260617 positions, 260618 stops, reversals & objectives

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SEP26 MINI SP 500       1878 Trading days from 190102 to 260617

Running .DAT file ESN011.DAT

Last trading day was 260617   Closing price was 7492.7500

Current V value is 394.250000 (1577 ticks)  K1 value is 0.41
V*K1 for tomorrow is 161.642500 (647 ticks)

BuyStop for tomorrow is 7654.5000  SellStop is 7331.0000

Protective stop price is 6626.5000
Profit objective price is 7875.2500

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 long 1 contract(s) at 7563.2500
Open trade equity is -3525.00

From 190102 total profit is 336312.50
            current drawdown is 0.00
            maximum drawdown was -31150.00
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SEP26 MICRO SP 500       1878 Trading days from 190102 to 260617

Running .DAT file ESM004.DAT

Last trading day was 260617   Closing price was 7492.7500

Current V value is 394.250000 (1577 ticks)  K1 value is 0.41
V*K1 for tomorrow is 161.642500 (647 ticks)

BuyStop for tomorrow is 7654.5000  SellStop is 7331.0000

Protective stop price is 0.0000
Profit objective price is 7875.2500

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 long 1 contract(s) at 7563.2500
Open trade equity is -352.50

From 190102 total profit is 18916.25
            current drawdown is 0.00
            maximum drawdown was -4791.25
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SEP26 MINI NASDAQ 100       1878 Trading days from 190102 to 260617

Running .DAT file NQN002.DAT

Last trading day was 260617   Closing price was 29998.7500

Current V value is 2747.750000 (10991 ticks)  K1 value is 0.43
V*K1 for tomorrow is 1181.532500 (4726 ticks)

BuyStop for tomorrow is 31350.2500  SellStop is 28987.2500

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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SEP26 MICRO NASDAQ 100       1878 Trading days from 190102 to 260617

Running .DAT file NQM008.DAT

Last trading day was 260617   Closing price was 29998.7500

Current V value is 2747.750000 (10991 ticks)  K1 value is 0.43
V*K1 for tomorrow is 1181.532500 (4726 ticks)

BuyStop for tomorrow is 31350.2500  SellStop is 28987.2500

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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SEP26 DOW FUTURES       1878 Trading days from 190102 to 260617

Running .DAT file YMN016.DAT

Last trading day was 260617   Closing price was 51944.0000

Current V value is 2861.000000 (2861 ticks)  K1 value is 0.26
V*K1 for tomorrow is 743.860000 (744 ticks)

BuyStop for tomorrow is 52884.0000  SellStop is 51396.0000

Protective stop price is 42470.0000
Profit objective price is 55296.0000

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 51036.0000
Open trade equity is 4540.00

From 190102 total profit is 255150.00
            current drawdown is -7205.00
            maximum drawdown was -18315.00
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SEP26 MICRO DOW FUTURES       1878 Trading days from 190102 to 260617

Running .DAT file YMM015.DAT

Last trading day was 260617   Closing price was 51944.0000

Current V value is 2861.000000 (2861 ticks)  K1 value is 0.27
V*K1 for tomorrow is 772.470000 (772 ticks)

BuyStop for tomorrow is 52945.0000  SellStop is 51400.0000

Protective stop price is 49220.0000
Profit objective price is 55704.0000

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 51104.0000
Open trade equity is 420.00

From 190102 total profit is 17467.00
            current drawdown is -1961.50
            maximum drawdown was -2361.50
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AUG26 GOLD 100       1877 Trading days from 190102 to 260617

Running .DAT file GC1005.DAT

Last trading day was 260617   Closing price was 4381.3999

Current V value is 166.200195 (16620 ticks)  K1 value is 0.80
V*K1 for tomorrow is 132.960156 (13296 ticks)

BuyStop for tomorrow is 4453.4600  SellStop is 4187.5400

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       1877 Trading days from 190102 to 260617

Running .DAT file GC2014.DAT

Last trading day was 260617   Closing price was 4381.3999

Current V value is 127.646141 (12765 ticks)  K1 value is 0.86
V*K1 for tomorrow is 109.775681 (10978 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       1877 Trading days from 190102 to 260617

Running .DAT file GC3010.DAT

Last trading day was 260617   Closing price was 4381.3999

Current V value is 195.099854 (19510 ticks)  K1 value is 0.63
V*K1 for tomorrow is 122.912908 (12291 ticks)

BuyStop for tomorrow is 4463.7100  SellStop is 4217.8900

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       1877 Trading days from 190102 to 260617

Running .DAT file SI1005.DAT

Last trading day was 260617   Closing price was 68.5500

Current V value is 4.805000 (4805 ticks)  K1 value is 0.51
V*K1 for tomorrow is 2.450550 (2451 ticks)

BuyStop for tomorrow is 71.0010  SellStop is 66.0990

Protective stop price is 86.5500
Profit objective price is 55.9920

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 69.4320
Open trade equity is 4409.98

From 190102 total profit is 951075.00
            current drawdown is -6449.99
            maximum drawdown was -43100.00
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SEP26 2500 COMEX SILVER       1877 Trading days from 190102 to 260617

Running .DAT file SI2005.DAT

Last trading day was 260617   Closing price was 68.5500

Current V value is 4.805000 (4805 ticks)  K1 value is 0.51
V*K1 for tomorrow is 2.450550 (2451 ticks)

BuyStop for tomorrow is 71.0010  SellStop is 66.0990

Protective stop price is 88.5500
Profit objective price is 55.9920

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 69.4320
Open trade equity is 2204.99

From 190102 total profit is 454287.50
            current drawdown is -3249.99
            maximum drawdown was -21625.00
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SEP26 1000 COMEX SILVER       1877 Trading days from 190102 to 260617

Running .DAT file SI3005.DAT

Last trading day was 260617   Closing price was 68.5500

Current V value is 4.805000 (4805 ticks)  K1 value is 0.51
V*K1 for tomorrow is 2.450550 (2451 ticks)

BuyStop for tomorrow is 71.0010  SellStop is 66.0990

Protective stop price is 118.5500
Profit objective price is 56.2320

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 69.4320
Open trade equity is 882.00

From 190102 total profit is 154367.00
            current drawdown is -1330.00
            maximum drawdown was -8816.00
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SEP26 COPPER 25000       1877 Trading days from 190102 to 260617

Running .DAT file HG1005.DAT

Last trading day was 260617   Closing price was 6.5580

Current V value is 0.333000 (6660 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.099900 (1998 ticks)

BuyStop for tomorrow is 6.6579  SellStop is 6.4581

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       1877 Trading days from 190102 to 260617

Running .DAT file HG2001.DAT

Last trading day was 260617   Closing price was 6.5580

Current V value is 0.333000 (6660 ticks)  K1 value is 0.30
V*K1 for tomorrow is 0.099900 (1998 ticks)

BuyStop for tomorrow is 6.6579  SellStop is 6.4581

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       1877 Trading days from 190102 to 260617

Running .DAT file PLA008.DAT

Last trading day was 260617   Closing price was 1810.6000

Current V value is 101.800049 (10180 ticks)  K1 value is 0.46
V*K1 for tomorrow is 46.828022 (4683 ticks)

BuyStop for tomorrow is 1844.0300  SellStop is 1750.3700

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       1877 Trading days from 190102 to 260617

Running .DAT file CL1012.DAT

Last trading day was 260617   Closing price was 76.7900

Current V value is 7.900002 (790 ticks)  K1 value is 0.50
V*K1 for tomorrow is 3.950001 (395 ticks)

BuyStop for tomorrow is 80.7400  SellStop is 72.8400

Protective stop price is 30.0000
Profit objective price is 95.1000

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 80.0000
Open trade equity is -3210.00

From 190102 total profit is 222450.01
            current drawdown is -8340.00
            maximum drawdown was -21750.00
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JUL26 500 CRUDE OIL       1877 Trading days from 190102 to 260617

Running .DAT file CL2010.DAT

Last trading day was 260617   Closing price was 76.7900

Current V value is 7.900002 (790 ticks)  K1 value is 0.50
V*K1 for tomorrow is 3.950001 (395 ticks)

BuyStop for tomorrow is 80.7400  SellStop is 72.8400

Protective stop price is 0.0000
Profit objective price is 95.1000

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 80.0000
Open trade equity is -1605.00

From 190102 total profit is 105225.00
            current drawdown is -4270.00
            maximum drawdown was -10900.00
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OCT26 42000 GASLOINE       1877 Trading days from 190102 to 260617

Running .DAT file RBN005.DAT

Last trading day was 260617   Closing price was 2.5009

Current V value is 0.142000 (1420 ticks)  K1 value is 0.50
V*K1 for tomorrow is 0.071000 (710 ticks)

BuyStop for tomorrow is 2.5719  SellStop is 2.4299

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 flat

From 190102 total profit is 211802.61
            current drawdown is -11392.60
            maximum drawdown was -19205.00
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JUN26 MICRO BITCOIN       1878 Trading days from 190102 to 260617

Running .DAT file BTC022.DAT

Last trading day was 260617   Closing price was 64270.0000

Current V value is 4750.000000 (4750 ticks)  K1 value is 0.56
V*K1 for tomorrow is 2660.000000 (2660 ticks)

BuyStop for tomorrow is 67430.0000  SellStop is 62110.0000

Protective stop price is 54825.0000
Profit objective price is 94056.0000

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 64056.0000
Open trade equity is 21.40

From 190102 total profit is 25289.30
            current drawdown is -1045.50
            maximum drawdown was -3038.00
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SEP26 1250000 YEN       1878 Trading days from 190102 to 260617

Running .DAT file J6N012.DAT

Last trading day was 260617   Closing price was 0.6273

Current V value is 0.004200 (42 ticks)  K1 value is 0.69
V*K1 for tomorrow is 0.002898 (29 ticks)

BuyStop for tomorrow is 0.6302  SellStop is 0.6244

Protective stop price is 0.6072
Profit objective price is 0.6522

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 0.6306
Open trade equity is -412.49

From 190102 total profit is 62143.75
            current drawdown is -3743.75
            maximum drawdown was -9943.74
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SEP26 100000 DOLLAR INDEX       1913 Trading days from 190102 to 260617

Running .DAT file DXX016.DAT

Last trading day was 260617   Closing price was 99.8660

Current V value is 1.081001 (10810 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.454021 (4540 ticks)

BuyStop for tomorrow is 100.3200  SellStop is 99.4120

Protective stop price is 98.3410
Profit objective price is 103.5091

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 long 1 contract(s) at 99.6091
Open trade equity is 256.90

From 190102 total profit is 28649.09
            current drawdown is -2294.20
            maximum drawdown was -5535.50
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SEP26 125000 EURO FX       1878 Trading days from 190102 to 260617

Running .DAT file E6N015.DAT

Last trading day was 260617   Closing price was 1.1580

Current V value is 0.013700 (137 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.005754 (58 ticks)

BuyStop for tomorrow is 1.1637  SellStop is 1.1522

Protective stop price is 1.1858
Profit objective price is 1.1216

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 short 1 contract(s) at 1.1592
Open trade equity is 156.24

From 190102 total profit is 72656.25
            current drawdown is -1156.25
            maximum drawdown was -7062.50
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SEP26 62500 EUR0 FX MINI       1878 Trading days from 190102 to 260617

Running .DAT file E7M008.DAT

Last trading day was 260617   Closing price was 1.1580

Current V value is 0.013700 (137 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.005754 (58 ticks)

BuyStop for tomorrow is 1.1637  SellStop is 1.1522

Protective stop price is 1.1860
Profit objective price is 1.1216

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 short 1 contract(s) at 1.1592
Open trade equity is 78.12

From 190102 total profit is 33528.12
            current drawdown is -703.12
            maximum drawdown was -3881.25
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SEP26 125000 SWISS FRANC       1878 Trading days from 190102 to 260617

Running .DAT file S6N003.DAT

Last trading day was 260617   Closing price was 1.2622

Current V value is 0.008442 (84 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.010552 (106 ticks)

260618 Open 1.2621		
V*K1 = 0.0106		
BuyStop for tomorrow is 1.2727 SellStop is 1.2515

Protective stop price is 1.6622
Profit objective price is 1.2327

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 1.2863
Open trade equity is 3018.74

From 190102 total profit is 94981.25
            current drawdown is -2062.50
            maximum drawdown was -9587.51
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If you have questions contact me. 

Peter Knight
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Asset Investment Management

Family Office, Advisors