Trading U.S. Short-term Rates Higher (Draft)

Reported inflation coming in at 5.40% true inflation above 7.00% rates are going to rise. I see 3 month deposit rates moving from 0.20% to as high as 1.20% by June 2022.

At 1.20% the position disclosed in this report will increase in value from $125,000 to $625,000 generating a net profit of +$490,250, per $200,000 invested, +245.13%.

For this position to be stopped out 3 month deposit rates would have to go negative 0.06%.


Sources & Data Spreadsheet

What I’m trading

3 month rate futures (Eurodollars) represent the interest on $1,000,000 for 3 months outside the Tresury system, each 0.01 change in rate equals a $25.00 change in contract value, a 1.00% move $2,500 per contact.

How it works

As rates rise the contact price falls. To convert contact price into the rate it represents take 100.0000 –  the contact price = the rate.


1981 2021 3 Month Rate Price Data Spreadsheet

To calculate contract’s value take the rate and multiply it by $2,500.00 USD.


3 Month Rate, Contract Price, Contract Value

My position

On 23 September 2021 the market was pricing in a rate of 0.20% on or before June 2022,

    • I’m short 250 contracts for June 2022 delivery at 99.8000 representing a rate of 0.20%
    • Contact value at 99.80 = $500.00, total position value = $125,000.00.
    • Margin requirement $176.00 per contact, my position margin requirement $44,000.00
    • Each 0.01% change in 3 month rates = $25.00 per contact, on my position = $6,250.00
    • I’m allocating $800.00 per contact, total for my position $200,000.
    • In order for me to be stopped out 3 month rates would have to go negative (0.05%)
    • The lowest rate the June 2022 delivery has traded at since June 2012 is 0.1550% on 20 August 2020, contract price 99.8450, contract value $387.50
    • The highest rate the June 2022 delivery has traded at since June 2012 is 5.115% on 10 September 2013, contract price 94.885, contract value $12,787.50.

Potential outcomes

If the June 22 delivery trades at is all time high since June 2012, 99.8450 representing a rate of 0.1550% I’ll lose 0.045 or ($112.50) per contact, total on the position ($28,125.00).

If the June 22 delivery trades at it’s all time low, 94.885 representing a rate of 5.105% I’ll make 4.9050 or $12,262.50 per contact, total on my position $3,065,625.00.

My profit by June 2022 is 98.80 representing a rate of 1.20% if my objective isn’t achieved by June 2022 I’ll roll the position from June 2022 delivery to June 2023 by buying back my 250 short contacts for the June 2022 delivery and re-shorting 250 contracts for June 2023 delivery.

If my profit objective of 1.20%, is achieved, contract price 98.80, I’ll make $2,500 per contract,  my position’s value will increase from $125,000 to $625,000 for a net profit after all bid/ask spreads and fees of $490,250 or +245.13% per $200,000 invested. 

To monitor this trade use this chart each 0.01 move up from 99.80 creates a loss of -$6,250 , each 0.01 move down from 99.80 a profit of +6,250.


Position Value Contract Price 210924

Why I’m in this trade, 3 month deposit rates currently pay 5.21% less than reported inflation (negative rate of return), current fundamentals tell us that U.S, inflation cannot be contained and will fuel rates higher.


3 Month Real Rates of Return

1970 through 2007

    • Reported inflation averaged 4.71%
    • Average 3 month deposit rate 7.03%
    • Real rate of return 2.32% (rate paid above reported inflation)

From 2008 through 2021

    • Reported inflation averaged 1.98%
    • Average 3 month deposit rate 1.02%
    • Negative rate of return -0.97%  (rate paid below reported inflation)

October 2021

    • Reported inflation 5.40%
    • 3 month deposit rate 0.20%
    • Negative rate of return -5.20% (rate paid below reported inflation)

Fundamentals

By 2008 negative rates of return had collapsed demand for record amounts of new Federal debt hitting the open market.


Sources & Data Spreadsheet

Federal Government had 2 choices in 2008

1) To protect the fiscal integrity of America, the U.S. dollar, U.S debt rating and quality of life of future generations by,

    • Letting those that benefited from selling subprime mortgages to anyone with a pulse fail, deal with the impact, those responsible prosecuted. 
    • Let those that purchased mortgage debt, took the risk and benefited from the higher rate, fail, let them deal with the loss they’d been compensated to take.
    • Balance the budget and deal with the impact.
    • Protect the value and liquidity of all liquid reserves in government trusts including Social Security, Military and employee pensions to ensure that the beneficiaries who paid into these trusts could enjoy the benefits of their lifetime payments during their retirement.
    • Report inflation, spending and deficits with transparency, accuracy and honesty.
    • Raise rates high enough to attract buyers of new Federal debt in the free market and deal with the impact, negating the need to create money from and backed by nothing.

2) To destroy the fiscal integrity of America, the U.S. dollar’s value, debt rating and quality of life of future generations by,

    • Creating trillions with keypunch entries to bailout the institutions that caused the crisis ultimately restoring the net worth’s of individuals responsible for the crisis.
    • Bailing out those who took the risk of owning mortgage backed securities and were compensated for this risk by restoring their balances.
    • To spend obscene trillions on wasteful programs ripe with corruption and kickbacks in the name of “economic stimulus”.
    • If noncompetitive rates and negative rates of return made financing  “economic stimulus” impossible, borrow all remaining reserves out of every government trust and replace their liquidity with “special issue” non marketable debt at noncompetitive rates.
    • If there was a shortfall in financing “economic stimulus” after all trusts were cleaned out to have the Federal Reserve create as many trillions as politicians needed to enable them to indulge in their corrupt, unproductive spending spree.
    • To lie about true inflation to justify low rates enabling the Federal government to contain Federal debt service cost and all government programs who’s increases are pegged to reported inflation including but not limited to Social Security, Military and civilian employee pensions.

In 2008 politicians chose option 2

2008-2019 (144 months)

    • Federal debt grew grew from 8.86 trillion by 13.972 trillion to 22.833 trillion
    • The Federal Reserve created 3.274 trillion dollars with keypunch entries

2020 through 21 October 2021 (22 months)

    • Federal debt grew from 22,833 trillion by 6.072 trillion to 28.905 trillion
    • The Federal Reserve created 4.315 trillion dollars with keypunch entries


Sources & Data Spreadsheet

Impact

Record deficit spending and the Fed’s creation of money caused the first U.S. debt downgrade in history by 2012, in 2012 11 countries had higher rated debt than the U.S. who shared the same rating as Hong Kong and Finland.

With current spending and creation of money surpassing the pace of 2008-2019 my piers and I expect U.S. debt to be downgraded prior to 2026. If our expectations are correct the U.S. debt rating be on par with Japan, Lativia, Lithuania and Solvakia by 2026. (this isn’t humor its reality)

Should the Federal Government continue funding record deficit spending with created money at the current pace by 2026 the U.S debt market and dollar will collapse igniting a hyperinflationary Greater Depression.  

Sources & data

Greed, corruption and gross political incompetence during the 21st century has reduced annual Federal Revenue to a mere 11.16% of total federal debt, down from 35.98% at the end of 2000 and 28.69% in 2007.

1970 50.62%
1980 58.89%
1990 32.19%
2000 35.98%
2007 28.69%
2021 11.16%

An 11.16% annual Federal revenue to total Federal debt ratio makes it impossible for the U.S. to accurately report inflation, normalize interest rates or any increase in Federal expenses pegged to reported inflation such as Social Security, Medicare, Military and Civilian employee pensions.

Yes, the U.S is going to see the largest increase in Social Security payments in 40 years (5.90% in 2022) but overall increases including the one on deck have not kept pace with true inflation, these increases do confirm inflation is here to stay or they wouldn’t have hapened. The issue is the increases create a bigger problem because they will increase he shortfall in funds needed to meet Social Security beneficary payments and push up the projected insolvency date of Social Security from 2035 to as early at 2028.

Military and Civilian employee pensions are also at risk of insolvency because the entire 6.175 trillion that has been paid into all Governmental trusts and pensions by their beneficiaries has been borrowed out by the Federal Government, their liquidity replaced with “special issue non-marketable debt” that pays beneficiary Trusts non competitive rates. Non marketable = illiquid.


Sources & Data

What it would take to replace the Federal Reserve

The Federal Reserve currently buys 54.04% of all new Federal debt, trillions more in mortgage backed securities at non competitive rates, these purchases are made using money created by the Federal Reserve with Keypunch entries.


Reported inflation is now running at 5.40%, true inflation north of 7.00% trying to sell record amounts of new Treasury debt in the Free market for a country that has

    • The worst debt rating in it’s history (same as Finland & Hong Kong) with further debt downgrades on deck which will put it par with Japan 
    • A greater than 4.00% negative rate of return,
    • Denominated in a currency the Federal Reserve creates by the trillions at will

It’s going to take take an average Treasury rate north 6.00% to as high as 8.70% to attract buyers in gthe Free market of U.S. Federal debt. (8.70% was the average Treasury rate from 1970 through 2007) anything south of 6.00% the Federal Reserve will have to keep the printing press on.

Rates and Real Rates of Return 2008-2021


Sources & Data Spreadsheet

Rates and Real Rates of Return 1970-2007


Sources & Data Spreadsheet

Impact of lower rates on debt service cost

From 2008 – 2020 Federal debt increased by 200.00% yet annual Fedebt debt service cost increased by only 30.91%. The Fed’s artifically low rates reduced Federal Debt service cost by more than 3 trillion dollars since 2008, essentiually politicians took this money from savers who woujld have spent it in the free market ecomony and spent it on programs they though worthy.

Methane gas capture, cost of production, 7 cents per kilowatt-hour (kWh) or 10 times the cost of hydroelectric power; farmers also get a 4 cent per kilowatt-hour credit (Source: NY Times).

While FDR in the 30’s built the Hoover Dam and coutless other projects for more on the Obama-Biden stimulus versus FDR’s new deal see this Seeking Alpha Article.

The dam’s construction employed thousands of workers. Now in its 86th year of operation, it continues to control flooding and provide water and clean energy to millions in Arizona, southern California, and southern Nevada. The Hoover Dam generates on average 4 billion kilowatt-hours of hydroelectric power each year. The plant has a rated capacity of 2,998,000 horsepower.

Total Federal debt in 2007 8.950 trillion, annual debt service cost 411.32 billion
Total Federal debt in 2020 26.880 trillion, annual debt service cost 538.45 billion


Sources & Data Spreadsheet

If Treasury rates did normalize to the 1970 – 2007 average of 8.70%, Federal Debt serice cost would increase from 538 billion to 2.483 trillion consuming 69.35% of total Federal revenue.

Sources & Data Spreadsheet

Adding to the current debt crisis

Projected insolvency of Medicare between 2024 and 2026.  

Sources & Data Spreadsheet

Projected insolvency of Social Security between 2028 and 2035.


Sources & Data Spreadsheet

The next mortgage crisis,

You can’t have a 30 year mortage rate at 3.01% when inflation is 5.40% without massive ongoing intervention by the Federal Reserve.


Inflation-30-Year-Fixed

Since 2008 the Federal Reserve has purchased 2.526 trillion in mortgage backed securities using created money, 1.141 trillion of it in the last 22 months, if this intervention slows or subsides the 30 year fixed will move north of 5.00%

Sources & Data Spreadsheet

Higher rates will fuel mortgage delinquencies higher from  2.49%


Sources & Data Spreadsheet

Foreign Held Treasury debt

Currently over 7.02 trillion of U.S. debt is held by foreign entities, all have thier finger on the sell trigger, ask yourself if you held debt that was,

    • Had a guaranteed negative rate of return of motre than 4.00%
    • Was failling in price (rates rise treasuries prices fall)
    • Was denominated in a devaluaing curency creates by the trillions with keypunch entries)
    • Issued by a country buying 54.04% of it’s own debt with this created money
    • The country had zero ability to balance its budget or cease the creation of money
    • Was facing insolvencey of nearly every Government program by 2035
    • And wanted to spend 2 to 5 trillion more after the last 20 trillion didn’t produce anything more than a 20 trillion dollar bill for future generations of citizens to pay off.

Would you maintain your position in the debt instrument or liquidate it?

When this Fed chart turns lower  aggresive selling of U.S. dollars and debt will engage as  foregin investors repartaite and reallocate funds. 

This is likley to occur on or before the U.S. faces medicare, other Federal program insolvencies and a potential mortgage crisis between 2022 and 2026.

Beyond repair

    • Annual Federal revenue at 11.16% of total Federal debt
    • Ongoing record deficit spending
    • Insolvencies of Federal programs on deck
    • Another mortgage crisis on deck

There is no one to replace the Federal Reserve, the Federal Government can’t afford to raise rates high enough so the Free market will take over ongoing record defict spending without the Fed creating trillions in 2021 if the Fed ceases the creation of money the Federal Government will be insolvent.

Creation of trillions of dollars = dollar devaluation against tangible assets and quality stocks

Continued creation of  trillions = the collapse of a Fiat currency

The buyer of last resort is already in play, the Federal Reserve they will continue to create unprecidented amounts of money backed by nothing to try and cauthorize the fiscal hemmorages on horizon.

By 2026 I belive total money creted by the Fed will rease from exceed ________ trillion dollars to monitor creation of money see this Fed Chart.

Ownership of Federal debt by the Federal Reserve will increase from 5.64 trillion to—-  trillion by October 2026 to monitor Fed purchases of Federal debt use this Fed chart

Ownership of mortgage backed securities by the Federal Reserve will exceed __________ trillion to monitor the Fed’s purchases of mortgage backed securities see this Fed chart.

The curve will invert with short term rates 1.50% to 3.00% higher than long-term. To monitor the curve see this Fed chart.

In 2021 the United States has nothing to show for the ____________ spent since 2008 except a ______________ trillion dollar bill for future generations of Americans to pay off, a divided distracted country, a crumbling infastructure and tremendous loss of personal freedom.

The only solution is a balanced budget and the U.S. returining it’s currency to being backed by a tangible asset and for the generation that caused America’s fiscal dimse to impliment the solations and deal with the consquences

in 2021 we have the most extreme fundamnetals I’ve seen in my 30 years as a professional trader, major market moves up and down are on deck creating unprecidented oppertunity for those who are prepared.

See these Seeking Alpha articles for more on spending and debt

Reported inflation is fictional see this see this seeking Alpha Article for the hard numbers and supporting links

The last round of “Stimulus” is  irrefutable proff politicians cannot be trusted with the American taxpayer’s checkbook or fiscal future. The article linked below explains in deatil what was spent from 2008 through 2016 and what it produced, then reviews what FDR spent in the 1930’s for the New Deal that softened the great Depression what it cost and what it produced. Finally what the fiscal cost was of World War II versus what the Obama-Biden administration spent from 2008 through 2016.

Other Seeking Alpha articles on fundamentals and rates.

I run a family office, I am not located in the United States nor am I licensed to handle U.S. retail accounts, nor do I sell an advisory service. My services are limited to non U.S. clients and individual U.S. clients that have a net worth of 2 million or more (excluding primary residence) with an existing account of $250,000 or more, For U.S. institutions, a net of 5 million or more with an existing account of $500,000 or more. Compensation is based on 10.00% of net new high profits quarterly, zero front loads, zero management fees.

Trading Rates Higher 2021-2025

100.00 on the chart below represents a rate of zero, 98.00 represents a rate of 2.00%. To trade this rate higher we’ve shorted 20 contracts at 99.83 representing a rate of 0.17%, contract value $425.00 X 220 equals a position value $8,500.

Half of the position (10 contracts) we’ll be trading the range between 0.15% and 0.25%, the other half (10 contracts) we’re holding until we achieve our objective of 2.00% is acheived, contact price 98.00. 1/2 of the move is priced into the forward markeet a clean down trend on this weekly EMA chart we’ll maintain all 20 contracts short.

Each 0.01 move in rates equals $25.00 per contract, 0.01% on our position equals $500.00.
If we’re able to capture 1.00% of the 1.83% move higher move higher our position will generate a gross profit of $50,000.

3 month contact price & rate  use this link to track this trade


3 Month Rate & Contract Price Spreadsheet

3 month rate & contact value


3 Month Rate, Contract & Value Spreadsheet

30 day Fed Funds

100.00 on the chart below represents a rate of zero, 98.25 a rate of 1.75%. To trade this rate higher we’ve shorted 20 contracts at 99.9175 representing a rate of 0.085%, contract value $343.75, position value $6,874.99.

Half of the position (10 contracts) we’ll be trading the range between 0.08% and 0.16%, the other half (10 contracts) we’re holding until we achieve our objective of 1.75%, contact price 98.25. 1/2 of the move is priced into the forward market our objective is to capture the other 1/2 between now and December 2026.When we get a clean down trend on this weekly EMA chart will maintain our short position (short 20 contacts). 

Each 0.01 move in rates equals $41.67 per contract, 0.01% on our position equals $833.40.
If we’re able to capture 0.80% of the 1.67% move higher our position will generate a gross profit of $66,672.00

Fed Funds contact price & rate  use this link to track this trade


Fed Funds Contract Price & Rate Data

Fed Fund rate & contact value


3 Month Rate Contract Value Data

EMA 1177012

Schedule an online review I’ll walk you through what we’re trading and how enabling you to verify past performance and monitor trades forward.

1) 1177012 January 2000 – September 2021 Performance & Data Spreadsheet

2) Monthly and annual net performance, no compounding and withdrawing all profits annually.


Disclosure

3) 1177012 January 2000 – September 2021 Performance & Data Spreadsheet

A) Allocation performance
B) Individual method performance
C) Monthly profit or loss
D) Performance statistics

E) Margin requirements
F) Contract specifications
G) 2000 through 2021 monthly and annual performance.

H) Monthly and annual performance for every method traded.

Cells J24 – J45 link spreadsheets for each method traded

4) These spreadsheets provide

A) Quotes & charts updated every 15 minutes to monitor this method forward
B) Method performance summary
C) Method versus market performance
D) Monthly and annual performance
E) All historical data

Column K, shows date and links to supporting EMA charts
L, daily positions, long = green, short = red, 2000 through 2021.
M daily profit or loss
N cumulative profit or loss
Click here for full disclosure of trading methodology

5) There are 4,194,303 possible combinations of the 22 EMA trading methodologies if like to review the top allocations or create your own see this page.

6) Any allocation can be traded automatically for your account.

7) Using any reasonable maintenance balance

 

About Automated Trading Accounts (ATAs)
The ATA Fee Structure
Defining Overall Risk for Your ATA
Brokerage Firms
How Funds Are Protected
Open An Account
Futures General Information
Options General Information
Market Analysis Pages
Educational Resources

If you have any questions or want me to walk your through what were doing and how contact me.

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

Schedule an online review
Peter_Knight@peterknightadvisor.com


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Disclosure

Test For Kristyn 210930

Putting Barchart To Work For You
(like to make this a series)

Trading Exponential Moving Averages
(this would be one trading program in the series)

Sections in this report

1) Postion valuations on the settlement
2) Simplified trend qualification procedure
3) 2000-2021 performance by Individual market and links to track trades
4) Setting up with Barchart to monitor intra-day performance for any EMA allocation.
5) Top allocations that trade using Exponential Moving Averages (EMAs)
6) Creating your own EMA portfolio

It would be great if I could drop in a live feed enabling us to load trades as they occurred and readers to monitor performance updated every 15 minutes. if this isn’t possible I’d like to purchase a feed monthly enabling me to drop the portfolio into a WordPress site, please get back to me on cost.

Position valuations on the settlement 29 September 2021

1) Simplified Trend Qualification Procedure

Open the 2 month barchart 3rd column
When price action is above the EMA9 red and the EMA9 is above EMA18 blue trade long.
When price action is below the EMA9 red and the EMA9 is below EMA18 blue trade short.
When it’s close we use the green EMA 4.5, EMA9 and the opinion (4th column) for confirmation

2) 2000-2021 performance by market and links to generate trades

January 2000 – August 2021 performance by EMA market traded
Using this spreadsheet you can create a 2000-2021 allocation for any combination of the markets below
Spreadsheets, daily trades, data, charts
Candle
Stick Chart
Bar Chart
15 M Chart
O
Margin Requirement
Net Per Contract Maximum Drawdown Last 12 Months
Stock Indices
ES SP 500 Mini ES ES ES
O
$12,650 $301,580 ($12,882) $42,952
ET SP 500 Micro ET ET ET O
$1,265 $22,612 ($2,594) $4,014
NQ Nasdaq 100 NQ NQ NQ
O
$18,700 $399,001 ($20,668) $47,021
NQ Nasdaq 100 Micro NM NM NQ O
$1,870 $32,613 ($3,104) $4,259
Metals
GC Gold 100 Ounces GC GC GC
O
$9,900 $377,067 ($20,857) $1,291
QO Gold 50 Ounces QO QO QO O
$4,950 $184,185 ($11,213) $372
GR Gold 10 Ounces GR GR GR O
$990 $29,880 ($2,461) ($362)
SI Silver 5000 Ounces SI SI SI
O
$5,000 $529,894 ($48,503) $6,069
QI Silver 2500 Ounces QI QI QI O
$2,500 $260,891 ($24,291) $2,859
SO Silver 1000 Ounces SO SO SO O
$1,000 $99,489 ($9,837) $933
Currencies
A6 100,000 AUD A6 A6 A6
O
$1,760 $188,534 ($14,039) $6,152
MG-10,000 AUD MG MG MG
O
$200 $11,904 ($1,966) $370
D6 100,000 CAD D6 D6 D6
O
$1,210 $105,822 ($11,077) $4,893
S6 125,000 CHF S6 S6 S6 O
$3,630 $188,879 ($13,332) $467
WN 12,500 CHF WN WN WN O
$363 $10,183 ($1,967) ($550)
E6 125,000 EUR E6 E6 E6 O
$2,420 $290,355 ($19,570) $693
E7 62,500 EUR E7 E7 E7 O
$1,210 $140,615 ($9,940) $112
MF 12,500 EUR MF MF MF O
$242 $21,352 ($2,323) ($351)
B6 62,500 GBP B6 B6 B6 O
$2,365 $142,404 ($16,663) $6,177
J6 12,500,000 JPY J6 J6 J6 O
$2,255 $254,380 ($8,750) $2,451
J7 6,250,000 JPY J7 J7 J7 O
$1,127 $122,471 ($4,383) $991
WM-1,250,000 JPY WM WM WM O
$363 $16,944 ($1,405) ($176)
DX 100,000 D-Index DX DX DX O
$2,090 $200,605 ($5,760) $3,083
BT 5 Bitcoin BT BT BT O
$76,375 $506,302 ($28,404) $340,724
Energy
CL Crude 1000 Barrel CL
CL
CL O $5,675
$536,412 ($18,783) $24,179
QM Crude 500 Barrel QM
QM
QM O $2,850
$264,267 ($9,528) $11,914
CY Crude 100 Barrel CY
CY
CY O $575
$46,551 ($2,124) $2,102
Create An Allocation Track Your Allocation Forward Allocation Studies
About ATAs Defining ATA Account Risk Risk Disclosure

3) Setting up with Barchart to track trades for you allocation intra-day.

Open this page then click on sign up

Click on get free (it never expires)

Enter your name, email, pick a password, create a free account, (no additional information is required).

 login to your Barchart account, under my account click on portfolio

Click on new portfolio

Name the portfolio

Click on create

Add markets traded to your EMA portfolio

Enter the contract code

Enter date, price, quantity of contracts traded, then apply

Once you’ve built out your allocation prices and performance are updated every 15 minutes.

1)_Today’s total profit or loss
2) Total open trade equity
3) Total profit or loss
4) Current contract price
5) Today’s P&L per market
6) Total P&L per market

To offset any positions click on edit

Enter the offset price, then apply

What you’ll see

1)_Shows net profit or loss
2) Shows the position has been liquidated
3) The offset position’s profit or loss is added to closed P&L.

To organize the portfolio click on edit

Clicking on the arrow or dragging the trade moves the position

When finished hit save

Portfolio performance is updated every 15 minutes.

5) Top allocations that trade using Exponential Moving Averages (EMAs)

EMA Performance January 2000 through August 2021
Trading one unit, net of all spreads and commissions, no compounding and withdrawing all profits annually
Allocation pages provide full disclosure of trading methodology, all trades & data enabling performance verification
Trading one unit, net of all costs, no compounding and withdrawing all profits annually
Allocation Spreadsheet
Minimum (USD) Net Profit 2000-2021 Drawdown Best Year Worst Year Annual Average Last 12 Months
32586942 $500,000 $10,103,970 ($111,161) $1,005,272 $209,300 $453,273 $909,835
9314318 $250,000 $5,093,302 ($50,599) $612,171 $84,880 $227,168 $558,797
All Markets $250,000
$3,918,685
($77,725)
$484,528
$73,547
$173,680
$481,520
944278 $200,000 $4,042,349 ($45,222) $488,310 $67,629 $183,388 $215,022
9981614 $150,000 $3,925,072 ($58,298) $259,387 $84,360 $178,563 $172,350
7747141 $150,000 $3,343,705 ($41,211) $350,272 $67,256 $152,023 $155,546
5891142 $150,000 $2,573,366 ($39,910) $332,345 $54,702 $112,606 $437,046
6733212 $100,000 $2,467,594 ($31,451) $263,330 $49,976 $112,152 $112,518
7348775 $100,000 $2,736,582 ($40,662) $285,664 $44,254 $124,519 $122,384
1241523 $75,000 $1,654,314 ($34,376) $180,644 $34,902 $75,725 $58,654
8747196 $75,000 $1,555,795 ($23,239) $206,364 $28,215 $70,923 $65,176
1030710 $60,000 $1,613,969 ($22,047) $130,233 $19,872 $73,413 $75,004
9626236 $50,000 $1,212,946 ($24,566) $165,436 $28,613 $55,103 $63,838
25720010 $50,000 $937,779 ($12,444) $140,452 $11,013 $42,096 $80,758
7798523 $30,000 $850,545 ($12,567) $108,231 $15,914 $38,940 $28,783
5699710 $25,000 $556,996 ($8,080) $67,078 $11,123 $25,109 $45,259
Micro-D $25,000 $544,441 ($9,572) $68,293 $12,468 $24,629 $37,087
8877101 $25,000 $478,592 ($8,522) $66,917 $10,213 $21,634 $32,423
4119881 $25,000 $431,667 ($6,454) $55,639 $10,072 $19,479 $33,076

6) Using this spreadsheet you can create any allocation of the EMA markets below. Enter your start balance in cell H19, number of contacts traded for each market in cells I19 – I44, 2000-2021 annual performance shows in cells D19-D43, monthly performance column F, maximum drawdown H-21.

Allocation studies
Top 50,000 Combinations of mini and full size contacts

Top 100,000 combintions of mini and micro contacts

 

 

 

test page

Section 1 Using the end of day report and spreadsheet
Section 2 Using Barchart, performance updated every 15 minutes

EMA valuations on the settlement 21 September 2021

No change in positions

1) Simplified Trend Qualification Procedure

Open the 2 month barchart 3rd column for a closer look
When price action is above the EMA9 red and the EMA9 is above EMA18 blue trade long.
When price action is below the EMA9 red and the EMA9 is below EMA18 blue trade short.
When it’s close we use the green EMA 4.5, EMA9 and the opinion (4th column) for confirmation
Barchart enables you to track performance for instructions see section 2 below
I
f you have any questions contact me.

January 2000 – August 2021 performance by EMA market traded
Using this spreadsheet you can create a 2000-2021 allocation for any combination of the markets below
Spreadsheets, daily trades, data, charts
Candle
Stick Chart
Bar Chart
15 M Chart
O
Margin Requirement
Net  Per Contract Maximum Drawdown Last 12 Months
Stock Indices
ES SP 500 Mini ES ES ES
O
$12,650 $301,580 ($12,882) $42,952
ET SP 500 Micro ET ET ET O
$1,265 $22,612 ($2,594) $4,014
NQ Nasdaq 100 NQ NQ NQ
O
$18,700 $399,001 ($20,668) $47,021
NQ Nasdaq 100 Micro NM NM NQ O
$1,870 $32,613 ($3,104) $4,259
Metals
GC Gold 100 Ounces GC GC GC
O
$9,900 $377,067 ($20,857) $1,291
QO Gold 50 Ounces QO QO QO O
$4,950 $184,185 ($11,213) $372
GR Gold 10 Ounces GR GR GR O
$990 $29,880 ($2,461) ($362)
SI Silver 5000 Ounces SI SI SI
O
$5,000 $529,894 ($48,503) $6,069
QI Silver 2500 Ounces QI QI QI O
$2,500 $260,891 ($24,291) $2,859
SO Silver 1000 Ounces SO SO SO O
$1,000 $99,489 ($9,837) $933
Currencies
A6 100,000 AUD A6 A6 A6
O
$1,760 $188,534 ($14,039) $6,152
MG-10,000 AUD MG MG MG
O
$200 $11,904 ($1,966) $370
D6 100,000 CAD D6 D6 D6
O
$1,210 $105,822 ($11,077) $4,893
S6 125,000 CHF S6 S6 S6 O
$3,630 $188,879 ($13,332) $467
WN 12,500 CHF WN WN WN O
$363 $10,183 ($1,967) ($550)
E6 125,000 EUR E6 E6 E6 O
$2,420 $290,355 ($19,570) $693
E7 62,500 EUR E7 E7 E7 O
$1,210 $140,615 ($9,940) $112
MF 12,500 EUR MF MF MF O
$242 $21,352 ($2,323) ($351)
B6 62,500 GBP B6 B6 B6 O
$2,365 $142,404 ($16,663) $6,177
J6 12,500,000 JPY J6 J6 J6 O
$2,255 $254,380 ($8,750) $2,451
J7 6,250,000 JPY J7 J7 J7 O
$1,127 $122,471 ($4,383) $991
WM-1,250,000 JPY WM WM WM O
$363 $16,944 ($1,405) ($176)
DX 100,000 D-Index DX DX DX O
$2,090 $200,605 ($5,760) $3,083
BT 5 Bitcoin BT BT BT O
$76,375 $506,302 ($28,404) $340,724
Energy
CL Crude 1000 Barrel CL
CL
CL O $5,675
$536,412 ($18,783) $24,179
QM Crude 500 Barrel QM
QM
 QM O $2,850
$264,267 ($9,528) $11,914
CY Crude 100 Barrel CY
CY
 CY O $575
$46,551 ($2,124) $2,102
Create An Allocation Track Your Allocation Forward Allocation Studies
About ATAs Defining ATA Account Risk Risk Disclosure

Section 1) Using the end of day spreadsheet

1.1) EMA valuations on the settlement 21 September 2021
__ _Download, open and enable editing.

1.2) Choose an EMA allocation from this line up or create your own using this spreadsheet

1.3) Enter your start balance in cell J-3

1.4) Enter the number of contacts traded for each methodology in cell J-13 through J-40.

1.5) Open the corresponding EMA chart for each market traded

1.6) Simplified, there are only 2 rules for this EMA trading program,

Red EMA9 above blue EMA18 trade long
Red EMA9 below blue EMA18 trade short

Example chart

1.7) Enter 1 for long positions, -1 for shorts, 0 not traded in cells C-3 through C-27

1.8) Enter trade date in column D, entry price in column E

1.9) To to update or verify reported performance use the charts & quotes linked in column B

Example S&P

Check the trend red above blue long, red below blue short.

Note the price in the upper left

1.10) Enter that price in column F.

1.11) Open trade equity shows in column G

1.12) Cumulative unrealized profit or loss for all markets shows in cell J-4

1.13) Overall liquidating value shows in cell J-5

2) Setting up with Barchart to track trades intra-day.

2.1)_Open this page this page then click on the sign up

2.2) Click on get free (it never expires)

2.3) Enter your name, email, pick a password, create a free account, no additional information is required.

2.4) login to your Barchart account, under my account click on portfolio

2.5) Click on new portfolio

2.6) Name the portfolio

2.7) Click on create

2.8) Add markets traded to your EMA portfolio

2.9) You’ll find the contract code at the beginning of each chart link in column B

2.10) Enter the contract code

2.11) Enter date, price, quantity of contracts traded, then apply

2.12) Once you’ve built out your allocation prices and performance are updated every 15 minutes.

1)_Today’s total profit or loss
2) Total open trade equity
3) Total profit or loss
4) Current contract price
5) Today’s P&L per market
6) Total P&L per market

2.13) To offset any positions click on edit

2.14) Enter the offset price, then apply

2.15) What you’ll see

1)_Shows net profit or loss
2) Shows the position has been liquidated
3) The offset position’s profit or loss is added to closed P&L.

2.16) To organize the portfolio click on edit

2.17) Clicking on the arrow or dragging the trade moves the position

2.18) When finished hit save

2.19) Portfolio performance is updated every 15 minutes.

3) Top Top EMA allocations

If you have any trouble setting up contact me and I’ll walk you through it.

 


Privacy Notice

Disclosure

 

 

ema photos for emails

 

 

 

 

NM-TV-211008

CY Crude 100 Barrels

QM Crude 500 Barrels

CL Crude 1000 Barrels

BT 5 Bitcoin

BT 5 Bitcoin

DX 100000 Dollar Index

WM 1250000 Japanese Yen

J7 6250000 Japanese Yen

J6 12500000 Japanese Yen

B6 62500 British-Pound

MF 12500 Euro Dollars

E7 62500 Euro Dollars

E6 125000 Euro Dollars

wn 12500 Swiss Franc

S6 125000 Swiss Franc

D6 100000 Canadian

M6 10000 AUD

A6 100000 AUD

SO Silver 1000 Ounces

QI Silver 2500 Ounces

SI Silver 5000 Ounces

QO Gold 50 Ounces

gr Gold 10 Ounces

GC Gold 100 Ounces

NQ Nasdaq 100

NM Nasdaq 100 Micro

ES SP 500 Micro Contract

ES SP 500 Mini Contract

xxxxxxxxxx

GCM1970

AUD1267

AUD1310

CHF1036

CHF3781

ESY1374

ESY1609

ESY3425

EUR1260

EUR2021

EUR2056

GCC1335

GCC1384

GCC3735

JPY2552

JPY3002

NAS1339

NAS2570

SIL1036

SIL1514

NAS2570

NAS1339

 

 

2109 Allocation master

Top 50,000 Combinations of the top 21 mini and full size contacts

Top 100,000 combintions of mini and micro contacts

Nuno 210917

Allocation-Master Nuno

Nuno Mkts up to 3 210917

Top 21 Trading One Contract. 210917

Best Combinations of 5 Markets

Best Combinations of 6 Markets

Best Combinations of 7 Markets

Nuno 210917

Top Combination of the Top 21 Markets

 

EMA Allocation Master

 

Hybrid Allocations through September 2021
Trading one unit, net of all spreads and commissions, no compounding and withdrawing all profits annually
Allocation pages provide full disclosure of trading methodology enabling performance verification
Allocation Webpage Mini- mum Life of Program Draw-down Best Year Worst Year Annual Average Last 12 Months
GSI $300,000 $2,130,248 ($71,151) $528,183 $93,108 $206,153 $343,304
EUR-X $50,000 $320,003 ($21,987) $73,100 $20,047 $39,184 $5,673
S&P-NC $35,000 $358,842 ($13,636) $57,106 $11,363 $34,728 $27,478
S&P-C $35,000 $365,868 ($15,264) $56,288 $900 $24,804 $6,387
GC-C $35,000 $403,905 ($14,206) $59,490 $4,187 $24,356 $13,367
GC-NC $30,000 $385,607 ($11,905) $60,986 $1,668 $30,644 $27,584
FX-NC $35,000 $232,131 ($12,972) $39,937 $11,146 $24,435 $30,889
MM-NC
$20,000
166,382
($7,392)
$28,004
$8,487.25
$19,798
$13,292
EUR-XM $12,500 $68,605 ($5,399) $14,620 $4,424 $8,316 $5,664
SPM-NC $12,500 $112,848 ($6,658) $19,059 $1,576 $10,921 $3,976
Other Automated Trading Account Programs
x
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

Schedule an online review
Peter_Knight@peterknightadvisor.com

 


Privacy Notice

Disclosure

Top VBO Allocations January 2000 through September 2021
Trading one unit, net of all costs, no compounding and withdrawing all profits annually.
Allocation pages provide full disclosure of trading methodology enabling performance verification
Allocation Webpage Minimum Net Profit 2000-2021 Draw-down  Best Year Worst Year Annual Average Last 12 Months
9916721 $500,000 $10,597,942 ($73,429) $1,482,358 $80,446 $481,780 $638,766
7611327 $300,000 $8,069,791 ($57,111) $1,188,454 $98,762 $367,364 $457,669
9692771 $300,000 $8,184,860 ($69,799) $1,250,069 $71,861 $371,789 $531,136
799141 $250,000 $7,613,569 ($54,065) $1,088,700 $51,742 $345,991 $478,720
698167 $250,000 $7,353,403 ($48,424) $989,205 $49,774 $334,436 $433,044
All-VBO $250,000 $5,421,441 ($49,644) $873,532 $38,904 $245,903 $377,946
3928219 $150,000 $4,280,945 ($36,256) $497,390 $40,910 $195,992 $168,780
99632 $100,000 $2,763,419 ($28,945) $376,537 $32,957 $125,886 $153,191
1127478 $100,000 $2,629,087 ($22,213) $281,723 $11,943 $120,087 $117,799
394892 $75,000 $2,332,767 ($20,350) $251,408 $18,044 $106,917 $78,717
17467 $50,000 $1,171,088 ($11,292) $136,847 $10,976 $53,504 $55,397
Create Your Own VBO Allocation Define Account Risk Track Any VBO Allocation

2) Performance for individual VBO markets traded January 2000 to July 2021

Using this spreadsheet you can create any allocation of the VBO markets below.

    • Enter your start balance in cell H19
    • Number of contacts traded for each market in cells I19 – I35
    • 2000-2021 annual performance shows in cells D19-D40
    • Monthly performance column F, maximum drawdown H-21

Individual market spreadsheets contain full disclosure of trading methodology, all data, every trade entry and offset, profit and drawdown marked-to-market daily 2000-2021.

Spreadsheets Margin  Contract Specifications
NAS1339 $17,600 NAS CME NASDAQ Contract 1.00 = $20.00
NAS2570 $17,600 NAS CME NASDAQ Contract 1.00 = $20.00
ESY1374 $12,100 SP CME S&P 500 Contract 1.00 = $50.00
ESY1609 $12,100 SP CME S&P 500 Contract 1.00 = $50.00
ESY3425 $12,100 SP CME S&P 500 Contract 1.00 = $50.00
CHF1036 $3,630 CHF CME CHF/USD 125k CHF 0.01 = $12.50
CHF3781 $3,630 CHF CME CHF/USD 125k CHF 0.01 = $12.50
AUD1310 $1,760 AUD CME AUD/USD 100k AUD 0.01 = $10.00
AUD1267 $1,760 AUD CME AUD/USD 100k AUD 0.01 = $10.00
EUR1260 $2,420 EUR  CME EUR/USD 125k EUR 0.01 = $12.50
EUR2056 $2,420 EUR  CME EUR/USD 125k EUR 0.01 = $12.50
EUR2021 $2,420 EUR  CME EUR/USD 125k EUR 0.01 = $12.50
GCC3735 $9,900 GC100 100 Ounce Gold Contract 1.00  =$100.00
GCC1335 $9,900 GC100 100 Ounce Gold Contract 1.00  =$100.00
GCC1384 $9,900 GC100 100 Ounce Gold Contract 1.00  =$100.00
GCM1970 $4,950 GC50 50 Ounce Mini Gold Contract 1.00 =$50.00
JPY2552 $2,255 JPY CME JPY/USD 12.5M Yen 0.01 = $12.50
JPY3002 $2,255 JPY CME JPY/USD 12.5M Yen 0.01 = $12.50
SIL1514 $5,000 SI5000  5,000 Ounce Silver Contract 0.01 =$50.00
SIL1036 $5,000 SI5000  5,000 Ounce Silver Contract 0.01 =$50.00
Other Automated Trading Account Programs
x
x
4) Hybrid allocations 2000 – 2021 that trade using a combination of outright positions, inter and intra market spreads, collars, option credit & debit spreads.

If you have any questions contact me.

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

Schedule an online review
Peter_Knight@peterknightadvisor.com

 


Privacy Notice

Disclosure

All EMA Markets

Schedule an online review I’ll walk you through what we’re trading and how enabling you to verify past performance and monitor trades forward.

1) Trading All Markets (1 contract) January 2000 – September 2021 Performance

2) 2000-2021 Performance, no compounding, withdrawing all profits annually.


Disclosure

3) Performance Trading All Markets January 2000 – September 2021

A) Allocation performance
B) Individual method performance
C) Monthly profit or loss
D) Performance statistics

E) Margin requirements
F) Contract specifications
G) 2000 through 2021 monthly and annual performance.

H) Monthly and annual performance for every method traded.

Cells J24 – J45 link spreadsheets for each method traded

4) These spreadsheets provide

A) Quotes & charts updated every 15 minutes to monitor this method forward
B) Method performance summary
C) Method versus market performance
D) Monthly and annual performance
E) All historical data

Column K, shows date and links to supporting EMA charts
L, daily positions, long = green, short = red, 2000 through 2021.
M daily profit or loss
N cumulative profit or loss
Click here for full disclosure of trading methodology

5) There are 4,194,303 possible combinations of the 22 EMA trading methodologies if like to review the top allocations or create your own see this page.

6) Any allocation can be traded automatically for your account.

7) Using any reasonable maintenance balance

 

About Automated Trading Accounts (ATAs)
The ATA Fee Structure
Defining Overall Risk for Your ATA
Brokerage Firms
How Funds Are Protected
Open An Account
Futures General Information
Options General Information
Market Analysis Pages
Educational Resources

If you have any questions or want me to walk your through what were doing and how contact me.

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

Schedule an online review
Peter_Knight@peterknightadvisor.com


Privacy Notice

Disclosure

VBO 1127478

Schedule an online review I’ll walk you through what we’re trading and how enabling you to verify past performance and monitor trades forward.

1) 1127478 January 2000 – August 2021 Performance & Data Spreadsheet


2) Monthly/annual performance, no compounding, withdrawing all profits annually.


Disclosure

3) 1127478 January 2000 – August 2021 Performance & Data Spreadsheet

A) Allocation performance
B) Individual method performance
C) Monthly profit or loss
D) Performance statistics

E) Margin requirements
F) Contract specifications
G) 2000 through 2021 monthly and annual performance.

H) Monthly and annual performance for every method traded.

4) Cells J24 – J45 link spreadsheets for each method traded

5) What these spreadsheets provide

A) Full disclosure of trading methodology.
B) Life of program performance summary.
C) 2000-2021 daily open, high, low, close data.
D) Every day’s buy, sell, stop, objective and all volatility calculations.
E) Every trade entry, offset, profit, loss, cumulative profit or loss.

6) To review the top 100,000 VBO allocations or to create your own see this page.

7) Any allocation can be traded automatically for your account, allocations can be modified at any time.

7) Using any reasonable maintenance balance

Account liquidity in portion portion or all, 2 to 48 hours, in any major currency

About Automated Trading Accounts (ATAs)
The ATA Fee Structure
Defining Overall Risk for Your ATA
Brokerage Firms
How Funds Are Protected
Open An Account
Futures General Information
Options General Information
Market Analysis Pages
Educational Resources

If you have questions contact me.

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

Schedule an online review
Peter_Knight@peterknightadvisor.com


Privacy Notice

Disclosure