260406 positions, 260407 stops, reversals & objectives

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How to track trades as they occur

We’ve bumped is up a notch in Silver switching from SI1002 to SI1005 (5000 ounce contact, same programs as the 1,000 and 2,500 ounce contacts). This month we’ll be easing into more aggressive programs in Gold, Copper and potentially Platinum, depending on volatility relative to overall rate of change.

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JUN26 MINI SP 500       1827 Trading days from 190102 to 260406

Running .DAT file ESN011.DAT

Last trading day was 260406   Closing price was 6651.0000

Current V value is 297.750000 (1191 ticks)  K1 value is 0.41
V*K1 for tomorrow is 122.077500 (488 ticks)

BuyStop for tomorrow is 6773.0000  SellStop is 6529.0000

Protective stop price is 5651.0000
Profit objective price is 6847.7500

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 6535.7500
Open trade equity is 5762.50

From 190102 total profit is 315475.00
            current drawdown is -7937.50
            maximum drawdown was -31150.00
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JUN26 MICRO SP 500       1827 Trading days from 190102 to 260406

Running .DAT file ESM004.DAT

Last trading day was 260406   Closing price was 6651.0000

Current V value is 297.750000 (1191 ticks)  K1 value is 0.41
V*K1 for tomorrow is 122.077500 (488 ticks)

BuyStop for tomorrow is 6773.0000  SellStop is 6529.0000

Protective stop price is 0.0000
Profit objective price is 6847.7500

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 6535.7500
Open trade equity is 576.25

From 190102 total profit is 17282.50
            current drawdown is -1558.75
            maximum drawdown was -4791.25
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JUN26 MINI NASDAQ 100       1827 Trading days from 190102 to 260406

Running .DAT file NQN002.DAT

Last trading day was 260406   Closing price was 24358.5000

Current V value is 1588.500000 (6354 ticks)  K1 value is 0.43
V*K1 for tomorrow is 683.055000 (2732 ticks)

BuyStop for tomorrow is 24947.2500  SellStop is 23581.0000

V is equal to or greater than high filter value of 5300
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 443925.00
            current drawdown is -20610.00
            maximum drawdown was -41970.00
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JUN26 MICRO NASDAQ 100       1827 Trading days from 190102 to 260406

Running .DAT file NQM008.DAT

Last trading day was 260406   Closing price was 24358.5000

Current V value is 1588.500000 (6354 ticks)  K1 value is 0.43
V*K1 for tomorrow is 683.055000 (2732 ticks)

BuyStop for tomorrow is 24947.2500  SellStop is 23581.0000

V is equal to or greater than high filter value of 5300
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 37687.50
            current drawdown is -2241.00
            maximum drawdown was -4332.00
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JUN26 DOW FUTURES       1827 Trading days from 190102 to 260406

Running .DAT file YMN016.DAT

Last trading day was 260406   Closing price was 46902.0000

Current V value is 2713.000000 (2713 ticks)  K1 value is 0.26
V*K1 for tomorrow is 705.380000 (705 ticks)

BuyStop for tomorrow is 47496.0000  SellStop is 46085.0000

Protective stop price is 36902.0000
Profit objective price is 50656.0000

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 46396.0000
Open trade equity is 2530.00

From 190102 total profit is 243150.00
            current drawdown is -4940.00
            maximum drawdown was -18315.00
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JUN26 MICRO DOW FUTURES       1827 Trading days from 190102 to 260406

Running .DAT file YMM015.DAT

Last trading day was 260406   Closing price was 46902.0000

Current V value is 2713.000000 (2713 ticks)  K1 value is 0.27
V*K1 for tomorrow is 732.510000 (733 ticks)

BuyStop for tomorrow is 47505.0000  SellStop is 46039.0000

Protective stop price is 43652.0000
Profit objective price is 51033.0000

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 46433.0000
Open trade equity is 234.50

From 190102 total profit is 17542.00
            current drawdown is -187.00
            maximum drawdown was -2361.50
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JUN26 GOLD 100       1826 Trading days from 190102 to 260406

Running .DAT file GC1005.DAT

Last trading day was 260406   Closing price was 4684.7002

Current V value is 245.500000 (24550 ticks)  K1 value is 0.80
V*K1 for tomorrow is 196.400000 (19640 ticks)

BuyStop for tomorrow is 4876.0500  SellStop is 4483.2500

V is equal to or greater than high filter value of 8350
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 297612.00
            current drawdown is -9516.00
            maximum drawdown was -27150.00
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JUN26 MINI GOLD 50       1826 Trading days from 190102 to 260406

Running .DAT file GC2014.DAT

Last trading day was 260406   Closing price was 4684.7002

Current V value is 229.692123 (22969 ticks)  K1 value is 0.86
V*K1 for tomorrow is 197.535226 (19754 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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JUL26 MICRO GOLD 10       1826 Trading days from 190102 to 260406

Running .DAT file GC3010.DAT

Last trading day was 260406   Closing price was 4684.7002

Current V value is 441.299805 (44130 ticks)  K1 value is 0.63
V*K1 for tomorrow is 278.018877 (27802 ticks)

BuyStop for tomorrow is 4959.3500  SellStop is 4403.3100

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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JUL26 5000 SILVER       1826 Trading days from 190102 to 260406

Running .DAT file SI1005.DAT

Last trading day was 260406   Closing price was 73.3870

Current V value is 2.340004 (2340 ticks)  K1 value is 0.51
V*K1 for tomorrow is 1.193402 (1193 ticks)

BuyStop for tomorrow is 74.5800  SellStop is 72.1940

Protective stop price is 91.3870
Profit objective price is 62.0740

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 75.5140
Open trade equity is 10634.99

From 190102 total profit is 826890.01
            current drawdown is 0.00
            maximum drawdown was -43100.00
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JUL26 2500 COMEX SILVER       1826 Trading days from 190102 to 260406

Running .DAT file SI2005.DAT

Last trading day was 260406   Closing price was 73.3870

Current V value is 2.340004 (2340 ticks)  K1 value is 0.51
V*K1 for tomorrow is 1.193402 (1193 ticks)

BuyStop for tomorrow is 74.5800  SellStop is 72.1940

Protective stop price is 93.3870
Profit objective price is 62.0740

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 75.5140
Open trade equity is 5317.50

From 190102 total profit is 392695.01
            current drawdown is 0.00
            maximum drawdown was -21625.00
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MAY26 1000 COMEX SILVER       1826 Trading days from 190102 to 260406

Running .DAT file SI3005.DAT

Last trading day was 260406   Closing price was 73.3870

Current V value is 2.340004 (2340 ticks)  K1 value is 0.51
V*K1 for tomorrow is 1.193402 (1193 ticks)

BuyStop for tomorrow is 74.5800  SellStop is 72.1940

Protective stop price is 123.3870
Profit objective price is 62.3140

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 75.5140
Open trade equity is 2127.00

From 190102 total profit is 130978.00
            current drawdown is 0.00
            maximum drawdown was -8740.00
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JUL26 COPPER 25000       1826 Trading days from 190102 to 260406

Running .DAT file HG1005.DAT

Last trading day was 260406   Closing price was 5.6530

Current V value is 0.243500 (4870 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.073050 (1461 ticks)

BuyStop for tomorrow is 5.7260  SellStop is 5.5800

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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JUL26 MINI COPPER 12500       1826 Trading days from 190102 to 260406

Running .DAT file HG2001.DAT

Last trading day was 260406   Closing price was 5.6530

Current V value is 0.243500 (4870 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.073050 (1461 ticks)

BuyStop for tomorrow is 5.7260  SellStop is 5.5800

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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JUL26 PLATINUM 50       1826 Trading days from 190102 to 260406

Running .DAT file PLA008.DAT

Last trading day was 260406   Closing price was 1977.5000

Current V value is 133.199951 (13320 ticks)  K1 value is 0.46
V*K1 for tomorrow is 61.271978 (6127 ticks)

BuyStop for tomorrow is 2042.6100  SellStop is 1920.0600

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       1826 Trading days from 190102 to 260406

Running .DAT file CL1012.DAT

Last trading day was 260406   Closing price was 98.4700

Current V value is 26.729996 (2673 ticks)  K1 value is 0.50
V*K1 for tomorrow is 13.364998 (1336 ticks)

BuyStop for tomorrow is 111.8300  SellStop is 85.1100

V is equal to or greater than high filter value of 1500
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 234000.01
            current drawdown is 0.00
            maximum drawdown was -16990.00
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JUN26 500 CRUDE OIL       1826 Trading days from 190102 to 260406

Running .DAT file CL2010.DAT

Last trading day was 260406   Closing price was 98.4700

Current V value is 26.729996 (2673 ticks)  K1 value is 0.50
V*K1 for tomorrow is 13.364998 (1336 ticks)

BuyStop for tomorrow is 111.8300  SellStop is 85.1100

V is equal to or greater than high filter value of 1500
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 111100.00
            current drawdown is 0.00
            maximum drawdown was -8700.00
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OCT26 42000 GASLOINE       1826 Trading days from 190102 to 260406

Running .DAT file RBN005.DAT

Last trading day was 260406   Closing price was 2.4825

Current V value is 0.290400 (2904 ticks)  K1 value is 0.50
V*K1 for tomorrow is 0.145200 (1452 ticks)

BuyStop for tomorrow is 2.6277  SellStop is 2.3373

V is equal to or greater than high filter value of 1700
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 222859.21
            current drawdown is 0.00
            maximum drawdown was -14938.40
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APR26 MICRO BITCOIN       1827 Trading days from 190102 to 260406

Running .DAT file BTC022.DAT

Last trading day was 260406   Closing price was 69945.0000

Current V value is 3685.000000 (3685 ticks)  K1 value is 0.56
V*K1 for tomorrow is 2063.600000 (2064 ticks)

BuyStop for tomorrow is 71581.0000  SellStop is 67454.0000

Protective stop price is 58195.0000
Profit objective price is 99334.0000

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 69334.0000
Open trade equity is 61.10

From 190102 total profit is 24932.40
            current drawdown is -1442.10
            maximum drawdown was -3038.00
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JUN26 1250000 YEN       1827 Trading days from 190102 to 260406

Running .DAT file J6N012.DAT

Last trading day was 260406   Closing price was 0.6299

Current V value is 0.005300 (53 ticks)  K1 value is 0.69
V*K1 for tomorrow is 0.003657 (37 ticks)

BuyStop for tomorrow is 0.6336  SellStop is 0.6262

Protective stop price is 0.6515
Profit objective price is 0.6106

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 0.6322
Open trade equity is 287.50

From 190102 total profit is 64293.75
            current drawdown is -2293.75
            maximum drawdown was -9943.74
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JUN26 100000 DOLLAR INDEX       1862 Trading days from 190102 to 260406

Running .DAT file DXX016.DAT

Last trading day was 260406   Closing price was 99.8040

Current V value is 1.042000 (10420 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.437640 (4376 ticks)

BuyStop for tomorrow is 100.2416  SellStop is 99.3664

V is equal to or greater than high filter value of 8750
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 29445.20
            current drawdown is -372.20
            maximum drawdown was -5535.50
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JUN26 125000 EURO FX       1827 Trading days from 190102 to 260406

Running .DAT file E6N015.DAT

Last trading day was 260406   Closing price was 1.1583

Current V value is 0.019800 (198 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.008316 (83 ticks)

BuyStop for tomorrow is 1.1666  SellStop is 1.1500

Protective stop price is 1.1339
Profit objective price is 1.1972

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 long 1 contract(s) at 1.1596
Open trade equity is -162.49

From 190102 total profit is 70512.51
            current drawdown is -2018.74
            maximum drawdown was -7062.50
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JUN26 62500 EUR0 FX MINI       1827 Trading days from 190102 to 260406

Running .DAT file E7M008.DAT

Last trading day was 260406   Closing price was 1.1583

Current V value is 0.019800 (198 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.008316 (83 ticks)

BuyStop for tomorrow is 1.1666  SellStop is 1.1500

Protective stop price is 1.1337
Profit objective price is 1.1972

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 long 1 contract(s) at 1.1596
Open trade equity is -81.25

From 190102 total profit is 32581.25
            current drawdown is -1034.37
            maximum drawdown was -3881.25
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JUN26 125000 SWISS FRANC       1827 Trading days from 190102 to 260406

Running .DAT file S6N003.DAT

Last trading day was 260406   Closing price was 1.2627

Current V value is 0.010133 (101 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.012667 (127 ticks)

260406 Open 1.2626		
V*K1 = 0.0127		
BuyStop for tomorrow is 1.2753 SellStop is 1.2499

Protective stop price is 0.8714
Profit objective price is 1.3250

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 1.2714
Open trade equity is -1093.75

From 190102 total profit is 89056.26
            current drawdown is 0.00
            maximum drawdown was -9587.51
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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