251017 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       1711 Trading days from 190102 to 251016

Running .DAT file ESN025.DAT

Last trading day was 251016   Closing price was 6668.7500

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 6774.7500  SellStop is 6562.7500

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 -1625.00

From 190102 total profit is 278187.50
            current drawdown is -9237.50
            maximum drawdown was -28525.00
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MICRO SP 500       1711 Trading days from 190102 to 251016

Running .DAT file ESM003.DAT

Last trading day was 251016   Closing price was 6668.7500

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 6769.5000  SellStop is 6568.0000

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 -373.75

From 190102 total profit is 18708.75
            current drawdown is -1055.00
            maximum drawdown was -3486.25
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DEC MINI NASDAQ 100       1711 Trading days from 190102 to 251016

Running .DAT file NQN014.DAT

Last trading day was 251016   Closing price was 24831.2500

Current V value is 1130.750000 (4523 ticks)  K1 value is 0.26
V*K1 for tomorrow is 293.995000 (1176 ticks)

BuyStop for tomorrow is 25125.2500  SellStop is 24537.2500

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       1711 Trading days from 190102 to 251016

Running .DAT file NQM019.DAT

Last trading day was 251016   Closing price was 24831.2500

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 25414.5000  SellStop is 24312.2500

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 flat

From 190102 total profit is 37902.50
            current drawdown is -1736.00
            maximum drawdown was -4197.00
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DEC DOW FUTURES       1711 Trading days from 190102 to 251016

Running .DAT file YMN001.DAT

Last trading day was 251016   Closing price was 46160.0000

Current V value is 1551.000000 (1551 ticks)  K1 value is 0.43
V*K1 for tomorrow is 666.930000 (667 ticks)

BuyStop for tomorrow is 47010.0000  SellStop is 45677.0000

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       1711 Trading days from 190102 to 251016

Running .DAT file YMM015.DAT

Last trading day was 251016   Closing price was 46160.0000

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 46805.0000  SellStop is 45760.0000

Protective stop price is 49275.0000
Profit objective price is 41425.0000

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 short 1 contract(s) at 46025.0000
Open trade equity is -67.50

From 190102 total profit is 15449.00
            current drawdown is -801.00
            maximum drawdown was -2361.50
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DEC GOLD 100       1710 Trading days from 190102 to 251016

Running .DAT file GC1032.DAT

Last trading day was 251016   Closing price was 4304.6001

Current V value is 132.200195 (13220 ticks)  K1 value is 0.80
V*K1 for tomorrow is 105.760156 (10576 ticks)

BuyStop for tomorrow is 4386.3600  SellStop is 4174.8400

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       1710 Trading days from 190102 to 251016

Running .DAT file GC2026.DAT

Last trading day was 251016   Closing price was 4304.6001

Current V value is 132.200195 (13220 ticks)  K1 value is 0.65
V*K1 for tomorrow is 85.930127 (8593 ticks)

BuyStop for tomorrow is 4374.5300  SellStop is 4202.6700

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       1710 Trading days from 190102 to 251016

Running .DAT file GC3010.DAT

Last trading day was 251016   Closing price was 4304.6001

Current V value is 132.200195 (13220 ticks)  K1 value is 0.63
V*K1 for tomorrow is 83.286123 (8329 ticks)

BuyStop for tomorrow is 4371.8900  SellStop is 4205.3100

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       1710 Trading days from 190102 to 251016

Running .DAT file SI1012.DAT

Last trading day was 251016   Closing price was 53.2960

Current V value is 2.458487 (2458 ticks)  K1 value is 0.42
V*K1 for tomorrow is 1.032565 (1033 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       1710 Trading days from 190102 to 251016

Running .DAT file SI2019.DAT

Last trading day was 251016   Closing price was 53.2960

Current V value is 2.458487 (2458 ticks)  K1 value is 0.42
V*K1 for tomorrow is 1.032565 (1033 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       1710 Trading days from 190102 to 251016

Running .DAT file SI3013.DAT

Last trading day was 251016   Closing price was 53.2960

Current V value is 2.458487 (2458 ticks)  K1 value is 0.42
V*K1 for tomorrow is 1.032565 (1033 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       1710 Trading days from 190102 to 251016

Running .DAT file HG1011.DAT

Last trading day was 251016   Closing price was 4.9990

Current V value is 0.257000 (5140 ticks)  K1 value is 0.57
V*K1 for tomorrow is 0.146490 (2930 ticks)

BuyStop for tomorrow is 5.1251  SellStop is 4.8321

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 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       1710 Trading days from 190102 to 251016

Running .DAT file HG2011.DAT

Last trading day was 251016   Closing price was 4.9990

Current V value is 0.257000 (5140 ticks)  K1 value is 0.57
V*K1 for tomorrow is 0.146490 (2930 ticks)

BuyStop for tomorrow is 5.1251  SellStop is 4.8321

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 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       1710 Trading days from 190102 to 251016

Running .DAT file PLA001.DAT

Last trading day was 251016   Closing price was 1755.1000

Current V value is 100.300049 (10030 ticks)  K1 value is 0.46
V*K1 for tomorrow is 46.138022 (4614 ticks)

BuyStop for tomorrow is 1777.7400  SellStop is 1685.4600

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       1710 Trading days from 190102 to 251016

Running .DAT file CL1004.DAT

Last trading day was 251016   Closing price was 56.9900

Current V value is 1.704843 (170 ticks)  K1 value is 0.84
V*K1 for tomorrow is 1.432068 (143 ticks)

251017 Open 57.03		
V*K1 = 1.432068		
BuyStop for tomorrow is 58.4621 SellStop is 55.5979

Protective stop price is 106.9900
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 6320.00

From 190102 total profit is 196880.00
            current drawdown is -4450.00
            maximum drawdown was -19480.00
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DEC 500 CRUDE OIL       1710 Trading days from 190102 to 251016

Running .DAT file CL2009.DAT

Last trading day was 251016   Closing price was 56.9900

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 58.6800  SellStop is 55.3000

Protective stop price is 66.7900
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 1950.00

From 190102 total profit is 100915.01
            current drawdown is -2200.00
            maximum drawdown was -9000.00
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JAN 42000 GASLOINE       1710 Trading days from 190102 to 251016

Running .DAT file RBN005.DAT

Last trading day was 251016   Closing price was 1.7378

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 1.7763  SellStop is 1.6993

Protective stop price is 2.9283
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 2112.60

From 190102 total profit is 199042.60
            current drawdown is -10902.20
            maximum drawdown was -14938.40
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OCT MICRO BITCOIN       1711 Trading days from 190102 to 251016

Running .DAT file BTC023.DAT

Last trading day was 251016   Closing price was 108445.0000

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 114621.0000  SellStop is 104349.0000

Protective stop price is 124695.0000
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 1454.00

From 190102 total profit is 22548.30
            current drawdown is -1722.20
            maximum drawdown was -2848.50
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DEC 1250000 YEN       1711 Trading days from 190102 to 251016

Running .DAT file J6N008.DAT

Last trading day was 251016   Closing price was 0.6690

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 0.6748  SellStop is 0.6592

Protective stop price is 0.6352
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 406.25

From 190102 total profit is 64518.75
            current drawdown is -5168.75
            maximum drawdown was -7381.26
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DEC 100000 DOLLAR INDEX       1745 Trading days from 190102 to 251016

Running .DAT file DXX026.DAT

Last trading day was 251016   Closing price was 98.0920

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 98.7022  SellStop is 97.8178

Protective stop price is 99.6170
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 404.40

From 190102 total profit is 28772.00
            current drawdown is -1830.20
            maximum drawdown was -5109.80
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DEC 125000 EURO FX       1711 Trading days from 190102 to 251016

Running .DAT file E6N031.DAT

Last trading day was 251016   Closing price was 1.1727

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 1.1797  SellStop is 1.1658

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       1711 Trading days from 190102 to 251016

Running .DAT file E7M008.DAT

Last trading day was 251016   Closing price was 1.1727

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 1.1829  SellStop is 1.1626

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 -146.87

From 190102 total profit is 26796.88
            current drawdown is -1409.38
            maximum drawdown was -3881.25
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DEC 125000 SWISS FRANC       1711 Trading days from 190102 to 251016

Running .DAT file S6N004.DAT

Last trading day was 251016   Closing price was 1.2696

Current V value is 0.022950 (229 ticks)  K1 value is 0.70
V*K1 for tomorrow is 0.016065 (161 ticks)

BuyStop for tomorrow is 1.2830  SellStop is 1.2509

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 -1487.50

From 190102 total profit is 70049.99
            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