260904 positions, 260908 stops, reversals & objectives

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SEP26 MINI SP 500       1933 Trading days from 190102 to 260904

Running .DAT file ESN006.DAT

Last trading day was 260904   Closing price was 7722.0000

Current V value is 139.750000 (559 ticks)  K1 value is 0.41
V*K1 for tomorrow is 57.297500 (229 ticks)

BuyStop for tomorrow is 7779.2500  SellStop is 7664.7500

Protective stop price is 7573.7500
Profit objective price is 8045.7500

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 7733.7500
Open trade equity is -587.50

From 190102 total profit is 304375.00
            current drawdown is -14250.00
            maximum drawdown was -29987.50
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SEP26 MICRO SP 500       1933 Trading days from 190102 to 260904

Running .DAT file ESM009.DAT

Last trading day was 260904   Closing price was 7722.0000

Current V value is 139.750000 (559 ticks)  K1 value is 0.35
V*K1 for tomorrow is 48.912500 (196 ticks)

BuyStop for tomorrow is 7771.0000  SellStop is 7673.0000

Protective stop price is 7474.7500
Profit objective price is 8820.0000

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 7740.0000
Open trade equity is -90.00

From 190102 total profit is 23338.75
            current drawdown is -2412.50
            maximum drawdown was -4028.75
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SEP26 MINI NASDAQ 100       1933 Trading days from 190102 to 260904

Running .DAT file NQN007.DAT

Last trading day was 260904   Closing price was 29565.2500

Current V value is 686.000000 (2744 ticks)  K1 value is 0.26
V*K1 for tomorrow is 178.360000 (713 ticks)

BuyStop for tomorrow is 29743.5000  SellStop is 29387.0000

Protective stop price is 29125.2500
Profit objective price is 30556.0000

V is less than high filter value of 3910
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 29386.0000
Open trade equity is 3585.00

From 190102 total profit is 623030.00
            current drawdown is -5620.00
            maximum drawdown was -51485.00
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SEP26 MICRO NASDAQ 100       1933 Trading days from 190102 to 260904

Running .DAT file NQM014.DAT

Last trading day was 260904   Closing price was 29565.2500

Current V value is 884.250000 (3537 ticks)  K1 value is 0.42
V*K1 for tomorrow is 371.385000 (1486 ticks)

BuyStop for tomorrow is 29945.0000  SellStop is 29202.2500

Protective stop price is 28377.7500
Profit objective price is 30761.2500

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 long 1 contract(s) at 29511.2500
Open trade equity is 108.00

From 190102 total profit is 50749.00
            current drawdown is -861.00
            maximum drawdown was -5141.50
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SEP26 DOW FUTURES       1933 Trading days from 190102 to 260904

Running .DAT file YMN016.DAT

Last trading day was 260904   Closing price was 53440.0000

Current V value is 1279.000000 (1279 ticks)  K1 value is 0.26
V*K1 for tomorrow is 332.540000 (333 ticks)

BuyStop for tomorrow is 53809.0000  SellStop is 53144.0000

Protective stop price is 43745.0000
Profit objective price is 58045.0000

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 53425.0000
Open trade equity is 75.00

From 190102 total profit is 264355.00
            current drawdown is -7225.00
            maximum drawdown was -18315.00
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SEP26 MICRO DOW FUTURES       1933 Trading days from 190102 to 260904

Running .DAT file YMM015.DAT

Last trading day was 260904   Closing price was 53440.0000

Current V value is 1429.000000 (1429 ticks)  K1 value is 0.27
V*K1 for tomorrow is 385.830000 (386 ticks)

BuyStop for tomorrow is 53868.0000  SellStop is 53097.0000

Protective stop price is 50495.0000
Profit objective price is 58078.0000

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 53478.0000
Open trade equity is -19.00

From 190102 total profit is 20953.00
            current drawdown is -1736.50
            maximum drawdown was -2186.50
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DEC26 GOLD 100       1932 Trading days from 190102 to 260904

Running .DAT file GC1023.DAT

Last trading day was 260904   Closing price was 4476.6001

Current V value is 128.999954 (12900 ticks)  K1 value is 0.63
V*K1 for tomorrow is 81.269971 (8127 ticks)

BuyStop and SellStop computation requires tomorrow's Open

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 414775.00
            current drawdown is -11196.01
            maximum drawdown was -37625.02
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DEC26 MINI GOLD 50       1932 Trading days from 190102 to 260904

Running .DAT file GC2019.DAT

Last trading day was 260904   Closing price was 4476.6001

Current V value is 128.999954 (12900 ticks)  K1 value is 0.63
V*K1 for tomorrow is 81.269971 (8127 ticks)

BuyStop and SellStop computation requires tomorrow's Open

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 194812.50
            current drawdown is -5623.00
            maximum drawdown was -19222.00
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DEC26 MICRO GOLD 10       1932 Trading days from 190102 to 260904

Running .DAT file GC3013.DAT

Last trading day was 260904   Closing price was 4476.6001

Current V value is 64.600098 (6460 ticks)  K1 value is 2.03
V*K1 for tomorrow is 131.138198 (13114 ticks)

BuyStop for tomorrow is 4606.6000  SellStop is 4344.3300

V is equal to or greater than high filter value of 5480
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently flat

From 190102 total profit is 31150.30
            current drawdown is -1096.10
            maximum drawdown was -4425.20

**260904 change from model GC3017 to GC3013 market on close
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DEC26 5000 COMEX SILVER       1932 Trading days from 190102 to 260904

Running .DAT file SI1005.DAT

Last trading day was 260904   Closing price was 66.7480

Current V value is 2.474998 (2475 ticks)  K1 value is 0.51
V*K1 for tomorrow is 1.262249 (1262 ticks)

BuyStop for tomorrow is 68.0100  SellStop is 65.4860

Protective stop price is 84.5280
Profit objective price is 53.0880

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 66.5280
Open trade equity is -1100.01

From 190102 total profit is 1009765.01
            current drawdown is -8204.99
            maximum drawdown was -43100.00
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DEC26 2500 COMEX SILVER       1932 Trading days from 190102 to 260904

Running .DAT file SI2005.DAT

Last trading day was 260904   Closing price was 66.7480

Current V value is 2.474998 (2475 ticks)  K1 value is 0.51
V*K1 for tomorrow is 1.262249 (1262 ticks)

BuyStop for tomorrow is 68.0100  SellStop is 65.4860

Protective stop price is 86.5280
Profit objective price is 53.0880

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 66.5280
Open trade equity is -550.00

From 190102 total profit is 483082.51
            current drawdown is -4602.50
            maximum drawdown was -21625.00
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DEC26 1000 COMEX SILVER       1932 Trading days from 190102 to 260904

Running .DAT file SI3005.DAT

Last trading day was 260904   Closing price was 66.7480

Current V value is 2.474998 (2475 ticks)  K1 value is 0.51
V*K1 for tomorrow is 1.262249 (1262 ticks)

BuyStop for tomorrow is 68.0100  SellStop is 65.4860

Protective stop price is 116.5280
Profit objective price is 53.3280

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 66.5280
Open trade equity is -220.00

From 190102 total profit is 166387.00
            current drawdown is -2441.00
            maximum drawdown was -8816.00
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DEC26 COPPER 25000       1932 Trading days from 190102 to 260904

Running .DAT file HG1009.DAT

Last trading day was 260904   Closing price was 6.6825

Current V value is 0.343000 (6860 ticks)  K1 value is 0.28
V*K1 for tomorrow is 0.096040 (1921 ticks)

BuyStop for tomorrow is 6.7693  SellStop is 6.5772

Protective stop price is 8.5930
Profit objective price is 6.1745

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 short 1 contract(s) at 6.6385
Open trade equity is -1101.25

From 190102 total profit is 170275.01
            current drawdown is -5356.25
            maximum drawdown was -23627.50
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DEC26 MINI COPPER 12500       1932 Trading days from 190102 to 260904

Running .DAT file HG2006.DAT

Last trading day was 260904   Closing price was 6.6825

Current V value is 0.235000 (4700 ticks)  K1 value is 0.49
V*K1 for tomorrow is 0.115150 (2303 ticks)

BuyStop for tomorrow is 6.7861  SellStop is 6.5557

Protective stop price is 6.8041
Profit objective price is 6.0621

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 short 1 contract(s) at 6.5341
Open trade equity is -1855.00

From 190102 total profit is 74771.87
            current drawdown is -12540.62
            maximum drawdown was -14395.62
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OCT26 PLATINUM 50       1932 Trading days from 190102 to 260904

Running .DAT file PLA016.DAT

Last trading day was 260904   Closing price was 1826.0000

Current V value is 116.099976 (11610 ticks)  K1 value is 0.28
V*K1 for tomorrow is 32.507993 (3251 ticks)

BuyStop for tomorrow is 1849.2100  SellStop is 1784.1900

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 101718.00
            current drawdown is -6142.00
            maximum drawdown was -13823.50
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OCT26 1000 CRUDE OIL       1932 Trading days from 190102 to 260904

Running .DAT file CL1005.DAT

Last trading day was 260904   Closing price was 91.4800

Current V value is 5.609993 (561 ticks)  K1 value is 0.50
V*K1 for tomorrow is 2.804996 (280 ticks)

BuyStop for tomorrow is 94.2800  SellStop is 88.6800

Protective stop price is 81.6800
Profit objective price is 97.9700

V is less than high filter value of 1475
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 89.3700
Open trade equity is 2110.00

From 190102 total profit is 236290.01
            current drawdown is -12500.00
            maximum drawdown was -18880.00
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OCT26 500 CRUDE OIL       1932 Trading days from 190102 to 260904

Running .DAT file CL2005.DAT

Last trading day was 260904   Closing price was 91.4800

Current V value is 5.609993 (561 ticks)  K1 value is 0.50
V*K1 for tomorrow is 2.804996 (280 ticks)

BuyStop for tomorrow is 94.2800  SellStop is 88.6800

Protective stop price is 71.8800
Profit objective price is 97.9700

V is less than high filter value of 1475
V is greater than low filter value of 0

High/Low filters permit trading for tomorrow

Currently long 1 contract(s) at 89.3700
Open trade equity is 1055.00

From 190102 total profit is 111315.01
            current drawdown is -6350.00
            maximum drawdown was -9770.00
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OCT26 42000 GASLOINE       1932 Trading days from 190102 to 260904

Running .DAT file RBN007.DAT

Last trading day was 260904   Closing price was 3.2146

Current V value is 0.345000 (3450 ticks)  K1 value is 0.25
V*K1 for tomorrow is 0.086250 (863 ticks)

BuyStop for tomorrow is 3.3009  SellStop is 3.1284

Protective stop price is 3.0967
Profit objective price is 3.3577

V is equal to or greater than high filter value of 2775
V is greater than low filter value of 0

High filter does not permit trading for tomorrow

Currently long 1 contract(s) at 3.0363
Open trade equity is 7488.60

From 190102 total profit is 234057.40
            current drawdown is -14055.40
            maximum drawdown was -27121.60
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SEP26 MICRO BITCOIN       1933 Trading days from 190102 to 260904

Running .DAT file BTC022.DAT

Last trading day was 260904   Closing price was 80055.0000

Current V value is 4985.000000 (4985 ticks)  K1 value is 0.56
V*K1 for tomorrow is 2791.600000 (2792 ticks)

BuyStop for tomorrow is 83377.0000  SellStop is 77793.0000

Protective stop price is 70330.0000
Profit objective price is 94335.0000

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 64335.0000
Open trade equity is 1572.00

From 190102 total profit is 25528.20
            current drawdown is -2357.20
            maximum drawdown was -3038.00
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SEP26 1250000 YEN       1933 Trading days from 190102 to 260904

Running .DAT file J6N003.DAT

Last trading day was 260904   Closing price was 0.6405

Current V value is 0.014900 (149 ticks)  K1 value is 0.82
V*K1 for tomorrow is 0.012218 (122 ticks)

BuyStop for tomorrow is 0.6534  SellStop is 0.6290

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 62025.00
            current drawdown is -2106.24
            maximum drawdown was -9793.76
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SEP26 100000 DOLLAR INDEX       1968 Trading days from 190102 to 260904

Running .DAT file DXX011.DAT

Last trading day was 260904   Closing price was 99.1500

Current V value is 0.930000 (9300 ticks)  K1 value is 0.44
V*K1 for tomorrow is 0.409200 (4092 ticks)

BuyStop for tomorrow is 99.5592  SellStop is 98.7408

Protective stop price is 98.0642
Profit objective price is 101.1892

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 99.2892
Open trade equity is -139.20

From 190102 total profit is 31683.81
            current drawdown is -1253.60
            maximum drawdown was -3049.00
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SEP26 125000 EURO FX       1933 Trading days from 190102 to 260904

Running .DAT file E6N015.DAT

Last trading day was 260904   Closing price was 1.1614

Current V value is 0.013450 (134 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.005649 (56 ticks)

BuyStop for tomorrow is 1.1670  SellStop is 1.1558

Protective stop price is 1.1415
Profit objective price is 1.2004

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 1.1628
Open trade equity is -175.00

From 190102 total profit is 70525.00
            current drawdown is -4275.00
            maximum drawdown was -7062.50
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SEP26 62500 EUR0 FX MINI       1933 Trading days from 190102 to 260904

Running .DAT file E7M008.DAT

Last trading day was 260904   Closing price was 1.1614

Current V value is 0.013450 (134 ticks)  K1 value is 0.42
V*K1 for tomorrow is 0.005649 (56 ticks)

BuyStop for tomorrow is 1.1670  SellStop is 1.1558

Protective stop price is 1.1413
Profit objective price is 1.2004

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 1.1628
Open trade equity is -87.50

From 190102 total profit is 32337.50
            current drawdown is -2262.50
            maximum drawdown was -3881.25
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SEP26 125000 SWISS FRANC       1933 Trading days from 190102 to 260904

Running .DAT file S6N003.DAT

Last trading day was 260904   Closing price was 1.2352

Current V value is 0.008550 (86 ticks)  K1 value is 1.25
V*K1 for tomorrow is 0.010688 (107 ticks)

BuyStop and SellStop computation requires tomorrow's Open

Protective stop price is 0.8406
Profit objective price is 1.2940

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 1.2404
Open trade equity is -643.75

From 190102 total profit is 93081.25
            current drawdown is -3781.25
            maximum drawdown was -9587.51
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Disclosure

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Asset Investment Management

Family Office, Advisors