260713 positions, 260714 stops, reversals & objectives

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SEP MINI SP 500       1894 Trading days from 190102 to 260713

Running .DAT file ESN006.DAT

Last trading day was 260713   Closing price was 7563.0000

Current V value is 151.750000 (607 ticks)  K1 value is 0.41
V*K1 for tomorrow is 62.217500 (249 ticks)

BuyStop for tomorrow is 7625.2500  SellStop is 7500.7500

Protective stop price is 7739.0000
Profit objective price is 7246.0000

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 short 1 contract(s) at 7558.0000
Open trade equity is -250.00

From 190102 total profit is 315275.00
            current drawdown is 0.00
            maximum drawdown was -29987.50
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SEP MICRO SP 500       1894 Trading days from 190102 to 260713

Running .DAT file ESM009.DAT

Last trading day was 260713   Closing price was 7563.0000

Current V value is 263.000000 (1052 ticks)  K1 value is 0.35
V*K1 for tomorrow is 92.050000 (368 ticks)

BuyStop for tomorrow is 7655.0000  SellStop is 7471.0000

Protective stop price is 7749.2500
Profit objective price is 6389.2500

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 7469.2500
Open trade equity is -468.75

From 190102 total profit is 24561.25
            current drawdown is -811.25
            maximum drawdown was -4028.75
................................................................
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SEP MINI NASDAQ 100       1894 Trading days from 190102 to 260713

Running .DAT file NQN007.DAT

Last trading day was 260713   Closing price was 29475.7500

Current V value is 1122.500000 (4490 ticks)  K1 value is 0.26
V*K1 for tomorrow is 291.850000 (1167 ticks)

BuyStop for tomorrow is 29767.5000  SellStop is 29184.0000

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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.................................................................

SEP MICRO NASDAQ 100       1894 Trading days from 190102 to 260713

Running .DAT file NQM014.DAT

Last trading day was 260713   Closing price was 29475.7500

Current V value is 1690.000000 (6760 ticks)  K1 value is 0.42
V*K1 for tomorrow is 709.800000 (2839 ticks)

BuyStop for tomorrow is 30280.7500  SellStop is 28861.2500

Protective stop price is 30509.7500
Profit objective price is 28072.2500

V is equal to or greater than high filter value of 6400
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently short 1 contract(s) at 29322.2500
Open trade equity is -307.00

From 190102 total profit is 47608.00
            current drawdown is 0.00
            maximum drawdown was -5141.50
................................................................
.................................................................

SEP DOW FUTURES       1894 Trading days from 190102 to 260713

Running .DAT file YMN016.DAT

Last trading day was 260713   Closing price was 52764.0000

Current V value is 1965.000000 (1965 ticks)  K1 value is 0.26
V*K1 for tomorrow is 510.900000 (511 ticks)

BuyStop for tomorrow is 53329.0000  SellStop is 52307.0000

Protective stop price is 62624.0000
Profit objective price is 48037.0000

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 52657.0000
Open trade equity is -535.00

From 190102 total profit is 264485.00
            current drawdown is -3625.00
            maximum drawdown was -18315.00
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SEP MICRO DOW FUTURES       1894 Trading days from 190102 to 260713

Running .DAT file YMM015.DAT

Last trading day was 260713   Closing price was 52764.0000

Current V value is 1965.000000 (1965 ticks)  K1 value is 0.27
V*K1 for tomorrow is 530.550000 (531 ticks)

BuyStop for tomorrow is 53357.0000  SellStop is 52296.0000

Protective stop price is 55601.0000
Profit objective price is 47751.0000

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 52351.0000
Open trade equity is -206.50

From 190102 total profit is 21289.00
            current drawdown is -1213.00
            maximum drawdown was -2186.50
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AUG26 GOLD 100       1893 Trading days from 190102 to 260713

Running .DAT file GC1023.DAT

Last trading day was 260713   Closing price was 4005.7000

Current V value is 89.566956 (8957 ticks)  K1 value is 0.63
V*K1 for tomorrow is 56.427182 (5643 ticks)

260714 Open 4005.9		
V*K1 . 56.427182		
BuyStop for tomorrow is 4062.3272 SellStop is 3949.4728

Protective stop price is 4554.8200
Profit objective price is 3278.8200

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 4054.8200
Open trade equity is 4912.00

From 190102 total profit is 390344.00
            current drawdown is -12215.00
            maximum drawdown was -37094.01
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AUG26 MINI GOLD 50       1893 Trading days from 190102 to 260713

Running .DAT file GC2019.DAT

Last trading day was 260713   Closing price was 4005.7000

Current V value is 89.566956 (8957 ticks)  K1 value is 0.63
V*K1 for tomorrow is 56.427182 (5643 ticks)

260714 Open 4005.9		
V*K1 . 56.427182		
BuyStop for tomorrow is 4062.3272 SellStop is 3949.4728

Protective stop price is 5005.7000
Profit objective price is 3278.8200

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 4054.8200
Open trade equity is 2456.00

From 190102 total profit is 182847.00
            current drawdown is -6132.50
            maximum drawdown was -19222.00
................................................................


.................................................................

AUG26 MICRO GOLD 10       1893 Trading days from 190102 to 260713

Running .DAT file GC3017.DAT

Last trading day was 260713   Closing price was 4005.7000

Current V value is 105.900146 (10590 ticks)  K1 value is 1.65
V*K1 for tomorrow is 174.735242 (17474 ticks)

BuyStop for tomorrow is 4211.4700  SellStop is 3862.0000

Protective stop price is 4120.7000
Profit objective price is 3930.5800

V is equal to or greater than high filter value of 7950
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently short 1 contract(s) at 4060.5800
Open trade equity is 548.80

From 190102 total profit is 29880.40
            current drawdown is -783.20
            maximum drawdown was -3898.00
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.................................................................

SEP26 5000 COMEX SILVER       1893 Trading days from 190102 to 260713

Running .DAT file SI1025.DAT

Last trading day was 260713   Closing price was 57.9720

Current V value is 3.599998 (3600 ticks)  K1 value is 0.25
V*K1 for tomorrow is 0.900000 (900 ticks)

BuyStop for tomorrow is 59.4500  SellStop is 57.6500

Protective stop price is 77.7720
Profit objective price is 44.0860

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 59.2460
Open trade equity is 6370.00

From 190102 total profit is 980980.00
            current drawdown is -34829.99
            maximum drawdown was -38109.99
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.................................................................

SEP26 2500 COMEX SILVER       1893 Trading days from 190102 to 260713

Running .DAT file SI2025.DAT

Last trading day was 260713   Closing price was 57.9720

Current V value is 3.599998 (3600 ticks)  K1 value is 0.25
V*K1 for tomorrow is 0.900000 (900 ticks)

BuyStop for tomorrow is 59.4500  SellStop is 57.6500

Protective stop price is 77.9720
Profit objective price is 44.0860

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 59.2460
Open trade equity is 3185.00

From 190102 total profit is 472190.00
            current drawdown is -17565.00
            maximum drawdown was -19105.00
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.................................................................

SEP26 1000 COMEX SILVER       1893 Trading days from 190102 to 260713

Running .DAT file SI3025.DAT

Last trading day was 260713   Closing price was 57.9720

Current V value is 3.599998 (3600 ticks)  K1 value is 0.25
V*K1 for tomorrow is 0.900000 (900 ticks)

BuyStop for tomorrow is 59.4500  SellStop is 57.6500

Protective stop price is 107.9720
Profit objective price is 44.0860

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 59.2460
Open trade equity is 1274.00

From 190102 total profit is 166916.00
            current drawdown is -7206.00
            maximum drawdown was -7702.00
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.................................................................

SEP26 COPPER 25000       1893 Trading days from 190102 to 260713

Running .DAT file HG1009.DAT

Last trading day was 260713   Closing price was 6.2810

Current V value is 0.417500 (8350 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.116900 (2338 ticks)

BuyStop for tomorrow is 6.3961  SellStop is 6.1623

V is less than high filter value of 8520
V is greater than low filter value of 0

High/Low filters 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       1893 Trading days from 190102 to 260713

Running .DAT file HG2006.DAT

Last trading day was 260713   Closing price was 6.2810

Current V value is 0.293500 (5870 ticks)  K1 value is 0.49
V*K1 for tomorrow is 0.143815 (2876 ticks)

BuyStop for tomorrow is 6.4226  SellStop is 6.1349

Protective stop price is 6.0120
Profit objective price is 6.7046

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 long 1 contract(s) at 6.2326
Open trade equity is 605.63

From 190102 total profit is 83826.87
            current drawdown is -5946.25
            maximum drawdown was -12551.25
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OCT26 PLATINUM 50       1893 Trading days from 190102 to 260713

Running .DAT file PLA016.DAT

Last trading day was 260713   Closing price was 1613.6000

Current V value is 90.099976 (9010 ticks)  K1 value is 0.28
V*K1 for tomorrow is 25.227993 (2523 ticks)

BuyStop for tomorrow is 1643.4600  SellStop is 1593.0100

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       1893 Trading days from 190102 to 260713

Running .DAT file CL1004.DAT

Last trading day was 260713   Closing price was 78.1400

Current V value is 4.324668 (432 ticks)  K1 value is 0.84
V*K1 for tomorrow is 3.632721 (363 ticks)

260714 Open 78.04		
V*K1 . 3.632721		
BuyStop for tomorrow is 81.6727	SellStop is 74.4073

Protective stop price is 28.1400
Profit objective price is 83.0700

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 76.3700
Open trade equity is 1770.00

From 190102 total profit is 208550.00
            current drawdown is -4350.00
            maximum drawdown was -19480.00
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.................................................................

JUL26 500 CRUDE OIL       1893 Trading days from 190102 to 260713

Running .DAT file CL2004.DAT

Last trading day was 260713   Closing price was 78.1400

Current V value is 4.324668 (432 ticks)  K1 value is 0.84
V*K1 for tomorrow is 3.632721 (363 ticks)

260714 Open 78.04		
V*K1 . 3.632721		
BuyStop for tomorrow is 81.6727	SellStop is 74.4073

Protective stop price is 0.0000
Profit objective price is 83.0700

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 76.3700
Open trade equity is 885.00

From 190102 total profit is 96025.00
            current drawdown is -2200.00
            maximum drawdown was -10240.00
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OCT26 42000 GASLOINE       1893 Trading days from 190102 to 260713

Running .DAT file RBN007.DAT

Last trading day was 260713   Closing price was 2.7041

Current V value is 0.234800 (2348 ticks)  K1 value is 0.25
V*K1 for tomorrow is 0.058700 (587 ticks)

BuyStop for tomorrow is 2.7628  SellStop is 2.6454

Protective stop price is 2.5862
Profit objective price is 2.9310

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 2.6096
Open trade equity is 3969.00

From 190102 total profit is 220807.40
            current drawdown is -15543.41
            maximum drawdown was -27121.60
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.................................................................

JUL26 MICRO BITCOIN       1894 Trading days from 190102 to 260713

Running .DAT file BTC022.DAT

Last trading day was 260713   Closing price was 62350.0000

Current V value is 2885.000000 (2885 ticks)  K1 value is 0.56
V*K1 for tomorrow is 1615.600000 (1616 ticks)

BuyStop for tomorrow is 64444.0000  SellStop is 61213.0000

Protective stop price is 73394.0000
Profit objective price is 31644.0000

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 61644.0000
Open trade equity is -70.60

From 190102 total profit is 24818.90
            current drawdown is -1423.90
            maximum drawdown was -3038.00
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.................................................................

SEP26 1250000 YEN       1894 Trading days from 190102 to 260713

Running .DAT file J6N003.DAT

Last trading day was 260713   Closing price was 0.6191

Current V value is 0.004800 (48 ticks)  K1 value is 0.82
V*K1 for tomorrow is 0.003936 (39 ticks)

BuyStop for tomorrow is 0.6237  SellStop is 0.6159

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 -281.25

From 190102 total profit is 61006.26
            current drawdown is -2843.74
            maximum drawdown was -9793.76
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.................................................................

SEP26 100000 DOLLAR INDEX       1929 Trading days from 190102 to 260713

Running .DAT file DXX011.DAT

Last trading day was 260713   Closing price was 101.0400

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 101.5284  SellStop is 100.5516

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
................................................................


.................................................................

SEP26 125000 EURO FX       1894 Trading days from 190102 to 260713

Running .DAT file E6N015.DAT

Last trading day was 260713   Closing price was 1.1416

Current V value is 0.010450 (105 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.004389 (44 ticks)

BuyStop for tomorrow is 1.1460  SellStop is 1.1373

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 2193.75

From 190102 total profit is 74693.76
            current drawdown is -1156.25
            maximum drawdown was -7062.50
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.................................................................

SEP26 62500 EUR0 FX MINI       1894 Trading days from 190102 to 260713

Running .DAT file E7M008.DAT

Last trading day was 260713   Closing price was 1.1416

Current V value is 0.010450 (105 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.004389 (44 ticks)

BuyStop for tomorrow is 1.1460  SellStop is 1.1373

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 1096.88

From 190102 total profit is 34546.88
            current drawdown is -703.12
            maximum drawdown was -3881.25
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.................................................................

SEP26 125000 SWISS FRANC       1894 Trading days from 190102 to 260713

Running .DAT file S6N003.DAT

Last trading day was 260713   Closing price was 1.2368

Current V value is 0.007475 (75 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.009344 (93 ticks)

260714 Open 1.23595		
V*K1 . 0.009344		
BuyStop for tomorrow is 1.2453 SellStop is 1.2266

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 -2025.01

From 190102 total profit is 94050.00
            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

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Asset Investment Management

Family Office, Advisors