260604 positions, 260605 stops, reversals & objectives

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JUN26 MINI SP 500       1869 Trading days from 190102 to 260604

Running .DAT file ESN011.DAT

Last trading day was 260604   Closing price was 7601.0000

Current V value is 118.000000 (472 ticks)  K1 value is 0.41
V*K1 for tomorrow is 48.380000 (194 ticks)

BuyStop for tomorrow is 7649.5000  SellStop is 7552.5000

Protective stop price is 8571.7500
Profit objective price is 7263.2500

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 7575.2500
Open trade equity is -1287.50

From 190102 total profit is 323000.00
            current drawdown is -975.00
            maximum drawdown was -31150.00
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JUN26 MICRO SP 500       1869 Trading days from 190102 to 260604

Running .DAT file ESM004.DAT

Last trading day was 260604   Closing price was 7601.0000

Current V value is 118.000000 (472 ticks)  K1 value is 0.41
V*K1 for tomorrow is 48.380000 (194 ticks)

BuyStop for tomorrow is 7649.5000  SellStop is 7552.5000

Protective stop price is 17571.7500
Profit objective price is 7263.2500

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 7575.2500
Open trade equity is -128.75

From 190102 total profit is 17630.00
            current drawdown is -506.25
            maximum drawdown was -4791.25
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JUN26 MINI NASDAQ 100       1869 Trading days from 190102 to 260604

Running .DAT file NQN002.DAT

Last trading day was 260604   Closing price was 30488.2500

Current V value is 1371.750000 (5487 ticks)  K1 value is 0.43
V*K1 for tomorrow is 589.852500 (2359 ticks)

BuyStop for tomorrow is 31004.0000  SellStop is 29824.2500

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 457875.00
            current drawdown is -6660.00
            maximum drawdown was -41970.00
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JUN26 MICRO NASDAQ 100       1869 Trading days from 190102 to 260604

Running .DAT file NQM008.DAT

Last trading day was 260604   Closing price was 30488.2500

Current V value is 1371.750000 (5487 ticks)  K1 value is 0.43
V*K1 for tomorrow is 589.852500 (2359 ticks)

BuyStop for tomorrow is 31004.0000  SellStop is 29824.2500

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 39037.50
            current drawdown is -891.00
            maximum drawdown was -4332.00
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JUN26 DOW FUTURES       1869 Trading days from 190102 to 260604

Running .DAT file YMN016.DAT

Last trading day was 260604   Closing price was 51671.0000

Current V value is 2600.000000 (2600 ticks)  K1 value is 0.26
V*K1 for tomorrow is 676.000000 (676 ticks)

BuyStop for tomorrow is 52109.0000  SellStop is 50757.0000

Protective stop price is 41671.0000
Profit objective price is 54227.0000

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 49967.0000
Open trade equity is 8520.00

From 190102 total profit is 256685.00
            current drawdown is -9650.00
            maximum drawdown was -18315.00
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JUN26 MICRO DOW FUTURES       1869 Trading days from 190102 to 260604

Running .DAT file YMM015.DAT

Last trading day was 260604   Closing price was 51671.0000

Current V value is 2600.000000 (2600 ticks)  K1 value is 0.27
V*K1 for tomorrow is 702.000000 (702 ticks)

BuyStop for tomorrow is 52095.0000  SellStop is 50691.0000

Protective stop price is 48421.0000
Profit objective price is 54595.0000

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 49995.0000
Open trade equity is 838.00

From 190102 total profit is 18434.50
            current drawdown is -1412.00
            maximum drawdown was -2361.50
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AUG26 GOLD 100       1868 Trading days from 190102 to 260604

Running .DAT file GC1005.DAT

Last trading day was 260604   Closing price was 4505.0000

Current V value is 93.100098 (9310 ticks)  K1 value is 0.80
V*K1 for tomorrow is 74.480078 (7448 ticks)

BuyStop for tomorrow is 4571.1300  SellStop is 4422.1700

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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AUG26 MINI GOLD 50       1868 Trading days from 190102 to 260604

Running .DAT file GC2014.DAT

Last trading day was 260604   Closing price was 4505.0000

Current V value is 102.246208 (10225 ticks)  K1 value is 0.86
V*K1 for tomorrow is 87.931739 (8793 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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AUG26 MICRO GOLD 10       1868 Trading days from 190102 to 260604

Running .DAT file GC3010.DAT

Last trading day was 260604   Closing price was 4505.0000

Current V value is 178.700195 (17870 ticks)  K1 value is 0.63
V*K1 for tomorrow is 112.581123 (11258 ticks)

BuyStop for tomorrow is 4612.0100  SellStop is 4386.8500

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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SEP26 5000 COMEX SILVER       1868 Trading days from 190102 to 260604

Running .DAT file SI1005.DAT

Last trading day was 260604   Closing price was 74.4550

Current V value is 0.639999 (640 ticks)  K1 value is 0.51
V*K1 for tomorrow is 0.326400 (326 ticks)

BuyStop for tomorrow is 74.7810  SellStop is 74.1290

Protective stop price is 92.2430
Profit objective price is 61.3680

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 74.8080
Open trade equity is 1764.99

From 190102 total profit is 892070.01
            current drawdown is -42440.00
            maximum drawdown was -43100.00
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SEP26 2500 COMEX SILVER       1868 Trading days from 190102 to 260604

Running .DAT file SI2005.DAT

Last trading day was 260604   Closing price was 74.4550

Current V value is 0.639999 (640 ticks)  K1 value is 0.51
V*K1 for tomorrow is 0.326400 (326 ticks)

BuyStop for tomorrow is 74.7810  SellStop is 74.1290

Protective stop price is 94.2430
Profit objective price is 61.3680

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 74.8080
Open trade equity is 882.50

From 190102 total profit is 424835.00
            current drawdown is -21320.00
            maximum drawdown was -21625.00
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SEP26 1000 COMEX SILVER       1868 Trading days from 190102 to 260604

Running .DAT file SI3005.DAT

Last trading day was 260604   Closing price was 74.4550

Current V value is 0.639999 (640 ticks)  K1 value is 0.51
V*K1 for tomorrow is 0.326400 (326 ticks)

BuyStop for tomorrow is 74.7810  SellStop is 74.1290

Protective stop price is 124.2430
Profit objective price is 61.6080

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 74.8080
Open trade equity is 353.00

From 190102 total profit is 142646.00
            current drawdown is -8816.00
            maximum drawdown was -8816.00
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SEP26 COPPER 25000       1868 Trading days from 190102 to 260604

Running .DAT file HG1005.DAT

Last trading day was 260604   Closing price was 6.5950

Current V value is 0.435000 (8700 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.130500 (2610 ticks)

BuyStop for tomorrow is 6.7255  SellStop is 6.4645

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 142802.50
            current drawdown is -3722.50
            maximum drawdown was -14852.50
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SEP26 MINI COPPER 12500       1868 Trading days from 190102 to 260604

Running .DAT file HG2001.DAT

Last trading day was 260604   Closing price was 6.5950

Current V value is 0.435000 (8700 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.130500 (2610 ticks)

BuyStop for tomorrow is 6.7255  SellStop is 6.4645

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 61614.37
            current drawdown is -3448.75
            maximum drawdown was -7941.25
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OCT26 PLATINUM 50       1868 Trading days from 190102 to 260604

Running .DAT file PLA008.DAT

Last trading day was 260604   Closing price was 1921.0000

Current V value is 84.199951 (8420 ticks)  K1 value is 0.46
V*K1 for tomorrow is 38.731978 (3873 ticks)

BuyStop for tomorrow is 1946.5700  SellStop is 1869.1000

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 110769.50
            current drawdown is -3167.00
            maximum drawdown was -10832.00
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JUL26 1000 CRUDE OIL       1868 Trading days from 190102 to 260604

Running .DAT file CL1012.DAT

Last trading day was 260604   Closing price was 93.0400

Current V value is 12.250000 (1225 ticks)  K1 value is 0.50
V*K1 for tomorrow is 6.125000 (612 ticks)

BuyStop for tomorrow is 99.1700  SellStop is 86.9200

Protective stop price is 46.0200
Profit objective price is 108.5900

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 93.4900
Open trade equity is -450.00

From 190102 total profit is 223700.01
            current drawdown is -9850.00
            maximum drawdown was -21750.00
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JUL26 500 CRUDE OIL       1868 Trading days from 190102 to 260604

Running .DAT file CL2010.DAT

Last trading day was 260604   Closing price was 93.0400

Current V value is 12.250000 (1225 ticks)  K1 value is 0.50
V*K1 for tomorrow is 6.125000 (612 ticks)

BuyStop for tomorrow is 99.1700  SellStop is 86.9200

Protective stop price is 0.0000
Profit objective price is 108.5900

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 93.4900
Open trade equity is -225.00

From 190102 total profit is 105900.00
            current drawdown is -4975.00
            maximum drawdown was -10900.00
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OCT26 42000 GASLOINE       1868 Trading days from 190102 to 260604

Running .DAT file RBN005.DAT

Last trading day was 260604   Closing price was 2.6874

Current V value is 0.153900 (1539 ticks)  K1 value is 0.50
V*K1 for tomorrow is 0.076950 (770 ticks)

BuyStop for tomorrow is 2.7644  SellStop is 2.6105

Protective stop price is 3.8739
Profit objective price is 2.5405

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 2.6834
Open trade equity is -168.00

From 190102 total profit is 222691.21
            current drawdown is 0.00
            maximum drawdown was -14938.40
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JUN26 MICRO BITCOIN       1869 Trading days from 190102 to 260604

Running .DAT file BTC022.DAT

Last trading day was 260604   Closing price was 63795.0000

Current V value is 5285.000000 (5285 ticks)  K1 value is 0.56
V*K1 for tomorrow is 2959.600000 (2960 ticks)

BuyStop for tomorrow is 66728.0000  SellStop is 60809.0000

Protective stop price is 75545.0000
Profit objective price is 49269.0000

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 short 1 contract(s) at 79269.0000
Open trade equity is 1547.40

From 190102 total profit is 25319.00
            current drawdown is -2541.80
            maximum drawdown was -3038.00
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JUN26 1250000 YEN       1869 Trading days from 190102 to 260604

Running .DAT file J6N012.DAT

Last trading day was 260604   Closing price was 0.6253

Current V value is 0.002900 (29 ticks)  K1 value is 0.69
V*K1 for tomorrow is 0.002001 (20 ticks)

BuyStop for tomorrow is 0.6274  SellStop is 0.6233

Protective stop price is 0.6044
Profit objective price is 0.6494

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 0.6278
Open trade equity is -306.25

From 190102 total profit is 62599.99
            current drawdown is -3393.75
            maximum drawdown was -9943.74
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JUN26 100000 DOLLAR INDEX       1903 Trading days from 190102 to 260603

Running .DAT file DXX016.DAT

Last trading day was 260603   Closing price was 99.5050

Current V value is 0.809998 (8100 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.340199 (3402 ticks)

BuyStop for tomorrow is 99.8452  SellStop is 99.1648

Protective stop price is 97.9800
Profit objective price is 103.0242

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 99.1242
Open trade equity is 380.80

From 190102 total profit is 29520.29
            current drawdown is -1546.90
            maximum drawdown was -5535.50
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JUN26 125000 EURO FX       1869 Trading days from 190102 to 260604

Running .DAT file E6N015.DAT

Last trading day was 260604   Closing price was 1.1619

Current V value is 0.008950 (89 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.003759 (38 ticks)

BuyStop for tomorrow is 1.1657  SellStop is 1.1582

Protective stop price is 1.1364
Profit objective price is 1.2018

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 1.1642
Open trade equity is -281.25

From 190102 total profit is 73368.75
            current drawdown is -6.25
            maximum drawdown was -7062.50
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JUN26 62500 EUR0 FX MINI       1869 Trading days from 190102 to 260604

Running .DAT file E7M008.DAT

Last trading day was 260604   Closing price was 1.1619

Current V value is 0.008950 (89 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.003759 (38 ticks)

BuyStop for tomorrow is 1.1657  SellStop is 1.1582

Protective stop price is 1.1362
Profit objective price is 1.2018

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 1.1642
Open trade equity is -140.63

From 190102 total profit is 33959.38
            current drawdown is -53.12
            maximum drawdown was -3881.25
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JUN26 125000 SWISS FRANC       1869 Trading days from 190102 to 260604

Running .DAT file S6N003.DAT

Last trading day was 260604   Closing price was 1.2682

Current V value is 0.009367 (94 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.011708 (117 ticks)

260604 Open 1.2679		
V*K1 = 0.0117		
BuyStop for tomorrow is	1.2796	SellStop is 1.2562

Protective stop price is 1.6636
Profit objective price is 1.2178

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 short 1 contract(s) at 1.2714
Open trade equity is 393.75

From 190102 total profit is 90493.76
            current drawdown is -2712.51
            maximum drawdown was -9587.51
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Peter Knight
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Published by

Asset Investment Management

Family Office, Advisors