260218 positions, stops, reversals & objectives (all 24)

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How to track trades as they occur

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       1794 Trading days from 190102 to 260217

Running .DAT file ESN011.DAT

Last trading day was 260217   Closing price was 6860.0000

Current V value is 192.250000 (769 ticks)  K1 value is 0.41
V*K1 for tomorrow is 78.822500 (315 ticks)

BuyStop for tomorrow is 6938.7500  SellStop is 6781.2500

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 275.00

From 190102 total profit is 304500.00
            current drawdown is -10225.00
            maximum drawdown was -31150.00
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MICRO SP 500       1794 Trading days from 190102 to 260217

Running .DAT file ESM014.DAT

Last trading day was 260217   Closing price was 6860.0000

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 6961.5000  SellStop is 6758.5000

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 -35.00

From 190102 total profit is 15601.25
            current drawdown is -1762.50
            maximum drawdown was -4633.75
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MAR26 MINI NASDAQ 100       1794 Trading days from 190102 to 260217

Running .DAT file NQN007.DAT

Last trading day was 260217   Closing price was 24767.7500

Current V value is 1114.250000 (4457 ticks)  K1 value is 0.47
V*K1 for tomorrow is 523.697500 (2095 ticks)

BuyStop for tomorrow is 25258.7500  SellStop is 24211.2500

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 442845.00
            current drawdown is -30765.00
            maximum drawdown was -38265.00
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MAR26 MICRO NASDAQ 100       1794 Trading days from 190102 to 260217

Running .DAT file NQM014.DAT

Last trading day was 260217   Closing price was 24767.7500

Current V value is 1114.250000 (4457 ticks)  K1 value is 0.47
V*K1 for tomorrow is 523.697500 (2095 ticks)

BuyStop for tomorrow is 25258.7500  SellStop is 24211.2500

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       1794 Trading days from 190102 to 260217

Running .DAT file YMN007.DAT

Last trading day was 260217   Closing price was 49612.0000

Current V value is 1456.000000 (1456 ticks)  K1 value is 0.43
V*K1 for tomorrow is 626.080000 (626 ticks)

BuyStop for tomorrow is 50156.0000  SellStop is 48904.0000

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 -2130.00

From 190102 total profit is 236215.00
            current drawdown is -23995.00
            maximum drawdown was -26125.00
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MAR26 MICRO DOW FUTURES       1794 Trading days from 190102 to 260217

Running .DAT file YMM015.DAT

Last trading day was 260217   Closing price was 49612.0000

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 50126.0000  SellStop is 48989.0000

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 35.00

From 190102 total profit is 15909.00
            current drawdown is -1620.50
            maximum drawdown was -2361.50
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APR26 GOLD 100       1793 Trading days from 190102 to 260217

Running .DAT file GC1023.DAT

Last trading day was 260217   Closing price was 4905.8999

Current V value is 302.814331 (30281 ticks)  K1 value is 0.85
V*K1 for tomorrow is 257.392181 (25739 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       1793 Trading days from 190102 to 260217

Running .DAT file GC2014.DAT

Last trading day was 260217   Closing price was 4905.8999

Current V value is 300.553772 (30055 ticks)  K1 value is 0.86
V*K1 for tomorrow is 258.476244 (25848 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       1793 Trading days from 190102 to 260217

Running .DAT file GC3010.DAT

Last trading day was 260217   Closing price was 4905.8999

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 5436.1100  SellStop is 4453.5600

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       1793 Trading days from 190102 to 260217

Running .DAT file SI1002.DAT

Last trading day was 260217   Closing price was 74.0630

Current V value is 5.912502 (5913 ticks)  K1 value is 0.40
V*K1 for tomorrow is 2.365001 (2365 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       1793 Trading days from 190102 to 260217

Running .DAT file SI2005.DAT

Last trading day was 260217   Closing price was 74.0630

Current V value is 6.495003 (6495 ticks)  K1 value is 0.51
V*K1 for tomorrow is 3.312451 (3312 ticks)

BuyStop for tomorrow is 77.3750  SellStop is 70.7510

Protective stop price is 94.0630
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 19249.99

From 190102 total profit is 328242.50
            current drawdown is -3287.50
            maximum drawdown was -16570.00
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MAY26 1000 COMEX SILVER       1793 Trading days from 190102 to 260217

Running .DAT file SI3007.DAT

Last trading day was 260217   Closing price was 74.0630

Current V value is 11.481808 (11482 ticks)  K1 value is 0.50
V*K1 for tomorrow is 5.740904 (5741 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       1793 Trading days from 190102 to 260217

Running .DAT file HG1005.DAT

Last trading day was 260217   Closing price was 5.6425

Current V value is 0.445500 (8910 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.133650 (2673 ticks)

BuyStop for tomorrow is 5.7762  SellStop is 5.5089

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       1793 Trading days from 190102 to 260217

Running .DAT file HG2001.DAT

Last trading day was 260217   Closing price was 5.6425

Current V value is 0.445500 (8910 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.133650 (2673 ticks)

BuyStop for tomorrow is 5.7762  SellStop is 5.5089

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       1793 Trading days from 190102 to 260217

Running .DAT file PLA008.DAT

Last trading day was 260217   Closing price was 2018.3000

Current V value is 119.699951 (11970 ticks)  K1 value is 0.46
V*K1 for tomorrow is 55.061978 (5506 ticks)

BuyStop for tomorrow is 2082.9600  SellStop is 1972.8400

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       1793 Trading days from 190102 to 260217

Running .DAT file CL1012.DAT

Last trading day was 260217   Closing price was 61.9500

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 63.4300  SellStop is 60.4800

Protective stop price is 111.9500
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 620.00

From 190102 total profit is 208100.01
            current drawdown is -6370.00
            maximum drawdown was -16990.00
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JUN26 500 CRUDE OIL       1793 Trading days from 190102 to 260217

Running .DAT file CL2009.DAT

Last trading day was 260217   Closing price was 61.9500

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 63.4300  SellStop is 60.4800

Protective stop price is 71.7500
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 310.00

From 190102 total profit is 98805.01
            current drawdown is -2670.00
            maximum drawdown was -9000.00
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OCT26 42000 GASLOINE       1793 Trading days from 190102 to 260217

Running .DAT file RBN005.DAT

Last trading day was 260217   Closing price was 1.8950

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 1.9370  SellStop is 1.8529

Protective stop price is 3.0855
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 361.20

From 190102 total profit is 204924.00
            current drawdown is -5907.40
            maximum drawdown was -14938.40
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FEB25 MICRO BITCOIN       1794 Trading days from 190102 to 260217

Running .DAT file BTC022.DAT

Last trading day was 260217   Closing price was 67865.0000

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 74585.0000  SellStop is 61688.0000

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       1794 Trading days from 190102 to 260217

Running .DAT file J6N012.DAT

Last trading day was 260217   Closing price was 0.6541

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 0.6605  SellStop is 0.6477

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 475.00

From 190102 total profit is 65418.74
            current drawdown is 0.00
            maximum drawdown was -9943.74
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MAR26 100000 DOLLAR INDEX       1828 Trading days from 190102 to 260217

Running .DAT file DXX016.DAT

Last trading day was 260217   Closing price was 97.0600

Current V value is 0.738998 (7390 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.310379 (3104 ticks)

BuyStop for tomorrow is 97.3704  SellStop is 96.7496

Protective stop price is 95.5350
Profit objective price is 100.9269

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 97.0269
Open trade equity is 33.10

From 190102 total profit is 29022.39
            current drawdown is -541.00
            maximum drawdown was -5535.50
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MAR26 125000 EURO FX       1794 Trading days from 190102 to 260217

Running .DAT file E6N015.DAT

Last trading day was 260217   Closing price was 1.1863

Current V value is 0.018700 (187 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.007854 (79 ticks)

BuyStop for tomorrow is 1.1942  SellStop is 1.1785

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       1794 Trading days from 190102 to 260217

Running .DAT file E7M008.DAT

Last trading day was 260217   Closing price was 1.1863

Current V value is 0.018700 (187 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.007854 (79 ticks)

BuyStop for tomorrow is 1.1942  SellStop is 1.1785

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       1794 Trading days from 190102 to 260217

Running .DAT file S6N003.DAT

Last trading day was 260217   Closing price was 1.3020

Current V value is 0.012100 (121 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.015125 (151 ticks)

260218 Open 1.30205		
V*K1 = 0.015125		
BuyStop for tomorrow is 1.3172 SellStop is 1.2869

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 -587.49

From 190102 total profit is 87050.01
            current drawdown is 0.00
            maximum drawdown was -9587.51
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Peter Knight
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Disclosure

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Asset Investment Management

Family Office, Advisors