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If interested on all the trades in details and all the charges, here is a zip file with the official broker report, to latest available date (attached). [ For some reason, just like it happened the last time, the initial date selectable for reporting is "shifted ahead" again. Unless I am...

Today we have officially broken the +20% threshold, with IB API reporting: Δ NetLiquidation 310,088.12 USD +20.33% solar days elapsed are 202, with 5,725 lmt fills, over 20K comms, and over 12K interest. Apart, and with, the SCO "blunder", this is illustration has clarified...

Hi Alex27, I currently take care of all the automation and related functionalities, writing all the code lines I need (this is a .NET application), and "talking" to IB APIs for the order execution. [ As the approach is original, based on "superposed players" and "overlaid layers" concepts (in...

First day, after the weekend (and the Easter holiday). Not much happening apart "choppiness", which of course is beneficial in our approach. We remain near +300K (according to IB a 19.10% up, in about 202 days). We have some "investment" going on on CL, NG, SI and ZL, but it's not causing much...

Of course, you would not. These leveraged ETFs do reverse split all the time :) The only thing might concern the possible "odd lots", which are transformed in cash (and you may want to short some more with the occasion). GASL reverse split: 05/20/2015 1 for 10 10/01/2015 1 for 5...

For "offsetting", it's probably just simpler if you work with a futures contract and the corresponding options on the same exchange (same multiplier). For instance. Examples of futures on GLOBEX (within this year): EUR FUT 201606 GLOBEX 125000 European Monetary Union Euro [ 6EM6 ]...

Tuesday/Wednesday has brought some more gains and we currently (after 197 solar days) are up to +302K (also the G-L curve has risen considerably). Maint. margin usage below 200K. The situation with NG is pretty stationary. SI (and NUGT) has been moving, as expected. According I have almost...

Not much happening on Monday and today: PNL remains fluctuating around +230K (196 days so far and over 5,500 lmt fills). I have enabled 3 layers for CL in order to start loading up again, since the maint. margin usage is quite low (just 225K). Most of the investment is now on a few layers of NG...

One is able to take it when he understands the meaning of the DD (drawdown) in the current course of trading actions, and how it is a reasonable part of one's strategy. If one is merely executing a strategy that just seemed to do well on past data, and implicitly gone through a curve fitting...

So we have reached a new weekend. Still up +230K, but with some "investment" going on with NG, CL and ZL. As to folio selection, here is a list of instruments that do generally ok, imho as far as scalping/hedging is concerned. The reason for suitability is a combination of abundance of rapid...

These last couple days we had a significant decrease of PNL, which is now at about +210K (it peaked before at +308.4K), while, at the same time the G-L ("gain-loss", our "potential" profit) has been rising quite a bit. This is mostly due to some "loading up" on CL. In fact, while a few weeks ago...

Not much happening. We are currently in positive PNL territory, with profits around +295K (after 188 solar days trading and over 5,100 limit fills, 17.6K commissions, over 12K interest). Current maint. margin is around 181K and most of our investment is now on natural gas and related...

I have made a rollover from NGK6 to NGM6, This might be a bit early, but when we see some spike up (for instruments in contango) in general it is better to take advantage of it, if the current spread for the next contract is not too bad. Contango is large, and this makes NG a bit problematic to...

Breaking another high water mark this morning, with PNL peaking to +270K, obviously mostly thanks to NG. CL has only one layer active, as I closed all the profitable ones and it's short, so it's "aligned" with the contango, and feels good. Agricultural stuff has been mostly a "waste of time"...

Today I made the rollover for NKD. From NKDH6 to NKDM6: backwardation is pretty small, in fact the open (order) and close (player) order practically "overlap" on the screen: it turns out that this is instrument does ok in terms of scalping, quite similar to ES, actually, and, in fact, the...

Along with the broker report, let's summarize a few points of the approach used so far in this illustration. Instruments and approach We have been focusing here mainly on Futures and ETFs (lately also considering their options). As to futures, we have been focusing on energy, metals...

I got the broker report for the period up to march 4 (Friday), just in case you may be interested in looking at all activity in detail (attached as zip file). (This time the most remote date the IB report generator offers to select is Sept 10 2015, instead of Sept 7 2015, as it did before: I...

We end up our week, after about 25 weeks of trading, with PNL up to about +205K. Maint. margin is currently only 365K and our net liquidation value around +1.7M. Most of the time we have been using a fraction of the available capital. If I had been more careful with SCO, this would have been a...

Today we have reached a new "high watermark", with PNL currently fluctuating above +170K (and we are currently using only 400K of maint margin). I have momentarily shut down most of the profitable layers, to focus our resources on the ongoing "investment" on NG. At same time I am slowly loading...

We are now up about 10%, in a PNL situation not much different from that of a few weeks ago (where we reached +169.8K), but, this time, after an additional ongoing "investment" in natural gas (NGK6) and crude oil (SCO). Clearly, the DD phase in between had the purpose to create a new...