260707 positions, 260708 stops, reversals & objectives

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JUN26 MINI SP 500       1890 Trading days from 190102 to 260707

Running .DAT file ESN006.DAT

Last trading day was 260707   Closing price was 7551.2500

Current V value is 234.250000 (937 ticks)  K1 value is 0.41
V*K1 for tomorrow is 96.042500 (384 ticks)

BuyStop for tomorrow is 7647.2500  SellStop is 7455.2500

Protective stop price is 7410.5000
Profit objective price is 7801.2500

V is less than high filter value of 1275
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 7489.2500
Open trade equity is 3100.00

From 190102 total profit is 315237.50
            current drawdown is 0.00
            maximum drawdown was -29987.50
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JUN26 MICRO SP 500       1890 Trading days from 190102 to 260707

Running .DAT file ESM009.DAT

Last trading day was 260707   Closing price was 7551.2500

Current V value is 234.250000 (937 ticks)  K1 value is 0.35
V*K1 for tomorrow is 81.987500 (328 ticks)

BuyStop for tomorrow is 7633.2500  SellStop is 7469.2500

Protective stop price is 7346.5000
Profit objective price is 8490.2500

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 7410.2500
Open trade equity is 705.00

From 190102 total profit is 25465.00
            current drawdown is 0.00
            maximum drawdown was -4028.75
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JUN26 MINI NASDAQ 100       1890 Trading days from 190102 to 260707

Running .DAT file NQN007.DAT

Last trading day was 260707   Closing price was 29391.5000

Current V value is 1313.500000 (5254 ticks)  K1 value is 0.26
V*K1 for tomorrow is 341.510000 (1366 ticks)

BuyStop for tomorrow is 29733.0000  SellStop is 29050.0000

V is equal to or greater than high filter value of 3910
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 614300.00
            current drawdown is 0.00
            maximum drawdown was -51485.00
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JUN26 MICRO NASDAQ 100       1890 Trading days from 190102 to 260707

Running .DAT file NQM014.DAT

Last trading day was 260707   Closing price was 29391.5000

Current V value is 1439.250000 (5757 ticks)  K1 value is 0.42
V*K1 for tomorrow is 604.485000 (2418 ticks)

BuyStop for tomorrow is 30076.2500  SellStop is 28867.2500

Protective stop price is 30509.7500
Profit objective price is 28072.2500

V is less than high filter value of 6400
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 29322.2500
Open trade equity is -138.50

From 190102 total profit is 47776.50
            current drawdown is 0.00
            maximum drawdown was -5141.50
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JUN26 DOW FUTURES       1890 Trading days from 190102 to 260707

Running .DAT file YMN016.DAT

Last trading day was 260707   Closing price was 53197.0000

Current V value is 2447.000000 (2447 ticks)  K1 value is 0.26
V*K1 for tomorrow is 636.220000 (636 ticks)

BuyStop for tomorrow is 53930.0000  SellStop is 52657.0000

Protective stop price is 43372.0000
Profit objective price is 55656.0000

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 51036.0000
Open trade equity is 10805.00

From 190102 total profit is 267770.00
            current drawdown is -7205.00
            maximum drawdown was -18315.00
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JUN26 MICRO DOW FUTURES       1890 Trading days from 190102 to 260707

Running .DAT file YMM015.DAT

Last trading day was 260707   Closing price was 53197.0000

Current V value is 3549.000000 (3549 ticks)  K1 value is 0.27
V*K1 for tomorrow is 958.230000 (958 ticks)

BuyStop for tomorrow is 54268.0000  SellStop is 52351.0000

Protective stop price is 50122.0000
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 1046.50

From 190102 total profit is 21943.50
            current drawdown is -1811.50
            maximum drawdown was -2186.50
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AUG26 GOLD 100       1889 Trading days from 190102 to 260707

Running .DAT file GC1023.DAT

Last trading day was 260707   Closing price was 4157.3999

Current V value is 82.033508 (8203 ticks)  K1 value is 0.63
V*K1 for tomorrow is 51.681110 (5168 ticks)

260708 Open 4106.5		
V*K1 = 51.68111		
BuyStop for tomorrow is 4158.1811 SellStop is 4054.8189

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 flat

From 190102 total profit is 385432.00
            current drawdown is -12215.00
            maximum drawdown was -37094.01
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AUG26 MINI GOLD 50       1889 Trading days from 190102 to 260707

Running .DAT file GC2019.DAT

Last trading day was 260707   Closing price was 4157.3999

Current V value is 82.033508 (8203 ticks)  K1 value is 0.63
V*K1 for tomorrow is 51.681110 (5168 ticks)

260708 Open 4106.5		
V*K1 = 51.68111		
BuyStop for tomorrow is 4158.1811 SellStop is 4054.8189

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 flat

From 190102 total profit is 180391.00
            current drawdown is -6132.50
            maximum drawdown was -19222.00
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AUG26 MICRO GOLD 10       1889 Trading days from 190102 to 260707

Running .DAT file GC3017.DAT

Last trading day was 260707   Closing price was 4157.3999

Current V value is 54.699707 (5470 ticks)  K1 value is 1.65
V*K1 for tomorrow is 90.254517 (9025 ticks)

BuyStop for tomorrow is 4241.0900  SellStop is 4060.5800

V is less than high filter value of 7950
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently flat

From 190102 total profit is 29331.60
            current drawdown is -783.20
            maximum drawdown was -3898.00
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SEP26 5000 COMEX SILVER       1889 Trading days from 190102 to 260707

Running .DAT file SI1025.DAT

Last trading day was 260707   Closing price was 61.3300

Current V value is 3.880001 (3880 ticks)  K1 value is 0.25
V*K1 for tomorrow is 0.970000 (970 ticks)

BuyStop for tomorrow is 62.2120  SellStop is 60.2720

Protective stop price is 80.7680
Profit objective price is 45.8080

V is less than high filter value of 9999
V is greater than low filter value of 80

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 60.9680
Open trade equity is -1810.01

From 190102 total profit is 980459.99
            current drawdown is -27169.99
            maximum drawdown was -38109.99
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SEP26 2500 COMEX SILVER       1889 Trading days from 190102 to 260707

Running .DAT file SI2025.DAT

Last trading day was 260707   Closing price was 61.3300

Current V value is 3.880001 (3880 ticks)  K1 value is 0.25
V*K1 for tomorrow is 0.970000 (970 ticks)

BuyStop for tomorrow is 62.2120  SellStop is 60.2720

Protective stop price is 80.9680
Profit objective price is 45.8080

V is less than high filter value of 9999
V is greater than low filter value of 80

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 60.9680
Open trade equity is -905.00

From 190102 total profit is 471980.00
            current drawdown is -13685.00
            maximum drawdown was -19105.00
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SEP26 1000 COMEX SILVER       1889 Trading days from 190102 to 260707

Running .DAT file SI3025.DAT

Last trading day was 260707   Closing price was 61.3300

Current V value is 3.880001 (3880 ticks)  K1 value is 0.25
V*K1 for tomorrow is 0.970000 (970 ticks)

BuyStop for tomorrow is 62.2120  SellStop is 60.2720

Protective stop price is 110.9680
Profit objective price is 45.8080

V is less than high filter value of 9999
V is greater than low filter value of 80

High/Low filters permit trading for tomorrow

Currently short 1 contract(s) at 60.9680
Open trade equity is -362.00

From 190102 total profit is 166892.00
            current drawdown is -5594.00
            maximum drawdown was -7702.00
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SEP26 COPPER 25000       1889 Trading days from 190102 to 260707

Running .DAT file HG1009.DAT

Last trading day was 260707   Closing price was 6.2260

Current V value is 0.604000 (12080 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.169120 (3382 ticks)

BuyStop for tomorrow is 6.3943  SellStop is 6.0561

V is equal to or greater than high filter value of 8520
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 168555.00
            current drawdown is 0.00
            maximum drawdown was -23627.50
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SEP26 MINI COPPER 12500       1889 Trading days from 190102 to 260707

Running .DAT file HG2006.DAT

Last trading day was 260707   Closing price was 6.2260

Current V value is 0.236000 (4720 ticks)  K1 value is 0.49
V*K1 for tomorrow is 0.115640 (2313 ticks)

BuyStop for tomorrow is 6.3407  SellStop is 6.1094

V is less than high filter value of 6010
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently flat

From 190102 total profit is 84811.25
            current drawdown is -4356.25
            maximum drawdown was -12551.25
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OCT26 PLATINUM 50       1889 Trading days from 190102 to 260707

Running .DAT file PLA016.DAT

Last trading day was 260707   Closing price was 1663.0000

Current V value is 123.400024 (12340 ticks)  K1 value is 0.28
V*K1 for tomorrow is 34.552007 (3455 ticks)

BuyStop for tomorrow is 1684.4200  SellStop is 1615.3100

V is equal to or greater than high filter value of 7000
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 104865.00
            current drawdown is 0.00
            maximum drawdown was -13823.50
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JUL26 1000 CRUDE OIL       1889 Trading days from 190102 to 260707

Running .DAT file CL1004.DAT

Last trading day was 260707   Closing price was 70.4400

Current V value is 2.536490 (254 ticks)  K1 value is 0.84
V*K1 for tomorrow is 2.130652 (213 ticks)

260708 Open 72.38		
V*K1 = 2.130652		
BuyStop for tomorrow is 74.5107 SellStop is 70.2493

Protective stop price is 20.4400
Profit objective price is 76.9300

V is less than high filter value of 1125
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 70.2300
Open trade equity is 210.00

From 190102 total profit is 209550.00
            current drawdown is 0.00
            maximum drawdown was -19480.00
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JUL26 500 CRUDE OIL       1889 Trading days from 190102 to 260707

Running .DAT file CL2004.DAT

Last trading day was 260707   Closing price was 70.4400

Current V value is 2.536490 (254 ticks)  K1 value is 0.84
V*K1 for tomorrow is 2.130652 (213 ticks)

260708 Open 72.38		
V*K1 = 2.130652		
BuyStop for tomorrow is 74.5107 SellStop is 70.2493

Protective stop price is 0.0000
Profit objective price is 76.9300

V is less than high filter value of 1125
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 70.2300
Open trade equity is 105.00

From 190102 total profit is 96575.00
            current drawdown is 0.00
            maximum drawdown was -10240.00
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OCT26 42000 GASLOINE       1889 Trading days from 190102 to 260707

Running .DAT file RBN007.DAT

Last trading day was 260707   Closing price was 2.5276

Current V value is 0.142000 (1420 ticks)  K1 value is 0.25
V*K1 for tomorrow is 0.035500 (355 ticks)

BuyStop for tomorrow is 2.5631  SellStop is 2.4921

Protective stop price is 2.4218
Profit objective price is 2.7882

V is less than high filter value of 2775
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 2.4668
Open trade equity is 2553.60

From 190102 total profit is 222817.61
            current drawdown is -12117.80
            maximum drawdown was -27121.60
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JUL26 MICRO BITCOIN       1890 Trading days from 190102 to 260707

Running .DAT file BTC022.DAT

Last trading day was 260707   Closing price was 63600.0000

Current V value is 4030.000000 (4030 ticks)  K1 value is 0.56
V*K1 for tomorrow is 2256.800000 (2257 ticks)

BuyStop for tomorrow is 65884.0000  SellStop is 61371.0000

Protective stop price is 52135.0000
Profit objective price is 92248.0000

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 62248.0000
Open trade equity is 135.20

From 190102 total profit is 25110.10
            current drawdown is -1338.50
            maximum drawdown was -3038.00
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SEP26 1250000 YEN       1890 Trading days from 190102 to 260707

Running .DAT file J6N003.DAT

Last trading day was 260707   Closing price was 0.6210

Current V value is 0.008050 (81 ticks)  K1 value is 0.82
V*K1 for tomorrow is 0.006601 (66 ticks)

BuyStop for tomorrow is 0.6276  SellStop is 0.6144

Protective stop price is 0.5901
Profit objective price is 0.6333

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 0.6213
Open trade equity is -37.50

From 190102 total profit is 61250.00
            current drawdown is -2843.74
            maximum drawdown was -9793.76
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SEP26 100000 DOLLAR INDEX       1925 Trading days from 190102 to 260707

Running .DAT file DXX011.DAT

Last trading day was 260707   Closing price was 100.7780

Current V value is 1.110001 (11100 ticks)  K1 value is 0.44
V*K1 for tomorrow is 0.488400 (4884 ticks)

BuyStop for tomorrow is 101.2664  SellStop is 100.2896

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 32303.21
            current drawdown is -773.40
            maximum drawdown was -3049.00
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SEP26 125000 EURO FX       1890 Trading days from 190102 to 260707

Running .DAT file E6N015.DAT

Last trading day was 260707   Closing price was 1.1451

Current V value is 0.017500 (175 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.007350 (74 ticks)

BuyStop for tomorrow is 1.1525  SellStop is 1.1378

Protective stop price is 1.1672
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 1756.26

From 190102 total profit is 74256.26
            current drawdown is -1156.25
            maximum drawdown was -7062.50
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SEP26 62500 EUR0 FX MINI       1890 Trading days from 190102 to 260707

Running .DAT file E7M008.DAT

Last trading day was 260707   Closing price was 1.1451

Current V value is 0.017500 (175 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.007350 (74 ticks)

BuyStop for tomorrow is 1.1525  SellStop is 1.1378

Protective stop price is 1.1674
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 878.13

From 190102 total profit is 34328.13
            current drawdown is -703.12
            maximum drawdown was -3881.25
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SEP26 125000 SWISS FRANC       1890 Trading days from 190102 to 260707

Running .DAT file S6N003.DAT

Last trading day was 260707   Closing price was 1.2475

Current V value is 0.006933 (69 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.008667 (87 ticks)

260708 Open 1.2462		
V*K1 = 0.008667		
BuyStop for tomorrow is 1.2549 SellStop is 1.2375

Protective stop price is 0.8541
Profit objective price is 1.3066

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 1.2530
Open trade equity is -687.51

From 190102 total profit is 95387.50
            current drawdown is -1431.25
            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