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Hello OldSpec. Yes, of course the show goes on :). As anticipated in the previous posts, we had a large position with crude oil both with CL (long) and SCO (short), so we are currently in a phase of significant DD due to this "load". I have also a bit "overloaded" the position with SCO, as the...

Today we had a significant move down with crude oil (and therefore a spike up with SCO), so our "investment" in this area has grown to significant levels. PNL has been "absorbed" (draw down) in large measure, setting back to just 20K-28K. This is, by far, the largest single-day DD we have seen...

Two instruments which have been scalping rather well, in the given period, are ES and NKD. To take a look at the scalping/hedging action, here are their most productive layers: ES (in the "upper corridor") NKD (in a lower "corridor") I am gradually "shutting down" YM and NQ, as there...

While CL is still in an "investment" phase, we have anyway a good start with the new year, with PNL ramped up to +164K ( 171,039.08 according to the broker): I wish to make some very slight conceptual change in the higher "layer management", by separating the instrument with a "structural...

Let's take advantage of the holidays to take a look at the global report created by the broker for this trading session to the end of the year (Happy New Year, btw). The application has been running about 116 solar days now, with over 2,300 filled lmt orders: [For those interested in...

Even though the rollover mishap, today our PNL touched 115K, while we are currently up 102K (110,354.47 according to IB): I could probably close DGAZ at this point as it retraced quite a bit, and did "its job". I think I will take some risk leaving it open a few more days (decay on this stuff...

Yesterday I noticed a conceptual issue thanks to the NG rollover ("information transfer"). It actually costed us about 25K in missed profits, but anyway it was very useful to settle once for all this conceptual matter. Let see what is this about. Assume we have layer, say NG or whatever...

This morning I have rolled over the natural gas to the next contract NGH6, to avoid the early liquidation from the broker ("Physical Delivery Rules") and the need to check the trading report to re-sync the broker fills. We had 9 layers and I have transferred the "trading information" to 9 new...

So we have arrived to Christmas eve 2015 (107 days trading) and we are up 74.2K (or 82,568.29 according to the broker computations), with 5,523,62 gone in commissions: Still, we have a "potential" for profits, as commodities may still have way to go:

Looks like we got our Christmas gift anyway, as today the PNL has risen to 58.8K: Actually, according to the IB API our PNL is currently $66,262.90, but we know my method to compute it is more "realistic" :) (as I also include spread and commissions to close.) We have been trading so far...

Today we have been finally fluctuating in positive-PNL territory (currently we are about 12K up): Riding the volatility ETFs drift was also a good idea and, thus, we hedged nicely the DD caused by NQ and YM initial layers. I have decided to close UVXY and VXX: no need to be too greedy, and we...

Starting a new week. We are on day 104-th of our trading test, with about 5.3K gone in commissions. DD is slowly being "reabsorbed", since the instrument ranges are not currently increasing further, and the "fluctuations" are hence taking over. We are still a bit "underwater" (-0.10%) but with a...

Today it's surely time to rollover NQ, so I have "transferred" the trading information of the 6 active layers on NQZ5 to the new contract NQH6: The "global picture" is a good load on commodities, caused by the recent fall of NG and CL: I have been loading up (manual long term positions) on...

New week. Last week the mkt has been going down a bit (which for us would mean some DD recovery), but commodities too have been going down (NG, CL, SI) worsening our DD. We are currently -7% underwater, with however a good "potential" for long term profit. We have in fact built a good position...

Mkt it's currently going down a bit, so the price of ES, YM, NQ, NKD slowly returning within the existing trading "corridors". We are a -5.12% underwater at the moment, but with a good "potential" (G-L is shooting up to 300K). At the same time we have a good opportunity to load on volatility...

This morning I have taken care of the NKD rollover, by moving 8 layers to the new contract NKDH6, so we don't have to do anything about it for another 3 months. It the meantime CL and NG, have been pulling down quite a bit simultaneously to the mkt reaching up, which caused a sharper DD (as...

Let's continue our review of instruments while we are still "underwater" (about -2.47% respect to our initial capital) but anyway with a good "potential" for the longer term result (G-L is currently over 200K). We have taken a look so far at CL, ZI and ZL. Let's now take a look at ZM (now ZM...

As anticipated in the previous post I have now re-synced the application with the account. As to SI which had 5 layers needed to roll over, I have proceeded as follow: 1. I have added the virtual order on the old layers (in "pause" mode) to re sync 2. Then I have chosen the target...

Yesterday (black Friday) I was a bit surprised to see that the application had gone out of sync due to sudden "disappear" of the SI and ZM positions. ============================================== NOT MATCHING PRESENT IN THIS INSTANCE =============================================== Symb...

As the mkt is stretching again we are still in DD: about -3.26% of our capital, while the maximum margin we have be using is around 200K, so we have still way to go and distribute $$$ across the price range of the various selected instruments. What appears evident is that some instruments do...