Ocean Auto Trading Journal - Futures and Commodities

[ocean]

Hypothetical result for MidCap for Oct 2008, Symbol @EMD

Ocean

 

[ocean]

Hypothetical result for 30 Year T-Bond for Oct 2008, Symbol: @US

Ocean

 

[ocean]

Hypothetical result for Soybeans for Oct 2008, Symbol: @S

Ocean

 

[ocean]

I felt fortunate that the recent erratic down markets did give a good test of my systems and it showed the strategy did not adjust accordingly and to be considered as unsuccessful. It prompted me to re-develop another similar strategy using different setup and parameters this week.

I used the new strategy and tested on two indexes, ES (emini S&P) and EMD (emini Mid-cap). The results showed that this new strategy was able to adjust the current markets for the last 6 months. I know it will take another year or so to forward test it. But at least I am happy with the new results so far.

At this point, I think I will make this Trading Journal into an inactive mode and revisit it in about 6 months or so and report my continuing development.

Thanks for visiting and the next two posts are the results from the new strategy.

Ocean

 

[ocean]

New hypothetical result for MidCap from May to Oct 2008, Symbol @EMD
Results based on $5/round-turn commission with no slippage

Ocean

FUTURES AND COMMODITIES TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES AND IS NOT TO BE CONSTRUED AS AN OFFER TO SELL OR A SOLICITATION TO BUY OR TRADE IN ANY COMMODITY AND OR SECURITY MENTIONED HEREIN. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.

 

[ocean]

New hypothetical result for emini SP from May to Oct 2008, Symbol @ES
Results based on $5/round-turn commission with no slippage

Ocean

FUTURES AND COMMODITIES TRADING INVOLVES SIGNIFICANT RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. INFORMATION CONTAINED HEREIN IS STRICTLY THE OPINION OF ITS AUTHOR AND IS INTENDED FOR INFORMATIONAL PURPOSES AND IS NOT TO BE CONSTRUED AS AN OFFER TO SELL OR A SOLICITATION TO BUY OR TRADE IN ANY COMMODITY AND OR SECURITY MENTIONED HEREIN. INFORMATION IS OBTAINED FROM SOURCES BELIEVED RELIABLE, BUT IS IN NO WAY GUARANTEED. OPINIONS, MARKET DATA AND RECOMMENDATIONS ARE SUBJECT TO CHANGE AT ANY TIME. PAST RESULTS ARE NOT INDICATIVE OF FUTURE RESULTS.