Spreadsheets


 

Performance is based on trading one $30,000 unit, never adding units and withdrawing all net profits annually. This program uses leverage and has a realistic risk factor of $20,000 USD per unit, if you are not in a position to comfortably assume this risk you should not participate in this program.

 

 2000-2021  Volatility Breakout (VBO) Allocation Performance
Minimum VBO # Best      Year Worst Year Average Annual Maximum Draw Last 12 Months
100K  02 411.73% -20.21% 169.86% -26.95% 306.61%

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This is a fully disclosed objective trading methodology that I worked with for more than 2 decades.

This these spreadsheets show

The Trading Formula used for that market

January 2000 through March 2021 Performance summary

Every day’s open, high, low and close enabling objective performance verification from 2000 though 2021.

Every order generated enabling you to reconstruct any trade on any date

Trade by trade cumulative performance and drawdown.

 

This spreadsheet will let you experiment with the combined performance for  combination of VBO trading methodologies

This spreadsheet will introduce the top 100,000 of the 16.7 million combinations of these 22 markts, minimum investment $15,000 USD $250,000 USD.

Each market has a corresponding spreadsheet that provides every trade, profit and loss and the daily historical data enabling you to objectively verify performance from 2000-2021 and monitor actual performance forward in the contract markets of your choice.

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2000-2021 VBO Allocation Net Performance
Allocation Start Balance Net  P&L Drawdown 2021
16389440 $175,000 $4,085,190 ($20,004) 21.46
14675742 $120,000 $3,210,519 ($15,239)
14767463C $100,000 $3,170,207 ($26,137)
5011104 $85,000 $2,602,406 ($11,010)
5037723 $80,000 $2,454,155 ($14,432)
52840IM $75,000 $1,275,754 ($12,440)
83834 $50,000 $1,430,049 ($7,557)
159152 $50,000 $1,331,148 ($11,619)
779038 $50,000 $1,188,293 ($7,272)
1700 $35,000 $989,897 ($13,252)
4506 $35,000 $823,375 ($10,387)
VBO Strategies Traded In These Allocations
 All Spreadsheets in vertical column 2 contain full disclosure of trading methodology, 2000-2021 historical data, every order generated and  all trades enabling objective performance verification.
Contract Spreadsheets Net  P&L Drawdown 2,021
S&P 500 ESM1755 $437,583.50 ($22,480.51) ($10,219.50)
S&P 500 ESM1935 $356,417.06 ($16,269.50)
NASDAQ NAS1240 $249,742.37 ($20,970.21)
NASDAQ NAS4357 $223,293.66 ($23,072.17)
Gold 100 GCC3735 $296,383.96 ($15,585.05)
Gold 100 GCC1335 $396,675.00 ($21,526.01)
Gold 100 GCC1384 $316,373.97 ($23,600.01)
Gold 50 GCM1336 $103,769.49 ($10,112.00)
Gold 50 GCM1970 $150,747.50 ($14,834.50)
Silver 5000 SIL2539 $387,787.50 ($22,105.51)
Platinum 50 PLA2079 $190,249.50 ($16,584.00)
Platinum 50 PLA2351 $69,275.99 ($10,174.02)
Australian $ AUD1014 $136,819.98 ($15,639.98)
Australian $ AUD1267 $125,127.99 ($13,560.00)
Australian $ AUD1449 $128,063.99 ($15,107.00)
Swiss Franc CHF3781 $91,207.60 ($8,480.01)
Swiss Franc CHF1036 $145,790.00 ($12,800.01)
Euro Dollar EUR1260 $184,632.59 ($20,429.98)
Euro Dollar EUR1915 $227,801.18 ($21,661.27)
Euro Dollar EUR3448 $118,326.03 ($12,262.50)
British Pound GBP2051 $101,209.84 ($15,229.97)
Japanese Yen JPY1339 $257,022.67 ($20,802.46)
Japanese Yen JPY1615 $296,498.09 ($21,059.84)
Japanese Yen JPY2939 $441,814.90 ($25,814.90)
Create Your Own VBO Allocation Using This Spreadsheet
Top 250,000 Allocations for the strategies below (sorted by reward risk)
Performance per contact/unit traded, performance is based on trading one unit life of program, no compounding, deducting $20.00 per trade for bid/ask spreads and all fees. Drawdowns have been calculated from marked-to-the market highest monthly high to lowest monthly low

 

 

VBO 14767463C 20200301

VBO 14675742 20200301

VBO 5037723 20200301

VBO 83834 20200301

VBO 779038 20200301

VBO 16389440 20200301

VBO 5011104 20200301

AUD1014
AUD1267
AUD1449
CHF1036
CHF3513
CHF3781
ESM1755
ESM1935
EUR1260
EUR1915
EUR3448
GBP2051
GCC1335
GCC1384
GCC3735
GCM1336
GCM1970
JPY1339
JPY1615
JPY2939
NAS1240
NAS4357
PLA2079
PLA2351
SIL2539

VBO Top 100K Sorted by Lifetime Drawdown Smallest to Largest 20200301

VBO Combined Performance 20200302

VBO Top 100K Sorted by Minimum Account Smallest to Largest 20200301

VBO Top 100K Sorted by Minimum Account Smallest to Largest 20200301

 

 

 

 

 

 

SP-CD, Trades S&P Options, Credit & Debit Spreads

1) Performance Summary October 2010 – November 2020

30 November 2020 this program hit it’s risk tolerance level and is now closed to new accounts.

We will continue to trade this program for existing accounts should it recover the minimum will be raised to $50,000, should it continue losing the program will be terminated 31 December 2020 and positions liquidated. For additional information please contact me.

Recommended Starting Balance $35,000.00
Cumulative Net Profit
$186,709.17
Maximum Drawdown (76.12%)
($27,872.11)
Best Year 2017 +110.72% $38,751.61
Worst Year 2020 (15.86%)
($5,550.04)
2013-2020 Average +65.32% $22,862.35
2020 (19.37%)
($6,781.02)

Performance is based on trading one $35,000 unit never adding units and withdrawing all net profits annually. The SP-CD program uses leverage and has a realistic risk factor of $25,000 per unit, if you are not in a position to comfortably assume this risk you should not participate in this program.

Risk Disclosure      Defining Account Risk

About Automated Trading Accounts (ATAs)

Automated Trading Accounts (ATA)
The Fee Structure For This Program
Defining Overall Risk For Your Account

Exchanges Traded
Brokerage Firms
How Balances Are Guaranteed Plus or Minus Trading
How To Open An Account

4) Educational Videos & Links

Educational Videos & Resources

4.01 Futures General Information
4.02 Options General Information
4.03 Currency Futures
4.04 Stock Index Futures
4.05 Interest Rate Futures
4.06 Metals Futures
4.07 Energy Futures
4.08 CME Learning Center
4.09 Futures Fundamentals
4.10 Education Material
4.11 Resource Center
4.12 Research Reports
4.13 Podcasts
4.14 Monthly FX Review
4.15 Media Room

Contact me with any questions

Regards,
Peter Knight Advisor

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Privacy Notice

Disclosure

NT-31 Long-term Position Trade Stock Portfolio Using Zero Leverage


Buy and Hold Performance January 2000 -January 2021

This program does not trade, it buys and holds quality stocks using zero leverage and without hedging, the objective is to outperform actual inflation (running above 4.75% in 2020) by at least 3 to 1 annually.

Using this spreadsheet  you can experiment with any combination trading any amount from January 2000 though January 2021.

Investing  $32,258,06 in each January 2000.

Starting Balance $1,000,000
Cumulative Net Profit
$57,722,764
2007-2020 Average Annual
+19.84%
2021 -2.33%
-$1,380,738.41

Any company that has survived and profited in the United States during the last 20 years represents a far safer haven for mine and my family’s wealth than any Government debt instrument.

2) Stocks in this portfolio

Historical Price Data 2000-2020 Lifetime Percent Gain or Loss
AAON 5,488.06%
AAPL 16,899.67%
AMZN 5,023.11%
CACC 7,592.00%
CHDN 3,561.29%
CSGP 2,769.42%
EW 8,311.72%
EXPO 11,834.06%
FISV 1,915.67%
GS 304.80%
HEI 5,995.91%
HEI-A 5,341.11%
IAC 2,999.20%
IDXX 7,594.34%
INTU 1,390.92%
JPM 3,77.58%
KO  369.99%
MCO 4,055.64%
MLAB 7,808.93%
MSFT 640.22%
ODFL 20,739.45%
ORCL 168.89%
ORLY 6,867.07%
PFE 98.39%
ROP 2,686.08%
ROST 9,989.65%
SHW 6,066.67%
SLP 2,0668.76%
T 93.30%
TLY 9,986.87%
USPH 5,038.50%

3) To experiment with any combination of these stocks investing any amount download the spreadsheet  enable editing, see instructions below or contact me and I’ll walk you through it.

Vertical column B quotes and news

Vertical column C historical price data

Vertical column F enter initial investment for each share

Vertical column E enter the current price for each share

Vertical column D lifetime percent gain or loss

Vertical column G current position valuation

Vertical column J portfolio yearly gain or loss

4) B43-F43 will show monthly/yearly gain or loss for the portfolio using any start balance entered per share with no trading and using no leverage.

Obviously you can enhance performance trading anything long and short or at the very least hedging your portfolio during major down trends using option collars, futures or if you’re a non U.S. CFD’s

5) Linked here is an easy to learn & execute long/short trading program that has outperformed the market and captured the majority of all up and down trends since 1980.

This program is by no means the end all but it’s a great place to start and will demonstrate the benefits of trading long and short using a durable long-term trading methodology.

To walk you though the program in section 5 I’m trading is the S&P 500 futures contact from 1980 through 2019.

By getting familiar with the S&P 500 futures contact you can cost effectively hedge a diversified stock portfolio in nano seconds, 23.5 hours a day, 5.5 days a week or you can capture the trends up or down with zero restrictions on shorting.

Margin cost is also far more cost effective, current maximum margin rates for leveraged long S&P positions, 0.75% annually, on short positions you get paid 0.75% annually.

S&P futures also offer more leverage than any responsible trader would ever use (currently up to 23 to 1). Very low margin requirements, cost effective leverage and zero shorting restrictions do come in handy when you’re laying down a hedge after a 11 pm presidential tweet that’s causing a market hemorrhage.

Educational Resources

7.01) Futures Educational Videos (60)
7.02) Futures Options Educational Videos (34)

Stock Index Educational Videos

7.03) What is a Futures contract?
7.04) What is an Equity Index Futures
7.05) About S&P Futures and Contract Specifications
7.06) Definition of Margin
7.07)
The Benefits of Futures Margins
7.08) Fundamentals and Equity Index Futures
7.09)
Who Uses Equity Index Products?

7.10) Why Trade Futures instead of ETFs?
7.11)
Hedging and Risk Management for Equity Index Futures

7.12 Trading Opportunities in Equity Index Futures
7
.13) How to Trade Select Sectors
7.14)
Explaining Call Options (Short and Long)
7.15) Explaining Put Options (Short and Long)
7.16) Trading Options During Economic Events
7.17 Option Collars what they are and the basics of how they work
7.18) Working Example of Collaring a Position
7.19) Equity Index Daily & Final Settlement
7.20) Rolling an Equity Position Using Spreads
7.21) What is Equity Index Basis?
7.22) Equity Index Notional Value and Price
7.23) The Importance of Depth (Volume)
7.24) Equity Intermarket Spreads
7.25) Implied Liquidity in Select Sector Futures
7.26
) Influence of Pricing on the Option for Equity Traders
7.27) Why Options on Futures Gives Added Benefit of Diversifying Risk
7.28) Alpha/Beta and Portable Alpha
7.29) Cash Equitization – Cash Drag in the Cross Hairs
7.30) Transition Management using Stock Index Futures
7.31) Beta Replication and Smart Beta
7.32) Additional Educational Information on Stock Indices

8) ATA summary & account opening procedure

8.01) Automated Trading Accounts (ATA)
8.02)
The ATA Fee Structure
8.03) Defining Overall Risk For Your Account

8.04) Exchanges Traded
8.05) Brokerage Firms
8.06) How Balances Are Guaranteed Plus or Minus Trading
8.07)
How To Open An Account

If you have any questions contact me

Regards,
Peter Knight Advisor

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Privacy Notice

Disclosure

X S&P ATA 2007-2018

OR links     Schedule An Online Review    Bull & Bear Markets 1983 to 2018 

1) Performance summary  8  January 2007 – 31 January 2018

Recommended Starting Balance $25,000.00
Cumulative Net Profit
$326,884.44
Maximum Drawdown
($12,457.00)
Best  Year 2015   +225.15% $56,287.50
Worst Year 2012  +3.60% $900.00
2007-2018 Average   +117.97% $29,493.33
2018   +67.51% $16,876.44

2) About Performance 

3) Monthly and Annual Performance

Disclosure

4) What We’re Trading and Full Disclosure How

4.1) What S&P Futures Are, Where and How They Trade
4.2) Defining Trend, Trade Duration & Number of Contracts Traded
4.3) Defining Risk On Every Trade and Duration of Every Trading Period
4.4) Bull & Bear Markets 1983 to 2018
4.5) 1985-2018 chart (using monthly data)

5)    Online Review Links
5.1)  Schedule an online

6) Program Structure and Account Opening Procedure

6.1) Automated Trading Accounts (ATA), What They Are and How They Work
6.2) Fee Structure
6.3) Defining Overall Risk For Your Account Before the First Trade Goes On
6.4) How Balances Are Guaranteed Plus or Minus Trading Activity
6.5) How To Open An Account

7) Other Markets Traded Using This Strategy

7.1) U.S. Futures markets
7.2) European Futures markets
7.3) Any stock in the S&P 500 with options liquidity
7.4) Any of the top 100 performing stocks with options liquidity 

If you have questions or comments send us a message or  schedule an online review

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Disclosure

 

SP-C


Performance January 2007 – December 2021

Recommended Starting Balance $35,000.00
Cumulative Net Profit
$364,127.34
Maximum Drawdown (43.61%)
($15,264.49)
Best Year 2015 +160.82% $56,287.50
Worst Year 2012 +2.57% $900.00
2007-2020 Average +69.36% $24,275.16
2021 (5.28%)
($1,846.99)

The minimum on this program was raised in January 2020 from $25,000 to $35,000

Performance is based on trading one $35,000 unit, never adding units and withdrawing all net profits annually. SP-C uses leverage and has a realistic risk factor of $20,000 USD per unit if you are not in a position to comfortably assume this risk you should not participate in this program.

Risk Disclosure                  Defining Account Risk

About this S&P program (9:23)

1) Disclosure of Trading Methodology (21:56)

Send a message if you have questions.

1.01) 2000 – 2020 chart
1.02) 10 Year Chart, Monthly Data
1.03) 5 Year Chart, Weekly Data
1.04) 1 Year Chart, Daily Data
1.05) 1 Month using 60 minute data

1.06) Today’s using 5 minute data
1.07) Today’s Technical Opinion
1.08) Ranges & Price Performance
1.09) Support & Resistance
1.10) Barchart Quotes, All Deliveries
1.11) Barchart Options Quotes
1.12) CME Futures Quotes, All Deliveries
1.13) CME Option Quotes

1.14) Contract Specifications each 1.00 = $50.00
1.15) Exchange Margin Requirement
1.16) SP 500 Collar Spreadsheet

2) Educational

2.01) Basics of the Futures
2.02) Basics of Futures Options
2.03) S&P Educational Videos and Links
2.04) Introduction to Order Types
2.05) Detailed Description of Order Types With Examples
2.06) Understanding Futures Margin Requirements
2.07) Understanding Moving Averages
2.08) Understanding Support and Resistance
2.09) About Bollinger Bands & How to Set Them
2.10) Defining Trend, Trade Duration & Number of Contracts Traded
2.11) Explaining Call Options (Short and Long)
2.12) Explaining Put Options (Short and Long)
2.13) Option Collars
2.14) Working Examples of Collaring Positions and Potential Profit/Loss
2.15) 20 year chart of the S&P Priced in Gold
2.16) Test this strategy on any Bull or Bear market from 1983 to 2018
2.17)
Test this strategy on any of these 17 related and unrelated markets
2.18) Quotes, charts and analysis for all 500 stocks
2.19) SEC filings & information for all 500 stocks

3) The Importance of Trading Long and Short (3:23)

Analysis Page Educational Videos & Resources Send a Message

3.1) Full Disclosure of trading Methodology
3.2) All Bull & Bear Markets
3.3) Excel Spreadsheet 1927-2018 historical data and inflation adjusted
3.4) U.S. Stock Index futures we trade
3.5) European Stock Index futures we trade
3.6) Asian Stock Index Futures
3.7) Why Trade Futures Instead of ETFs?
3.8) A Cost Comparison – Futures versus ETFs
3.9) Top 100 Exchange Traded Funds (ETFs)

4) Program Structure and Account Opening Procedure

4.1) (ATA’s), What They Are and How They Work
4.2) The Fee Structure For This Program
4
.3) Defining Overall Risk For Your Account
4
.4) How Balances Are Guaranteed Plus or Minus Trading
4
.5) How To Open An Account

If you have any questions contact me.

Regards,
Peter Knight

—————————————————————-

Privacy Notice

Risk Disclosure