250911 positions, stops, reversals & objectives (all 24)

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

Rolls done in CL,CHF, EUR to Dec
JPY and Stock Index waiting for volume to pick up in Dec
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SEP MINI SP 500       1685 Trading days from 190102 to 250910

Running .DAT file ESN016.DAT

Last trading day was 250910   Closing price was 6539.7500

Current V value is 114.250000 (457 ticks)  K1 value is 0.40
V*K1 for tomorrow is 45.700000 (183 ticks)

BuyStop for tomorrow is 6585.5000  SellStop is 6494.0000

Protective stop price is 5539.7500
Profit objective price is 6829.5000

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 6515.5000
Open trade equity is 1212.50

From 190102 total profit is 305662.50
            current drawdown is -6250.00
            maximum drawdown was -34487.50
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SEP MINI NASDAQ 100       1685 Trading days from 190102 to 250910

Running .DAT file NQN010.DAT

Last trading day was 250910   Closing price was 23877.7500

Current V value is 595.500000 (2382 ticks)  K1 value is 0.26
V*K1 for tomorrow is 154.830000 (619 ticks)

BuyStop for tomorrow is 24032.5000  SellStop is 23723.0000

Protective stop price is 23470.2500
Profit objective price is 24048.5000

V is less than high filter value of 3490
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 23468.5000
Open trade equity is 8185.00

From 190102 total profit is 559845.00
            current drawdown is -1575.00
            maximum drawdown was -35140.00
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SEP MICRO NASDAQ 100       1685 Trading days from 190102 to 250910

Running .DAT file NQM015.DAT

Last trading day was 250910   Closing price was 23877.7500

Current V value is 467.750000 (1871 ticks)  K1 value is 0.38
V*K1 for tomorrow is 177.745000 (711 ticks)

BuyStop for tomorrow is 24074.0000  SellStop is 23718.5000

Protective stop price is 0.0000
Profit objective price is 24906.2500

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 23896.2500
Open trade equity is -37.00

From 190102 total profit is 33839.50
            current drawdown is -4797.50
            maximum drawdown was -5554.50
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SEP DOW FUTURES       1685 Trading days from 190102 to 250910

Running .DAT file YMN001.DAT

Last trading day was 250910   Closing price was 45540.0000

Current V value is 809.000000 (809 ticks)  K1 value is 0.43
V*K1 for tomorrow is 347.870000 (348 ticks)

BuyStop for tomorrow is 45977.0000  SellStop is 45281.0000

Protective stop price is 35757.0000
Profit objective price is 46310.0000

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 long 1 contract(s) at 45550.0000
Open trade equity is -50.00

From 190102 total profit is 220075.00
            current drawdown is -2375.00
            maximum drawdown was -14605.00
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DEC GOLD       1684 Trading days from 190102 to 250910

Running .DAT file GC1019.DAT

Last trading day was 250910   Closing price was 3682.0000

Current V value is 272.699951 (27270 ticks)  K1 value is 0.38
V*K1 for tomorrow is 103.625981 (10363 ticks)

BuyStop for tomorrow is 3785.6300  SellStop is 3578.3700

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       1684 Trading days from 190102 to 250910

Running .DAT file GC2019.DAT

Last trading day was 250910   Closing price was 3682.0000

Current V value is 240.899902 (24090 ticks)  K1 value is 0.43
V*K1 for tomorrow is 103.586958 (10359 ticks)

BuyStop for tomorrow is 3785.5900  SellStop is 3578.4100

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       1684 Trading days from 190102 to 250910

Running .DAT file GC3006.DAT

Last trading day was 250910   Closing price was 3682.0000

Current V value is 64.000000 (6400 ticks)  K1 value is 1.03
V*K1 for tomorrow is 65.920000 (6592 ticks)

BuyStop for tomorrow is 3747.9200  SellStop is 3616.0800

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 18212.00
            current drawdown is -2842.80
            maximum drawdown was -3792.80
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DEC 5000 SILVER       1684 Trading days from 190102 to 250910

Running .DAT file SI1012.DAT

Last trading day was 250910   Closing price was 41.6000

Current V value is 0.930591 (931 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.390848 (391 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 434040.01
            current drawdown is 0.00
            maximum drawdown was -21230.00
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DEC 2500 COMEX SILVER       1684 Trading days from 190102 to 250910

Running .DAT file SI2019.DAT

Last trading day was 250910   Closing price was 41.6000

Current V value is 0.930591 (931 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.390848 (391 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 205637.50
            current drawdown is 0.00
            maximum drawdown was -9987.50
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DEC 1000 COMEX SILVER       1684 Trading days from 190102 to 250910

Running .DAT file SI3013.DAT

Last trading day was 250910   Closing price was 41.6000

Current V value is 0.930591 (931 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.390848 (391 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 67030.00
            current drawdown is 0.00
            maximum drawdown was -4325.00
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DEC COPPER 25000       1684 Trading days from 190102 to 250910

Running .DAT file HG1011.DAT

Last trading day was 250910   Closing price was 4.6180

Current V value is 0.083000 (1660 ticks)  K1 value is 0.57
V*K1 for tomorrow is 0.047310 (946 ticks)

BuyStop for tomorrow is 4.6467  SellStop is 4.5521

Protective stop price is 4.4230
Profit objective price is 4.7431

V is less than high filter value of 6325
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 4.6191
Open trade equity is -26.25

From 190102 total profit is 136413.74
            current drawdown is -6281.25
            maximum drawdown was -20172.50
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DEC MINI COPPER 12500       1684 Trading days from 190102 to 250910

Running .DAT file HG2011.DAT

Last trading day was 250910   Closing price was 4.6180

Current V value is 0.083000 (1660 ticks)  K1 value is 0.57
V*K1 for tomorrow is 0.047310 (946 ticks)

BuyStop for tomorrow is 4.6467  SellStop is 4.5521

Protective stop price is 4.4230
Profit objective price is 4.7431

V is less than high filter value of 6325
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 4.6191
Open trade equity is -13.12

From 190102 total profit is 60781.87
            current drawdown is -3290.62
            maximum drawdown was -10586.25
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JAN PLATINUM 50       1684 Trading days from 190102 to 250910

Running .DAT file PLA001.DAT

Last trading day was 250910   Closing price was 1397.8000

Current V value is 45.500000 (4550 ticks)  K1 value is 0.46
V*K1 for tomorrow is 20.930000 (2093 ticks)

BuyStop for tomorrow is 1415.6000  SellStop is 1373.7400

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 106451.00
            current drawdown is -3971.00
            maximum drawdown was -10832.00
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DEC 1000 CRUDE OIL       1684 Trading days from 190102 to 250910

Running .DAT file CL1004.DAT

Last trading day was 250910   Closing price was 63.0900

Current V value is 1.465638 (147 ticks)  K1 value is 0.84
V*K1 for tomorrow is 1.231136 (123 ticks)

250911 Open 63.14		
V*K1 = 1.231136		
BuyStop for tomorrow is 64.3711 SellStop is 61.9089

Protective stop price is 13.3100
Profit objective price is 70.0100

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 long 1 contract(s) at 63.3100
Open trade equity is -220.00

From 190102 total profit is 192730.00
            current drawdown is -2060.00
            maximum drawdown was -19480.00
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DEC 500 CRUDE OIL       1684 Trading days from 190102 to 250910

Running .DAT file CL2009.DAT

Last trading day was 250910   Closing price was 63.0900

Current V value is 2.369999 (237 ticks)  K1 value is 0.50
V*K1 for tomorrow is 1.184999 (118 ticks)

BuyStop for tomorrow is 64.2700  SellStop is 61.9100

Protective stop price is 53.2900
Profit objective price is 71.6500

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 63.0500
Open trade equity is 20.00

From 190102 total profit is 99145.01
            current drawdown is -2040.00
            maximum drawdown was -9000.00
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JAN 42000 GASLOINE       1684 Trading days from 190102 to 250910

Running .DAT file RBN005.DAT

Last trading day was 250910   Closing price was 1.8790

Current V value is 0.067500 (675 ticks)  K1 value is 0.50
V*K1 for tomorrow is 0.033750 (337 ticks)

BuyStop for tomorrow is 1.9127  SellStop is 1.8452

Protective stop price is 0.6885
Profit objective price is 2.0082

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 1.8653
Open trade equity is 575.40

From 190102 total profit is 205617.00
            current drawdown is -2790.60
            maximum drawdown was -14938.40
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SEP MICRO BITCOIN       1685 Trading days from 190102 to 250910

Running .DAT file BTC012.DAT

Last trading day was 250910   Closing price was 113975.0000

Current V value is 3125.000488 (3125 ticks)  K1 value is 1.50
V*K1 for tomorrow is 4687.500732 (4688 ticks)

250911 Open 114240		
V*K1 = 4687.500732		
BuyStop for tomorrow is 118927.5007 SellStop is 109552.4993

Protective stop price is 105492.0000
Profit objective price is 617492.0000

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 117492.0000
Open trade equity is -351.70

From 190102 total profit is 19602.10
            current drawdown is -829.10
            maximum drawdown was -1952.30
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SEP MICRO BITCOIN       1685 Trading days from 190102 to 250910

Running .DAT file BTC023.DAT

Last trading day was 250910   Closing price was 113975.0000

Current V value is 7685.000000 (7685 ticks)  K1 value is 0.51
V*K1 for tomorrow is 3919.350000 (3919 ticks)

BuyStop for tomorrow is 117296.0000  SellStop is 109457.0000

Protective stop price is 125025.0000
Profit objective price is 81507.0000

V is less than high filter value of 8225
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 111507.0000
Open trade equity is -246.80

From 190102 total profit is 21070.50
            current drawdown is -1499.20
            maximum drawdown was -1948.60
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SEP 1250000 YEN       1685 Trading days from 190102 to 250910

Running .DAT file J6N002.DAT

Last trading day was 250910   Closing price was 0.6791

Current V value is 0.007800 (78 ticks)  K1 value is 0.83
V*K1 for tomorrow is 0.006474 (65 ticks)

BuyStop for tomorrow is 0.6853  SellStop is 0.6723

Protective stop price is 0.7063
Profit objective price is 0.6309

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 0.6725
Open trade equity is -825.00

From 190102 total profit is 63162.51
            current drawdown is -5293.75
            maximum drawdown was -7381.26
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SEP 625000 YEN       1685 Trading days from 190102 to 250910

Running .DAT file J7M008.DAT

Last trading day was 250910   Closing price was 0.6791

Current V value is 0.007800 (78 ticks)  K1 value is 0.82
V*K1 for tomorrow is 0.006396 (64 ticks)

BuyStop for tomorrow is 0.6853  SellStop is 0.6725

Protective stop price is 0.7051
Profit objective price is 0.6311

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 0.6727
Open trade equity is -400.00

From 190102 total profit is 30462.50
            current drawdown is -2821.87
            maximum drawdown was -4053.13
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DEC DOLLAR INDEX       1719 Trading days from 190102 to 250910

Running .DAT file DXX026.DAT

Last trading day was 250910   Closing price was 97.7470

Current V value is 1.294998 (12950 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.362599 (3626 ticks)

BuyStop for tomorrow is 98.2726  SellStop is 97.2024

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 27899.81
            current drawdown is -2298.00
            maximum drawdown was -5109.80
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DEC 125000 EURO FX       1685 Trading days from 190102 to 250910

Running .DAT file E6N031.DAT

Last trading day was 250910   Closing price was 1.1770

Current V value is 0.025850 (259 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.007238 (72 ticks)

BuyStop for tomorrow is 1.1843  SellStop is 1.1698

Protective stop price is 1.1620
Profit objective price is 1.2246

V is less than high filter value of 260
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 1.1694
Open trade equity is 956.25

From 190102 total profit is 56181.25
            current drawdown is -1606.25
            maximum drawdown was -5462.50
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DEC 62500 EUR0 FX MINI       1685 Trading days from 190102 to 250910

Running .DAT file E7M008.DAT

Last trading day was 250910   Closing price was 1.1770

Current V value is 0.023950 (240 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.010059 (101 ticks)

BuyStop for tomorrow is 1.1871  SellStop is 1.1670

Protective stop price is 1.1548
Profit objective price is 1.2077

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 long 1 contract(s) at 1.1709
Open trade equity is 384.37

From 190102 total profit is 27409.38
            current drawdown is -1328.13
            maximum drawdown was -3881.25
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DEC 125000 SWISS FRANC       1685 Trading days from 190102 to 250910

Running .DAT file S6N004.DAT

Last trading day was 250910   Closing price was 1.2658

Current V value is 0.022700 (227 ticks)  K1 value is 0.70
V*K1 for tomorrow is 0.015890 (159 ticks)

BuyStop for tomorrow is 1.2834  SellStop is 1.2517

Protective stop price is 1.2413
Profit objective price is 1.3227

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 long 1 contract(s) at 1.2595
Open trade equity is 787.50

From 190102 total profit is 72599.99
            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