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.
- Sell 4025 +20
if 4025 is traded on 5/1night or 9/1day - Buy o3946 +79
if 3941 is traded on 26/1night or 30/1day (**4035-3946>> +89) - Sell 3871 -75
if 3871 is traded on 30/1n or 31/1d - Buy 3906 -35
if 3906 is traded on 7/2d - Sell 4118 +212
if 4118 is traded on 7/3n or 8/3d (**4118-3911>> +207) - Buy 4228 -110
if 4228 is traded on 8/3n or 9/3d - Sell 4122 -106
if 4122 is traded on 9/3n or 10/3d - Buy o3869 +253
if 3822 is traded on 3/4d (**4072-3869>> +203) - Sell o3765 -104
if 3766 is traded on 10/4d - Buy 3890 -125
if 3890 is traded on 10/4n or 11/4d - Sell 3786 -104
if 3786 is traded on 11/4n or 12/4d - Buy 3811 -25
if 3811 is traded on 18/4n or 19/4d (**3648-3811 >> -163) - Sell 3711 -100
if 3711 is traded on 19/4n or 20/4d - Buy 3689 +22
if 3689 is traded on 8/5d - Sell 3600 -89
if 3600 is traded on 10/5n or 11/5d - Buy 3489 +111
if 3489 is traded on 24/5n or 25/5d (**3489-3489 >> Zero) - Sell 3419 -70
if 3419 is traded on 29/5n or 30/5d - Buy 3399 +20
if 3399 is traded on 8/6n or 9/6d - Sell 3914 +515
if 3914 is traded on 31/7d (**3914-3399 >> +515. Rollover 15/6 &14/7) - Buy 3855 +59
if 3855 is traded on 15/8n or 16/8d (**3936-3855 >> +81) - Sell 3828 -27
if 3828 is traded on 22/8n or 23/8d - Buy 3920 -92
if 3920 is traded on 23/8n or 24/8d - Sell 3894 -26
if 3894 is traded on 5/9n or 6/9d - Buy 3775 +119
if 3775 is traded on 26/9n or 27/9d (**3894(+45)-3775 >> +164. Rollover 15/9) - Sell 3693 -82
if 3693 is traded on 2/10d - Buy 3699 -6
if 3699 is traded on 12/10n or 13/10d - Sell o3695 -4
if 3700 is traded on 23/10n or 24/10d (**3695-(3699+22)>> +18. Rollover@13/10) - Buy 3754 -59
if 3754 is traded on 25/10n or 26/10d - Sell 3688 - 66
if 3688 is traded on 30/10n or 31/10d - Buy 3753 -65
if 3753 is traded on 1/11n or 2/11d - Sell 3718 -35
if 3718 is traded on 6/11n or 7/11d - Buy 3794 -76
if 3794 is traded on 9/11n or 10/11d - Sell 3850 +56
if 3850 is traded on 27/11d (**3850-(3794+42)>>+14.Rollover@15/11) - Buy o3925 -75
if 3920 is traded on 27/11n or 28/11d - Sell 3853 -72
if 3853 is traded on 28/11n or 29/11d - Buy 3776 +77
if 3776 is traded on 18/12n (**3853(+20)-3776 >> 97, rollover@15/12) - Sell 3734 -42 (21/12d)
if 3734 is traded on 19/12n or 20/12d - Buy 3784 -50
if 3784 is traded on 26/12n or 27/12d - 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.