 ticks)  K1 value is 0.83
V*K1 for tomorrow is 0.013653 (137 ticks)

BuyStop for tomorrow is 0.6949  SellStop is 0.6676

Protective stop price is 0.6499
Profit objective price is 0.7212

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 long 1 contract(s) at 0.6796
Open trade equity is 512.50

From 190102 total profit is 65437.51
            current drawdown is -4356.25
            maximum drawdown was -7381.26
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SEP 625000 YEN       1659 Trading days from 190102 to 250804

Running .DAT file J7M008.DAT

Last trading day was 250804   Closing price was 0.6837

Current V value is 0.016450 (164 ticks)  K1 value is 0.82
V*K1 for tomorrow is 0.013489 (135 ticks)

BuyStop for tomorrow is 0.6952  SellStop is 0.6683

Protective stop price is 0.6513
Profit objective price is 0.7202

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 long 1 contract(s) at 0.6786
Open trade equity is 318.75

From 190102 total profit is 31600.00
            current drawdown is -2403.12
            maximum drawdown was -4053.13
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SEP DOLLAR INDEX       1693 Trading days from 190102 to 250804

Running .DAT file DXX026.DAT

Last trading day was 250804   Closing price was 98.5860

Current V value is 1.650002 (16500 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.462000 (4620 ticks)

BuyStop for tomorrow is 99.2570  SellStop is 97.9280

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       1659 Trading days from 190102 to 250804

Running .DAT file E6N031.DAT

Last trading day was 250804   Closing price was 1.1596

Current V value is 0.040500 (405 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.011340 (113 ticks)

BuyStop for tomorrow is 1.1710  SellStop is 1.1483

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 flat

From 190102 total profit is 55412.50
            current drawdown is 0.00
            maximum drawdown was -5462.50
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SEP 62500 EUR0 FX MINI       1659 Trading days from 190102 to 250804

Running .DAT file E7M008.DAT

Last trading day was 250804   Closing price was 1.1596

Current V value is 0.039000 (390 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.016380 (164 ticks)

BuyStop for tomorrow is 1.1760  SellStop is 1.1433

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 flat

From 190102 total profit is 27312.50
            current drawdown is -256.25
            maximum drawdown was -3881.25
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SEP 125000 SWISS FRANC       1659 Trading days from 190102 to 250804

Running .DAT file S6N004.DAT

Last trading day was 250804   Closing price was 1.2438

Current V value is 0.036750 (367 ticks)  K1 value is 0.70
V*K1 for tomorrow is 0.025725 (257 ticks)

BuyStop for tomorrow is 1.2714  SellStop is 1.2200

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