251016 positions, stops, reversals & objectives (all 24)

How to track trades as they occur
Monthly & annual, trading all 24, through today’s settlement
Top 50 active VBO ATA allocations
Disclosure of trading methodology
If you have questions, contact me.

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DEC MINI SP 500       1710 Trading days from 190102 to 251015

Running .DAT file ESN025.DAT

Last trading day was 251015   Closing price was 6715.0000

Current V value is 272.000000 (1088 ticks)  K1 value is 0.39
V*K1 for tomorrow is 106.080000 (424 ticks)

BuyStop for tomorrow is 6821.0000  SellStop is 6609.0000

Protective stop price is 5715.0000
Profit objective price is 7007.2500

V is less than high filter value of 1500
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 6701.2500
Open trade equity is 687.50

From 190102 total profit is 280500.00
            current drawdown is -9237.50
            maximum drawdown was -28525.00
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MICRO SP 500       1710 Trading days from 190102 to 251015

Running .DAT file ESM003.DAT

Last trading day was 251015   Closing price was 6715.0000

Current V value is 272.000000 (1088 ticks)  K1 value is 0.37
V*K1 for tomorrow is 100.640000 (403 ticks)

BuyStop for tomorrow is 6815.7500  SellStop is 6614.2500

Protective stop price is 6904.0000
Profit objective price is 6274.0000

V is less than high filter value of 2180
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 6594.0000
Open trade equity is -605.00

From 190102 total profit is 18477.50
            current drawdown is -1055.00
            maximum drawdown was -3486.25
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DEC MINI NASDAQ 100       1710 Trading days from 190102 to 251015

Running .DAT file NQN014.DAT

Last trading day was 251015   Closing price was 24924.5000

Current V value is 1172.500000 (4690 ticks)  K1 value is 0.26
V*K1 for tomorrow is 304.850000 (1219 ticks)

BuyStop for tomorrow is 25229.2500  SellStop is 24619.7500

V is equal to or greater than high filter value of 4090
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 579085.00
            current drawdown is -20195.00
            maximum drawdown was -39480.00
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DEC MICRO NASDAQ 100       1710 Trading days from 190102 to 251015

Running .DAT file NQM019.DAT

Last trading day was 251015   Closing price was 24924.5000

Current V value is 1172.500000 (4690 ticks)  K1 value is 0.47
V*K1 for tomorrow is 551.075000 (2204 ticks)

BuyStop for tomorrow is 25461.5000  SellStop is 24359.2500

Protective stop price is 25134.5000
Profit objective price is 24006.5000

V is equal to or greater than high filter value of 4140
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently short 1 contract(s) at 24956.5000
Open trade equity is 64.00

From 190102 total profit is 38372.50
            current drawdown is -1330.00
            maximum drawdown was -4197.00
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DEC DOW FUTURES       1710 Trading days from 190102 to 251015

Running .DAT file YMN001.DAT

Last trading day was 251015   Closing price was 46492.0000

Current V value is 1694.000000 (1694 ticks)  K1 value is 0.43
V*K1 for tomorrow is 728.420000 (728 ticks)

BuyStop for tomorrow is 47304.0000  SellStop is 45847.0000

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 215485.00
            current drawdown is -7810.00
            maximum drawdown was -14605.00
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DEC MICRO DOW FUTURES       1710 Trading days from 190102 to 251015

Running .DAT file YMM015.DAT

Last trading day was 251015   Closing price was 46492.0000

Current V value is 1936.000000 (1936 ticks)  K1 value is 0.27
V*K1 for tomorrow is 522.720000 (523 ticks)

BuyStop for tomorrow is 47070.0000  SellStop is 46025.0000

Protective stop price is 43446.0000
Profit objective price is 51296.0000

V is less than high filter value of 6440
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 46696.0000
Open trade equity is -102.00

From 190102 total profit is 15800.00
            current drawdown is -415.50
            maximum drawdown was -2361.50
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DEC GOLD 100       1709 Trading days from 190102 to 251015

Running .DAT file GC1032.DAT

Last trading day was 251015   Closing price was 4201.6001

Current V value is 125.900146 (12590 ticks)  K1 value is 0.80
V*K1 for tomorrow is 100.720117 (10072 ticks)

BuyStop for tomorrow is 4297.2700  SellStop is 4095.8300

V is equal to or greater than high filter value of 6725
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 222780.02
            current drawdown is 0.00
            maximum drawdown was -25054.00
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DEC MINI GOLD 50       1709 Trading days from 190102 to 251015

Running .DAT file GC2026.DAT

Last trading day was 251015   Closing price was 4201.6001

Current V value is 125.900146 (12590 ticks)  K1 value is 0.65
V*K1 for tomorrow is 81.835095 (8184 ticks)

BuyStop for tomorrow is 4280.0700  SellStop is 4116.4000

V is equal to or greater than high filter value of 8700
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 129512.50
            current drawdown is -2934.00
            maximum drawdown was -10737.00
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DEC MICRO GOLD 10       1709 Trading days from 190102 to 251015

Running .DAT file GC3010.DAT

Last trading day was 251015   Closing price was 4201.6001

Current V value is 125.900146 (12590 ticks)  K1 value is 0.63
V*K1 for tomorrow is 79.317092 (7932 ticks)

BuyStop for tomorrow is 4277.5500  SellStop is 4118.9200

V is equal to or greater than high filter value of 8925
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 21058.60
            current drawdown is -789.70
            maximum drawdown was -2478.50
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DEC 5000 SILVER       1709 Trading days from 190102 to 251015

Running .DAT file SI1012.DAT

Last trading day was 251015   Closing price was 51.3780

Current V value is 2.468109 (2468 ticks)  K1 value is 0.42
V*K1 for tomorrow is 1.036606 (1037 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       1709 Trading days from 190102 to 251015

Running .DAT file SI2019.DAT

Last trading day was 251015   Closing price was 51.3780

Current V value is 2.468109 (2468 ticks)  K1 value is 0.42
V*K1 for tomorrow is 1.036606 (1037 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       1709 Trading days from 190102 to 251015

Running .DAT file SI3013.DAT

Last trading day was 251015   Closing price was 51.3780

Current V value is 2.468109 (2468 ticks)  K1 value is 0.42
V*K1 for tomorrow is 1.036606 (1037 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       1709 Trading days from 190102 to 251015

Running .DAT file HG1011.DAT

Last trading day was 251015   Closing price was 5.0145

Current V value is 0.318500 (6370 ticks)  K1 value is 0.57
V*K1 for tomorrow is 0.181545 (3631 ticks)

BuyStop for tomorrow is 5.1955  SellStop is 4.8323

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 139593.74
            current drawdown is -3127.50
            maximum drawdown was -20172.50
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DEC MINI COPPER 12500       1709 Trading days from 190102 to 251015

Running .DAT file HG2011.DAT

Last trading day was 251015   Closing price was 5.0145

Current V value is 0.318500 (6370 ticks)  K1 value is 0.57
V*K1 for tomorrow is 0.181545 (3631 ticks)

BuyStop for tomorrow is 5.1955  SellStop is 4.8323

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 62221.87
            current drawdown is -1863.75
            maximum drawdown was -10586.25
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JAN PLATINUM 50       1709 Trading days from 190102 to 251015

Running .DAT file PLA001.DAT

Last trading day was 251015   Closing price was 1687.9000

Current V value is 73.099976 (7310 ticks)  K1 value is 0.46
V*K1 for tomorrow is 33.625989 (3363 ticks)

BuyStop for tomorrow is 1717.2300  SellStop is 1649.9700

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 112325.00
            current drawdown is 0.00
            maximum drawdown was -10832.00
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DEC 1000 CRUDE OIL       1709 Trading days from 190102 to 251015

Running .DAT file CL1004.DAT

Last trading day was 251015   Closing price was 57.8400

Current V value is 1.646779 (165 ticks)  K1 value is 0.84
V*K1 for tomorrow is 1.383294 (138 ticks)

251016 Open 58.34		
V*K1 = 1.383294		
BuyStop for tomorrow is 59.7233 SellStop is 56.9567

Protective stop price is 107.8400
Profit objective price is 56.6100

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 63.3100
Open trade equity is 5470.00

From 190102 total profit is 196030.00
            current drawdown is -4450.00
            maximum drawdown was -19480.00
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DEC 500 CRUDE OIL       1709 Trading days from 190102 to 251015

Running .DAT file CL2009.DAT

Last trading day was 251015   Closing price was 57.8400

Current V value is 3.380001 (338 ticks)  K1 value is 0.50
V*K1 for tomorrow is 1.690001 (169 ticks)

BuyStop for tomorrow is 59.5300  SellStop is 56.1500

Protective stop price is 67.6400
Profit objective price is 52.2900

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 60.8900
Open trade equity is 1525.00

From 190102 total profit is 100490.01
            current drawdown is -2200.00
            maximum drawdown was -9000.00
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JAN 42000 GASLOINE       1709 Trading days from 190102 to 251015

Running .DAT file RBN005.DAT

Last trading day was 251015   Closing price was 1.7610

Current V value is 0.077000 (770 ticks)  K1 value is 0.50
V*K1 for tomorrow is 0.038500 (385 ticks)

BuyStop for tomorrow is 1.7995  SellStop is 1.7225

Protective stop price is 2.9479
Profit objective price is 1.6452

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 1.7881
Open trade equity is 1138.20

From 190102 total profit is 198068.20
            current drawdown is -10902.20
            maximum drawdown was -14938.40
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OCT MICRO BITCOIN       1710 Trading days from 190102 to 251015

Running .DAT file BTC023.DAT

Last trading day was 251015   Closing price was 111550.0000

Current V value is 10070.000000 (10070 ticks)  K1 value is 0.51
V*K1 for tomorrow is 5135.700000 (5136 ticks)

BuyStop for tomorrow is 117161.0000  SellStop is 106889.0000

Protective stop price is 127800.0000
Profit objective price is 92985.0000

V is equal to or greater than high filter value of 8225
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently short 1 contract(s) at 122985.0000
Open trade equity is 1143.50

From 190102 total profit is 22237.80
            current drawdown is -1722.20
            maximum drawdown was -2848.50
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DEC 1250000 YEN       1710 Trading days from 190102 to 251015

Running .DAT file J6N008.DAT

Last trading day was 251015   Closing price was 0.6648

Current V value is 0.009400 (94 ticks)  K1 value is 0.83
V*K1 for tomorrow is 0.007802 (78 ticks)

BuyStop for tomorrow is 0.6724  SellStop is 0.6568

Protective stop price is 0.6320
Profit objective price is 0.7074

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 0.6658
Open trade equity is -118.75

From 190102 total profit is 63993.75
            current drawdown is -5168.75
            maximum drawdown was -7381.26
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DEC 100000 DOLLAR INDEX       1744 Trading days from 190102 to 251015

Running .DAT file DXX026.DAT

Last trading day was 251015   Closing price was 98.5410

Current V value is 0.864998 (8650 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.242199 (2422 ticks)

BuyStop for tomorrow is 99.0822  SellStop is 98.1478

Protective stop price is 100.0214
Profit objective price is 94.7964

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 98.4964
Open trade equity is -44.60

From 190102 total profit is 28323.01
            current drawdown is -1830.20
            maximum drawdown was -5109.80
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DEC 125000 EURO FX       1710 Trading days from 190102 to 251015

Running .DAT file E6N031.DAT

Last trading day was 251015   Closing price was 1.1674

Current V value is 0.024750 (247 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.006930 (69 ticks)

BuyStop for tomorrow is 1.1743  SellStop is 1.1604

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 flat

From 190102 total profit is 56300.00
            current drawdown is -1862.49
            maximum drawdown was -5462.50
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DEC 62500 EUR0 FX MINI       1710 Trading days from 190102 to 251015

Running .DAT file E7M008.DAT

Last trading day was 251015   Closing price was 1.1674

Current V value is 0.024200 (242 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.010164 (102 ticks)

BuyStop for tomorrow is 1.1775  SellStop is 1.1572

Protective stop price is 1.1868
Profit objective price is 1.1336

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 1.1704
Open trade equity is 190.62

From 190102 total profit is 27134.37
            current drawdown is -1409.38
            maximum drawdown was -3881.25
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DEC 125000 SWISS FRANC       1710 Trading days from 190102 to 251015

Running .DAT file S6N004.DAT

Last trading day was 251015   Closing price was 1.2629

Current V value is 0.021000 (210 ticks)  K1 value is 0.70
V*K1 for tomorrow is 0.014700 (147 ticks)

BuyStop for tomorrow is 1.2764  SellStop is 1.2470

Protective stop price is 1.2814
Profit objective price is 1.1945

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 short 1 contract(s) at 1.2577
Open trade equity is -643.76

From 190102 total profit is 70893.74
            current drawdown is -5518.75
            maximum drawdown was -9112.50
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If you have questions contact me. 

Peter Knight
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Disclosure

Published by

Asset Investment Management

Family Office, Advisors