Wednesday, April 20, 2016

Strategy I Keeps Winning Small

Rules:
1. Sell new top (about +0.5SD );
2. Take profit at 0.25SD;
3.Stop loss +1SD;
4. Play Time 2 trading days;
5. If time is due change into the option play or make it flat.
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3/17/16-4/20/16  +24 points of Realized Profits
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Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price
4/20/2016 15:39 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun FUTURE 2098.25
4/20/2016 11:25 FUTURE SELL -1 TO OPEN /ESM6 16-Jun FUTURE 2099.5
4/19/2016 9:30 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun FUTURE 2092.5
4/19/2016 3:20 FUTURE SELL -1 TO OPEN /ESM6 16-Jun FUTURE 2093.75
4/18/2016 16:05 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun FUTURE 2086.5
4/18/2016 14:44 FUTURE SELL -1 TO OPEN /ESM6 16-Jun FUTURE 2087.75
4/18/2016 12:34 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun FUTURE 2085.5
4/18/2016 12:31 FUTURE SELL -1 TO OPEN /ESM6 16-Jun FUTURE 2086.75
3/17/16-4/14/16  +20 points
Exec Time Spread Side Qty Pos Effect Symbol Exp Type Price Net Price Order Type
4/14/2016 13:29 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun FUTURE 2078.5 2078.5 LMT
4/14/2016 12:27 FUTURE SELL -1 TO OPEN /ESM6 16-Jun FUTURE 2079.75 2079.75 LMT
4/14/2016 9:35 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun FUTURE 2075.25 2075.25 LMT
4/14/2016 8:41 FUTURE SELL -1 TO OPEN /ESM6 16-Jun FUTURE 2078.5 2078.5 LMT
4/13/2016 23:18 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun FUTURE 2072.75 2072.75 LMT
4/13/2016 15:31 FUTURE SELL -1 TO OPEN /ESM6 16-Jun FUTURE 2075 2075 LMT

3/17/16-4/4/16   +14 points ($700)
Exec Time Spread Side Qty Pos Effect Symbol Exp Price Order Type
4/4/2016 8:12 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun 2067 LMT
4/4/2016 5:42 FUTURE SELL -1 TO OPEN /ESM6 16-Jun 2071.25 LMT
3/30/2016 8:26 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun 2056.5 LMT
3/30/2016 6:17 FUTURE SELL -1 TO OPEN /ESM6 16-Jun 2059.75 LMT
3/18/2016 16:13 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun 2037.75 LMT
3/18/2016 15:14 FUTURE SELL -1 TO OPEN /ESM6 16-Jun 2041 LMT
3/18/2016 13:36 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun 2033.5 LMT
3/18/2016 9:31 FUTURE SELL -1 TO OPEN /ESM6 16-Jun 2036.75 LMT
3/17/2016 15:51 FUTURE BUY 1 TO CLOSE /ESM6 16-Jun 2033.5 LMT
3/17/2016 14:10 FUTURE SELL -1 TO OPEN /ESM6 16-Jun 2034.5 LMT

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