A Better Way to Trade Using Defined Risk Strategies

Contact us for an update on this or any trading strategy

The objective of this trading program is to participate in trends while defining risk on each trade and for the duration of every trading period.

Performance dates

2, January 1998 through  30, April 2015.
Net profit per $50,000 trading unit = +$422,641
Greatest net drawdown  =
-$10,480

Performance is based on trading one unit and deducting the net profits annually. Clearing and execution vary from firm to firm below I’m allowing 8 pips per round turn trade for bid/ask spreads and any potential order execution slippage.

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Risk disclosure

2) Strategy

Let’s start by looking at the Eurodollar FX chart below is it really that hard to define the overall trend for this market during the last 12 months and the current reversal?

Click here to enlarge the chart below
Click here for a current chart

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Once the trend is identified we employ strategies that define risk on every trade and for the duration of every trading period without wasting inordinate amounts of precious investment capital on purchasing option time premium.

3) Methods used

A) Option collars
B) Writing at the money, buying out of the money options against the trend
C) Writing deep in the money, buying out of the money options with the trend

4) Option collars

A) Establish you position with the trend in this example we’re long
B) B
uy an out of the money put to define risk
C) Write an out of the money call collecting premium to pay for the put

If the trend continues the long position will be called away at a profit
If the trend reverses the risk is defined by the purchased put
If the market stays the same you have not wasted money on time premium.

Click here to enlarge the chart below
Click here for a current chart

Screenshot_293

5) Collar Definition

Establishing a collar to protect a long position involves purchasing puts for downside insurance, while at the same time selling calls, with the premium taken to finance the cost of the puts.

The purchased puts will have a strike price the same or less than that of the calls sold, and very commonly both options are out-of-the-money when the position is established. The short calls will limit upside profit potential of the position for the duration of the option.

Collars can always be liquidated to lock in profits and then reestablished at the current level allowing additional gains while defining risk.

The degree to which the collar’s protective puts are paid for by the premium received from the written calls depends entirely on the current level of the underlying currency, the strike prices and premium amounts of the contracts chosen. It is possible to construct a collar so that not only are the puts fully paid for by the call premium, but that the call premium actually exceeds the puts’ cost. In other words the whole position may established at a net credit, which the collar investor keeps whether the level of the underlying currency increases, decreases or remains unchanged.

6) Benefits of using a “Collar”

A) The position cannot be stopped out regardless of market volatility
B) If you are correct in identifying the trend the trade will be profitable
C) Risk is objectively defined on the trade and for the duration of the trading period (expiration)
E) Collar’s can be lifted any time locking in gains and reestablished to capture more of the move
F) Trade frequency is defined for the duration of the trading period (expiration)
G) The only way the position can be called away is at a profit
H) If the market stays the same the call premium collected covers most if not all the put premium paid

7) Writing at the money options buying out of the money options against the trend creating a credit. In this example we’re anticipating the market moving higher. 

A) Write an at the money put collecting ” fat option time premium” .

B) Using a portion of the collected premium buy an out of the money put to define risk.

C) If the market continues its uptrend both puts will expire worthless generating a net credit for the account.

D) If the market reverses risk is defined by the purchased put with the loss being in part offset by the differences in option premium. 

Click here to enlarge this chart
Click here for a current chart

Defined

In options trading, an option spread is created by the simultaneous purchase and sale of options of the same currency but with different strike prices.

Any spread that is constructed using calls can be referred to as a call spread. Similarly, put spreads are spreads created using put options.

Option buyers can use spreads to define risk and profit on any trade and for the duration of the trading period.

Using this strategy premiums received from the short leg(s) of the spread are greater than the premiums paid for the long leg(s), resulting in funds being credited into the option trader’s account when the position is entered.

The net credit received is also the maximum profit attainable when implementing this spread strategy.

Benefits

A) The position cannot be stopped out regardless of market volatility
B) If  you identify the trend correctly the position will be profitable
C) Risk is objectively defined on the trade and for the duration of the trading period (expiration)
D) The spread can be lifted at any time to lock in gains and reestablished with defined risk
E) Trade frequency is defined for the duration of the trading period (expiration)
F) If the market stays the same with the trend continuing the premium collected generates a net credit to the account.

8) Writing deep in the money options buying out of the money options with the trend, in the example below the short term trend is higher.

A) Write an in the money put collecting “in the money” and “time premium

B) Using a portion of the collected premium purchase an out of the money put to define risk

C) If the trend continues both puts will expire creating a net credit for the account, If the market reverses the loss will be contained by the purchased put.

Click here to enlarge the chart below
Click here for a current chart

Screenshot_2976

Defined

Long; we write a deep in the money put option collecting “in the money” and “time value”  then purchase an out out the money put with a portion of the money collected from the write to define risk with the expectation that the market will move higher and both options will expire worthless. Should the market move substantially lower the risk will be limited by the purchased “out of the money” put and risk is objectively defined on this trade and for the duration of the trading period (expiration)

Short; we write a deep in the money call option collecting “in the money” and “time value” then purchase an out of the money call to define risk with the expectation that the market will move lower and both call options will expire worthless creating a net credit. Should the market move substantially higher the risk is objectively defined by the purchased “out of the money”  call on the trade and for the duration of the trading period.

Benefits

A) The position cannot be stopped out regardless of market volatility
B) Risk is objectively defined on the trade and for the duration of the trading period (expiration)
C) The spread can be lifted at any time to lock in gains and reestablished with defined risk
D) Trade frequency is defined for the duration of the trading period (expiration)
E) If the market stays the same with the trend continuing the premium collected generates a net credit to the account.

Fees

Front load = 0.00%
Management fee = 0.00% to 2.00% annually dependent on account size
Incentive fee = 10% to 20% of net new high profits quarterly
Recommended minimum = $50,000 or equivalent major currency,
Minimum $25,000 in
actual funds $25,000 notional funds.
Positions and liquidation value are available online at anytime.
Accounts can be funded and maintained in any major currency
Liquidity in portion or all 2-48 hours in any major currency.

Click here to open an account

If you have any questions or need additional information contract us

——————————————————————————————————————————————

RISK DISCLOSURE STATEMENT

PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. EXAMPLES OF HISTORIC PRICE MOVES OR EXTREME MARKET CONDITIONS ARE NOT MEANT TO IMPLY THAT SUCH MOVES OR CONDITIONS ARE COMMON OCCURRENCES OR ARE LIKELY TO OCCUR.

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.

IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADE PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF THE HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

BID/ASK SPREADS, BROKERAGE COMMISSION, CLEARING, EXCHANGE AND REGULATORY FEES WILL HAVE AN ADVERSE IMPACT ON THE NET OVERALL PERFORMANCE OF YOUR ACCOUNT. PRIOR TO MAKING A DECISION TO PARTICIPATE IN ANY INVESTMENT MAKE SURE YOU FULLY UNDERSTAND THE FEES ASSOCIATED WITH TRADING.

THE INFORMATION PROVIDED IN THIS REPORT CONTAINS RESEARCH, MARKET COMMENTARY AND TRADE RECOMMENDATIONS. YOU MAY BE SOLICITED FOR AN ACCOUNT BY ONE OF OUR REPRESENTATIVES OR EMPLOYEES. IT SHOULD BE KNOWN THAT THE REPRESENTATIVES OF OUR FIRM MAY TRADE FUTURES AND OPTIONS FOR THEIR OWN ACCOUNTS OR THOSE OF OTHERS. DUE TO VARIOUS FACTORS (SUCH AS MARGIN REQUIREMENTS, RISK FACTORS, TRADING OBJECTIVES, TRADING INSTRUCTIONS, TRADING STRATEGIES, AND OTHER FACTORS) SUCH TRADING MAY RESULT IN THE LIQUIDATION OR INITIATION OF FUTURES OR OPTIONS POSITIONS THAT DIFFER FROM THE OPINIONS AND RECOMMENDATIONS FOUND IN THIS REPORT.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. THE RISK OF LOSS IN TRADING FUTURES CONTRACTS OR COMMODITY OPTIONS CAN BE SUBSTANTIAL, AND THEREFORE INVESTORS SHOULD UNDERSTAND THE RISKS INVOLVED IN TAKING LEVERAGED POSITIONS AND MUST ASSUME RESPONSIBILITY FOR THE RISKS ASSOCIATED WITH SUCH INVESTMENTS AND FOR THEIR RESULTS.

YOU SHOULD CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR CIRCUMSTANCES AND FINANCIAL RESOURCES

V charts

 

 

Fed Funds 1954 through 2017 historical data

 

 

CHF 08.01.16

GBP 08.01.16

CAD 08.01.16

JPY 08.01.16

AUD 08.01.16

EUR 08.01.16

Yury 01.07.2016

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1986-2105-cost-of-oil-priced-in-gold

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Depression_Mar_Apr1992 Copy

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3-month-dec-2017-hedged

3-month-dec-2017-hedged

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3-month-Dec -Mar-Jun-2016 hedged Fed funds YA 7.28.15

PG primary spreadsheest

Copy of 3-month-dec-mar-jun-2016-hedged-7-08-15

March 2016 Hedged 100

march-2016-no-hedge1-1

fredgraph-13

https://peterknightadvisor.com/wp-content/uploads/2015/04/fredgraph-13.xls

3 month hedge Dec 15 cost average Peter Knight Screenshot_218 Screenshot_219

Account Transfer Letter
Additional Risk Disclosure
CFTC Privacy Notice
Customer Account Application
Customer Acknowledgment and Warranty
Customer Agreement and Risk Disclosure
Discretionary Trading Agreement
Funding Instructions
Instructions – Individual Account
W-8BEN

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Peter Knight Advisor
Asset Investment Management

Direct Phone 24/7
British Virgin Islands
340 244 4310
Skype
Peter-Knight-Advisor
London
44 20 3289 9796
Email
peter_knight@peterknightadvisor.com

Asset Investment Management
British Virgin Islands
VG1110x

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Landing in Tortola

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Disclosure

April 2015

1 through 8 will walk you through one way to capture the move higher in rates, 9-13 update the 1998-2015 performance for the InterBank trading program.

1) Current rate ZQZ15 0.34% contract value $1,417 contact price 99.66
2) Low end of Fed expectations Dec 2015  1.1250%, contract value $4,687, price 98.8750
3) High end of Fed expectations Dec 2015 1.3750%, contract value $5,729, price 98.6250

4) Click here for quotes, then here to open the Dec 2015 risk reward spreadsheet, enter any  price into cell B-2, the current rate will be converted and shown in cell C-2, net profit or loss shows in cell E-2, net liquidation value cell G-2

5) Click here to enlarge the rate, price valuation chart below

Screenshot_198

Confirmation

6) Click on Yellen below for the press conference and corresponding report.
7) Click here for confirmation on the Federal reserve site.
8) Click here for the latest interest rate and Fed news.

Currency

15) Click here  to enlarge the price valuation chart below.
16) Click here  for a current chart.

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Interest Rates

While we’re waiting for the major market move higher to engage we’re trading the Fed’s defined range.

16) Click here to enlarge the rate, contract price valuation chart below.
17) Click here for current Bloomberg cash quotes charts
18) Each 0.01 change in rate = $41.67 change in contract value
19) Click here for a cost average risk/reward spreadsheet
20)  Click here for the full report on trading the Fed’s defined range.

Screenshot_189

Capturing the long term move higher

The Fed has defined where they see rates and when in 3 out of the last 4 meetings.
The current Fed funds rate is 0.1000% contact value = $416.
The Fed’s target for this rate by the end of 2017 is 3.75%, contract value $15,624.

21)  Click here  for Fed chair Yellen’s rate expectations (2 minute video)
22)  FOMC meeting schedule, statements and videos
23)  The last tightening cycle 2004-2006 from 1.25% to 5.25%
24)  FOMC interest rate hike countdown
25)  Bloomberg Bund quotes
26)  Bund quotes and charts 
27)  Bloomberg U.S. Treasury quotes
28)  U.S. Interest rate futures quotes and charts
29) Click here for the complete report “Where, when and what this move is worth”

1990-2014

30) Click here to enlarge the rate, price valuation chart below, each 0.01 = $41.67.
31) Click here for a current 1954-2015 chart and historical data on the Fed’s site.
32) Click here for the complete report.

Screenshot_191

Call for an online review I’ll answer your questions enabling you to track traces or experiment with your own criteria.

Reports

33) Where, when and what the move higher is worth
34) Where the Fed sees rates and when (2 minutes)
35) How to calculate market versus Fed expectations
36) Trading the Fed’s Defined Range Simplified

37) Trading rates higher using cost averaging

Fed Funds

38)  What the Fed funds rate is and how it’s set
39)  Contract specifications
40)  Fed funds quotes all deliveries
41)  Generic Fed funds 50k no hedged
42)  2015-cost-average-risk-reward-16
43)  July 2015 25k no hedge
44)  July 2015 99.83 25K  cost average hedge
45)  July 2015 99.82 25K 87.50 hedge
46)  July 2015 10K 99.81/99.75 hedge
47)  Sep 2015 25k cost average hedge

48)  Oct 2015 25K cost average hedge
49)  October 2015 cost average with instructions 
50)  Dec 2015 25K cost average hedge 

3 Month

51) What the 3 month rate is and its history
52) What the 3 month rate is and its history
53) Contract specifications
54) 3 Month hedged cost average
55) 3 Month Rate September 2015 hedge
56) 3 Month Rate December 2015 hedge

x

Click here for contact details

x

RISK DISCLOSURE STATEMENT

PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. EXAMPLES OF HISTORIC PRICE MOVES OR EXTREME MARKET CONDITIONS ARE NOT MEANT TO IMPLY THAT SUCH MOVES OR CONDITIONS ARE COMMON OCCURRENCES OR ARE LIKELY TO OCCUR.

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.

IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADE PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF THE HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

BID/ASK SPREADS, BROKERAGE COMMISSION, CLEARING, EXCHANGE AND REGULATORY FEES WILL HAVE AN ADVERSE IMPACT ON THE NET OVERALL PERFORMANCE OF YOUR ACCOUNT. PRIOR TO MAKING A DECISION TO PARTICIPATE IN ANY INVESTMENT MAKE SURE YOU FULLY UNDERSTAND THE FEES ASSOCIATED WITH TRADING.

THE INFORMATION PROVIDED IN THIS REPORT CONTAINS RESEARCH, MARKET COMMENTARY AND TRADE RECOMMENDATIONS. YOU MAY BE SOLICITED FOR AN ACCOUNT BY ONE OF OUR REPRESENTATIVES OR EMPLOYEES. IT SHOULD BE KNOWN THAT THE REPRESENTATIVES OF OUR FIRM MAY TRADE FUTURES AND OPTIONS FOR THEIR OWN ACCOUNTS OR THOSE OF OTHERS. DUE TO VARIOUS FACTORS (SUCH AS MARGIN REQUIREMENTS, RISK FACTORS, TRADING OBJECTIVES, TRADING INSTRUCTIONS, TRADING STRATEGIES, AND OTHER FACTORS) SUCH TRADING MAY RESULT IN THE LIQUIDATION OR INITIATION OF FUTURES OR OPTIONS POSITIONS THAT DIFFER FROM THE OPINIONS AND RECOMMENDATIONS FOUND IN THIS REPORT.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. THE RISK OF LOSS IN TRADING FUTURES CONTRACTS OR COMMODITY OPTIONS CAN BE SUBSTANTIAL, AND THEREFORE INVESTORS SHOULD UNDERSTAND THE RISKS INVOLVED IN TAKING LEVERAGED POSITIONS AND MUST ASSUME RESPONSIBILITY FOR THE RISKS ASSOCIATED WITH SUCH INVESTMENTS AND FOR THEIR RESULTS.

YOU SHOULD CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR CIRCUMSTANCES AND FINANCIAL RESOURCES

Where the Fed sees rates and when

The first rate hike since June 2006 is on deck.

For the latest rate news, click here for the last 24 hours, last week, last month, last year.

Below is the latest disclosed levels of where the Federal Reserve sees the Fed Funds rate and when.

1) In the 2 minute video below Fed chair Yellen qualifies Fed expectations for the Fed funds rate.

Translating the move higher into contact valuation

2) Click here to enlarge the rate, price valuation chart below
3) Click here for a current Fed Funds chart and all historical data
4) Click here for what the Fed funds rate is and how it’s set

Screenshot_76

5)  Click here for the Fed’s site containing all Fed statements and videos

Capturing the move

6) Trading rates higher requires a short position in a CME futures contract.
7) To convert the contract price into rate it represents take 100.00 – contract price = rate
8) Each 0.01 change in contract price = $41.67

Lifetime Fed Funds futures contract rate, price valuation chart

9)  Click here to enlarge the 1992-2015 chart below
10) Click here for contact specifications, quotes and charts

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3 Month Futures Rate rate, price valuation chart below

11) Click here to enlarge the 1992-2015 3 month rate, price valuation chart below
12) Click here for what the 3 month rate is and how its set
13) Click here for contract specifications, quotes and charts

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14) To review current trades contact me with this page up

Primary exchanges

15) US CME
16) Eurex

17) Euronext

18) My team can establish and monitor all positions according to your
investment criteria,  click here for more information

19) Our Structure

Fees
Front load = 0.00%
Management fee 0.00%
Inventive Fee = 10.00% of net new high profits quarterly

To open a test account enabling you to get comfortable with our team

20) Direct FX opening instructions 10k to 250K
21) Clearing and Exchange Members for larger accounts
22) The world’s largest dollar volume exchange group
23) CME videos
24) Due Diligence and how funds are protected
25) Commodity Futures Trading Commission

If you have questions or would like additional information contact me. 

x

Click here for contact details

 

 

——————————————————————————————————————-

RISK DISCLOSURE STATEMENT PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.

UNTIL REGULATORY REFORM IS ESTABLISHED IN THE U.S.  WE ARE NOT ACCEPTING U.S. ACCOUNTS.

EXAMPLES OF HISTORIC PRICE MOVES OR EXTREME MARKET CONDITIONS ARE NOT MEANT TO IMPLY THAT SUCH MOVES OR CONDITIONS ARE COMMON OCCURRENCES OR ARE LIKELY TO OCCUR. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.

THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADE PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

BID/ASK SPREADS, BROKERAGE COMMISSION, CLEARING, EXCHANGE AND REGULATORY FEES WILL HAVE AN ADVERSE IMPACT ON THE NET OVERALL PERFORMANCE OF YOUR ACCOUNT. PRIOR TO MAKING A DECISION TO PARTICIPATE IN ANY INVESTMENT MAKE SURE YOU FULLY UNDERSTAND THE FEES ASSOCIATED WITH TRADING.

THE INFORMATION PROVIDED IN THIS REPORT CONTAINS RESEARCH, MARKET COMMENTARY AND TRADE RECOMMENDATIONS. YOU MAY BE SOLICITED FOR AN ACCOUNT BY ONE OF OUR REPRESENTATIVES OR EMPLOYEES. IT SHOULD BE KNOWN THAT THE REPRESENTATIVES OF ANY FIRM MAY TRADE FUTURES AND OPTIONS FOR THEIR OWN ACCOUNTS OR THOSE OF OTHERS. DUE TO VARIOUS FACTORS (SUCH AS MARGIN REQUIREMENTS, RISK FACTORS, TRADING OBJECTIVES, TRADING INSTRUCTIONS, TRADING STRATEGIES, AND OTHER FACTORS) SUCH TRADING MAY RESULT IN THE LIQUIDATION OR INITIATION OF FUTURES OR OPTIONS POSITIONS MAY DIFFER FROM THE OPINIONS AND RECOMMENDATIONS FOUND IN THIS REPORT.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. THE RISK OF LOSS IN DERIVATIVE CONTRACTS CAN BE SUBSTANTIAL THEREFORE INVESTORS SHOULD UNDERSTAND THE RISKS INVOLVED IN TAKING ANY LEVERAGED POSITION AND MUST BE IN A POSITION ASSUME LOSS FOR THE RISKS ASSOCIATED WITH SUCH INVESTMENTS AND FOR TRADE RESULTS.

PLEASE CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR CIRCUMSTANCES AND RESOURCES.


 

InterBank 5090 at 25K

January 1998 through June 2015

Unit size = $25,000
Net profit per trading unit = +$563,294.88 
Average annual gain = +128.75
Greatest net drawdown from highest high to lowest low  = -$10,873.53
Performance is based on trading one unit and deducting all net profits annually.

1) Click here  for 1998-2015 marked-to-the-market daily performance in excel format.

5090

Risk disclosure

2) Below the individual trading systems

Full disclosure of objective trading methodology
All historical data
Every order generated
Every trade entry, offset, profit or loss for all 4,559
days

EUR001T
EUR004T
EUR007T
EUR008T
EUR009T
EUR021T
CHF003T
CHF007T
CHF009T
CHF003R

JPY006T
JPY009T
JPY010T
JPY012T
AUD001T
AUD004T
AUD005T

AUD006T
GBP001T
GBP002T
GBP004T

3) There are 2,097,151 possible combinations of the 21 systems above click here for the top 25,000 sorted by total profit divided by maximum drawdown in excel format.

4) Fees

Front load = 0.00%
Management fee 0.00%
Incentive fee = 10.00% of net new high profits quarterly dependent on account size

5) Reporting and liquidity

Positions and liquidation value are available online at anytime.
Accounts can be funded and maintained in any major currency
Liquidity in portion or all 2-48 hours in any major currency.

6) Click here to open an account

If you have any questions or need additional information contact us

X

X


X

RISK DISCLOSURE STATEMENT

PROGRAM AVAILABILITY IS DEPENDENT ON YOUR COUNTRY OF RESIDENCY AND FINANCIAL STATUS

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. THE RISK OF LOSS IN TRADING FOREX OR FUTURES CONTRACTS OR OPTIONS CAN BE SUBSTANTIAL, AND THEREFORE INVESTORS SHOULD UNDERSTAND THE RISKS INVOLVED IN TAKING LEVERAGED POSITIONS AND MUST ASSUME RESPONSIBILITY FOR THE RISKS ASSOCIATED WITH SUCH INVESTMENTS AND FOR THEIR RESULTS.

BID/ASK SPREADS, BROKERAGE COMMISSION, CLEARING, EXCHANGE AND REGULATORY FEES WILL HAVE AN ADVERSE IMPACT ON THE NET OVERALL PERFORMANCE OF YOUR ACCOUNT. PRIOR TO MAKING A DECISION TO PARTICIPATE IN ANY INVESTMENT MAKE SURE YOU FULLY UNDERSTAND THE FEES ASSOCIATED WITH TRADING.

EXAMPLES OF HISTORIC PRICE MOVES OR EXTREME MARKET CONDITIONS ARE NOT MEANT TO IMPLY THAT SUCH MOVES OR CONDITIONS ARE COMMON OCCURRENCES OR ARE LIKELY TO OCCUR.

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.

IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADE PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF THE HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

YOU SHOULD CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR CIRCUMSTANCES AND FINANCIAL RESOURCES.

THE INFORMATION PROVIDED IN THIS REPORT CONTAINS RESEARCH, MARKET COMMENTARY AND TRADE RECOMMENDATIONS. YOU MAY BE SOLICITED FOR AN ACCOUNT BY ONE OF OUR REPRESENTATIVES OR EMPLOYEES. IT SHOULD BE KNOWN THAT THE REPRESENTATIVES OF OUR FIRM MAY TRADE FUTURES AND OPTIONS FOR THEIR OWN ACCOUNTS OR THOSE OF OTHERS. DUE TO VARIOUS FACTORS (SUCH AS MARGIN REQUIREMENTS, RISK FACTORS, TRADING OBJECTIVES, TRADING INSTRUCTIONS, TRADING STRATEGIES, AND OTHER FACTORS) SUCH TRADING MAY RESULT IN THE LIQUIDATION OR INITIATION OF FUTURES OR OPTIONS POSITIONS THAT DIFFER FROM THE OPINIONS AND RECOMMENDATIONS FOUND IN THIS REPORT.

 

rate

 

Click here to enlarge the price/valuation chart below
Click here for a current chart

Screenshot_186

Interest Rates; the Fed has defined we’re the want rates and when

7)   Click here  for Fed chair Yellen’s rate expectations (2 minute video)
8)   FOMC meeting schedule, statements and videos
9)   The last tightening cycle 2004-2006 from 1.25% to 5.25%
10) FOMC interest rate hike countdown 
11) Bunds are currently negative
12) Bund quotes and charts
13) Bloomberg U.S. Treasury quotes
14) U.S. Interest rate futures quotes and charts

While were waiting for the major market move higher  to engage we’re trading the Fed’s defined range.

15) Click here for the full report on trading the Fed’s defined range.
16) Click here to enlarge the rate, contract price valuation chart below.
17) Click here for Bloomberg cash quotes, set the time window to 5Y in the upper right.
18) E
ach 0.01 change in rate = $41.67 change in contract value.

Screenshot_189

Capturing the long term move higher 

The Fed has defined where they see rates and when in 3 out of the last 4 meetings.
From near
0.00% rates can only have a major market move in one direction.
The current Fed funds rate is 0.1000% contact value = $416.
The Fed’s target for this rate by the end of 2017 is 3.75%, contract value $15,624.

19) Click here for the complete report on where, when and what this move is worth.
20) Click here to enlarge the rate, price valuation chart below, each 0.01 = $41.67.
21) Click here for a current 1954-2015 chart and historical data on the Fed’s site.

Screenshot_190

Using the spreadsheets and links below I can show you what we’re trading and how enabling you to experiment with any potential outcome for any trade or any trading results using your own criteria.

Call if you have questions or need additional information on Euro or Asian rates.

Interest Rates

22) Where, when and what the move higher is worth
23) Where the Fed sees rates and when (2 minutes)
24) How to calculate market versus Fed expectations
25) Trading the Fed’s Defined Range Simplified

26) Trading rates higher using cost averaging

Additional spreadsheets

Fed Funds

27)  What the Fed funds rate is and how it’s set
28)  Contract specifications
29)  Fed funds quotes all deliveries
30)  Generic Fed funds 50k no hedged
31)  2015-cost-average-risk-reward-16
32)  July 2015 25k no hedge
33)  July 2015 99.83 25K  cost average hedge
34)  July 2015 99.82 25K 87.50 hedge
35)  July 2015 10K 99.81/99.75 hedge
36)  Sep 2015 25k cost average hedge

37)  Oct 2015 25K cost average hedge
38)  October 2015 cost average with instructions
39)  Dec 2015 25K cost average hedge

3 Month

40) What the 3 month rate is and its history
41) What the 3 month rate is and its history
42) Contract specifications
43) 3 Month hedged cost average
44) 3 Month Rate September 2015 hedge
45) 3 Month Rate December 2015 hedge

x

Click here for contact details

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RISK DISCLOSURE STATEMENT

PAST RESULTS ARE NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. EXAMPLES OF HISTORIC PRICE MOVES OR EXTREME MARKET CONDITIONS ARE NOT MEANT TO IMPLY THAT SUCH MOVES OR CONDITIONS ARE COMMON OCCURRENCES OR ARE LIKELY TO OCCUR.

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.

IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADE PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF THE HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

BID/ASK SPREADS, BROKERAGE COMMISSION, CLEARING, EXCHANGE AND REGULATORY FEES WILL HAVE AN ADVERSE IMPACT ON THE NET OVERALL PERFORMANCE OF YOUR ACCOUNT. PRIOR TO MAKING A DECISION TO PARTICIPATE IN ANY INVESTMENT MAKE SURE YOU FULLY UNDERSTAND THE FEES ASSOCIATED WITH TRADING.

THE INFORMATION PROVIDED IN THIS REPORT CONTAINS RESEARCH, MARKET COMMENTARY AND TRADE RECOMMENDATIONS. YOU MAY BE SOLICITED FOR AN ACCOUNT BY ONE OF OUR REPRESENTATIVES OR EMPLOYEES. IT SHOULD BE KNOWN THAT THE REPRESENTATIVES OF OUR FIRM MAY TRADE FUTURES AND OPTIONS FOR THEIR OWN ACCOUNTS OR THOSE OF OTHERS. DUE TO VARIOUS FACTORS (SUCH AS MARGIN REQUIREMENTS, RISK FACTORS, TRADING OBJECTIVES, TRADING INSTRUCTIONS, TRADING STRATEGIES, AND OTHER FACTORS) SUCH TRADING MAY RESULT IN THE LIQUIDATION OR INITIATION OF FUTURES OR OPTIONS POSITIONS THAT DIFFER FROM THE OPINIONS AND RECOMMENDATIONS FOUND IN THIS REPORT.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. THE RISK OF LOSS IN TRADING FUTURES CONTRACTS OR COMMODITY OPTIONS CAN BE SUBSTANTIAL, AND THEREFORE INVESTORS SHOULD UNDERSTAND THE RISKS INVOLVED IN TAKING LEVERAGED POSITIONS AND MUST ASSUME RESPONSIBILITY FOR THE RISKS ASSOCIATED WITH SUCH INVESTMENTS AND FOR THEIR RESULTS.

YOU SHOULD CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR CIRCUMSTANCES AND FINANCIAL RESOURCES