3 December 2021, Knight EMA Performance Update
Portfolio Strategy, Long/Short Equity, Gold
Seeking Alpha Analyst Since 2015
Family Office, Tortola, British Virgin Islands; 25+ years as a professional trader including time on the floor.
Summary
- Position valuation.
- Simplified trend qualification procedure.
- Links to generate and track trades, 2000-2021 performance by market.
- Creating your own allocation.
- Setting up to monitor intra-day performance for any EMA allocation.
1) Position valuation spreadsheet, settlement 3 December 2021
- All positions were maintained
- Profit = net change on the day for that position
- Total profit = total open trade equity for that position
- Previous days are published on Barchart & Seeking Alpha
- Use this spreadsheet to create a 2000-2021 allocation for any combination of the markets below.
2) Simplified Trend Qualification Procedure
- Open the 2 month barchart 3rd column on the table below (section 3)
- When price action is above the EMA9 red and the EMA9 is above EMA18 blue trade long.
- When price action is below the EMA9 red and the EMA9 is below EMA18 blue trade short.
- When it's close we use the green EMA 4.5, EMA9 and the opinion (4th column) for confirmation
3) Links to generate trades
4) Using this spreadsheet you can create any allocation of the markets above and review 2000-2021 performance.
- Enter your start balance in cell H19,
- Number of contacts traded for each market in cells I19 - I44,
- 2000-2021 annual performance shows in cells D19-D43,
- Monthly performance column F, maximum drawdown H-21.
5) Set up with Barchart to track trades intra-day for any allocation
Open this page then click on sign up
Click on get free (it never expires)
Enter your name, email, pick a password, create a free account, (no additional information is required).
login to your Barchart account, under my account click on portfolio
Add markets traded to your EMA portfolio
Enter date, price, quantity of contracts traded, then apply
Once built out your allocation's performance is updated every 15 minutes.
1)_Today's total profit or loss2) Total open trade equity3) Total profit or loss4) Current contract price5) Today's P&L per market6) Total P&L per market
To offset any positions click on edit
Enter the offset price, then apply
1)_Shows net profit or loss2) Shows the position has been liquidated3) The offset position's profit or loss is added to closed P&L.
To organize the portfolio click on edit
Clicking on the arrow or dragging the trade moves the position
When finished hit save
CFTC RISK DISCLOSURE STATEMENT
Additional Disclosure: I run a family office, I am not located in the United States nor am I licensed to handle U.S. retail accounts, nor do I sell an advisory service. My services are limited to non U.S. clients and individual U.S. clients that have a net worth of 2 million or more (excluding primary residence) with an existing account of $250,000 or more, U.S. institutions a net of 5 million or more with an existing account of $500,000 or more. Compensation is based on 10.00% of net new high profits quarterly, zero front loads, zero management fees.
Seeking Alpha's Disclosure: Past performance is no guarantee of future results. No recommendation or advice is being given as to whether any investment is suitable for a particular investor. Any views or opinions expressed above may not reflect those of Seeking Alpha as a whole. Seeking Alpha is not a licensed securities dealer, broker or US investment adviser or investment bank. Our analysts are third party authors that include both professional investors and individual investors who may not be licensed or certified by any institute or regulatory body.