Andy's Spread Trading Journal

3 x 100*ERH5 - 20NQH5 at $31,449 on 01/26, risk $500, basis is correlation and a break out of a trading range. Spread moved up very nicely today and my stop is now at b/e.

I did exit 2 lots of my 100*ERH5 - 20NQH5 spread today (02/07). One lot is still in place.

Hyp. profit is $3,240 - commission of $40 (commission is much lower on elec. markets).

The hyp. account is now at $23,972.
 
Hi Ebba,

I think the spread is pretty much in a trading range since October last year. We will get reports tomorrow morning, then we will see if the spread starts to move.

I personaly would not enter before the reports are out.

Happy trading,

Andy
 
I did exit my 100*ERH5 - 20*NQH5 spread yesterday 01/09 at $32,320.

Hyp. profit on the last lot is $870 - comission of $20 is a profit of $850.

Hyp. account is now at $24,822
 
Trades

I am still in

4 x LHM5 - LHJ5 at 2.62 on 01/26, risk is 400, basis is seasonal. Spread is standing still since 3 days. Stop is at 3.1 at the moment.

I did enter the following spread:

4 x 50*SK5 - 100*BOK5 at $13,976, risk is $300, basis is seasonal and a 123 low.

Stop is now at b/e.
 
hi Andy,
what do you think of above spread?
Entry during Febr.: was successful 15 x out of 15 yrs.
Risk would be to -1077.
Thanks
Ebba
 
Hi Ebba,

on my seasonal chart the spread makes its low beginning of March.

The spread is trading around its low of the last 15 year...I like that.

The spread is still trading in a range...I don't like that.

I would probably still wait...but this is just my opinion.

happy trading,

Andy
 
Trades

4 x LHM5 - LHJ5 at 2.62 on 01/26, risk is 400, basis is seasonal. Spread is standing still since 3 days.

4 x 50*SK5 - 100*BOK5 at $13,976, risk is $300, basis is seasonal and a 123 low.

On both spreads I will use a trailing stop regarding my initial risk as long as I can not find any natural support.
 
Trades

I did exit already 2 contracts of the following spread. It moved up very fast and I had to take profits.

4 x 50*SK5 - 100*BOK5 at $13,976, risk is $300, basis is seasonal and a 123 low.

Hyp. profit is $1,922 - $100 commission = +$1,822.

Hyp. account is now at $26,644

Open positions:

4 x LHM5 - LHJ5 at 2.62 on 01/26, risk is 400, basis is seasonal. Spread is standing still since 3 days.

2 x 50*SK5 - 100*BOK5 at $13,976, risk is $300, basis is seasonal and a 123 low.
 
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