Futures Micro and Mini Portfolios Weekly Update

What a week it was! Big gains in all but one of the Model Portfolios and Three of them closed at all-time highs. We did not “forecast” or “predict” or think that we know more than the market. The market tells us- we don’t tell it..

No trading method I know has the robust profit factors my trend following algorithm produces. Remember, we can never miss a big move in any market we trade- and I mean never.

NASDAQ 100 e-mini +$778.00
Lt. Crude +$3090.00
S&P 500 e-mini +$437.50
NAT Gas +2125.00
Silver +581.00
Gold +487.00

The profit factors are off the charts for most of the Model Portfolios which is basically a measure of expected ROI. No trading method I know has the robust profit factors my trend following algorithm produces.

Very few traders (even most trend traders) are able to achieve the gains we do on a regular basis. I have stated that getting into a trade is simple but managing that trade after entry is what determines the strength of the trading method being used.

My algorithm can hang onto a trade and capture most of the profit in a major market move unlike any other. The proof of that can be seen in the open trade equity above.

Profitable traders and investors know they cannot forecast anything consistently (re-read John Henry’s quote at the bottom of the page). I always laugh at the multitudes of traders that barely can meet their monthly obligations that think they can forecast the market. Here we have the owner of the Boston Red Sox telling you that his profits come from your (and others) forecasting foolishness.

Futures Symbol Guide

New Trade

**Reverse March Japanese Yen from short to long (28k/17k)

 

**Trades can be entered during the electronic night session or in the morning. However, in volatile stock index and currency markets, you should enter a trade as soon as possible
-meaning the beginning of the electronic night session as it will tend to be a more profitable entry point. Trades shown in the Model Portfolio spreadsheet are the fills I get for my own trades. Your trade entries can be better or worse.

There is an error in the 28k portfolio still exists.The profit is overstated. I haven’t been able to find the bug, but I will

28k Mini Micro Portfolio

17k Micro Portfolio

5k Micro Entry level Portfolio

16k Model Portfolio