Beta

Futures trading is a very high "beta" trading investing hedging asset class which means it is more volatile than you may think of as compared to other investment products. 

Here is the monthly performance on FKLI FCPO using the short term technical trend indicator Y trading guides in generating the accumulated profit AND loss for readers traders to learn the systematical way in updating technical trend indicators' performance:






The Indicator Y For 2015

Month FKLI FCPO

1 110 108

2 -35 6

3 33 -54

4 51 -17

5 57 61

6 50 70

7
-79

8
163

9



10



11



12



Total 266 258

RM / per lot 13,300.00 6,450.00




Remember - " Be A Disciplined Trader ".

Here is the stop and reverse trade SIGNAL levels for year 2015:









Stop And Reverse Trades On Indicator Y For Year 2015

Trades FKLI P&L / lot
FCPO P&L / lot

1 1740.5 33.0 s 2284 131

2 1728.5 12.0 L 2293 -9

3 1793.0 64.5 s 2348 55

4 1806.0 -13.0 L 2374 -26

5 1792.5 -13.5 s 2331 -43

6 1801.0 -8.5 L 2248 83

7 1816.5 15.5 s 2281 33

8 1782.0 34.5 L 2312 -31

9 1772.0 -10.0 s 2255 -57

10 1779.5 -7.5 L 2277 -22

11 1844.0 64.5 s 2295 18

12 1847.0 -3.0 L 2193 102

13 1840.5 -6.5 s 2153 -40

14 1850.5 -10.0 L 2199 -46

15 1856.5 6.0 s 2163 -36

16 1802.0 54.5 L 2190 -27

17 1804.5 2.5 s 2165 -25

18 1743.5 61.0 L 2177 -12

19 1733.5 -10.0 s 2175 -2

20 1732.0 1.5 L 2168 7

21 1720.0 -12.0 s 2158 -10

22 1714.5 5.5 L 2145 13

23 1718.5 4.0 s 2188 43

24 No more details for public viewing due to commercialization L 2183 5

25 s 2317 134

26 L 2283 34

27 s 2247 -36

28 L 2271 -24

29 s 2233 -38

30 L 2272 -39

31 s 2238 -34

32 L 2192 46

33 s 2197 5

34 L 2219 -22

35 s 2184 -35

36 L 2028 156

37 s 1999 -29

38 L 1963 36

39 s



40 L



41

s



42

L



43

s



44

L



45

s



46

L



47

s



48

L



49

s



50

L




265.0

258

RM / per lot 13,250.00

6,450.00









(Last updated on 2/9/2015)

5x capital risk ratio is one of the requirement in following the indicator Y, that is, a trader will normally need $20,000 to trade ONLY one lot of cpo futures based on the initial margin $4,000.

A target of 800 points of accumulated profit (or $20,000) by end of the year 2015 will mean there is a 100% rate of return. It may not be as good as other technical trend indicators, we just want to make it as a basic risk and reward requirement in futures trading that carry high beta.