Due to the Presidents’ Day holiday, the CME had an abbreviated Globex trading session, with price action merging into Tuesday’s OHLC (Open, High, Low, Close). All orders below remain in play through the settlement on the 17th
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All allocations, markets/models now reflect increased 260201 margin requirements and the more aggressive strategies in metals, see this link for instructions on how to track trades as they occur.
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MAR26 MINI SP 500 1793 Trading days from 190102 to 260213
Running .DAT file ESN011.DAT
Last trading day was 260213 Closing price was 6850.5000
Current V value is 231.750000 (927 ticks) K1 value is 0.41
V*K1 for tomorrow is 95.017500 (380 ticks)
BuyStop for tomorrow is 6945.5000 SellStop is 6755.5000
Protective stop price is 7850.5000
Profit objective price is 6553.5000
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 short 1 contract(s) at 6865.5000
Open trade equity is 750.00
From 190102 total profit is 304975.00
current drawdown is -10225.00
maximum drawdown was -31150.00
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MICRO SP 500 1793 Trading days from 190102 to 260213
Running .DAT file ESM014.DAT
Last trading day was 260213 Closing price was 6850.5000
Current V value is 260.000000 (1040 ticks) K1 value is 0.39
V*K1 for tomorrow is 101.400000 (406 ticks)
BuyStop for tomorrow is 6952.0000 SellStop is 6749.0000
Protective stop price is 7220.5000
Profit objective price is 6613.0000
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 short 1 contract(s) at 6853.0000
Open trade equity is 12.50
From 190102 total profit is 15648.75
current drawdown is -1762.50
maximum drawdown was -4633.75
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MAR26 MINI NASDAQ 100 1793 Trading days from 190102 to 260213
Running .DAT file NQN007.DAT
Last trading day was 260213 Closing price was 24803.2500
Current V value is 1376.750000 (5507 ticks) K1 value is 0.47
V*K1 for tomorrow is 647.072500 (2588 ticks)
BuyStop for tomorrow is 25443.7500 SellStop is 24149.7500
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 442845.00
current drawdown is -30765.00
maximum drawdown was -38265.00
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MAR26 MICRO NASDAQ 100 1793 Trading days from 190102 to 260213
Running .DAT file NQM014.DAT
Last trading day was 260213 Closing price was 24803.2500
Current V value is 1376.750000 (5507 ticks) K1 value is 0.47
V*K1 for tomorrow is 647.072500 (2588 ticks)
BuyStop for tomorrow is 25443.7500 SellStop is 24149.7500
V is equal to or greater than high filter value of 4190
V is greater than low filter value of 0
High filter does not permit trading for tomorrow
Currently flat
From 190102 total profit is 38286.50
current drawdown is -3451.50
maximum drawdown was -5090.00
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MAR26 DOW FUTURES 1793 Trading days from 190102 to 260213
Running .DAT file YMN007.DAT
Last trading day was 260213 Closing price was 49569.0000
Current V value is 1909.000000 (1909 ticks) K1 value is 0.43
V*K1 for tomorrow is 820.870000 (821 ticks)
BuyStop for tomorrow is 50307.0000 SellStop is 48665.0000
Protective stop price is 59186.0000
Profit objective price is 48166.0000
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 short 1 contract(s) at 49186.0000
Open trade equity is -1915.00
From 190102 total profit is 236430.00
current drawdown is -23995.00
maximum drawdown was -25910.00
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MAR26 MICRO DOW FUTURES 1793 Trading days from 190102 to 260213
Running .DAT file YMM015.DAT
Last trading day was 260213 Closing price was 49569.0000
Current V value is 2105.000000 (2105 ticks) K1 value is 0.27
V*K1 for tomorrow is 568.350000 (568 ticks)
BuyStop for tomorrow is 50082.0000 SellStop is 48945.0000
Protective stop price is 52773.0000
Profit objective price is 45082.0000
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 49682.0000
Open trade equity is 56.50
From 190102 total profit is 15930.50
current drawdown is -1620.50
maximum drawdown was -2361.50
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APR26 GOLD 100 1792 Trading days from 190102 to 260213
Running .DAT file GC1023.DAT
Last trading day was 260213 Closing price was 5046.2998
Current V value is 300.364349 (30036 ticks) K1 value is 0.85
V*K1 for tomorrow is 255.309697 (25531 ticks)
BuyStop and SellStop computation requires tomorrow's Open
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 284937.00
current drawdown is 0.00
maximum drawdown was -29105.00
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APR26 MINI GOLD 50 1792 Trading days from 190102 to 260213
Running .DAT file GC2014.DAT
Last trading day was 260213 Closing price was 5046.2998
Current V value is 309.169159 (30917 ticks) K1 value is 0.86
V*K1 for tomorrow is 265.885477 (26589 ticks)
BuyStop and SellStop computation requires tomorrow's Open
V is equal to or greater than high filter value of 8550
V is greater than low filter value of 0
High filter does not permit trading for tomorrow
Currently flat
From 190102 total profit is 156606.50
current drawdown is 0.00
maximum drawdown was -14128.00
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APR26 MICRO GOLD 10 1792 Trading days from 190102 to 260213
Running .DAT file GC3010.DAT
Last trading day was 260213 Closing price was 5046.2998
Current V value is 779.800293 (77980 ticks) K1 value is 0.63
V*K1 for tomorrow is 491.274185 (49127 ticks)
BuyStop for tomorrow is 5498.7700 SellStop is 4516.2300
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 1792 Trading days from 190102 to 260213
Running .DAT file SI1002.DAT
Last trading day was 260213 Closing price was 78.5350
Current V value is 7.750000 (7750 ticks) K1 value is 0.40
V*K1 for tomorrow is 3.100000 (3100 ticks)
BuyStop and SellStop computation requires tomorrow's Open
V is equal to or greater than high filter value of 2640
V is greater than low filter value of 0
High filter does not permit trading for tomorrow
Currently flat
From 190102 total profit is 578590.00
current drawdown is -24705.01
maximum drawdown was -33615.00
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MAY26 2500 COMEX SILVER 1792 Trading days from 190102 to 260213
Running .DAT file SI2005.DAT
Last trading day was 260213 Closing price was 78.5350
Current V value is 5.330002 (5330 ticks) K1 value is 0.51
V*K1 for tomorrow is 2.718301 (2718 ticks)
BuyStop for tomorrow is 81.2530 SellStop is 75.8170
Protective stop price is 96.2560
Profit objective price is 68.3230
V is less than high filter value of 6775
V is greater than low filter value of 0
High/Low filters permit trading for tomorrow
Currently short 1 contract(s) at 81.7630
Open trade equity is 8069.99
From 190102 total profit is 317062.50
current drawdown is -3287.50
maximum drawdown was -16570.00
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MAY26 1000 COMEX SILVER 1792 Trading days from 190102 to 260213
Running .DAT file SI3007.DAT
Last trading day was 260213 Closing price was 78.5350
Current V value is 11.525379 (11525 ticks) K1 value is 0.50
V*K1 for tomorrow is 5.762690 (5763 ticks)
BuyStop and SellStop computation requires tomorrow's Open
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 121667.00
current drawdown is 0.00
maximum drawdown was -11007.00
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MAR26 COPPER 25000 1792 Trading days from 190102 to 260213
Running .DAT file HG1005.DAT
Last trading day was 260213 Closing price was 5.8030
Current V value is 0.370000 (7400 ticks) K1 value is 0.30
V*K1 for tomorrow is 0.111000 (2220 ticks)
BuyStop for tomorrow is 5.9140 SellStop is 5.6920
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 1792 Trading days from 190102 to 260213
Running .DAT file HG2001.DAT
Last trading day was 260213 Closing price was 5.8030
Current V value is 0.370000 (7400 ticks) K1 value is 0.30
V*K1 for tomorrow is 0.111000 (2220 ticks)
BuyStop for tomorrow is 5.9140 SellStop is 5.6920
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 1792 Trading days from 190102 to 260213
Running .DAT file PLA008.DAT
Last trading day was 260213 Closing price was 2077.1001
Current V value is 159.099854 (15910 ticks) K1 value is 0.46
V*K1 for tomorrow is 73.185933 (7319 ticks)
BuyStop for tomorrow is 2125.6500 SellStop is 1979.2800
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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JUN26 1000 CRUDE OIL 1791 Trading days from 190102 to 260212
Running .DAT file CL1012.DAT
Last trading day was 260212 Closing price was 62.2700
Current V value is 2.950001 (295 ticks) K1 value is 0.50
V*K1 for tomorrow is 1.475000 (148 ticks)
BuyStop for tomorrow is 63.7500 SellStop is 60.8000
Protective stop price is 112.2700
Profit objective price is 47.4700
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 short 1 contract(s) at 62.5700
Open trade equity is 300.00
From 190102 total profit is 207780.01
current drawdown is -6370.00
maximum drawdown was -16990.00
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JUN26 500 CRUDE OIL 1791 Trading days from 190102 to 260212
Running .DAT file CL2009.DAT
Last trading day was 260212 Closing price was 62.2700
Current V value is 2.950001 (295 ticks) K1 value is 0.50
V*K1 for tomorrow is 1.475000 (148 ticks)
BuyStop for tomorrow is 63.7500 SellStop is 60.8000
Protective stop price is 72.0700
Profit objective price is 53.9700
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 62.5700
Open trade equity is 150.00
From 190102 total profit is 98645.01
current drawdown is -2670.00
maximum drawdown was -9000.00
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OCT26 42000 GASLOINE 1792 Trading days from 190102 to 260213
Running .DAT file RBN005.DAT
Last trading day was 260213 Closing price was 1.8951
Current V value is 0.084100 (841 ticks) K1 value is 0.50
V*K1 for tomorrow is 0.042050 (421 ticks)
BuyStop for tomorrow is 1.9372 SellStop is 1.8530
Protective stop price is 3.0856
Profit objective price is 1.7607
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 1.9036
Open trade equity is 357.00
From 190102 total profit is 204919.80
current drawdown is -5907.40
maximum drawdown was -14938.40
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FEB25 MICRO BITCOIN 1793 Trading days from 190102 to 260213
Running .DAT file BTC022.DAT
Last trading day was 260213 Closing price was 68835.0000
Current V value is 11515.000000 (11515 ticks) K1 value is 0.56
V*K1 for tomorrow is 6448.400000 (6448 ticks)
BuyStop for tomorrow is 74745.0000 SellStop is 61848.0000
V is equal to or greater than high filter value of 7210
V is greater than low filter value of 0
High filter does not permit trading for tomorrow
Currently flat
From 190102 total profit is 25711.20
current drawdown is 0.00
maximum drawdown was -3038.00
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MAR26 1250000 YEN 1793 Trading days from 190102 to 260213
Running .DAT file J6N012.DAT
Last trading day was 260213 Closing price was 0.6562
Current V value is 0.009300 (93 ticks) K1 value is 0.69
V*K1 for tomorrow is 0.006417 (64 ticks)
BuyStop for tomorrow is 0.6627 SellStop is 0.6498
Protective stop price is 0.6329
Profit objective price is 0.6719
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 0.6503
Open trade equity is 743.75
From 190102 total profit is 65687.49
current drawdown is 0.00
maximum drawdown was -9943.74
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MAR26 100000 DOLLAR INDEX 1827 Trading days from 190102 to 260213
Running .DAT file DXX016.DAT
Last trading day was 260213 Closing price was 96.8190
Current V value is 0.494995 (4950 ticks) K1 value is 0.42
V*K1 for tomorrow is 0.207898 (2079 ticks)
BuyStop for tomorrow is 97.0269 SellStop is 96.6111
Protective stop price is 98.2000
Profit objective price is 93.3670
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 short 1 contract(s) at 97.2670
Open trade equity is 448.00
From 190102 total profit is 29247.20
current drawdown is -731.10
maximum drawdown was -5535.50
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MAR26 125000 EURO FX 1793 Trading days from 190102 to 260213
Running .DAT file E6N015.DAT
Last trading day was 260213 Closing price was 1.1883
Current V value is 0.021000 (210 ticks) K1 value is 0.42
V*K1 for tomorrow is 0.008820 (88 ticks)
BuyStop for tomorrow is 1.1971 SellStop is 1.1795
V is less than high filter value of 225
V is greater than low filter value of 0
High/Low filters permit trading for tomorrow
Currently flat
From 190102 total profit is 68712.50
current drawdown is 0.00
maximum drawdown was -7062.50
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MAR26 62500 EUR0 FX MINI 1793 Trading days from 190102 to 260213
Running .DAT file E7M008.DAT
Last trading day was 260213 Closing price was 1.1883
Current V value is 0.021000 (210 ticks) K1 value is 0.42
V*K1 for tomorrow is 0.008820 (88 ticks)
BuyStop for tomorrow is 1.1971 SellStop is 1.1795
V is less than high filter value of 225
V is greater than low filter value of 0
High/Low filters permit trading for tomorrow
Currently flat
From 190102 total profit is 31706.25
current drawdown is 0.00
maximum drawdown was -3881.25
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MAR26 125000 SWISS FRANC 1793 Trading days from 190102 to 260213
Running .DAT file S6N003.DAT
Last trading day was 260213 Closing price was 1.3058
Current V value is 0.011125 (111 ticks) K1 value is 1.25
V*K1 for tomorrow is 0.013906 (139 ticks)
260217 Open 1.3066
V*K1 = 0.013906
BuyStop for tomorrow is 1.3205 SellStop is 1.2927
Protective stop price is 0.9103
Profit objective price is 1.3603
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 1.3067
Open trade equity is -118.75
From 190102 total profit is 87518.76
current drawdown is 0.00
maximum drawdown was -9587.51
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