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:
(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.
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.