Finals 27 January 2023

Sections
1) Chart links to duplicate our trades as they occur 
2-4) Intraday and settlement position & performance updates
5) January 2014 – December 2022 net performance by market and period traded
6) How to create your own allocation trading any combination of the ATAs below
Set up on Barchart to track our trades intraday
2014-2022  allocation performance studies

Previous daily performance & position updates

1) Click on any market & time-period & follow these simplified trading rules
Red (EMA 9) chart line above blue (EMA 18) = long
Red (EMA 9) below blue (EMA 18) = short

Contract Specs, & Margins
1-Hour Charts
3-Hour
Charts
5-Hour Charts
Daily   Charts
Weekly Charts
Monthly Charts
O
S&R Mini & Micro Margins
SP 500 ES 1H ES 3H ES 5H ES D ES W ES M O S&R ES ET
NASDAQ NQ 1H NQ 3H NQ 5H NQ D NQ W NQ M O S&R NQ NM
Gold GC 1H GC 3H GC 5H GC D GC W GC M O S&R QO GR
Silver SI 1H SI 3H SI 5H SI D SI W SI M O S&R  QI SO
Copper HG 1H HG 3H HG 5H HG D HG W HG M O S&R QC QL
Australian A6 1H A6 3H A6 5H A6 D A6 W A6 M O S&R MG
Canadian D6 1H D6 3H D6 5H D6 D D6 W D6 M O S&R WK
Swiss S6 1H S6 3H S6 5H S6 D S6 W S6 M O S&R  WN
Euro E6 1H E6 3H E6 5H E6 D E6 W E6 M O S&R E7 MF
Pound B6 1H B6 3H B6 5H B6 D B6 W B6 M O S&R MB
Yen J6 1H J6 3H J6 5H J6 D J6 W J6 M O S7R J7
Dollar Index DX 1H DX 3H DX 5H DX D DX W DX M O S&R
Crude Oil CL 1H CL 3H CL 5H CL D CL W CL M O S&R QM CY
Natural Gas NG 1H NG 3H NG 5H NG D NG W NG M O S&R QG
3 Month GE 1H GE 3H GE 5H GE D GE W GE M O S&R
Euro Stoxx 50
FX-H1
FX 3H FX 5H FX D FX W FX M O S&R JH
Dax Index
DY-1H
DY 3H DY 5H DY D DY W DY M O S&R TM   JM
FTSE 100
X-1H
X 3H X 5H X D X W X M O S&R
Green = long    Red = Short  On deck to reverse = Bright Blue
NASDAQ = S&P Spread
1H
3H
5H D W
M
About Index Spreads
100.00 – contract price = rate 
1H
3H
5H D W
M
What we’re trading
Disclosure

2) Performance trading the 1 hour 9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are published here

One Hour Finals 27 January 2023
Position valuation spreadsheet – 1 hour 9-18 settlement 27 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Silver SI 1H Rev-to-Short 23.850
00:00 27-Jan
Pound B6 1H Rev-to-Short 1.2387
00:00 27-Jan
Yen J6 1H Rev-to-long 0.7745
06:00 27-Jan
Copper HG 1H Rev-to-Short 4.2490
08:00 27-Jan
Australian A6 1H Rev-to-Short 0.7120
08:00 27-Jan
Yen J6 1H Rev-to-Short 0.7745
10:00 27-Jan
Crude Oil CL 1H Rev-to-Short 80.40
10:00 27-Jan
Pound B6 1H Rev-to-long 1.2401
13:00 27-Jan
Disclosure

3) Performance trading the 3 hour 9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are
published here

Three Hour Finals 27 January 2023
Position valuation spreadsheet – 3 hour settlement 27 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Copper HG 3H Rev-to-long 4.2665 12:00 26-Jan
Swiss S6 3H Rev-to-Short 1.0917 18:00 26-Jan
Silver SI 3H Rev-to-Short 23.70 06:00 27-Jan
Copper HG 3H Rev-to-Short 4.1960 06:00 27-Jan
Euro E6 3H Rev-to-Short 1.0894 06:00 27-Jan
Dollar Index DX 3H Rev-to-long 101.75 06:00 27-Jan
Crude Oil CL 3H Rev-to-Short 79.30
06:00 27-Jan
All remaining positions were maintained
Disclosure

4) Performance trading the 5 hour  9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are published here

Five Hour Finals 27 January 2023
Position valuation spreadsheet – 5 hour settlement 27 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Swiss S6 5H Rev-to-Short 1.0898 20:00 26-Jan
Gold GC 5H Rev-to-Short 1928.20 00:00 27-Jan
Silver SI 5H Rev-to-Short 23.70 05:00 27-Jan
Euro E6 5H Rev-to-Short 1.0892 10:00 27-Jan
Dollar Index DX 5H Rev-to-long 101.78 10:00 27-Jan
Crude Oil CL 5H Rev-to-Short 79.66
10:00 27-Jan
All remaining positions were maintained
Disclosure

5) January 2014 – December 2022 net per contract & period traded
—-
We’re using the same EMA 9-18  for all markets and periods traded

    • Click on net gain, example $640,447 a spreadsheet will open containing all data, every calculation, all trades, monthly-annual performance.
    • Performance represented is trading a single contact deducting a minimum of $50.00 per trade for bid/ask spreads and brokerage.
    • Drawdowns are measured from the highest high to lowest low prior to recovery
Contracts Specs
& Margins
1 Hour
Net Gain
Draw-
down
  3 Hour  Net Gain
Draw-
down
  5 Hour  Net Gain
Draw-
down
ES SP 500 $640,447 $21,239   $416,607 $17,905   $325,845 $33,525
ET SP 500 Micro $64,045 $2,124   $41,661 $1,791   $31,687 $4,250
NQ Nasdaq $799,621 $36,500   $491,564 $36,315   $346,307 $39,893
NM Nasdaq Micro $79,961 $3,650   $49,156 $3,662   $34,631 $3,989
GC Gold 100  $368,040 $14,420   $298,550 $18,060   $257,747 $30,000
QO Gold 50  $184,020 $7,210   $149,275 $9,030   $127,508 $15,000
GR Gold 10  $36,804 $1,442   $29,855 $1,806   $23,316 $3,756
SI Silver 5000 $465,913 $17,960   $333,810 $29,088   $341,148 $30,188
QI Silver 2500 $282,957 $8,980   $166,905 $14,544   $170,573 $15,189
SO Silver 1000 $93,183 $3,592   $66,762 $5,817   $65,426 $6,038
HG  Copper $280,775 $15,043   $160,512 $18,138   $154,485 $19,362
QC Mini Copper $140,387 $7,521   $80,256 $9,069   $77,242 $9,681
QL Micro Copper $28,077 $1,504   $16,051 $1,814   $15,448 $1,936
A6 AUD $172,215 $5,980   $92,420 $6,900   $77,311 $5,980
D6 CAD $99,990 $4,910   $80,260 $6,740   $74,652 $4,705
S6 CHF $259,362 $7,800   $147,515 $5,610   $162,343 $11,238
E6 EUR $286,118 $6,550   $161,056 $11,250   $154,377 $11,444
E7 Mini EUR $143,059 $3,275   $80,528 $5,652   $77,188 $5,722
B6 GBP $181,693 $4,450   $138,831 $7,238   $88,670 $6,738
J6  JPY $227,056 $5,325   $136,743 $7,388   $113,296 $8,581
J7 Mini JPY $113,528 $2,663   $68,371 $3,694   $56,648 $4,291
DX USD $160,530 $4,295   $111,605 $6,195   $95,677 $5,648
CL Crude Oil $355,720 $25,330   $310,630 $15,870   $293,372 $20,690
QM Crude Mini $177,860 $12,665   $155,315 $7,935   $146,686 $10,345
CY Crude Micro $35,572 $2,533   $35,572 $1,587   $29,337 $2,069
Disclosure

Clients can set their risk tolerance at any level but it should be realistic. In 2023 with the benefit of hindsight, diversification and optimization a capable analyst with access to 6,200 hedgefunds, CTA’s and trading programs could optimize actual or hypothetical performance and produce an allocation where there are no losing months over a 9 year period (allocations 21 & 47 are two) of the 50 allocations posted here. To get a realistic handle on risk I’d recommend you start with mini & micro contacts or track actual trades as they occur.

2) Using this spreadsheet you can create your own allocation and immediately review 2014-2022 performance.

    • Download and enable editing (allow 15-45 seconds)
    • Enter markets and number of contracts traded in columns I-K rows 19-43
    • Minimum start balance shows in cell H-29 or enter your own in cell H-29
    • Cumulative profit net of all spreads and fees, cell H-20
    • Maximum month-on-month drawdown cell H-22
    • Risk tolerance (what you should be prepared to risk) cell H-31
    • Monthly and annual performance columns B-H
    • Performance by market columns l-IX

Any allocation can be traded automatically for your account.

Using any reasonable risk tolerance & maintenance balance

Additional Information

About Automated Trading Accounts (ATAs) Hedge Funds CTA’s and Trading programs
Track trades as they occur Hybrid performance 
Performance by sector and period traded 2007-2022 performance – Gold Option Write Hedge
Create your own EMA ATA allocation  Educational Resources
Defining Overall Risk for Your ATA Account Futures General Information
ATA Fee Structure Options General Information
Brokerage Firms Report – Inflation Preception vs. Reality
How Funds Are Protected Report Monetization of 30+ trillion in U.S. Debt
Open An Account What Monetary Fairy is going to replace the Fed?

If you’d like to learn more about Automated Trading Accounts (ATAs) contact me on +340-244-4310 or Skype Peter Knight Advisor  in less than 15 minutes I’ll show you how to generate trades in the markets and periods of your choice and how to track them on Barchart intra-day as trades occur.  My current date & time is January 30, 2023 1:27 am I’m available from 7 am to 7 pm Monday through Thursday, 7 am to 1 pm on Fridays, if I’m not available, text, Skype or on site message me  with a call back date and time (please use your local time zone)

Peter Knight Advisor
Direct VI Phone 24/7 +340 244 4310
Skype:: Peter Knight Advisor
Message me

Peter_Knight@peterknightadvisor.com


Disclosure

 

Finals 26 January 2023

Sections
1) Chart links to duplicate our trades as they occur 
2-4) Intraday and settlement position & performance updates
5) January 2014 – December 2022 net performance by market and period traded
6) How to create your own allocation trading any combination of the ATAs below
Set up on Barchart to track our trades intraday
2014-2022  allocation performance studies
Previous daily reports posted here

1) Click on any market & time-period & follow these simplified trading rules
Red (EMA 9) chart line above blue (EMA 18) = long
Red (EMA 9) below blue (EMA 18) = short

Contract Specs, & Margins
1-Hour Charts
3-Hour
Charts
5-Hour Charts
Daily   Charts
Weekly Charts
Monthly Charts
O
S&R Mini & Micro Margins
SP 500 ES 1H ES 3H ES 5H ES D ES W ES M O S&R ES ET
NASDAQ NQ 1H NQ 3H NQ 5H NQ D NQ W NQ M O S&R NQ NM
Gold GC 1H GC 3H GC 5H GC D GC W GC M O S&R QO GR
Silver SI 1H SI 3H SI 5H SI D SI W SI M O S&R  QI SO
Copper HG 1H HG 3H HG 5H HG D HG W HG M O S&R QC QL
Australian A6 1H A6 3H A6 5H A6 D A6 W A6 M O S&R MG
Canadian D6 1H D6 3H D6 5H D6 D D6 W D6 M O S&R WK
Swiss S6 1H S6 3H S6 5H S6 D S6 W S6 M O S&R  WN
Euro E6 1H E6 3H E6 5H E6 D E6 W E6 M O S&R E7 MF
Pound B6 1H B6 3H B6 5H B6 D B6 W B6 M O S&R MB
Yen J6 1H J6 3H J6 5H J6 D J6 W J6 M O S7R J7
Dollar Index DX 1H DX 3H DX 5H DX D DX W DX M O S&R
Crude Oil CL 1H CL 3H CL 5H CL D CL W CL M O S&R QM CY
Natural Gas NG 1H NG 3H NG 5H NG D NG W NG M O S&R QG
3 Month GE 1H GE 3H GE 5H GE D GE W GE M O S&R
Euro Stoxx 50
FX-H1
FX 3H FX 5H FX D FX W FX M O S&R JH
Dax Index
DY-1H
DY 3H DY 5H DY D DY W DY M O S&R TM   JM
FTSE 100
X-1H
X 3H X 5H X D X W X M O S&R
Green = long    Red = Short  On deck to reverse = Bright Blue
NASDAQ = S&P Spread
1H
3H
5H D W
M
About Index Spreads
100.00 – contract price = rate 
1H
3H
5H D W
M
What we’re trading
Disclosure

2) Performance trading the 1 hour 9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are published here

One Hour Finals 26 January 2023
Position valuation spreadsheet – 1 hour 9-18 settlement 26 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Gold GC 1H Rev-to-Short 1938.00
03:00 26-Jan
Silver SI 1H Rev-to-Short 23.780
03:00 26-Jan
Silver SI 1H Rev-to-long 24.000
03:00 26-Jan
Yen J6 1H Rev-to-Short 0.7745
04:00 26-Jan
Canadian D6 1H Rev-to-long 0.7478
06:00 26-Jan
Euro E6 1H Rev-to-Short 1.0925
06:00 26-Jan
Dollar Index DX 1H Rev-to-long 101.685
09:00 26-Jan
Swiss S6 1H Rev-to-Short 1.09315
09:00 26-Jan
Disclosure

3) Performance trading the 3 hour 9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are
published here

Three Hour Finals 26 January 2023
Position valuation spreadsheet – 3 hour settlement 26 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Canadian D6 3H Rev-to-Short 0.7467
15:00 25-Jan
Crude Oil CL 3H Rev-to-long 82.00
06:00 26-Jan
Canadian D6 3H Rev-to-long 0.7500
06:00 26-Jan
Gold GC 3H Rev-to-Short 1931.70
06:00 26-Jan
All remaining positions were maintained
Disclosure

4) Performance trading the 5 hour  9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are published here

Five Hour Finals 26 January 2023
Position valuation spreadsheet – 5 hour settlement 26 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Pound B6 5H  Rev-to-long   1.2385
10:00  25-Jan 
Swiss S6 5H  Rev-to-long  1.0933
15:00  25-Jan
Crude Oil CL 5H Rev-to-long  81.09
15:00  26-Jan
All remaining positions were maintained
Disclosure

5) January 2014 – December 2022 net per contract & period traded
—-
We’re using the same EMA 9-18  for all markets and periods traded

    • Click on net gain, example $640,447 a spreadsheet will open containing all data, every calculation, all trades, monthly-annual performance.
    • Performance represented is trading a single contact deducting a minimum of $50.00 per trade for bid/ask spreads and brokerage.
    • Drawdowns are measured from the highest high to lowest low prior to recovery
Contracts Specs
& Margins
1 Hour
Net Gain
Draw-
down
  3 Hour  Net Gain
Draw-
down
  5 Hour  Net Gain
Draw-
down
ES SP 500 $640,447 $21,239   $416,607 $17,905   $325,845 $33,525
ET SP 500 Micro $64,045 $2,124   $41,661 $1,791   $31,687 $4,250
NQ Nasdaq $799,621 $36,500   $491,564 $36,315   $346,307 $39,893
NM Nasdaq Micro $79,961 $3,650   $49,156 $3,662   $34,631 $3,989
GC Gold 100  $368,040 $14,420   $298,550 $18,060   $257,747 $30,000
QO Gold 50  $184,020 $7,210   $149,275 $9,030   $127,508 $15,000
GR Gold 10  $36,804 $1,442   $29,855 $1,806   $23,316 $3,756
SI Silver 5000 $465,913 $17,960   $333,810 $29,088   $341,148 $30,188
QI Silver 2500 $282,957 $8,980   $166,905 $14,544   $170,573 $15,189
SO Silver 1000 $93,183 $3,592   $66,762 $5,817   $65,426 $6,038
HG  Copper $280,775 $15,043   $160,512 $18,138   $154,485 $19,362
QC Mini Copper $140,387 $7,521   $80,256 $9,069   $77,242 $9,681
QL Micro Copper $28,077 $1,504   $16,051 $1,814   $15,448 $1,936
A6 AUD $172,215 $5,980   $92,420 $6,900   $77,311 $5,980
D6 CAD $99,990 $4,910   $80,260 $6,740   $74,652 $4,705
S6 CHF $259,362 $7,800   $147,515 $5,610   $162,343 $11,238
E6 EUR $286,118 $6,550   $161,056 $11,250   $154,377 $11,444
E7 Mini EUR $143,059 $3,275   $80,528 $5,652   $77,188 $5,722
B6 GBP $181,693 $4,450   $138,831 $7,238   $88,670 $6,738
J6  JPY $227,056 $5,325   $136,743 $7,388   $113,296 $8,581
J7 Mini JPY $113,528 $2,663   $68,371 $3,694   $56,648 $4,291
DX USD $160,530 $4,295   $111,605 $6,195   $95,677 $5,648
CL Crude Oil $355,720 $25,330   $310,630 $15,870   $293,372 $20,690
QM Crude Mini $177,860 $12,665   $155,315 $7,935   $146,686 $10,345
CY Crude Micro $35,572 $2,533   $35,572 $1,587   $29,337 $2,069
Disclosure

Clients can set their risk tolerance at any level but it should be realistic. In 2023 with the benefit of hindsight, diversification and optimization a capable analyst with access to 6,200 hedgefunds, CTA’s and trading programs could optimize actual or hypothetical performance and produce an allocation where there are no losing months over a 9 year period (allocations 21 & 47 are two) of the 50 allocations posted here. To get a realistic handle on risk I’d recommend you start with mini & micro contacts or track actual trades as they occur.

2) Using this spreadsheet you can create your own allocation and immediately review 2014-2022 performance.

    • Download and enable editing (allow 15-45 seconds)
    • Enter markets and number of contracts traded in columns I-K rows 19-43
    • Minimum start balance shows in cell H-29 or enter your own in cell H-29
    • Cumulative profit net of all spreads and fees, cell H-20
    • Maximum month-on-month drawdown cell H-22
    • Risk tolerance (what you should be prepared to risk) cell H-31
    • Monthly and annual performance columns B-H
    • Performance by market columns l-IX

Any allocation can be traded automatically for your account.

Using any reasonable risk tolerance & maintenance balance

Additional Information

About Automated Trading Accounts (ATAs) Hedge Funds CTA’s and Trading programs
Track trades as they occur Hybrid performance 
Performance by sector and period traded 2007-2022 performance – Gold Option Write Hedge
Create your own EMA ATA allocation  Educational Resources
Defining Overall Risk for Your ATA Account Futures General Information
ATA Fee Structure Options General Information
Brokerage Firms Report – Inflation Preception vs. Reality
How Funds Are Protected Report Monetization of 30+ trillion in U.S. Debt
Open An Account What Monetary Fairy is going to replace the Fed?

If you’d like to learn more about Automated Trading Accounts (ATAs) contact me on +340-244-4310 or Skype Peter Knight Advisor  in less than 15 minutes I’ll show you how to generate trades in the markets and periods of your choice and how to track them on Barchart intra-day as trades occur.  My current date & time is January 30, 2023 1:27 am I’m available from 7 am to 7 pm Monday through Thursday, 7 am to 1 pm on Fridays, if I’m not available, text, Skype or on site message me  with a call back date and time (please use your local time zone)

Peter Knight Advisor
Direct VI Phone 24/7 +340 244 4310
Skype:: Peter Knight Advisor
Message me

Peter_Knight@peterknightadvisor.com


Disclosure

 

Finals 25 January 2023

Sections
1) Chart links to duplicate our trades as they occur 
2-4) Intraday and settlement position & performance updates
5) January 2014 – December 2022 net performance by market and period traded
6) How to create your own allocation trading any combination of the ATAs below
Set up on Barchart to track our trades intraday
Previous daily summaries and reports
2014-2022  allocation performance studies

1) Click on any market & time-period & follow these simplified trading rules
Red (EMA 9) chart line above blue (EMA 18) = long
Red (EMA 9) below blue (EMA 18) = short

Contract Specs, & Margins
1-Hour Charts
3-Hour
Charts
5-Hour Charts
Daily   Charts
Weekly Charts
Monthly Charts
O
S&R Mini & Micro Margins
SP 500 ES 1H ES 3H ES 5H ES D ES W ES M O S&R ES ET
NASDAQ NQ 1H NQ 3H NQ 5H NQ D NQ W NQ M O S&R NQ NM
Gold GC 1H GC 3H GC 5H GC D GC W GC M O S&R QO GR
Silver SI 1H SI 3H SI 5H SI D SI W SI M O S&R  QI SO
Copper HG 1H HG 3H HG 5H HG D HG W HG M O S&R QC QL
Australian A6 1H A6 3H A6 5H A6 D A6 W A6 M O S&R MG
Canadian D6 1H D6 3H D6 5H D6 D D6 W D6 M O S&R WK
Swiss S6 1H S6 3H S6 5H S6 D S6 W S6 M O S&R  WN
Euro E6 1H E6 3H E6 5H E6 D E6 W E6 M O S&R E7 MF
Pound B6 1H B6 3H B6 5H B6 D B6 W B6 M O S&R MB
Yen J6 1H J6 3H J6 5H J6 D J6 W J6 M O S7R J7
Dollar Index DX 1H DX 3H DX 5H DX D DX W DX M O S&R
Crude Oil CL 1H CL 3H CL 5H CL D CL W CL M O S&R QM CY
Natural Gas NG 1H NG 3H NG 5H NG D NG W NG M O S&R QG
3 Month GE 1H GE 3H GE 5H GE D GE W GE M O S&R
Euro Stoxx 50
FX-H1
FX 3H FX 5H FX D FX W FX M O S&R JH
Dax Index
DY-1H
DY 3H DY 5H DY D DY W DY M O S&R TM   JM
FTSE 100
X-1H
X 3H X 5H X D X W X M O S&R
Green = long    Red = Short  On deck to reverse = Bright Blue
NASDAQ = S&P Spread
1H
3H
5H D W
M
About Index Spreads
100.00 – contract price = rate 
1H
3H
5H D W
M
What we’re trading
Disclosure

2) Performance trading the 1 hour 9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are published here

One Hour Finals 25 January 2023
Position valuation spreadsheet – 1 hour 9-18 settlement 25 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
SP 500 ES 1H Rev-to-Short 4020.25
17:00 24-Jan
NASDAQ NQ 1H Rev-to-Short 11850.00
17:00 24-Jan
Yen J6 1H Rev-to-Short 0.7724
18:00 24-Jan
Copper HG 1H Rev-to-long 4.2650
19:00 24-Jan
Canadian D6 1H Rev-to-long 0.74855
21:00 24-Jan
Gold GC 1H Rev-to-Short 1930.00
21:00 24-Jan
Copper HG 1H Rev-to-Short 4.2470
02:00 25-Jan
Silver SI 1H Rev-to-Short 23.665
02:00 25-Jan
Canadian D6 1H Rev-to-Short 0.74800
02:00 25-Jan
Yen J6 1H Rev-to-long 0.7745
02:00 25-Jan
Dollar Index DX 1H Rev-to-long 101.79
04:00 25-Jan
Euro E6 1H Rev-to-Short 1.0900
04:00 25-Jan
Swiss S6 1H Rev-to-long 1.0910 06:00 25-Jan
Euro E6 1H Rev-to-long 1.0925
08:00 25-Jan
Pound B6 1H Rev-to-long 1.2365
08:00 25-Jan
Dollar Index DX 1H Rev-to-Short 101.60
08:00 25-Jan
Gold GC 1H Rev-to-long 1933.80
10:00 25-Jan
Silver SI 1H Rev-to-long 23.745
10:00 25-Jan
SP 500 ES 1H Rev-to-long 4018.75
13:00 25-Jan
Copper HG 1H Rev-to-long 4.2515 13:00 25-Jan
NASDAQ NQ 1H Rev-to-long 11859.00
13:00 25-Jan
Crude Oil CL 1H Rev-to-long 80.57
15:00 25-Jan
Disclosure

3) Performance trading the 3 hour 9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are
published here

Three Hour Finals 25 January 2023
Position valuation spreadsheet – 3 hour settlement 25 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Gold GC 3H Rev-to-Short 1923.40
03:00 25-Jan
SP 500 ES 3H Rev-to-Short 3974.75
03:00 25-Jan
NASDAQ NQ 3H Rev-to-Short 11666.25
06:00 25-Jan
Swiss S6 3H Rev-to-long 1.0910
06:00 25-Jan
Gold GC 3H Rev-to-long 1937.4
09:00 25-Jan
Yen J6 3H Rev-to-long 0.7759
09:00 25-Jan
Silver SI 3H Rev-to-long 23.750
09:00 25-Jan
SP 500 ES 3H Rev-to-long 4010.00
12:00 25-Jan
Pound B6 3H Rev-to-long 1.2407
12:00 25-Jan
         
All remaining positions were maintained
Disclosure

4) Performance trading the 5 hour  9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are published here

Five Hour Finals 25 January 2023
Position valuation spreadsheet – 5 hour settlement 25 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Silver SI 5H Rev-to-Short 23.730 05:00 23-Jan
Crude Oil CL 5H Rev-to-Short 80.49
00:00 25-Jan
Pound B6 5H Rev-to-Short 1.2350
00:00 25-Jan
Copper HG 5H Rev-to-Short 4.2325
05:00 25-Jan
Silver SI 5H Rev-to-long 24.020
15:00 25-Jan
All remaining positions were maintained
Disclosure

5) January 2014 – December 2022 net per contract & period traded
—-
We’re using the same EMA 9-18  for all markets and periods traded

    • Click on net gain, example $640,447 a spreadsheet will open containing all data, every calculation, all trades, monthly-annual performance.
    • Performance represented is trading a single contact deducting a minimum of $50.00 per trade for bid/ask spreads and brokerage.
    • Drawdowns are measured from the highest high to lowest low prior to recovery
Contracts Specs
& Margins
1 Hour
Net Gain
Draw-
down
  3 Hour  Net Gain
Draw-
down
  5 Hour  Net Gain
Draw-
down
ES SP 500 $640,447 $21,239   $416,607 $17,905   $325,845 $33,525
ET SP 500 Micro $64,045 $2,124   $41,661 $1,791   $31,687 $4,250
NQ Nasdaq $799,621 $36,500   $491,564 $36,315   $346,307 $39,893
NM Nasdaq Micro $79,961 $3,650   $49,156 $3,662   $34,631 $3,989
GC Gold 100  $368,040 $14,420   $298,550 $18,060   $257,747 $30,000
QO Gold 50  $184,020 $7,210   $149,275 $9,030   $127,508 $15,000
GR Gold 10  $36,804 $1,442   $29,855 $1,806   $23,316 $3,756
SI Silver 5000 $465,913 $17,960   $333,810 $29,088   $341,148 $30,188
QI Silver 2500 $282,957 $8,980   $166,905 $14,544   $170,573 $15,189
SO Silver 1000 $93,183 $3,592   $66,762 $5,817   $65,426 $6,038
HG  Copper $280,775 $15,043   $160,512 $18,138   $154,485 $19,362
QC Mini Copper $140,387 $7,521   $80,256 $9,069   $77,242 $9,681
QL Micro Copper $28,077 $1,504   $16,051 $1,814   $15,448 $1,936
A6 AUD $172,215 $5,980   $92,420 $6,900   $77,311 $5,980
D6 CAD $99,990 $4,910   $80,260 $6,740   $74,652 $4,705
S6 CHF $259,362 $7,800   $147,515 $5,610   $162,343 $11,238
E6 EUR $286,118 $6,550   $161,056 $11,250   $154,377 $11,444
E7 Mini EUR $143,059 $3,275   $80,528 $5,652   $77,188 $5,722
B6 GBP $181,693 $4,450   $138,831 $7,238   $88,670 $6,738
J6  JPY $227,056 $5,325   $136,743 $7,388   $113,296 $8,581
J7 Mini JPY $113,528 $2,663   $68,371 $3,694   $56,648 $4,291
DX USD $160,530 $4,295   $111,605 $6,195   $95,677 $5,648
CL Crude Oil $355,720 $25,330   $310,630 $15,870   $293,372 $20,690
QM Crude Mini $177,860 $12,665   $155,315 $7,935   $146,686 $10,345
CY Crude Micro $35,572 $2,533   $35,572 $1,587   $29,337 $2,069
Disclosure

Clients can set their risk tolerance at any level but it should be realistic. In 2023 with the benefit of hindsight, diversification and optimization a capable analyst with access to 6,200 hedgefunds, CTA’s and trading programs could optimize actual or hypothetical performance and produce an allocation where there are no losing months over a 9 year period (allocations 21 & 47 are two) of the 50 allocations posted here. To get a realistic handle on risk I’d recommend you start with mini & micro contacts or track actual trades as they occur.

2) Using this spreadsheet you can create your own allocation and immediately review 2014-2022 performance.

    • Download and enable editing (allow 15-45 seconds)
    • Enter markets and number of contracts traded in columns I-K rows 19-43
    • Minimum start balance shows in cell H-29 or enter your own in cell H-29
    • Cumulative profit net of all spreads and fees, cell H-20
    • Maximum month-on-month drawdown cell H-22
    • Risk tolerance (what you should be prepared to risk) cell H-31
    • Monthly and annual performance columns B-H
    • Performance by market columns l-IX

Any allocation can be traded automatically for your account.

Using any reasonable risk tolerance & maintenance balance

Additional Information

About Automated Trading Accounts (ATAs) Hedge Funds CTA’s and Trading programs
Track trades as they occur Hybrid performance 
Performance by sector and period traded 2007-2022 performance – Gold Option Write Hedge
Create your own EMA ATA allocation  Educational Resources
Defining Overall Risk for Your ATA Account Futures General Information
ATA Fee Structure Options General Information
Brokerage Firms Report – Inflation Preception vs. Reality
How Funds Are Protected Report Monetization of 30+ trillion in U.S. Debt
Open An Account What Monetary Fairy is going to replace the Fed?

If you’d like to learn more about Automated Trading Accounts (ATAs) contact me on +340-244-4310 or Skype Peter Knight Advisor  in less than 15 minutes I’ll show you how to generate trades in the markets and periods of your choice and how to track them on Barchart intra-day as trades occur.  My current date & time is January 30, 2023 1:27 am I’m available from 7 am to 7 pm Monday through Thursday, 7 am to 1 pm on Fridays, if I’m not available, text, Skype or on site message me  with a call back date and time (please use your local time zone)

Peter Knight Advisor
Direct VI Phone 24/7 +340 244 4310
Skype:: Peter Knight Advisor
Message me

Peter_Knight@peterknightadvisor.com


Disclosure

 

Week 838 Gold Option Write/Hedge (GOWH) Position & Performance Update


Sections in this report
1) Monthly, annual performance spreadsheet for weeks 1 through 837 offset positions
2) Current position week 838
3) Offset positions week 837
4) 2007-2023 weekly/annual performance on offset
5) Basics of how this program trades
6) What I like about this program
7) Video walking you through every trade for 2021
8) About automated trading accounts (ATAs)
* Previous weekly updates linked here

1) Gold Option Write Hedge trade-by-trade spreadsheet weeks 1 through 838

2) Gold Option Write Hedge (GOWH) current position week 838

Current chart (Feb 2023 delivery
Currently neutral, trying to buy Feb 23 gold using a put write entry
Wrote one, week 4, 1945 put collecting $21.80 X 100 ounces = $2,180 
Purchased one, week 4, 1900 put to define maximum risk = -3.90 X 100 ounces = -$390.00
Total premium collected net of all bid/ask spreads and fees = $1,712.00
Margin requirement & maximum risk
Put strike write 1945 – put purchase 1900 = $45.00 per ounce X 100 = $4,500

$4,500.00 market risk – net collected premium $1.712 = margin & max risk of $2,488.00
Barchart options quotes
CME options quotes

3) Net gain or loss on offset positions week 837

Market settlment price week 837 = 1,928.40 (February 2023 delivery)
Currently neutral, trying to buy Feb 23 gold using a put write entry

Wrote one, week 3, 1925 put collecting $17.40 X 100 ounces = $1,740.00
This option expired worthless net credit = $1,701.00

Purchased one, week 3, 1890 put to define maximum risk = -6.10 X 100 ounces = -$610.00
Net loss =-$649.00

Total premium collected net of all bid/ask spreads and fees = $1,052.00
Barchart options quotes CME options quotes

4) Gold Option Write Hedge trade-by-trade spreadsheet weeks 1 through 838
__Performance on liquidated positions

Risk Disclosure

Gold Option Write Hedge  is a hedge program for people who already own gold or want to own gold long-term and generate income against it while defining risk strategy on their underlying gold position.  The performance represented is on realized profit or loss (offset positions), the open trade equity on underlying position is disclosed in section 2 of this report.

5) Basics of how this program trades

From neutral we write a slightly out of the money put option weekly collecting time premium, using a percentage of the collected premium buy a deeper out of the money put to define risk, (put credit spread) this procedure is repeated until we’re delivered a long futures position at a lower price.

Once delivered a long position we write a slightly out of the money call weekly collecting time premium, using a percentage of the call premium collected we buy an out of the money put to define risk, (collar) this procedure is repeated until the long futures position is called away at a higher price.

6) What I like about this program

    • On the Majority of trades it collects weekly option income
    • Risk is objectively defined on every trade
    • You get paid to buy gold lower (put write entry), again to sell it higher (call write offset)
    • Trading methodology is fully disclosed enabling performance verification.
    • Very easy track, it trades once a week on Friday’ on or near the settlement
    • Biggest downfall is weathering large open trade losses on the underlying futures positions.

7) Quotes & Charts

Futures Quotes 
Option Quotes
Futures Quotes
Daily Chart
Weekly Chart
Monthly Chart
  • 7) Video walking you through every trade for 2021
8) About Automated Trading Accounts (ATA’s)
x
x

If you have any questions contact me.

Peter Knight Advisor
Direct VI Phone 24/7 +340 244 4310
Skype: Peter-Knight-Advisor
Message me
Peter_Knight@peterknightadvisor.com

—————————————————————

Privacy Notice

Disclosure

 

Finals 24 January 2023


Sections
1) Chart links to duplicate our trades as they occur 
2-4) Intraday and settlement position & performance updates
5) January 2014 – December 2022 net performance by market and period traded
6) How to create your own allocation trading any combination of the ATAs below
Set up on Barchart to track our trades intraday
Previous daily summaries and reports
2014-2022  allocation performance studies

1) Click on any market & time-period & follow these simplified trading rules
Red (EMA 9) chart line above blue (EMA 18) = long
Red (EMA 9) below blue (EMA 18) = short

Contract Specs, & Margins
1-Hour Charts
3-Hour
Charts
5-Hour Charts
Daily   Charts
Weekly Charts
Monthly Charts
O
S&R Mini & Micro Margins
SP 500 ES 1H ES 3H ES 5H ES D ES W ES M O S&R ES ET
NASDAQ NQ 1H NQ 3H NQ 5H NQ D NQ W NQ M O S&R NQ NM
Gold GC 1H GC 3H GC 5H GC D GC W GC M O S&R QO GR
Silver SI 1H SI 3H SI 5H SI D SI W SI M O S&R  QI SO
Copper HG 1H HG 3H HG 5H HG D HG W HG M O S&R QC QL
Australian A6 1H A6 3H A6 5H A6 D A6 W A6 M O S&R MG
Canadian D6 1H D6 3H D6 5H D6 D D6 W D6 M O S&R WK
Swiss S6 1H S6 3H S6 5H S6 D S6 W S6 M O S&R  WN
Euro E6 1H E6 3H E6 5H E6 D E6 W E6 M O S&R E7 MF
Pound B6 1H B6 3H B6 5H B6 D B6 W B6 M O S&R MB
Yen J6 1H J6 3H J6 5H J6 D J6 W J6 M O S7R J7
Dollar Index DX 1H DX 3H DX 5H DX D DX W DX M O S&R
Crude Oil CL 1H CL 3H CL 5H CL D CL W CL M O S&R QM CY
Natural Gas NG 1H NG 3H NG 5H NG D NG W NG M O S&R QG
3 Month GE 1H GE 3H GE 5H GE D GE W GE M O S&R
Euro Stoxx 50
FX-H1
FX 3H FX 5H FX D FX W FX M O S&R JH
Dax Index
DY-1H
DY 3H DY 5H DY D DY W DY M O S&R TM   JM
FTSE 100
X-1H
X 3H X 5H X D X W X M O S&R
Green = long    Red = Short  On deck to reverse = Bright Blue
100.00 – contract price = rate 
1H
3H
5H D W
M
What we’re trading
Disclosure

2) Performance trading the 1 hour 9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are published here

One Hour Finals 24 January 2023
Position valuation spreadsheet – 1 hour 9-18 settlement 24 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Copper HG 1H Rev-to-long  4.2700 03:00 24-Jan
Crude Oil CL 1H Rev-to-Short 81.70
22:00 23=Jan
Dollar Index DX 1H Rev-to-Long 101.70
23:00 23=Jan
Yen J6 1H Rev-to-Long 0.7745
01:00 24=Jan
Silver SI 1H Rev-to-Long 23.75
01:00 24=Jan
Dollar Index DX 1H Rev-to-Long 101.85
03:00 24-Jan
Copper HG 1H Rev-to-Short 4.2550 03:00 24-Jan
Silver SI 1H Rev-to-Short 23.615
07:0024-Jan
Yen J6 1H Rev-to-Short 0.77200
07:00 24-Jan
Australian A6 1H Rev-to-Short 0.70200
08:00 24=Jan
SP 500 ES 1H Rev-to-Short 4012.50
08:00 24=Jan
Canadian D6 1H Rev-to-Short 0.74675 08:00 24-Jan
Silver SI 1H Rev-to-Long 23.800
09:00 24-Jan
Australian A6 1H Rev-to-Long 0.7050
09:00 24-Jan
SP 500 ES 1H Rev-to-Long 4027.25
10:00 24-Jan
Yen J6 1H Rev-to-Long 0.77375 11:00 24-Jan
Silver SI 1H Rev-to-Long 23.735
11:00 24-Jan
Euro E6 1H Rev-to-Long 1.09185
12:00 24-Jan
Dollar Index DX 1H Rev-to-Short  101.70 14:00 24-Jan 
Disclosure

3) Performance trading the 3 hour 9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are
published here

Three Hour Finals 24 January 2023
Position valuation spreadsheet – 3 hour settlement 24 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Pound B6 3H Rev-to-Short 1.2300 03:00 24-Jan
Copper HG 3H Rev-to-Short 4.2415 06:00 24-Jan
Crude Oil CL 3H Rev-to-Short 80.20 06:00 24-Jan
All remaining positions were maintained
Disclosure

4) Performance trading the 5 hour  9-18 EMA
Net performance trading full size contracts, for micro traders divide by 10
Previous days are published here

Five Hour Finals 24 January 2023
Position valuation spreadsheet – 5 hour settlement 24 January 2023
Green = Reversed to long, Red = Reversed to short, LTN = Liquidated to neutral

Market Chart Link
Trade Price Chart Time Bar
Australian A6 5H Rev-to-Long 0.69855
00:00 22-Jan
SP 500 ES 5H Rev-to-Long 3985.50
00:00 23-Jan
Swiss S6 5H Rev-to-Short 1.0905
00:00 23-Jan
         
All remaining positions were maintained
Disclosure

5) January 2014 – December 2022 net per contract & period traded
—-
We’re using the same EMA 9-18  for all markets and periods traded

    • Click on net gain, example $640,447 a spreadsheet will open containing all data, every calculation, all trades, monthly-annual performance.
    • Performance represented is trading a single contact deducting a minimum of $50.00 per trade for bid/ask spreads and brokerage.
    • Drawdowns are measured from the highest high to lowest low prior to recovery
Contracts Specs
& Margins
1 Hour
Net Gain
Draw-
down
  3 Hour  Net Gain
Draw-
down
  5 Hour  Net Gain
Draw-
down
ES SP 500 $640,447 $21,239   $416,607 $17,905   $325,845 $33,525
ET SP 500 Micro $64,045 $2,124   $41,661 $1,791   $31,687 $4,250
NQ Nasdaq $799,621 $36,500   $491,564 $36,315   $346,307 $39,893
NM Nasdaq Micro $79,961 $3,650   $49,156 $3,662   $34,631 $3,989
GC Gold 100  $368,040 $14,420   $298,550 $18,060   $257,747 $30,000
QO Gold 50  $184,020 $7,210   $149,275 $9,030   $127,508 $15,000
GR Gold 10  $36,804 $1,442   $29,855 $1,806   $23,316 $3,756
SI Silver 5000 $465,913 $17,960   $333,810 $29,088   $341,148 $30,188
QI Silver 2500 $282,957 $8,980   $166,905 $14,544   $170,573 $15,189
SO Silver 1000 $93,183 $3,592   $66,762 $5,817   $65,426 $6,038
HG  Copper $280,775 $15,043   $160,512 $18,138   $154,485 $19,362
QC Mini Copper $140,387 $7,521