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How to track trades as they occur
260115 We've shifted to level 3 trading models
All performance, positions and stops now reflect level 3.
Top 50 allocations for level 3 will be up by Friday afternoon.
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MAR26 MINI SP 500       1773 Trading days from 190102 to 260115

Running .DAT file ESN011.DAT

Last trading day was 260115   Closing price was 6981.7500

Current V value is 93.250000 (373 ticks)  K1 value is 0.41
V*K1 for tomorrow is 38.232500 (153 ticks)

BuyStop for tomorrow is 7020.0000  SellStop is 6943.5000

Protective stop price is 6004.5000
Profit objective price is 7316.5000

V is less than high filter value of 1750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 7004.5000
Open trade equity is -1137.50

From 190102 total profit is 308112.50
            current drawdown is -5200.00
            maximum drawdown was -31150.00
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MICRO SP 500       1773 Trading days from 190102 to 260115

Running .DAT file ESM014.DAT

Last trading day was 260115   Closing price was 6981.7500

Current V value is 113.000000 (452 ticks)  K1 value is 0.39
V*K1 for tomorrow is 44.070000 (176 ticks)

BuyStop for tomorrow is 7025.7500  SellStop is 6937.7500

Protective stop price is 6640.2500
Profit objective price is 7250.2500

V is less than high filter value of 2125
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 7010.2500
Open trade equity is -142.50

From 190102 total profit is 16507.50
            current drawdown is -748.75
            maximum drawdown was -4633.75
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MAR26 MINI NASDAQ 100       1773 Trading days from 190102 to 260115

Running .DAT file NQN007.DAT

Last trading day was 260115   Closing price was 25705.7500

Current V value is 550.250000 (2201 ticks)  K1 value is 0.47
V*K1 for tomorrow is 258.617500 (1034 ticks)

BuyStop for tomorrow is 25985.0000  SellStop is 25468.0000

Protective stop price is 26325.7500
Profit objective price is 24638.2500

V is less than high filter value of 4140
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 25588.2500
Open trade equity is -2350.00

From 190102 total profit is 448505.00
            current drawdown is -22755.00
            maximum drawdown was -38265.00
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DEC25 MICRO NASDAQ 100       1773 Trading days from 190102 to 260115

Running .DAT file NQM014.DAT

Last trading day was 260115   Closing price was 25705.7500

Current V value is 550.250000 (2201 ticks)  K1 value is 0.47
V*K1 for tomorrow is 258.617500 (1034 ticks)

BuyStop for tomorrow is 25985.0000  SellStop is 25468.0000

Protective stop price is 26363.2500
Profit objective price is 24338.2500

V is less than high filter value of 4190
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 25588.2500
Open trade equity is -235.00

From 190102 total profit is 39062.50
            current drawdown is -2440.50
            maximum drawdown was -5090.00
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DEC25 DOW FUTURES       1773 Trading days from 190102 to 260115

Running .DAT file YMN007.DAT

Last trading day was 260115   Closing price was 49639.0000

Current V value is 900.000000 (900 ticks)  K1 value is 0.43
V*K1 for tomorrow is 387.000000 (387 ticks)

BuyStop for tomorrow is 49910.0000  SellStop is 49136.0000

Protective stop price is 39639.0000
Profit objective price is 50636.0000

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 49616.0000
Open trade equity is 115.00

From 190102 total profit is 260170.00
            current drawdown is -2285.00
            maximum drawdown was -21520.00
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DEC25 MICRO DOW FUTURES       1773 Trading days from 190102 to 260115

Running .DAT file YMM015.DAT

Last trading day was 260115   Closing price was 49639.0000

Current V value is 1809.000000 (1809 ticks)  K1 value is 0.27
V*K1 for tomorrow is 488.430000 (488 ticks)

BuyStop for tomorrow is 50050.0000  SellStop is 49073.0000

Protective stop price is 46559.0000
Profit objective price is 51475.0000

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 46875.0000
Open trade equity is 1382.00

From 190102 total profit is 17409.50
            current drawdown is -290.00
            maximum drawdown was -2361.50
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FEB26 GOLD 100       1772 Trading days from 190102 to 260115

Running .DAT file GC1023.DAT

Last trading day was 260115   Closing price was 4623.7002

Current V value is 97.864334 (9786 ticks)  K1 value is 0.85
V*K1 for tomorrow is 83.184684 (8318 ticks)

260116 Open 4621.6		
V*K1 = 83.184684		
BuyStop for tomorrow is 4704.7847 SellStop is 4538.4153

Protective stop price is 4135.7000
Profit objective price is 4686.7000

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 long 1 contract(s) at 4612.7000
Open trade equity is 1100.02

From 190102 total profit is 263987.02
            current drawdown is 0.00
            maximum drawdown was -29105.00
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FEB26 MINI GOLD 50       1772 Trading days from 190102 to 260115

Running .DAT file GC2026.DAT

Last trading day was 260115   Closing price was 4623.7002

Current V value is 265.299805 (26530 ticks)  K1 value is 0.65
V*K1 for tomorrow is 172.444873 (17244 ticks)

BuyStop for tomorrow is 4787.4100  SellStop is 4442.5200

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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FEB26 MICRO GOLD 10       1772 Trading days from 190102 to 260115

Running .DAT file GC3010.DAT

Last trading day was 260115   Closing price was 4623.7002

Current V value is 265.299805 (26530 ticks)  K1 value is 0.63
V*K1 for tomorrow is 167.138877 (16714 ticks)

BuyStop for tomorrow is 4782.1100  SellStop is 4447.8300

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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MAY26 5000 SILVER       1772 Trading days from 190102 to 260115

Running .DAT file SI1018.DAT

Last trading day was 260115   Closing price was 93.0310

Current V value is 6.358283 (6358 ticks)  K1 value is 0.41
V*K1 for tomorrow is 2.606896 (2607 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 1900
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 493770.00
            current drawdown is 0.00
            maximum drawdown was -27455.00
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MAY26 2500 COMEX SILVER       1772 Trading days from 190102 to 260115

Running .DAT file SI2003.DAT

Last trading day was 260115   Closing price was 93.0310

Current V value is 6.288028 (6288 ticks)  K1 value is 0.43
V*K1 for tomorrow is 2.703852 (2704 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 2300
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 237057.50
            current drawdown is 0.00
            maximum drawdown was -17380.00
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MAY26 1000 COMEX SILVER       1772 Trading days from 190102 to 260115

Running .DAT file SI3015.DAT

Last trading day was 260115   Closing price was 93.0310

Current V value is 7.339497 (7339 ticks)  K1 value is 0.50
V*K1 for tomorrow is 3.669748 (3670 ticks)

BuyStop and SellStop computation requires tomorrow's Open

V is equal to or greater than high filter value of 2750
V is greater than low filter value of 50

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 78202.00
            current drawdown is -4913.01
            maximum drawdown was -7719.00
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MAR26 COPPER 25000       1772 Trading days from 190102 to 260115

Running .DAT file HG1005.DAT

Last trading day was 260115   Closing price was 5.9915

Current V value is 0.367000 (7340 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.110100 (2202 ticks)

BuyStop for tomorrow is 6.1016  SellStop is 5.8814

V is equal to or greater than high filter value of 4525
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 146525.00
            current drawdown is 0.00
            maximum drawdown was -14852.50
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MAR26 MINI COPPER 12500       1772 Trading days from 190102 to 260115

Running .DAT file HG2001.DAT

Last trading day was 260115   Closing price was 5.9915

Current V value is 0.367000 (7340 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.110100 (2202 ticks)

BuyStop for tomorrow is 6.1016  SellStop is 5.8814

V is equal to or greater than high filter value of 4525
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 63550.62
            current drawdown is 0.00
            maximum drawdown was -7941.25
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APR26 PLATINUM 50       1772 Trading days from 190102 to 260115

Running .DAT file PLA008.DAT

Last trading day was 260115   Closing price was 2409.8999

Current V value is 208.600098 (20860 ticks)  K1 value is 0.46
V*K1 for tomorrow is 95.956045 (9596 ticks)

BuyStop for tomorrow is 2459.3900  SellStop is 2267.4800

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 112061.50
            current drawdown is -807.50
            maximum drawdown was -10832.00
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JAN26 1000 CRUDE OIL       1772 Trading days from 190102 to 260115

Running .DAT file CL1004.DAT

Last trading day was 260115   Closing price was 58.6700

Current V value is 2.145381 (215 ticks)  K1 value is 0.84
V*K1 for tomorrow is 1.802120 (180 ticks)

260116 Open 58.72		
V*K1 = 1.80212		
BuyStop for tomorrow is 60.5221 SellStop is 56.9179

Protective stop price is 108.6700
Profit objective price is 52.2900

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 58.9900
Open trade equity is 320.00

From 190102 total profit is 193980.00
            current drawdown is -3550.00
            maximum drawdown was -19480.00
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JAN26 500 CRUDE OIL       1772 Trading days from 190102 to 260115

Running .DAT file CL2009.DAT

Last trading day was 260115   Closing price was 58.6700

Current V value is 2.649998 (265 ticks)  K1 value is 0.50
V*K1 for tomorrow is 1.324999 (132 ticks)

BuyStop for tomorrow is 59.9900  SellStop is 57.3400

Protective stop price is 68.4700
Profit objective price is 50.3600

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 58.9600
Open trade equity is 145.00

From 190102 total profit is 100515.01
            current drawdown is -795.00
            maximum drawdown was -9000.00
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JAN26 42000 GASLOINE       1772 Trading days from 190102 to 260115

Running .DAT file RBN005.DAT

Last trading day was 260115   Closing price was 1.7838

Current V value is 0.093200 (932 ticks)  K1 value is 0.50
V*K1 for tomorrow is 0.046600 (466 ticks)

BuyStop for tomorrow is 1.8304  SellStop is 1.7372

Protective stop price is 2.9704
Profit objective price is 1.6370

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 1.7799
Open trade equity is -163.80

From 190102 total profit is 208299.20
            current drawdown is -171.80
            maximum drawdown was -14938.40
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DEC25 MICRO BITCOIN       1773 Trading days from 190102 to 260115

Running .DAT file BTC022.DAT

Last trading day was 260115   Closing price was 95355.0000

Current V value is 3730.000000 (3730 ticks)  K1 value is 0.56
V*K1 for tomorrow is 2088.800000 (2089 ticks)

BuyStop for tomorrow is 98018.0000  SellStop is 93840.0000

Protective stop price is 86215.0000
Profit objective price is 122779.0000

V is less than high filter value of 7210
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 92779.0000
Open trade equity is 257.60

From 190102 total profit is 22961.70
            current drawdown is -668.30
            maximum drawdown was -3038.00
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MAR26 1250000 YEN       1773 Trading days from 190102 to 260115

Running .DAT file J6N012.DAT

Last trading day was 260115   Closing price was 0.6338

Current V value is 0.005650 (56 ticks)  K1 value is 0.69
V*K1 for tomorrow is 0.003898 (39 ticks)

BuyStop for tomorrow is 0.6377  SellStop is 0.6300

Protective stop price is 0.6122
Profit objective price is 0.6572

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 long 1 contract(s) at 0.6356
Open trade equity is -218.75

From 190102 total profit is 62074.99
            current drawdown is -1431.26
            maximum drawdown was -9943.74
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MAR26 100000 DOLLAR INDEX       1807 Trading days from 190102 to 260115

Running .DAT file DXX016.DAT

Last trading day was 260115   Closing price was 99.1220

Current V value is 0.707001 (7070 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.296940 (2969 ticks)

BuyStop for tomorrow is 99.4189  SellStop is 98.8251

Protective stop price is 97.5970
Profit objective price is 102.8612

V is less than high filter value of 8750
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 98.9612
Open trade equity is 160.80

From 190102 total profit is 26860.30
            current drawdown is -1337.50
            maximum drawdown was -5535.50
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MAR26 125000 EURO FX       1773 Trading days from 190102 to 260115

Running .DAT file E6N031.DAT

Last trading day was 260115   Closing price was 1.1644

Current V value is 0.022900 (229 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.006412 (64 ticks)

BuyStop for tomorrow is 1.1708  SellStop is 1.1580

Protective stop price is 1.1518
Profit objective price is 1.2278

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 1.1726
Open trade equity is -1025.00

From 190102 total profit is 54574.99
            current drawdown is -2562.50
            maximum drawdown was -5462.50
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MAR26 62500 EUR0 FX MINI       1773 Trading days from 190102 to 260115

Running .DAT file E7M015.DAT

Last trading day was 260115   Closing price was 1.1644

Current V value is 0.022900 (229 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.006412 (64 ticks)

BuyStop for tomorrow is 1.1708  SellStop is 1.1580

Protective stop price is 1.1518
Profit objective price is 1.2278

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 1.1726
Open trade equity is -512.50

From 190102 total profit is 24137.49
            current drawdown is -1431.25
            maximum drawdown was -2956.25
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MAR26 125000 SWISS FRANC       1773 Trading days from 190102 to 260115

Running .DAT file S6N003.DAT

Last trading day was 260115   Closing price was 1.2527

Current V value is 0.007292 (73 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.009115 (91 ticks)

260116 Open 1.2524		
V*K1 = 0.009115		
BuyStop for tomorrow is 1.2615 SellStop is 1.2433

Protective stop price is 0.8804
Profit objective price is 1.3090

V is less than high filter value of 125
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 1.2554
Open trade equity is -343.75

From 190102 total profit is 80643.76
            current drawdown is -2593.75
            maximum drawdown was -9587.51
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Peter Knight
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Disclosure

Published by

Asset Investment Management

Family Office, Advisors