Monday, 1 January 2024

CPO Futures Trades In Year 2024

The ONE YEAR ONE POST on the CPO Futures blog starts its 5th year. A trader's diary of ~30 years trading experience.

NO Strings Attached... The below SAR trade signals Always Out in Advance for FREE viewing. They are early Stop and Reverse (SAR) trade signals before opening market at best I can.

As shown in previous posts too, the theoretical accumulated P&L for the past 4 years :

  • 2020 @ 681 pts (or RM17,025.00 per lot, Profit) from 38 SARs
  • 2021 @ 409 pts (or RM10,225.00 per lot, Profit) from 38 SARs too.
  • 2022 @ 2905 pts (or RM72,625.00 per lot, Profit) from 24 SARs
  • 2023 @ -213 pts (or -RM5,325.00 per lot, Loss) from 39 SARs
  • 2024 @ ?? pts. (wait and see 😶 Profit or Loss ?)
Eye on Multiple Losing Trades (MLTs) and Capital Risk Ratio (CRR) as they can definitely wipe out good traders! Do your own research too since it is just a trader's diary! 

Take Note: The SAR trade signals remain in theoretical prices (read Notes for more updates). 
  • SAR Sell@3748 (27/12/2022night) and its P&L will be recorded here.
  1. Buy 3742 +6 if 3742 is traded on 8/1n or 9/1d
  2. Sell 3834 +92 if 3834 is traded on 29/1n or 30/1d (**3834-3722=112)
  3. Buy 3850 -16 if 3850 is traded on 5/2n or 6/2d
  4. Sell o3826 -24 on 15/2n if 3801 is traded on 13/2d
  5. Buy 3879 -53 if 3879 is traded on 19/2d
  6. Sell 3836 -43 if 3836 is traded on 20/2n or 21/2d
  7. Buy o3890 -54 if 3889 is traded on 26/2n or 27/2d
  8. Sell 4195 +305 if 4195 is traded on 26/3n or 27/3 (**4195-3827=368, Note:15/3,27/3)
  9. Buy 4251 -56 if 4251 is traded on 1/4d
  10. Sell 4255 +4 if 4255 is traded on 12/4d
  11. Buy 3931 +324 if 3931 is traded on 21/5 (**4187-4931= 256, note:15/4,14-15/5,20/5)
  12. Sell 3903 -28 if 3903 is traded on 18/6 (** 3903-3913= -8, note: 14/6)
  13. Buy 3958 -55 if 3958 is traded on 20/6
  14. Sell 3892 -66 if 3892 is traded on 21/6
  15. Buy o3969 -77 if 3936 is traded on 1/7
  16. Sell 3949 -20 if 3949 is traded on 9/7
  17. Buy 3977 -28 if 3977 is traded on 22/7 (** 3925-3977= -52, note: 15/7, 22/7)
  18. Sell o3915 -62 if 3921 is traded on 24/7 (230pm opened 3915)
  19. Buy 3966 -51 if 3966 is traded on 26/7
  20. Sell o3876 -90 if 3904 is traded on 29/7
  21. Buy 3813 +63 if 3813 is traded on 22/8 (** 3821-3813= +8 , note:15/8,22/8)
  22. Sell 3816 +3 if 3816 is traded on 13/9 (** 3786-3858= -72, note:13/9,19/9)
  23. Buy 3858 -42 if 3858 is traded on 18/9n
  24. Sell 4813 +955 if 4813 is traded on 19/11 (** 4813-3798 = 1015, note: 15/10, 15/11, TargetHit@25/10 )
  25. Buy if 5017 is traded 20/11
  26. Sell
  27. Buy
  28. Sell
  29. Buy
  30. Sell
  31. Buy
  32. Sell
  33. Buy
  34. Sell
  35. Buy

NOTES :

2/1: Trading Day 1 starts today with SAR Short@3748 being carried forward that was initiated last week as shown above. 52-53 weeks to go from now with expectation of < 40 SAR trade signals.
9/1: SAR#1@3742 Long now. Off the low 3607, SAR Short@3748 gave up big floating profit.
15/1: **Rollover MacApr@spread 20, SAR#1@3742 lower to 3722.
30/1: SAR#2@3834 Short now. Off the high 4036 3 days ago, SAR#2 sell signal is triggered at 3834 around 330pm. A painful profit by giving up floating profit range from high 4036 to 3834.
6/2: SAR#3@3850 Long now. From the low 3745, SAR#2@3834 Short failed to generate profit.
15/2: SAR#4@3826 opening. Due to change of month at 9pm triggered SAR sell signal 3836 which is not opening price. So, take 10pts lower at open3826. It is actually a profit with 3877-3850=27pts not -24pts since April contract open 3877. Spread April May @ 51 opening trade.
19/2: SAR#5@3879 Long is generated, 3 losing trades in a row, almost wipe out all the profit already.
21/2: SAR#6@3836 is the 4th losing trade in a row after being hit. It is another MLTs with hitting high 3914 before flushing down to hit 3836. 
27/2: SAR#7@3889 done at opening 3890 at 1030am. It is the 5th losing trade all happened in Feb. 
15/3: **Rollover MayJune@spread 63, SAR#7@3890 lower to 3827.
27/3: SAR#8@4195 is hit, generating 305pts theoretical profit, 368pts based on rollover. SAR#7 Long@3890 reached high 4370 (FCPOK24) or 4314 (FCPOM24, rollover).  
1/4: Q1 = +6+92-16-24-53-43-54+305 = +213
1/4: SAR#9@4251 is Long now. A loss is generated on the 1st day of April !
12/4: SAR#10@4255 Short now, generating only 4pts after seeing high 4443. MPOB friday today after Raya 2 days off. 
15/4: **Rollover JuneJuly@spread 65 means SAR#10@4255 June lower to 4190 July now.
14/5: Stop showing "n" and "d" on the SAR early trade signals after today to ease update workload. Will only indicate n/d on the side of the SAR's date once it is hit.
15/5: ** rollover JulyAugust@spread@3 mean SAR@4190 to 4187 now lower 2nd tine since 12/4.
20/5: SAR#11@3931 is hit at 20/5night with good "theoretical" profit ! But, 2 rollovers reduced profit from 324 to 256pts only
14/6: ** Rollover AugSep@spread 18 mean SAR#11@3931 Aug lower to 3913 Sep now.
18/6: SAR#12@3903 is hit after (due to) rollover. Stick to theory, this is a loss of 28pts, actual loss 8pts.
20/6: SAR#13@3958 is hit. Loss 55pts in just 2 trading days!
21/6: SAR#14@3892 ! Seeing 3rd losing trade in 1 week !
28/6: Q2 = -56+4+324-28-55-66 = +123
1/7: SAR#15@3969 instead of 3936 due to the Opening Gap Up.
9/7: SAR#16@3949 is hit. From high4122, gave up173pts turned to a loss 20pts (in theory)
15/7: **Rollover SepOct@spread 24 means SAR#16@3949 lower to 3925.
22/7: SAR#17@3977 is hit. Actual loss 52pts NOT 28pts due to Rollover.
24/7: SAR#18@3915 instead of 3921 since 230pm opened 3915. 7th losing trade !!
26/7: Hit SAR#19@3966 and this is 8th SAR losing trade in a row. 
29/7: Hit SAR#20@3904 BUT actual 3876 at opening. So, SAR#20@3876. Biggest loss in 7 months.
15/8: **Rollover OctNov@spread 55, so, o3876 lower to 3821 for SAR#20
20/8: USDMYR 4.36s strongest level YTD. DCE JAN25 soyoil 7400 vs Palm Olein 7600. While, BMD FCPO Dec24 3700 vs CME Soyoil 39.00
21/8: Without rollover, FCPO Oct 3821 already hit SAR#21, but, now still waiting at >3800 for FCPO Nov.
22/8: SAR#21@3813 is hit. +63pts in theory, +8pts only in actual term.
13/9: SAR#22@3816 sell signal is hit. Gave up big profit from high 4003 since SAR#21@3813 Long. Consider rollover NovDec@spread 30 mean SAR#22@3786 Dec from 3916 Nov.
19/9: SAR#23@3858 traded 18/9 night. In thoery, -42, actual -72, due to rollover lower.
30/9: Q3 = -77-20-28-62-51-90+63+3-42 = -304 
30/9: July-Sep incurred actual loss > 304pts in theory (see the above ** symbols)
15/10: ** Rollover DecJan@spread 25, so SAR#23@3858 lower to 3833
25/10: MISSON IMPOSSIBLE Target 800pts hit at yday night. Be it in theory or after rollover, it is mission accomplished after seeing nothng in 2 years. Positions basically is "out" and off for this year ! Time to wait and see only... what will the year end performance be? More profit or a losing year again!? Reached high 4660, the trend hit 827pts after the rollover to price 3833. So, it is a long holiday for this year alrady while waiting to prepare for next year's job ! Keep updating SAR trading signal until year end and see what is the P&L for this year, be it in theory or actual fact !!
11/11: 5202 year high
15/11: ** Rollover JanFeb@spread 35, so, SAR#23@3833 lower to 3798. The FCPO last traded 5036.
19/11: SAR#24@4813 was traded 18/11 night. Mkt then went up to 5007 from low 4804. Closed 4922. Volatile.


Friday, 30 December 2022

CPO Futures Trade Signals For Year 2023

Started CPO Futures blog >12 years ago and now the ONE YEAR ONE POST in the CPO Futures blog is like a dairy for me to post early Stop and Reverse (SAR) trade signals before opening market (unless there is any unforeseen circumstances). The SAR trade signals always out in advance for readers traders to view like what I had done all this while.

The theoretical yearly accumulated gross profit for the past 3 years :

  • 2020 @ 681 pts (or RM17,025.00 per lot) from 38 SARs
  • 2021 @ 409 pts (or RM10,225.00 per lot) from 38 SARs too.
  • 2022 @ 2905 pts (or RM72,625.00 per lot) from 24 SARs
  • 2023 @ -213 pts! (Loss: RM5,325 per lot, 39 SARs) 
Remember the Multiple Losing Trades (MLTs) and Capital Risk Ratio (CRR) that can definitely wipe out good traders! Do your own research too since here is just a diary that records my experience! The SAR trade signals will still be in theoretical prices (but it will be written in the Notes as real as possible that tradable for this year, not just a theory! Especially at those opening session with gaps). 
  • SAR Buy@4005 (27/12/2022day) is brought forward and its P&L will be recorded here.
  1. Sell 4025 +20 if 4025 is traded on 5/1night or 9/1day 
  2. Buy o3946 +79 if 3941 is traded on 26/1night or 30/1day (**4035-3946>> +89)
  3. Sell 3871 -75 if 3871 is traded on 30/1n or 31/1d
  4. Buy 3906 -35 if 3906 is traded on 7/2d
  5. Sell 4118 +212 if 4118 is traded on 7/3n or 8/3d (**4118-3911>> +207)
  6. Buy 4228 -110 if 4228 is traded on 8/3n or 9/3d
  7. Sell 4122 -106 if 4122 is traded on 9/3n or 10/3d
  8. Buy o3869 +253 if 3822 is traded on 3/4d (**4072-3869>> +203)
  9. Sell o3765 -104 if 3766 is traded on 10/4d
  10. Buy 3890 -125 if 3890 is traded on 10/4n or 11/4d
  11. Sell 3786 -104 if 3786 is traded on 11/4n or 12/4d
  12. Buy 3811 -25 if 3811 is traded on 18/4n or 19/4d (**3648-3811 >> -163)
  13. Sell 3711 -100 if 3711 is traded on 19/4n or 20/4d
  14. Buy 3689 +22 if 3689 is traded on 8/5d
  15. Sell 3600 -89 if 3600 is traded on 10/5n or 11/5d
  16. Buy 3489 +111 if 3489 is traded on 24/5n or 25/5d (**3489-3489 >> Zero)
  17. Sell 3419 -70 if 3419 is traded on 29/5n or 30/5d
  18. Buy 3399 +20 if 3399 is traded on 8/6n or 9/6d
  19. Sell 3914 +515 if 3914 is traded on 31/7d (**3914-3399 >> +515. Rollover 15/6 &14/7)
  20. Buy 3855 +59 if 3855 is traded on 15/8n or 16/8d (**3936-3855 >> +81)
  21. Sell 3828 -27 if 3828 is traded on 22/8n or 23/8d
  22. Buy 3920 -92 if 3920 is traded on 23/8n or 24/8d 
  23. Sell 3894 -26 if 3894 is traded on 5/9n or 6/9d
  24. Buy 3775 +119 if 3775 is traded on 26/9n or 27/9d (**3894(+45)-3775 >> +164. Rollover 15/9)
  25. Sell 3693 -82 if 3693 is traded on 2/10d
  26. Buy 3699 -6 if 3699 is traded on 12/10n or 13/10d
  27. Sell o3695 -4 if 3700 is traded on 23/10n or 24/10d (**3695-(3699+22)>> +18. Rollover@13/10)
  28. Buy 3754 -59 if 3754 is traded on 25/10n or 26/10d
  29. Sell 3688 - 66 if 3688 is traded on 30/10n or 31/10d
  30. Buy 3753 -65 if 3753 is traded on 1/11n or 2/11d
  31. Sell 3718 -35 if 3718 is traded on 6/11n or 7/11d
  32. Buy 3794 -76 if 3794 is traded on 9/11n or 10/11d
  33. Sell 3850 +56 if 3850 is traded on 27/11d (**3850-(3794+42)>>+14.Rollover@15/11)
  34. Buy o3925 -75 if 3920 is traded on 27/11n or 28/11d
  35. Sell 3853 -72 if 3853 is traded on 28/11n or 29/11d
  36. Buy 3776 +77 if 3776 is traded on 18/12n (**3853(+20)-3776 >> 97, rollover@15/12)
  37. Sell 3734 -42 (21/12d)if 3734 is traded on 19/12n or 20/12d
  38. Buy 3784 -50 if 3784 is traded on 26/12n or 27/12d
  39. Sell 3748 -36 if 3748 is traded on 27/12n or 28/12d
Notes:
3/1: Open 4146, high 4276. Floating profit >250 ticks. What will be the first SAR trade and when? 
9/1: 1st SAR of the year. Gave up high 4276 turned selling 4025.
13/1: **spread -10, so, rollover short 4025 to 4035.
30/1: 2nd SAR hit at open 3946. SAR is 3941 but since o3946 is the opening price, put real SAR 3946 is better than just giving theoretical SAR 3941. Gave up lowest price 3721 @ 25/1.
31/1: 3rd SAR with a losing trade. (Jan +20+79-75= +24)
7/2: 4th SAR is the 2nd losing trade. Off the low 3728 since the short 3871.
15/2: **spread -5, so, rollover long 3906 to 3911. (Feb -35)
8/3: 5th SAR@4118, off high 4425. 3 VVIPs at POC2023 give talk today. USDMYR4.51 from 4.47 overnight. 
9/3: 6th SAR @ 4228. 1 month profit 1 day half gone! The 5th SAR short reached low 4109 only.
10/3 7th SAR @ 4122. 1 month profit 2 day GONE !
15/3: **Spread MayJune +50, so, rollover short 4122 to 4072 for SAR no.7.
31/3: Q1 = +20+79-75-35+212-110-106 = -15. It is the Theoretical Loss for 1st Quarter. The SAR no.7 position will have its profit recorded in Q2 already since FCPO not hit SAR@3825@31/3. FCPO reached 3805 only. If SAR@3825 is hit, Q1 will have profit! (Mar +212-110-106= -4)
3/4: SAR no.8 hit 3869 at open instead of 3822 theoretical price and rollover lowered real profit too by 50pts. Off low 3500 (24/3), meaning gave up >50% floating profit. So, it is a painful trade even though it still generates profit.
10/4: 9th SAR @ 3765. Look at theoretical prices 3766 and 3822 (SAR no.8) which both can artificially inflate profits if blindly do backtesting without knowing such errors.  
11/4: 10th SAR @ 3890. 3 trading weeks hard earned profit 2 days gone! 
12/4: 11th SAR @ 3786. 3 losing trades in a row!
14/4: **Spread +115 to +138 in a day. Rollover June to July is costly for sell SAR#11 by 138 at close. (Price from 3786 to 3648)
18/4: If no change of month, SAR no.12 would have probably being triggered below 3850 (June contract) today which have a low price at 3783 before shooting up to above 3950. But, theoretically, it is still holding short and missing by 1 point because high 3810 vs 3811 for SAR no.12 buy signal today. 
18/4*: SAR#12@3811 July is triggered at last seconds before 1130pm close. Loss 25pts in theory but Actual loss 163pts July or 64pts June if no change of contract on 17/4 onwards..
20/4: SAR#13@3711 - MLTs - a day before RAYA off! (Apr +253-104-125-104-25-100= -205)
8/5: SAR#14@3689 is hit at the PM session, a super painful trade seeing from low 3288! Gave up 401pts turned long 3689 !
11/5: SAR#15@3600 is hit at PM session, we saw the SAR#14@3689 went up high 3837 only and turned selling 3600 today. 
15/5: **Spread +111, so rollover July/Aug SAR#15@3600 will be 3489. Lower the Short price mean the SAR will be far up high tomorrow after change of month today that affected SAR trade signal.
25/5: SAR#15 only went to low 3365 (hit twice in 2 days) and finally trigger SAR#16@3489. +111pts in theory, ZERO in fact.
30/5: SAR#17@3419 is triggered at PM session. Another losing trade! (May +22-89+111-70= -26)
6/6: Off low 3194 of last week to High 3421 @SAR#17 level, then, closed 3418 that below 100pts floating profit level. 
9/6: SAR#18@3399 is triggered at 12pm+. Gave up low 3194 and hit new SAR.
15/6: **Spread +15. Rollover Aug/Sep lower 3399 to 3384 for SAR#18 
30/6: Theory is Q2 = +253-104-125-104-25-100+22-89+111-70+20 = -211 ,but, Fact is Q2 = +203-104-125-104-163-100+22-89+0-70+20 = -510. So, Q2 is still a loss based on SAR#8 to SAR#18. The SAR#18 Long will only have its profit recorded in July in SAR#19. (June +20)
14/7: **Spread -15. So, Rollover Sep/Oct back to 3399 from 3384 did on 15/6. This is the Long 3399 at 9/6d.
24/7: Hit Mission Impossible Profit Target Mark 4199 and price high 4209 before closing 4168.
31/7: SAR#19@3914 after seeing high 4209 (24/7,+ 2 rollovers). Long journey! (July +515)
15/8: **Spread -22. So, Rollover Oct/Nov 3914 to 3936 for SAR#19 Short.
22/8: SAR#21@3828 got hit with a loss after few days SAR#20@3855 Long started.
24/8: SAR#22@3920 is triggered at 1030am opening. (Aug +59-27-92= -60)
13/9: Update monthly accumulated P&L from Jan to Aug as shown in the notes' brackets. SAR#23@3894 dated 6/9d reached its lowest mark 3667 yday, generating >200pts floating profit. 
15/9: **spread -45 to -42. Assume roll at -45, so, SAR#23@3894 will be 3894+45=3939 higher from Nov to Dec spread rollover.
27/9: SAR#24@3775 is triggered, generating 119 theoretical profit for SAR#23 Short since 6/9d although FCPO did go low 3637 given up huge floating profit again! 
29/9: Theoretical Profit for Q3 = +515+59-27-92-26+119 = +548
2/10: Q4 or October started with a loss. Hit SAR#25@3693 sell signal incurred 82pts loss.  
13/10: SAR#26@3699 is hit. 2nd losing trade in OCT. rollover today too. ** spread -22, thus, SAR#26 Long @ 3699+22=3721 from Dec to Jan contract month. 
24/10: SAR#27@3695 instead of 3700 since opening is 3695. 3rd losing trade in Oct.
26/10: SAR#28@3754 hit! 4th losing trade in Oct
31/10: SAR#29@3688 is the 5th losing trade in Ooct! Worst if this year!
2/11: SAR#30@3753 hit! 6th losing trade from Oct.
7/11: SAR#31@3718 is hit. The 7th losing trade. -82-6-4-59-66-65-35
10/11: SAR#32@3794 is hit. 8th losing trade! -82-6-4-59-66-65-35-76
15/11: **SAR#32 Long rollover higher from 3794 to 3836 using spread -42
27/11:SAR#33@3850 was hit before 1230pm. Gave up Huge floating profit. Only 14pts instead of 56pts due to rollover. 
28/11: SAR#34 hit higher at opening 3925 instead of 3920. Looking back last 10 SARs, it is like 10 MLTs that good enough to kill traders especially those with low CRR.
29/11: SAR#35@3853 get hit PM session. Consider MLTs 11 SARs started Oct2.
15/12: **Spread -20 for FebMar, so SAR#35@3853 Short rollover higher by 20pts to 3873 now.
18/12: SAR#36@3776 buy
21/12: SAR#37@3734 sell was triggered when i was away!
26/12: SAR#38@3784 buy at night. Another 38 SAR trade signals!?
27/12: SAR#39@3748 sell at night. MLTs MLTs MLTs !!!
29/12: Last trading day. Q4 = -82-6-4-59-66-65-35-76+56-75-72+77-42-50-36 = -535. So, the theoretical accumulated P&L for year2023 is -213. It is a LOST !!! The SAR#39 Short@3748 will be brought forward to next year.
30/12: The End. Happy New Year.



Saturday, 1 January 2022

CPO Futures Trades In Year 2022

We continue the ONE YEAR ONE POST of the daily Crude Palm Oil Futures trade signals which we started in year 2020. Stop And Reverse (SAR) trade signals will always be given out in advance for readers traders to view before opening market unless there is any unforeseen circumstances. Notes will be posted if needed, at best we can. 

BMD started Night Trading (T+1) at 9pm to 11:30pm on Monday 6/12/2021. (But, we stay on DAY DATA ONLY for all Year 2022 updates for own personal reasons. So, we will ignore Night Trading data.)

The theoretical accumulated gross profit & loss for the past two years :

  • 2020 @ 681 points (or RM17,025.00 per contract) from 38 SARs , and 
  • 2021 @ 409 points (or RM10,225.00 per contract) from 38 SARs too.
Eye on the Multiple Losing Trades (MLTs) which is the most important feature in trading success while setting up good capital risk ratio is a must. For example, look at last year's April and August to December about the MLTs which would definitely wipe out traders.  
  • SAR 2021 is brought forward to year 2022, that is, Long 4635 on 24/12/2021. But after readjusting to old format, Long 4614 is used to calculated the profit and loss of this year.
  1. Sell 5430 +795 (16/2) (read note dated 15/2 and 16/2) if 5445 is traded on 16/2/2022; else, hold Long 4635 (since 24/12/21)
  2. Buy 5622 -192 if 5622 is traded 17/2night&18/2day (updated! Read Notes) 
  3. Sell 6277 +655 if 6277 is traded on 10/3night or 14/3day
  4. Buy 6166 +111 if 6166 is traded on 22/3night or 23/3day (actual: -222)
  5. Sell 5823 -343 if 5823 is traded on 28/3night or 29/3day
  6. Buy 5997 -174 if 5997 is traded on 5/4night or 6/4day
  7. Sell 5792 -205 if 5792 is traded on 6/4night or 7/4day
  8. Buy 5972 -180 if 5972 is traded on 7/4night or 11/4day
  9. Sell 6242 +269 if 6242 is traded on 12/5night or 17/5day
  10. Buy 6337 -95 if 6337 is traded on 23/5night or 24/5day
  11. Sell 6223 -114 if 6233 is traded on 7/6night or 8/6day (read 9/6 note)
  12. Buy 4001 +2222 if 4001 is traded on 27/7night or 28/7day
  13. Sell 3827 -174 on 2/8night if 3826 is traded on 1/8night or 2/8day (read 28/7 note)
  14. Buy 4031 -204 if 4031 is traded on 4/8night or 8/8day
  15. Sell 4029 -2 if 4029 is traded on 18/8night or 19/8day (read 10/8note)
  16. Buy 4207 -178 if 4207 is traded on __night or 22/8day
  17. Sell 4141 -66 if 4141 is traded on 29/8night or 30/8day (read 24/8note)
  18. Buy 3899 +242 if 3899 is traded on 20/9night or 21/9day
  19. Sell 3773 -126 if 3773 is traded on 22/9night or 23/9day.
  20. Buy 3664 +109 if 3664 is traded on 4/10night or 5/10day
  21. Sell 3615* -49 if 3615 is traded on 13/10night(3615) or 14/10day(3846) =>> (3615-3846 =  -231ticks) (read notes 14/10)
  1. Sell 4226 +562 if 4226 is traded on 8/11night or 9/11day
  2. Buy 4165 +61 if 4165 is traded on 23/11night or 24/11day
  3. Sell 4051 -114 if 4051 is traded on 1/12night or 2/12day
  4. Buy 4005 +46 if 4005 is traded on 22/12night or 27/12day
  5. Sell if 3975 is traded on 29/12night or 30/12day Buy4005 bring forward to Year 2023
Notes:
  • W1: without using T+1 data, Open4718, High5047 Low4718 range for a start. Close4996. The next SAR sell signal will be much higher than the Long 4635 already. 
  • W2: Open4995 H5164 L4950 C5127. Rollover of 170 for W3.
  • W3: O4954, H5327, L4912, C5323. Rollover 170 mean now price Long is 4465 (4635-170). But will keep recording the long 4635 as the theoretical price. consistency! Reach new high 5327 on Friday.
  • W4: O5298. H? L5222 C?. Theoretically MISSION ACCOMPLISHED when price hit 5435 with gross profit of 800 points or RM20,000 per contract. 5435 is traded on Thursday 27/1 first 15 minutes opening. If based on rollover 170pts in W3, 1000 pts target hit at 5465 since Long 4465 (4635-170).
  • 3/2: MISSION ACCOMPLISHED for the year 2022! AGAIN!? FCPO did reach high 5700 during CNY eve before closing 5587. Should I stop writing note?
  • 10/2: The record high 5749 (Monday, 7/2). ***The ADD-ON night trading T+1 data seemed not really much different from old DAY SESSION data after comparing them since T+1 data started 6/12/2021.*** T+1 data is included in the following day trading session.
  • 15/2: Rollover 180+ in late afternoon session mean TWICE rollover already since the long 4635 at 24/12/2021. Thus, The long 4635-170-180=4285, below 4300 at MAY new contract month. The stop and reverse SAR is above 5000, generating more than we had targeted. So, MISSION ACCOMPLISHED !!
  • 16/2: 5430 opening price is the MISSION ACCOPLISHED level this whole year (5445 was the theoretical sell signal but since open 5430, just use 5430)!!! We basically can stop here until NEXT year!!! 5430-4285 is basically the best round of trade with 2 rollover positions started from 24/12/2021. To get 4285, read 15/2 note. Technically it is nice to stay out from the market for the 1st quarter and start over only at 1/4 ??? This is because... Good Profit will come with MLTs!!!
  • 17/2: The theoretical gross profit... 5430 - 4635 (without rollover) gave 795 points while 5430 - 4285 (with rollover) gave 1145 points. Good profit based on per contract basis. But, this is not really as important as MLTs - Multiple Losing Trades. The MLTs affect drawdown that can wipe out traders! Let's wait and see how many MLTs will have this year.
  • 18/2: The 1st losing trade in lest than 48 hours! Took >1000 hours for good profit but feel the pain in <48 hours! This is technical trend trading.  
  • 25/2: 6470 is the PEAK after long 5622 was initiated at 18/2day? 6470MAY was traded at 24/2night while spot month 7093March highest in record! 
  • 1/3: MISSION ACCOMPLISHED again on SAR signal no.2 from 5622 to 6622! 
  • 8/3: First 5  months record high at 2/3 - 8757, 8034, 7108, 6657 and 6337.
  • 14/3: Only 3 months hit new high at 9/3 - 7800, 7731, 7268, 6823 and 6531
  • 15/3: Rollover (May/June) about 333 points at close, mean... short 6277 lower to 5944 but the theoretical SAR 6576 (15/3night or 16/3day) is artificially high due to rollover 333, here it means high artificial floating profit for now and next few days! 
  • 18/3: About 25 minutes trades from 5658 to 6174, starting about 330pm yesterday due to Indonesia tax issue up to USD375/ton. This was 500++ points of range in such a short period of time.
  • 23/3: 6166 is triggered as SAR buy signal with theoretical profit 111 ticks (actually is a LOSS based on the rollover price from 6277 to 5944, read note 15/3, so 5944-6166 = -222). 
  • 29/3: SAR no.5 is triggered at 5823 and the low only 5820 with price fast moving up above 6000. Judging at SAR no.4 which should be a loss instead of profit, both 2 trades have accumulated more than 500 ticks of losses. If next SAR is triggered, it will be 3rd losing trade!
  • 31/3: Q1 = +795-192+655+111-343 = +1026 "theoretical" accumulated profit.
  • 6/4: SAR no.6 is triggered. 2nd theoretical loss (actual, 3 losing trades in a row now!)
  • 7/4: SAR no.7 and its loss is 205 ticks in just 1 day!
  • 11/4: SAR no.8 is the 4th theoretical losing trade in a row. MLTs finally appear! 
  • 15/4: Rollover last minute about 145 to 150. So, SAR no.8 (Long 5972) roll at 5822/27 July contract prices.
  • 27/4: low 6416 high 7040 close 7001. If based on long 5972, MISSION ACCOMPLISHED again at 6972!!!
  • 13/5: rollover 215 july august, meaning SAR no.8 rollover twice from 5972 to 5827 to 5612! But, we will most probably see new SAR next week when August contract is new 3rd active month after MAY contract expired 12pm (6990) today. If this is a cash settlement, 6990 - 5972 = 1018 ticks of profit !!! 
  • 17/5: change of new contract month, open 6166. SAR no.9 is triggered at 6242 theoretically. Knowing impossible to get 6242, opening price is the SAR trade but will still use 6242 for theoretical calculation due to consistency and easy reference. Based on the rollover to 5612, profit is 630 but lower to 554 due to opening price.
  • 9/6: SAR no.11 has been triggered today but failed to update due to unforeseen event. It turned selling 6223 instead of 6233 which was not updated in advance. 
  • 15/6: rollover 80 pts will mean the SAR no.11 at 6223 is rollover down to 6143.
  • 20/6: Low 4965 is telling us that the SAR no.11 has reached beyond its 1000 pts target. MISSION ACCOMPLISHED ! 
  • 30/6: Q2 =  -174-205-180+269-95-114 = -499 "theoretical" accumulated LOSS. Refer SAR no.6 to SAR no.11.
  • 6/7: Low hit 3735 after limit down at 3757 (10%).
  • 15/7: 3489 low late evening yesterday. Rollover -35 to -60 at opening 15min give a better price for sellers to rollover higher prices.
  • 28/7: +2222 points of theoretical profit for SAR no.11 holding since 9/6. Stay out from Market for next 2 SAR or more???? 
  • 3/8: SAR no.13 was triggered at 3827 (2/8night) that I failed to update early from 3826 to 3827 :)
  • 8/8: confirmed a theory of MLTs based on 28/7note!!! But, how many MLTs will be? let's wait and see.
  • 10/8: Early signal between 11/8 - 16/8 may not be available. If SAR no.15 is triggered which probably range 3850 - 3950, I will only be able update it after 16/8. )l^l( .MPOB gave End stock 1.77m, production 1.57m. 
  • 16/8: Change of month about -20 spread give advantage for long position.
  • 19/8: SAR no.15 was triggered yday night with "2" ticks losses. Still a Loss! Need to see what is the close today at 6pm Friday to see what is the possibility!! Target another losing trade and see what will be the SAR no.16.
  • 22/8: Opening 4228 gap above SAR no.16 at 4207. This is the 4th Losing trade. How many will be in this MLTs?
  • 24/8: It is an Odd day making higher high more than lower low, and theoretically, SAR 4075 is NOT triggered due to such wild swing from 4350 to 4053 in less than 1 hour after 230pm open is considered as invalid since higher high is more than lower low. This is the WEAKNESS of the indicator that finally appears in today's trading range. 
  • 30/8: 5th Losing trade, SAR no.17 is triggered at 4141 just a day before the Merdeka Day.
  • 12/9: MPOB end stock 2.09mt. 1st time go above 2mt since 12/2019@2.007mt. Highest 2/2019@3.045mt 
  • 15/9: spread closed -57, meaning rollover short for SAR no.17 @ 4141 will be higher at 4198.
  • 19/9: H3889 L3671 Dec@19/9 Vs H3856 L3692 Nov@15/9). Actual: H3889 L3671 Dec@19/9 vs H3913 L3751 Dec@15/9. 
  • 21/9: After 5 losing trades (624 in total loss), SAR no.18 at 3635 is triggered with theoretical profit 242.
  • 23/9: SAR no.19 wipe out half of the hard earned profit that took almost a month to make! This is technical trend trading! 
  • 26/9: SAR no.19 @ 3773 has good floating profit after seeing low 3431. 
  • 30/9: Q3 = +1714 (+2222-174-204-2-178-66+242-126). SAR no19@3773 will only have its P&L appear in October and Q4 when SAR no20 is triggered.
  • 4/10: Q1+Q2+Q3= +1026-499+1714 = +2241 mean 3Q theoretical accumulated gross profit is  RM56,025 per lot  (2241x25x1)
  • 5/10: SAR no.20 was triggered yesterday night at 3664 as a start for Q4. The profit is 109 ticks after holding on the short 3773 (SAR no.19).
  • 11/10: MPOB Sept end stock reached 2.3mil tons indonesia's 6mt in July, so total may reach 10mt if indonesia sept end stock is 7.7mt ? SAR no.20 remain long 3664 after MPOB today.
  • 14/10: * mark indicate a crucial issue where SAR no.21 at 3615 is triggered during night session. If price goes up above 3846 of last week high during day session, SAR no.21 will be invalid. Another issue is next week will ne new contract month with rollover -36-40 levels. If invalid price triggered, it is a real loss for trader even though system remains using theoretical price and have to revert back to the SAR no.20 instead of SAR no.21  
  • 14/10: Afternoon session triggered high 3846 making the SAR no.21 INVALID theoretically and therefore SAR no.20 had to be continued holding on (that is 3664). The realized loss (stress!) of selling SAR no.21@3615 had to be reversed at 3846, incurring 231 ticks loss (3615-3846). This is another tough issue for technical trend indicator that failed to avoid such dilemma and kill traders!
  • 14/10: split and write the new SAR since the SAR no.20 and no.21 have generated a good learning lesson and keep for future reference.
  • 25/10: Reach high 4263 from SAR no.20@3664
  • 31/10: only 1 SAR for Oct theoretically but the painful error must be recorded to remind ourselves that technical trend indicator had shown its weak point! We need strong discipline to reverse back the position happened on SAR no.21 and maintain holding on the SAR no.20 buy signal that day. So, Oct is a losing month in real life instead of profit.  
  • 2/11: just a record: MLTs+MaxDrawDown can hit RM25k/lot, so, capital risk ratio 3x will definitely not be enough to support even ONE lot if we are hit by such Unlucky MLTs+MaxDrawDown. So, raise up your own margin, not follow BMD minimum margin.
  • 3/11: reach high 4497 at opening but close 4336 1 tick of the low 4335. Profit range hit 833 ticks from 3664 to 4497, and seems that will be the top?
  • 9/11: SAR no.1 (or SAR no.21 in theory) is triggered at 4226 in afternoon trading session, showing theoretical profit of 562 ticks! Looking back at the painful "error" of 231, profit had been much affected.
  • 15/11: Rollover -35, SAR no.1 @4226 become @4261 FCPO Feb23 new contract month.
  • 1/12: Q1+Q2+Q3 = +1026-499+1714 = +2241, Oct Nov +106+562+61 in theory. (real: need to -231 as happened on 13-14/10)
  • 2/12: open 4030 below SAR sell signal 4051 by 21 points. But will based on 4051 theoretical price for consistency update.
  • 13/12: MPOB: supply 1.68mt and end stock 2.29mt for November. After 5 months up, both data finally drop with good demand in last 2 months, export >1.5m and local consumption >200k. FCPO lowest 3721 yday after SAR sell 4051 on 2/12day.
  • 19/12: rollover -15 meaning SAR4051 became SAR4066. There will be only 2 more weeks or 9 trading days only! 
  • 27/12: Giving up low 3815 and turning buy 4005 is another painful trade! Christmas off with Dalian up a lot in 2 days make CPO opening 4005 from 3830 previous settlement price. Hit high 4099 in 10 min after opening.
  • 30/12 Friday: last trading day, Buy 4005 at 27/12 may be brought forward to next year.
  • 30/12*: The Buy4005 will be brought forward to Year 2023.
  • Q1+Q2+Q3+Q4 = +1026-499+1714+664= +2905 ticks or RM72,625.00 accumulated profit per contract size basis for year 2022 in theory.
  • Practically we won't be able to get such a huge profit since there will be a lot of leakages like trading costs, gaps unfilled trades and error@SAR no.21, etc etc
Happy New Year to all readers traders. We are heading to new post for year 2023.

 

Tuesday, 5 January 2021

CPO Futures Trades In Year 2021

681 points accumulated theoretical gross profit in year 2020 was basically helped by a single trade in January 2020 that being carried forward from year 2019 and readers traders can actually refer back the previous post to find out the full details. Without the first profit trade in January 2019, it would be a "loss" year for 2020!

681 x 25 = RM17,025 is the theoretical profit for the year 2020 based on per contract size basis.

CPO Futures trades in this year 2021 will be following the same method. Readers traders can take advantage on the early trade signal that will be updated day by day "in advance" before the FCPO market is opened at 1030am everyday in Bursa Malaysia Derivatives unless there is any unforeseen circumstances.

  • Long 3481 (23/12/2020) is holding on until a new trade is initiated that will be shown in the following SAR trade signals as what I had done in the previous post.
  1. Sell 3646 +165 (14/1/2021) if 3646 is traded on 14/1/2021.
  2. Buy 3464 +182 (29/1) if 3464 is traded on 29/1.( No more "or else" again like previous post, understand?)
  3. Sell 3360 -104 (3/2). if 3360 is traded on 4/2.
  4. Buy 3443 -83 (9/2). if 3443 is traded on 9/2.
  5. Sell 3829 +386 (18/3). if 3829 is traded on 18/3
  6. Buy 3895 -66 (23/3). if 3895 is traded on 23/3
  7. Sell 3826 -69 (25/3) if 3826 is traded on 25/3
  8. Buy 3818 +8 (6/4). if 3818 is traded on 6/4.
  9. Sell 3687 -131 (12/4). if 3687 is traded on 12/4.
  10. Buy 3791 -104 (15/4). if 3791 is traded on 15/4.
  11. Sell 3736 -55 (16/4). if 3736 is traded on 16/4.
  12. Buy 3789 -53 (20/4). if 3789 is traded on 20/4.
  13. Sell 4129 +340 (20/5). if 4129 is traded on 20/5.
  14. Buy 4150 -21 (3/6). if 4150 is traded on 3/6.
  15. Sell 4022 -128 (8/6). if 4022 is traded on 8/6.
  16. Buy 3629 +393 (30/6). if 3629 is traded on 30/6.
  17. Sell 4165 +536 (2/8) if 4165 is traded on 2/8 (otherwise, hold on 3629). 
  18. Buy 4244 -79 (4/8) if 4244 is traded on 4/8 (or else, hold on 4165)
  19. Sell 4309 +65 (18/8) if 4309 is traded on 18/8, or else, hold on 4244.
  20. Buy 4353 -44 (25/8) if 4353 is traded on 25/8, or else, hold on 4309.
  21. Sell 4284 -69 (30/8). if 4284 is traded on 30/8, or else, hold on 4353.
  22. Buy 4364 -80 (3/9) if 4364 is traded on 3/9, or else, hold on 4284.
  23. Sell 4287 -77 (10/9) if 4287 is traded on 10/9, or else, hold 4364.
  24. Buy 4394 -107 (15/9) if 4394 is traded on 15/9, or else, hold on 4287
  25. Sell 4326 -68 (17/9) if 4326 is traded on 17/9, or else, hold on 4394 
  26. Buy 4392 -66 (23/9) if 4392 is traded on 23/9, or else, hold on 4326.
  27. Sell 4326 -66 (28/9) if 4326 is traded on 28/9, or else, hold on 4392
  28. Buy 4486 -160 (29/9) if 4486 is traded on 30/9, or else, hold on 4326
  29. Sell 4851 +365 (8/11) if 4851 is traded on 8/11, or else, hold on 4486 (actual 4545).
  30. Buy 4938 -87 (10/11) if 4938 is traded on 10/11; or else, hold on 4851 (actual 4790)
  31. Sell 4868 -70 (16/11) if 4868 is traded on 16/11; or else, ((Actual - hold on 4938)).
  32. Buy 4932 -64 (18/11) (real 4939) if 4932 is traded on 18/11; or else, hold on 4868
  33. Sell 4867 -65 (23/11) if 4867 is traded on 23/11; or else, hold on 4932
  34. Buy 4957 -90 (25/11) if 4957 is traded on 25/11; or else, hold on 4867.
  35. Sell 4887 -70 (26/11) if 4887 is traded on 26/11; or else, hold on 4957.
  36. Buy 4893 -6 (7/12) if 4893 is traded on 7/12; or else, hold on 4887.
  37. Sell 4749 -144 (9/12) if 4749 is traded on 9/12; or else, hold on 4893.
  38. Buy 4635 +114 (24/12) if 4654 is traded on 23/12; or else, >> SAR no.37!
  39. Sell if 4568 is traded on 31/12; or else, >> SAR no.38
NOTES:
  • 5/1: Same like previous post, This is a Daily Technical Trend Trading Indicator, expecting stop and reverse (SAR) trades < 40 in total for the year 2021. We saw total 38 SAR trade signals in year 2020.
  • 7/1:Surveys said end stock December multiple years low. So, wait for MPOB next Monday.
  • 14/1: First trade of the year, selling 3646 with profit 165 pts per contract size basis. CPO hit low 3490 and was luckily stopped by "velocity logic" band. This rule helped avoiding "very" bad filled prices in volatile market in my view for stop loss orders. Just search "velocity logic BMD" and you can learn how it works.
  • 18/1: change of month is giving extra 100 points of artificial profit due to the 101 points of spread discount! March was 3423 and April was 3322 on Friday's settlement prices. 
  • January: +165+182=+347. Started with a theoretical accumulated profit of 347 ticks!
  • 3/2: We have opening price 3315 way below 3360 SAR. But will use 3360 for consistency updates like notes on 18/1. All the P&L is basically a theoretical figure for systematical updates year after year. 
  • 4/2: today the opening is 3359, just nicely 1 tick below 3360 SAR trade signal !
  • 9/2: open 3486, higher than 3443 SAR, but, we continue using 3443 as mentioned earlier on 3/2. February 2 SARs basically wipe out all the profit of January!
  • 15/2: Spread 180 to 200+ range to rollover is huge and artificially affecting the P&L lower by 180+ points. However, as mentioned previously, consistency is utmost important. FCPO MAY is 180+ much lower than FCPO APRIL will still be recorded in the above SAR trade signals. It is still difficult to trigger SAR tomorrow which far below 3400 for FCPO MAY. We will still use Long 3443 on 9/2 FCPO APRIL as the theoretical price until the next SAR trading signal is triggered.
  • February: -104-83= -187
  • 1/3: February is a bad month without a good trade even though actual real trade is profitable because of rollover and profit trade carry forward to March. However, we still have to record the theoretical trades for consistency.
  • 13/3: It is almost certain that no SAR for 1st 2 weeks in March, holding on 3443 since 9/2.
  • 15/3: Spread MAY JUNE around 115+ to rollover at low end still artificially make the P&L lower by 115+ points. But, as said on 15/2, consistency is the important, we shall calculate the lower profit still for the long 3443 since 9/2 once we get the new SAR in this month or next month.
  • 18/3: We have a SAR today after holding on since 9/2. Looking at 2 rollovers on 15/2 and 15/3, the actual realized profit will be about 386+115+180= 681 points. But, we will only record 386 points only for consistency.
  • 19/3: CPO Futures price hit low 3667. SAR 3829 yesterday. High volatility continue!
  • 23/3: open 3965 gap up without getting SAR 3895. But, will continue follow 3895 for consistency updates.  
  • 24/3: 3895 SAR can be seen today after seeing low 3879 this morning. 
  • 25/3: SAR 3826 is triggered. A losing trade with much bigger loss in reality which supposed to be against the actual SAR 3965 (instead of 3895 theoretical SAR). But, again, consistency records more important and that is why we will continue with theoretical SARs. 
  • 26/3: Overnight soyoil down 250 points (limit down) on weak weekly export settled 54.98 and morning Dalian palm oil futures also 400+ points helping CPO futures reaching low 3664, 162 points below the SAR 3826 that was triggered yesterday.
  • March: +386-66-69 = +251. It is a good month since only have 2 bad trades not what I expected in Multiple Losing Trades. The short 3826 on 25/3 will be carried forward to April for next SAR.
  • Q1 : +347-187+251 = +411.
  • 7/4: We had the April's first SAR yesterday at 3818, 1 point below yesterday's high 3819. The selling 3826 on 25/3 had seen a low 3495 before turning buy signal 3818, giving up 300+ points of profit range! 
  • 8/4: A wild swing day open 3805 and down to 3760 then up until 3926 before coming back to 3791 close. Today's SAR trade signal 3753 is not triggered and tomorrow's SAR 3676 is much lower. If it is triggered, it will be a big loss!
  • 12/4: Today we have MPOB data with higher supply and higher end stock; therefore prices were flushed down in the afternoon and triggered SAR sell signal 3687. The biggest losing trade since beginning of this year.
  • 15/4: About 220 points of June July spread will either make a huge profit or loss for tomorrow update due to change of contract month. If 3791 SAR buy signal is triggered today against the 3687, it will be another big losing trade today; or else, tomorrow will show a large artificial floating profit in holding short 3687 !
  • 15/4*: We had SAR buy signal 3791 in the morning session with another big losing trade! Change of new contract month with June July spread about 210+ will 'theoretically" trigger SAR sell signal tomorrow because July is much lower than June even though SAR sell signal "practically" is at 3736 June, waiting to be triggered !? But, we will theoretically update a sell signal tomorrow again due to the big discount spread on June July for consistency in this blog.  
  • 16/4: "Theoretically" SAR sell signal 3736 is triggered at opening 3651. "Practically" is holding buy signal 3791 triggered on 15/4 as we can see in the above due to change of contract month JUNE JULY. However, we follow the theoretical price for consistency in the blog.
  • 19/4: After 2 trading days the big gap due to change of contract month that affected many on 16/4, we can start following the July contract and stick to the theoretical SAR sell signal 3651 aka 3736 depend our own personal trade strategies since the SAR buy signal is there to guide us from now on.
  • 20/4: Multiple Losing Trades...4 continuous losing trades even though is just theoretical and is enough to wipe out traders who overtrade. 3789 SAR buy signal is triggered. 
  • 26/4: Soyoil reached 59.98 July during Asian time, but CPO futures opened 3990 and high 4009 in a while only, then went to day low 3852. Another wild day ! It seems the Long 3789 will be carried forward to next month and April month is a month of loss !
  • 27/4: Soyoil futures 62.00 is about 5600 vs CPO Futures 4000, different RM1600 or USD 400 !! New world record ??   
  • 28/4: In 24 hours, soyoil futures high 63+ was flushed to low near 59. Such a move made CPO Futures opened 3922 against yesterday's close 4069, hitting low 3913 before closing 3942. April will be a month of loss since the next SAR sell trading signal is far below at 3777 on 30/4.
  • April: +8-131-104-55-53= -335
  • 30/4: The long 3789 on 20/4 will be carried forward to May. As you can see at the above comments in April, it is definitely painful to see but learn to know losses is utmost important to survive and stop us from over-trading. 
  • 3/5: We will mostly have a profit trade if May has it first SAR sell signal.
  • 6/5: Above 4124 is basically helping recover all the theoretical losses in April but the SAR sell signal is still quite low. 
  • 7/5: 4434 high, 52 points to the historical high 4486 ! 
  • 10/5: MPOB gave 1.546mt on April's end stock vs 1.444mt in March. Change of new contract month will artificially reduce the profit if SAR sell signal is triggered next week after Raya holidays.
  • 12/5: Open 4499, new "world" record. Market will close at 1230pm today for Raya holidays. New Record High 4525 for the 3rd contract month (July) before heading to new contract month (August) next week.
  • 17/5: New contract month, rollover 221 based on settlement prices. So, the theoretical profit will be dragged down by 221 artificially.
  • 19/5: Soyoil 70.49 and CPO 4669, record high for July contract yesterday. But, we already focus on August CPO contract that new high 4468 is actually below 4525 high on 12/5. So, may be 4525 is the 3rd active contract month high for this year already after seeing soyoil made U-turn from above 70 to 68 now this morning !?  
  • 20/5: We have a sell signal already 4129 for this month. Actual profit may well above 500 points (340+221) but stick to theoretical profit 340 for consistency.
  • 21/5: From ("record" high 4669 if no rollover) high 4468 to low 3954 in a week and close 3993. The biggest range for this year so far with more than 500 points!?
  • 24/5: Hit low 3867.
  • May: +340. Only 1 trade!
  • 3/6: Open 4249 which is 99 points above 4150 SAR buy signal! Actual losing trade 120 (21+99) , not 21 s shown in SAR no.14. However, just for the theoretical prices for consistency.
  • 4/6: June started with a losing trade and now the theoretical buy 4150 is also struggling, seeing low 4064 today that floating loss 86 in theory. Actual floating loss based at opening 4249 which could hit 185 for just holding 1 contract ! Can you see the risk if you are over-trading!? 
  • 8/6: This is the 3rd biggest theoretical losing trade (-128) so far but it is the biggest actual losing trade if based on the actual cut loss trade (-227) at opening on 3/6. These 2 trades in June can easily wipe out traders who overtrade using such technical trend indicator. 
  • 10/6: MPOB production and end stock about 1.57mt, both below surveys 1.58 to 1.63. So, we will see higher than 3894 closed at 1230pm. After hitting day high 3950, it hit low 3806 before closing 3845 at 6pm.
  • 11/6: From 4022(8/6) to 3623 today's low. Good round that come with extra floating profits after covering the 2 actual losses in June! But, can traders really hold on!?
  • 14/6: Almost "Mission Accomplished"! Low 3298 this morning near reached 1000 points of target and closed book!
  • 16/6: Change new contract month, Sep, and rollover over 34 at opening for the short to maintain in new month.
  • 18/6: Theoretically we have achieved the year target accumulated profit of 1000 points today. Mission Accomplished at 3289!
  • 30/6: What is the accumulated profit? quarterly profit? monthly profit?
  • June: -21-128+393 = +244. Total 3 trading signals. 
  • Q2 : -335+340+244 = +249. So Q1+Q2 = +411+249 = +660 is the accumulated profit.
  • 7/7: Put back the words "otherwise, hold on...", starting from SAR no.17
  • 12/7: MPOB (P1.606m, S1.614m, E1.419m), bullish but opened high sold down like morning session.
  • 15/7: Rollover Sep Oct 60, meaning profit artificially lower by 60pts.
  • July: 0 or ZERO trade signal!
  • 6/8: after profit taking on first trading of August of 536 ticks, it is considered a volatile week, range 4334 - 4093 and closed 4283 last second, trading 4280s to 4250s in last few seconds.
  • 16/8: the long 4244 (4/8) has "rollover" around 110s lower. But, the sell SAR signal remain very low and therefore it is holding on for longer time now.
  • 18/8: Turn sell 4309 with theoretical profit 65, actually reach above 170s (65+110s) from the rollover. 
  • August: +536-79+65-44-69 = +409. Total 5 trade signals.
  • 10/9: MPOB end stock reach 1.8m and CPO Futures 230pm hit below 4300 opening and trigger sell signal.
  • 15/9: 5th Losing Trades in a row with change of month next 2 days may badly affect the SAR artificially again. The spread is currently between 110 to 105.
  • 17/9: 6th losing trades due to change of month, artificially incur more losses. But must record for consistency. 
  • 21/9: Dynamic Circuit Breakers will be in effect with a width of 3.5%. If a contract market moves beyond +/- 3.5% within an hour during the overnight session, trading will be paused for two minutes. -- taken from CME FAQ. Yesterday, will trades happened at 1030am (opening 4176) to 1033am had triggered DCB at around 4100 and hit low 4032 then paused 2 minutes and reopened 4100 and up to 4250 day high. 218 points range in less than 2 hours in the morning session.
  • 23/9: 7th losing trade! See the SAR no.26
  • 28/9: 8th Losing trade! Many can't survive without early profit? The sell 4326 was triggered and hit low 4318 only, then went up to 4477 before closing 4445.
  • 30/9: Open 4545 way above SAR 4486. Thus, actual loss is 219 instead of 160 as shown in no.28. This is the 9th losing trade. Multiple Losing Trades is finally appeared in September that basically can kill all good traders! 
  • September: -80-77-107-68-66-66-160 = -624, Total 7 Losing trades!
  • Q3 : 0+409-624 = -215. 
  • So, Q1+Q2+Q3 = +411+249-215 = +445 is the accumulated profit.
  • 30/9*: Huge sept's loss hit 624, MLT even reached 737 since 30/8 started. Accumulated profit had reduced to 445 only. What will be the final quarter result from Oct to Dec?
  • 4/10: Prices hit low 4486 (29/9 buy signal) after opening 4500. Closed 4586, 100 points higher from low! 
  • 5/10: New record high 4786. Spot month high 5000!
  • 6/10: New high 4880! Spot month high 5096!
  • 8/10: New high 4981! Spot month high 5139!
  • 12/10: Yesterday same high 4981 but spot month new high 5170.
  • 13/10: New high 5039! Spot month bid above 5200 but no trade above it. The SAR next day will be much lower! from 4673 to 4507.   
  • 15/10: Rollover +101, meaning the long is getting lower or in favour of long position.
  • 20/10: new high 5090 and close 5066.
  • 21/10: new high 5220, flushing down to 4940 and close 4966.
  • 22/10: down to low 4816. 2 trading days range 404...ERROR! will be the peak over? 4486 ran up to 5220 generate 734 points of profit range and fell 404 points to the low this morning.
  • 29/10: The P&L of long in 29/9 will be carried forward to November.
  • October0 or ZERO trade signal! Same with July!
  • 8/11: After 9 losing trades, we have finally seen a profit trade! The theoretical long 4486 (actual 4545) has its theoretical SAR 4851 (actual 4790) at today's opening after holding on more than one month! Can you survive the 9 losing trades looking at the SAR no.21 to 28? 
  • 9/11: Low 4706, closed 4789
  • 10/11: SAR buy 4938 hit a loss of 87 ticks (actual 148 ticks!)
  • 11/11: high 4980 low 4832 close 4884. Another wild day!
  • 15/11: Rollover 200 points! With such a big spread, SAR sell signal will theoretically be triggered tomorrow even though actual SAR will be holding on LONG. Let's wait and see tomorrow trade signal!
  • 16/11: SAR is artificially triggered due to 200 points spread and change of contract month. Open 4830 is theoretical sell signal with indicator 4868 sell SAR no.31. However, the actual situation is remained long 4938 at FCPO Jan contract month. The note here is maintained its theory write-up for consistency so that we can record the theoretical results systematically.
  • 17/11: Get the theoretical SAR 4868 today after opening 4830 gap down yesterday. But, price range 4910 and 4831 today moving up momentum and close 4892. If gap up 40 points tomorrow, we will see another new theoretical SAR buy signal (even though the Actual is remained holding on long 4938 at Jan contract which reach high 5105 today) 
  • 18/11: Looking at the SAR 4932 which is not far away from opening 4914, the SAR no.31 or sell 4868 theoretically can be used now by taking the profit against the SAR no.30 (long 4938). So, let's look that the short 4868 from the SAR no.31.
  • 18/11*: Opening 4939 at 230pm above SAR no.32 (4932), and therefore we have a new trade after prices moved down to low 4859 below 4868 SAR this morning but closed 1 point below high 4924. Now we can ignore the SAR no.30 which held on long signal but affected by change of contract month triggered SAR no.31.
  • 19/11: Reach high 5069 from low 4971 but close 4988 !!!
  • 22/11: OHLC 4947/4976/4905/4961
  • 23/11: 5020/5025/4842/4848. A wild trade and hit New SAR no.33 as 4th losing trade.
  • 24/11: 4927/4937/4851/4909
  • 25/11: 4950/4995/4921/4923
  • 26/11: 4910/4945/4838/4851. 6th losing trade and November is turning Negative!
  • 29/11: 4900/4931/4832/4858
  • November: +365-87-70-64-65-90-70 = -81. Compare to April & September!
  • 30/11: 4760/4806/4638/4668
  • 1/12: 4718/4737/4657/4688
  • 2/12: 4639/4677/4567/4652. Reached low 4567. 2 days IPOC ended today.
  • In trading, Fear drives Results, Greed stops Complacency. Motivate FEAR and GREED but must has good capital risk ratio.
  • 6/12: 4805/4830/4734/4751
  • 6/12*: Night Market (T+1) officially started 9pm to 1130pm, 4750/47834750/4780. Volume 1226 for 3rd active contract (Feb). It had affected re-calibration of all charts. Therefore, we will keep monitoring the best option to adjust SAR trading signals for next year. 
  • 7/12: 4790/4935/4783/4731, (T+1) 4939/4949/4919/4936
  • 8/12: 4875/4899/4792/4847, (T+1) 4840/4840/4802/4835
  • 9/12: 4851/4916/4764/4778, (T+1) 4762/4772/4730/4758
  • 9/12*: the SAR no.37 is triggered 1st time at night trading (T+1). 
  • 10/12: 4796/4841/4724/4800, NO T+1 on Friday! Wow! 4 Nights only!
  • 13/12: 4723/4842/4719/4783, 4757/4815/4755/4787
  • 14/12: 4754/4772/4694/4703, 4699/4717/4660/4665
  • 15/12: Change of contract month will artificially inflate the profit of sell signal SAR no.37 by >200pts from Feb to Mar.
  • 15/12* 4695/4701/4412/4485, 4484/4518/4467/4480
  • 16/12: 4312/4444/4291/4409. 4404/4494/4396/4388. Due to change of contract month, SAR no.37 will probably the last stop and reverse trade signal for this year since there is big gap down of >200pts on new contract month MARCH against the FEBRUARY. 
  • 17/12: 4500/4529/4386/4408
  • 20/12: 4380/4419/4294/4295, 4304/4366/4304/4327
  • 21/12: 4397/4418/4358/4390, 4424/4427/4380/4405
  • 22/12: 4433/4500/4423/4454, 4460/4518/4460/4518
  • 23/12: 4510/4520/4451/4478, 4483/4514/4471/4505
  • 24/12: SAR no.38 was triggered but I didn't on my desk to monitor. 4546/4653/4526/4649
  • 27/12: Monday. Last 5 trading days. If SAR no.38 is remained until end of this week, we will have the same number of SAR trade signals like last year! 4635/4677/4601/4603, 4606/4640/4603/4640.
  • 28/12: 4636/4796/4611/4768, 4761/4770/4730/4748
  • 29/12: Last 3 trading days. Had decided for YEAR 2022 format... Just use DAY session data! Not include NIGHT session (or T+1) data. 4734/4738/4652/4696, 4691/4727/4691/4716
  • 30/12: 4740/4740/4667/4689, 4678/4713/4669/4710
  • 31/12: The new format started on 6/12 will be readjusted back to old format by excluding night market data. Therefore, the SAR no.39 signal is sell if 4558 is triggered (NOT 4568 as stated above)
  • December: -6-144+114 = -36
  • Q4: 0-81-36 = -117
  • So: Q1+Q2+Q3+Q4 = +411+249-215-36 = +409 is the accumulated gross profit for year 2021.

The year is ended with 2 big MLTs which can be seen between August and December. This is the most important risk we must look into it beside the total profit.

The profit and loss is basically gross and theoretical! Do your own calculation if you wish to get the "real" gross profit and loss by checking back the rollover trades. 

Tuesday, 7 January 2020

CPO Futures Trades In Year 2020

The CPO Futures blog has been dormant for year 2019! In record, it was another challenging year with real profits only started after second half of year 2019. Full year performance for year 2019 was +457 ticks per contract basis. Just refer back to previous post and readers traders will be able to check the last 5 years full year performance.

Enter into Year 2020, we decided to write again! However, we are writing a totally new set of system to test the "unbelievable" set of trading strategy.

Firstly, the theory is the charting pattern of Higher Highs Lower Lows that can significantly affect the buy/sell signals and readers traders won't believe it. For example, buy 2190 on 16/10/2019 which was NO price traded at all (high 2260 low 2236) and it is holding on until today. Unbelievable right? Theory!! But, again but, it is an interesting trading strategy.

Just forget about any unforeseen circumstances, we try our best writing real trading strategy with early signals.

Therefore, anyway, we started Long 2190 in theory carried over from 2019 for the 2020 record. We shall see where is the sell price when it is triggered and will continue updating in this post only.

Lastly, keep coming back to this post and reader traders will be able to see the full year performance of year 2020 when we sum up at 31/12/2020. Be it profit or loss, we definitely start big and huge profit from the beginning of year 2020:

  • Long 2190 ( on 16/10/2019). It is the base since there was no sell signal after that until 31/12/2019. (we will change the below PRICES and/or DATES every day, trying our best possible for reader traders to get early signal in advance.)
  1. Sell 3010 +820 (14/1). if traded 3010 on 14/1/2020. Welcome 2020 with a Bang (820 ticks)! 
  2. Buy 2820 +190 (6/2). if traded 2820 on 6/2/2020; or else, hold on 3010.  
  3. Sell 2738 -82 (11/2). if 2738 is traded on 11/2/2020; or else, hold on 2820
  4. Buy 2560 +178 (5/3). if 2560 is traded on 5/3; or else, hold on 2738.
  5. Sell 2445 -115 (6/3). if 2445 is traded on 6/3; or else, hold on 2560.
  6. Buy 2386 +59 (18/3). if 2386 is traded on 18/3; or else, hold on 2445.
  7. Sell 2212 -174 (19/3). if 2212 is traded on 19/3; or else, hold on 2386.
  8. Buy 2295 -83 (20/3). if 2295 is traded on 20/3; or else, hold on 2212.
  9. Sell 2301 +6 (2/4). if 2301 is traded on 2/4; or else, hold on 2295.
  10. Buy 2340 -39 (8/4). if 2340 is traded on 8/4; or else, hold on 2301.
  11. Sell 2294 -56 (9/4). if 2294 is traded on 9/4; or else, hold on 2340.
  12. Buy 2077 +217 (15/5). if 2077 is traded on 15/5; or else, hold on 2294.
  13. Sell 2366 +289 (26/6). if 2366 is traded on 26/6; or else, hold on 2077.
  14. Buy 2396 -30 (6/7). if 2396 is traded on 6/7; or else, hold on 2366.
  15. Sell 2355 -41 (7/7). if 2355 is traded on 7/7; or else, hold on 2396.
  16. Buy 2409 -54(8/7). if...
  17. Sell 2377 -32 (10/7). if 2377 is traded on 10/7; or else, hold on 2409.
  18. Buy 2449 -72 (14/7). if 2449 is traded on 14/7; or else hold on 2377.
  19. Sell 2573 +124 (28/7). if 2573 is traded on 28/7; or else, hold on 2449.
  20. Buy 2656 -83 (30/7). if 2656 is traded on 30/7; or else, hold on 2573.
  21. Sell 2662 +6 (11/8). if 2662 is traded on 11/8; or else, hold on 2656
  22. Buy 2737 -75 (13/8). if 2737 is traded on 13/8; or else, hold on 2662.
  23. Sell 2671 -66 (18/8). if 2671 is traded on 18/8; or else. hold on 2737.
  24. Buy 2740 -69 (19/8). if 2740 is traded on 19/8; or else, hold on 2671.
  25. Sell 2681 -59 (21/8). if 2681 is traded on 21/8; or else, hold on 2740.
  26. Buy 2701 -20 (28/8). if 2701 is traded on 28/8; or else, hold on 2681.
  27. Sell 2839 +138 (24/9). if 2839 is traded on 24/9; or else, hold on 2701 (2733 open).
  28. Buy 2813 +26 (6/10). if 2813 is traded on 6/10; or else, hold on 2839 (2825 open)
  29. Sell 2886 +73 (16/10). if 2886 is traded on 16/10; or else, hold on 2813.
  30. Buy 2933 -47 (21/10). if 2933 is traded on 21/10; or else, hold on 2886... (We wish < 30 SAR trades by 31/12/2020)
  31. Sell 2874 -59 (22/10). if 2874 is traded on 22/10, or else, hold on 2933.
  32. Buy 2949 -75 (23/10). if 2949 is traded on 23/10; or else, hold on 2874.
  33. Sell 3188 +239 (23/11). if 3188 is traded on 23/11; or else, hold on 2949.
  34. Buy 3322 -134 (27/11). if 3322 is traded on 27/11; or else, hold on 3188.
  35. Sell 3344 +22 (17/12). if 3344 is traded on 17/12; or else, hold on 3322.
  36. Buy 3439 -95 (18/12). if 3439 is traded on 18/12; or else, hold on 3344.
  37. Sell 3387 -52 (22/12). if 3387 is traded on 22/12; or else, hold on 3439
  38. Buy 3481 -94 (23/12). if 3481 is traded on 23/12; or else, hold on 3387.
  39. Sell if 3478 is traded on 31/12; or else, hold on 3481. (31/12/2020 note: The buy 3481 will mostly be carried forward to year 2021 already like the year 2019 which brought a huge profit in the first SAR trade in year 2020 as readers traders can see in the above SAR no.1)
( Last trading week for year 2020 and the buy 3481 will most probably be carried forward to year 2021 already. Thus, December will have accumulated loss! )

NOTES:

  • This is a Daily technical trend trading. Expecting stop and reverse trades < 40 in total.
  • Higher Highs Lower Lows will be the main objects we are looking at.
  • 1st SAR 3010 on 14/1. Huge profit 820 ticks or RM20,500 per contract!!😈 
  • The accumulated profit target 1000 ticks is "Actually" reached at 2830 on 21/1 after turning sell 3010 on 14/1! 820 ticks + 180 ticks. Thus, should the trading stop!? 
  • 2575 limit down on 28/1. Thus, no update on 29/1 since limit up price also cannot affect SAR.
  • January ONLY have 1 stop and reverse (SAR) trade! +820!
  • 1110 ticks in just "2" trades! Get ready to feel the Multiple Losing Trades (MLT)?
  • First loss of the year on 11/2. More to come on MLT? 
  • 25/2: short 2738 since 11/2 will probably no SAR until March. 
  • February: 2 SAR trades +190-82 = +108. How about March?
  • We have 5 SAR trades in total now as at 5/3.
  • 1 month hardwork 1 day gone! Loss 115 ticks in 1 day SAR trade!
  • 18-31/3 is Malaysia's Covid-19 "lockdown" days.
  • another 1 Day gone! Loss 174 ticks in 1 day SAR trade!
  • 20/3 another 1 DAY gone! Accumulated loss already if exclude the 1st 820 ticks profit.
  • 23/3 Low 2214 nearly hit SAR 2212.
  • March: 5 SAR trades +178-115+59-174-83 = -135 !!!
  • April: 3 SAR trades +6-39-56 = -89. So, 2 months down!
  • May: 1 SAR trade only, +217. Long 2077 will only be realised next month!
  • The HHLL on 26/6 affecting 2366 SAR decision for trade no.13. Theoretically, it triggers 2366 but the HH > LL make me difficult to decide. Blindly "do"!
  • June: 1 SAR trade only, +289. Short 2366 is holding on to July.
  • 3 continuous days (6/7-8/7) hit losses.
  • 14/7: 2449 in theory is done instead of 2455 opening at 230pm.
  • July: 7 SARs -30-41-54-32-72+124-83= -188 !!!, Biggest losing month?!
  • 18/8 turn sell 2671 with theoretical loss 66 due to change of contract month. Actual loss 40+.
  • Frustrated discount hit SAR due to the change of 3rd active contract month. 
  • 28/8 open 2733. So, theoretical buy 2701 is not practical!
  • August: 6 SARs +6-75-66-69-59-20 = -283 !!! Worst month?!
  • 24/9 open 2825. So, theoretical sell 2839 is not practical!
  • September: 1 SAR only with +138.
  • 16/10: Change of new 3rd contract month and 50 points discount trigger theoretical sell 2886 (open 2853). Again, we face another false signal but will have to follow the theoretical price in this blog for consistency. 
  • 22/10 sell 2874 is invalid if 2947 is traded and actual cost is not included in the above, but will recorded in here if 2947 is triggered. (At close, high is 2945, just 2 ticks below 2947 to break a record for this year that not happened yet since January started.)
  • 23/10 buy 2949 will be invalid if 2852 is traded later today. Same rule like yesterday except different trade direction.
  • October: 5 SARs +26+73-47-59-75 = -82. Another losing month.
  • 16/11: change of month gap discount 80 ticks will definitely affect SAR soon?
  • 23/11: off multiple high 3420 to 3188 in just 2 trading days and trigger sell signal!
  • November: 2 SARs +239-134 = +105
  • 2/12: December count down begin...20 more trading days and will be hard to find good result already based on the trading chart patterns in last 2 months!
  • 15/12: the huge discount of 90 ticks on 3rd 4th contract months will probably trigger SAR tomorrow! 
  • 16/12: change of month discount 91 points failed to triggered SAR at opening. Thus, hold on the long 3322. Rollover 91 points mean actually long now 3231, but, we stick to the theoretical long 3322 at the above SAR for consistency theoretical calculation of profit and loss.
  • 17/12: After 2nd day change of month only SAR is triggered with only theoretical profit of 22 points vs actual 113! But, we stick to theoretical profit for consistency updates. 
  • 18/12: Another day with SAR happened in very short period of time with a loss.
  • 22/12: it is a SAR sell day again with a loss of 52 points per contract size basis!
  • 23/12: another SAR buy with a loss of 94 points! 5 more trading days to end for this year write-up and I doubt we can see a profit in 5 trading day, the buy 3453 will most probably be carried forward to next year 2021 like what we did start in the beginning of this year where the buy was carried forward from OCTOBER 2019 as readers traders can see in the above write-up. 
  • 31/12/2020: Last trading day today and December hit with accumulated loss of 219 points per contract basis from four (4) SAR trades +22-95-52-94 as readers traders can see from the above SAR no.36 until SAR no.39. Therefore, here is the end of the write-up on this post and we will start a new post next year. Another comment in HERE for this year performance which readers traders can find it in my CPYEOH's blog. I will sum up my thought in CPYEOH's blog for year 2020 performance later evening.
Closing the Chapter of 2020... Gross Profit 681 points. 

Let us leave behind the painful moments and treasure the sweet memories... 
Wishing all readers traders have a wonderful and Healthy New Year 2021. ✌


Monday, 11 December 2017

CPO Futures Trades In 2018

The CPO Futures's stop and reverse trade signals in year 2017 had generated accumulated gross profit 21 ticks ONLY based on the 101indicators On Futures Trading book which the book has been "retired" officially (purposely out-of-print) on 11/12/2017 today. We wish all the best to whom had purchased the book. Keep it and wish you always laughing to the bank year after year.

We go Twitter for a try! Search the latest CPO Futures tweets without hashtag while keep coming back this blog for latest updates. Click the first tweet: 101indicators@cpofutures using technical trend trading has finally arrived at Twitter!

Just for reference, in year 2014, 2015, 2016 and 2017, accumulated gross profit was +966, +34, +1096 and +21 ticks per contract size basis respectively. What will be the performance of year 2018 for the technical trend trading strategy? The Answer is +90 ticks (or, go to the bottom and you will find it).

Again, Eye on everyday's hourly timetable - 1130am, 1230am, 4pm, 5pm and 6pm. However, please take note that we will only publish the stop and reverse trade signals table here without giving in advance on trade signals. CoM = Change of Month.

Please accept our sincere apologies that we may miss out some trading days and no updates on the table due to unforeseen circumstances, but we will definitely put all of them in the table once available. Keep coming to see the updated table below:
  • sell 2583 -21 (6pm 4/12/2017) - we will number the trades start year 2018.
  • buy 2475 +108 (1230pm 15/12/2017)
  • sell 2496 +21 (1230pm 19/12/2017)
  • buy 2510 -14 (4pm 19/12/2017)
  • sell 2504 -6 (6pm 20/12/2017)
  • buy 2504 -- (6pm 26/12/2017)
  • sell 2495 -9 (4pm 29/12/2017); December: +79
  1. buy 2536 -41 (1130am 2/1/2018) - highest 2615
  2. sell 2562 +26 (4pm 8/1/2018) - lowest 2562
  3. buy 2576 -14 (5pm 8/1/2018) - highest 2641
  4. sell 2594 +18 (1230pm 11/1/2018) - hit 2494, 2444, lowest 2433
  5. buy 2496 +98 (5pm 23/1/2018) - highest 2526
  6. sell 2491 -5 (6pm 25/1/2018)
  7. buy 2502 -11 (1130am 26/1/2018)
  8. sell 2489 -13 (1230pm 26/1/2018)
  9. buy 2511 -22 (1130am 29/1/2018)
  10. sell 2499 - 12 (1130am 30/1/2018)
  11. buy 2507 -8 (4pm 30/1/2018)
  12. sell 2490 -17 (6pm 30/1/2018); January: -1
  13. buy 2493 -3 (6pm 5/2)
  14. sell 2481 -12 (1230pm 6/2)
  15. buy 2492 -11 (1130am 7/2)
  16. sell 2486 -6 (5pm 7/2)
  17. buy 2491 -5 (1130am 8/2)
  18. sell 2476 - 15 (1230pm 8/2)
  19. buy 2490 -14 (4pm 8/2)
  20. sell 2488 -2 (1230pm 9/2)
  21. buy 2491 -3 (4pm 9/2)
  22. sell 2497 +6 (1130am 14/2 )
  23. buy 2507 -10 (4pm 19/2)
  24. sell 2498 -9 (1230pm 20/2)
  25. buy 2506 -8 (4pm 20/2)
  26. sell 2495 -11 (5pm 20/2)
  27. buy 2499 -4 (1230pm 22/2)
  28. sell 2498 -1 (4pm 22/2)
  29. buy 2515 -17 (1130am 23/2); February: -125, Highest 2568.
  30. sell 2502 -13 (1130am 2/3/2018) India duty 44%, hit 2402. 2352, Lowest 2350
  31. buy 2429 +73 (1130am 14/3/2018)
  32. sell 2426 -3 (5pm 16/3/2018)
  33. buy 2432 -6 (1230pm 20/3/2018)
  34. sell 2423 -9 (1230pm 21/3/2018)
  35. buy 2441 -18 (4pm 21/3/2018)
  36. sell 2433 -8 (1130am 23/3/2018)
  37. buy 2434 -1 (6pm 26/3/2018)
  38. sell 2424 -10 (1130am 27/3/2018)
  39. buy 2431 -7 (5pm 27/3/2018)
  40. sell 2422 -9 (1130am 28/3/2018)
  41. buy 2430 -8 (1130am 30/3/2018); March: -19
  42. sell 2437 +7 (6pm 3/4)
  43. buy 2448 -11 (1130am 4/4)
  44. sell 2419 -29 (4pm 4/4)
  45. buy 2441 -22 (5pm 4/4)
  46. sell 2463 +22 (6pm 9/4), hit 2363, Lowest 2354
  47. buy 2408 +55 (6pm 17/4)
  48. sell 2390 -18 (1130am 18/4)
  49. buy 2409 -19 (6pm 18/4)
  50. sell 2395 -14 (1130am 20/4)
  51. buy 2404 -9 (1230pm 20/4)
  52. sell 2402 -2 (4pm 20/4)
  53. buy 2404 -2 (5pm 20/4)
  54. sell 2404 0 (5pm 23/4)
  55. buy 2406 -2 (6pm 23/4)
  56. sell 2396 -10 (1130am 24/4); April: -54 
  57. buy 2371 +25 (1130am 07/05), hit 2471, highest 2498
  58. sell 2462 +91 (1130am 25/5); May: +116
  59. buy 2439 +23 (6pm 1/6)
  60. sell 2418 -21 (4pm 4/6), hit 2318, 2293, 2268, 2243, Lowest 2238
  61. buy 2282 +136 (6pm 22/6)
  62. sell 2261 -21 (1130am 25/6)
  63. buy 2281 -20 (5pm 25/6)
  64. sell 2276 -5 (1230pm 26/6)
  65. buy 2285 -9 (4pm 26/6)
  66. sell 2277 -8 (6pm 26/6)
  67. buy 2282 -5 (1130am 27/6); June: +70. Q1 -145 Q2 +132. H1 -13
  68. sell 2308 +26 (1130am 3/7), hit 2208, 2283, 2158, Lowest 2144.
  69. buy 2196 +112 (1130am 18/7)
  70. sell 2191 -5 (4pm 19/7)
  71. buy 2194 -3 (6pm 20/7)
  72. sell 2189 -5 (1230pm 23/7)
  73. buy 2185 +4 (1130am 26/7)
  74. sell 2181 -4 (1230pm 31/7)
  75. buy 2198 -17 (4pm 31/7); July: +108
  76. sell 2193 -5 (6pm 2/8)
  77. buy 2197 -4 (6pm 3/8)
  78. sell 2198 +1 (5pm 6/8)
  79. buy 2205 -7 (6pm 6/8)
  80. sell 2221 +16 (1130am 13/8)
  81. buy 2220 +1 (4pm 16/8)
  82. sell 2232 +12 (1130am 23/8)
  83. buy 2233 -1 (1230pm 28/8)
  84. sell 2215 -18 (4pm 29/8)
  85. buy 2237 -22 (4pm 30/8); August: -27 
  86. sell 2261 +24 (1130am 7/9)
  87. buy 2267 -6 (4pm 7/9)
  88. sell 2264 -3 (6pm 7/9), hit 2164, 2139, Lowest 2137.
  89. buy 2176 +88 (5pm 25/9)
  90. sell 2178 +2 (1130am 27/9)
  91. buy 2185 -7 (1230pm 27/9)
  92. sell 2165 -20 (6pm 27/9); September: +78, Q3 +159.
  93. buy 2193 -28 (1130am 3/10)
  94. sell 2185 -8 (6pm 8/10)
  95. buy 2205 -20 (6pm 9/10)
  96. sell 2184 -21 (4pm 10/10)
  97. buy 2192 -8 (4pm 12/10)
  98. sell 2188 -4 (6pm 15/10)
  99. buy 2253 -65 (1130am 16/10, artificial -50s CoM)
  100. sell 2226 -27 (1130am 19/10)
  101. buy 2232 -6 (1130am 22/10)
  102. sell 2221 -11 (4pm 23/10)
  103. buy 2189 +32 (6pm 29/10)
  104. sell 2171 -18 (1130am 30/10); October: -184, hit 2071, 2046, 2021, 1996, 1971, lowest 1965
  105. buy 2034 +137 (1130am 16/11, artificial -70s CoM)
  106. sell 2000 -34 (4pm 16/11)
  107. buy 2006 -6 (6pm 21/11 )
  108. sell 2020 +14 (1230pm 26/11)
  109. buy 1997 +23 (4pm 28/11)
  110. sell 2001 +4 (4pm 29/11)
  111. buy 2017 -16 (5pm 29/11); November: +122
  112. sell 2000 -17 (4pm 03/12)
  113. buy 2024 -24 (4pm 04/12)
  114. sell 1999 -25 (1130 05/12) * 6/12-26/12 "NO!" updates * 
  115. buy 2009 -10 (6/12 4pm)
  116. sell 2004 -5 (6/12 6pm)
  117. buy 2006 -2(10/12 4pm) hit 2106, 2131, 2156, 2181 
  118. sell 2139 +133 (24/12 1130am)
  119. buy 2146 -7 (24/12 4pm)
  120. sell 2125 -21 (24/12 6pm)
  121. buy 2124 +1 (31/12 1130am)
  122. sell 2120 -4 (31/12 4pm)
  123. buy 2126 -6 (31/12 5pm)
  124. sell 2119 -7 (31/12/2018); December: +6, Q4 -56 H2 +103
  125. The End of 2018... Happy New Year.
Full Year Performance for Year 2018 is +90 ticks.
(We almost finish our another ONE year update and will really call it a day for CPO Futures blog)


Tuesday, 3 January 2017

101 Indicators On 2017

101indicators On Futures Trading book was published in year 2014 through print on demand technique to reach out CPO Futures traders who wish to know the secret of mastering one technical trend trading in a simple way. If you are one of the book owner, you will know why in the page 153.

In response to 101indicators's traders, here is the records in year 2014, 2015 and 2016, generating accumulated gross profits of 966, 34 and 1096 ticks per contract size basis respectively.

How about 101 indicators on 2017? Keep coming back to this page everyday for own review. Eye on 1130am, 1230am, 4pm, 5pm and 6pm everyday.

We try our best keep updating the stop and reverse trade signals here without publishing full table. Please accept our sincere apologies that we may miss out some trading days and no price update due to unforeseen circumstances. Keep coming to see the update below:
  • 29/12/2017 - Buy [ 2504 ] ; Sell [ 2495 ] = [ -9 ] ticks. 
  • Hold on Long / Short [ 2495 ] as of [ 29/12/2017 ] 6pm close. 
  • Accumulated Loss / Profit [ 21] as at the last SAR price at 4pm 29/12/2017
  • Target: 800 ticks at price - FAILED. (1st Half -318 ticks!) (2nd Half +339!)
Advance stop and reverse trade signals for today's date ( 29/12/2017 ):
  • 1130am: Less / More than 2501, Sell / Buy
  • 1230pm: Less / More than 2502, Sell / Buy
  • 0400pm: Less / More than 2502, Sell / Buy
  • 0500pm: Less / More than 2498, Sell / Buy.
  • 0600pm: Less / More than 2500, Sell / Buy. 
Notes:
  • We will publish some notes in due course. Sorry for not giving out stop and reverse trade signals in advance. Year 2017 started with a loss of 55 ticks per contract size basis.
  • (5/1 update) Familiarize yourselves how we make changes at the above prices and dates with "strikethrough" or cross out text. Total 85 ticks losses in 2 trades and hold on short 3131 now. 
  • (10/1 update) 121 ticks losses in 6 trades, like January last year!? Let's see by end of January.
  • 16/1 update: artificial profit about 40 ticks on change of month due to lower spread.
  • 17/1 update: actual loss 40+10=50 based on lower spread, so, accumulated loss 301 not 261.
  • 27/1 update: we try update trade signal ONE hour in advance at our best after CNY.
  • 3/2 : January -295 ticks based on last selling price 3113.
  • 16/2: Today will have "artificial" huge loss due to change of contract month. 89 ticks losses is artificial but must be recorded accordingly for consistency. No need to record the small profit.
  • 28/2: February -57 ticks based on the last selling price 2980. Thus, March will have profit !!
  • 1/3: off the lowest 2723, turning long 2816 against short 2980 was a big move that reduced the accumulated huge losses from 352 to 188 ticks.
  • 16/3: Artificial huge loss again due to change of contract month? (2733-2816) 83 ticks artificial loss must be recorded for consistency. Spread 75 ticks!
  • 3/4: March -104 ticks based on last selling price 2772. The profit and loss short 2772 will only be recorded in April. Quarterly loss of 456 (295+57+104) is the highest accumulated losses even though it was artificially inflated as we need consistency in data collection.
  • 14/4: change of contract month 50 ticks "profit" will be artificial but must be recorded accordingly for consistency.
  • 2/5: April +104 ticks based on the last selling price 2502.
  • 5/6: May -41 ticks based on the last selling price 2619 on 23/5. Accumulated losses remained very high at 393 on last day of May. Just for record, there was 75 ticks spread on 16/5 that substantially and artificially reduced good profit. 
  • 16/6: Another change of contract month around 50 ticks on spread rollover.
  • 20/6: Even though it is an artificial loss with the sell signal 2466 against the long 2477 due to change of contract month, we record them as loss.
  • 3/7: June +75 ticks based on the last selling price 2454 on 30/6. Accumulated losses 318 ticks on the last day of June. 6 months still in loss even though 2nd Quarter profit 138 ticks (+104-41+75). 
  • 1/8: July +34 ticks based on the last buying price 2556 on 24/7. The losses will be reduced in the next trade but still far away from targeted level. 5 more months to see what is the end results for year 2017.
  • 17/8: due to rollover, indicator turned long 2642 at 1130am.
  • 5/9: August +88 ticks based on the last selling price 2716 on 29/8. September starts with a loss after turning long 2742 this morning.
  • 18/9: Rollover about -25 ticks artificially lower the profits but still have to be recorded for consistency. Sell signal may be triggered at 1130am since new contract month settled 2635, lower than SAR at 2836.
  • 2/10: September -21 ticks based on the last selling price 2749. Accumulated loss is 217 ticks per contract size basis. What will be the last 3 months profit and loss?
  • 31/10: October -41 ticks based on the last buying price 2744. Accumulated loss is 258 ticks. Can last 2 months turn the loss to be a profit year even though target may not be achieved! 
  • 16/11: Rollover based on the -19 spread helped the short price higher. However, indicator price is remained short 2782 for consistency in calculating profit and loss.
  • 30/11: November +200. Turn buy 2604 at 6pm generate 178 ticks and help reducing a lot of losses. One more month to see the yearly result which is believed to be another bad year since it is a mission impossible to hit 800 ticks profit target already.
  • 15/12: Today at 1230pm we finally get an accumulated profit 29 ticks after almost a year! We had started a new post for year 2018 last few days ago with new format of updating and "retired" the book.
  • 18/12: Rollover about 32 ticks making extra artificial profit for the trading system. We will see what is the result of year 2017 another 2 more weeks!
  • 19/12: The profit of 21 ticks is artificial profit. The long 2475 is sold 2470 at a loss if no change of new contract month.
  • 29/12: December +79 ticks based on the last selling 2495. Accumulated profit 21 ticks for the whole year hardwork! I finish this post and wish all traders Happy New Year 2018.

Stop And Reverse Trade Signals (Year 2017)

This is a technical trend indicator which we will try our best to publish and keep updating day after day before 6pm for the year 2017 when the stop and reverse trade signal is getting near. Remember, it will purely be based on the 6pm market close trade signals on CPO Futures. Thus, just view this page everyday before 6pm see whether we do update a new trade signal for your own judgement.

It is believed that the technical trend indicator will never have more than Fifty (50) stop and reverse trade signals over the 200 over trading days in year 2017. We expect about 20 to 40 stop and reverse trade signals only.

Therefore, it is the best indicator to test the extreme of Multiple Losing Trades, Fear and Greed on a technical trend trader for discipline and psychology. For example, 400 ticks losses per contract size basis from the Multiple Losing Trades will really stress a technical trend trader.

New reader traders are advised to read old posts for familiarization on our write-ups since September 2014 and just keep coming back to this page for own review. Please be reminded that all the stop and reverse trade signals will be given in advance at our very best without taking into any unforeseen circumstances, for example, we may miss some updates due to unforeseen reasons and 800 ticks target will NOT be reached (a huge loss is even expected in this post!).

Here is the 2017 stop and reverse trade signals for readers traders to view in advance:
  • 2/2/2017 - Sell / Buy if close below/above [ 3132 ] at 6pm. 
  • Hold on Long/Short [ 2502 ] since 30/5/2017.
  • Target: 800 ticks at price - ? .
Here is the table of stop and reverse trades that will be published in due course:

TradesdateHighLowCloses/LPriceP&L
018/10/2016280027122713L2713-136

12/2/2017308530583072s3072359
212/5/2017267526392655L2655417
330/5/2017253224752502s2502-153
46/7/2017256325402561L2561-59
526/9/2017275126992749s2749188
623/10/2017279027422787L2787-38

715/11/2017273527092712s2712-75


Notes:
  • The Long 2713 on 18/10/2016 will only be recorded its profit in 2017. Adjust yourselves on rollover price due to the change of 3rd active contract month. 
  • (6/1 update) If we change the date without changing price, it means no trade signal yet.
  • (10/1 update) We will probably see the first trade signal tomorrow for this year.
  • (5/4) 1st Quarter only have 1 stop and trade on 2/2 (excluding the rollover).
  • (22/6) 2nd Quarter almost end and we only have 3 stop and reverse trades signals ( Excluding the rollover trades ).
  • (15/9) In theory, profit target of 800 ticks per contract had been reached after cpo futures was traded above 2800 early this week. However, we will still base on the stop and reverse trade signal to see the result.