Andy's Spread Trading Journal

Trade 09/01

I did exit my currencies trades in front of the long weekend.

Out on CD-AD at 13.87 and at SF-JY - 4.49.

I don't like to hold such news sensitive spreads over such a long weekend.

Hyp. profit on CD-AD is $1,570 - commission of -$60 = $1,510

Hyp. profit on SF-JY is $1,838 - commission -$60 = $1,778.

Hyp. account now at $52,981.

I am still in KW-C and ED-ED.

Happy trading
Andy
 
Trade 09/09

I did enter LHV6 - LCV6 at -27 on 09/07. My idea was (or is) to scale into the trade at -27, -28 and -29. My stop will then be at -30. So far I got into the trade only with one lot. If the spread keeps on moving up I will try to add to my possition later.

.............................

Because of the report on Tuesday (Crop Production & WASDE Report) I did reduce my possition (around break even, enough to cover my commission). I am just holding one contract at the moment.

I am still in ED-ED but this one is moving very, very slow.

Happy trading,
Andy
 
Trade 09/12

I finally did get out of my ED-ED spread around break even.

LC-LH is going fine till now. I have to wait till I see a good chance to add to my existing possition.

Happy trading,
Andy
 
Trade 09/15

I did exit KW-C with my last lot at 228 on 09/13.

All in all a small loss of $180 incl. commission.

I entered LHG7 - LHZ6 yesterday with a pretty good fill at 0.80 on the close only with 3 contracts.

I will try to add on 3 more contracts later.

Risk per contract is $400, basis seasonal.

Happy tading,
Andy

PS I am planing to add one on my LH-LC trade on monday...I let you know.
 
09/20

I did get out of my LH-LC spread yesterday at -25.2.

Hyp. profit $720 - commission = $690.

Hyp. account now at $53,651.

I will try to get into KWZ6 - KWN7 today around the close.

Happy trading,
Andy
 
09/21

Yesterday, I entered 4 x KWZ6-KWN7 at 20, risk $500/contract, basis seasonal.

I also entered 4 x USZ6 - TYZ6 at the close at 3^25, risk $500, basis is correlation.

Let's see what we get. US-TY looks good so far.

Happy trading,
Andy
 
09/26

I took first profits on my US-TY trade. I sold one lot at 4^8 for a profit of $470 - commission.

I did move my stop higher for my LH-LH trade. I will probably get stopped out today.

I got stopped out on KW-KW and will exit MOC today.

I will keep you updated with the restults when the trades are over.

Happy trading,
Andy
 
09/27

I did get out of KW-KW yesterday at 14 1/2.

Hyp. loss is -$1,100 - commission of -$120 = -$1,220

I did also exit LH-LH today with a good fill at 1,6.

Hyp. profit is $960 - commission of $90 = $870.

Hyp. account now at $53,301 (without the NOB spread).

Happy trading,
Andy
 
10/03

I did cash in some money on my US-TY trade in front of the weekend at 4^12 (2 contracts) already on Friday 9/29. I have one contract left. Stop now at 4^08.

Happy trading,
Andy
 
Andy-
Could you expand on the correlation of your treasury spread? What triggered this trade based on Correlation?
Also, why did you execute this spread in a 1-1 ratio, rather than another ratio calculation?
Thanks
 
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