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7 December 2021, Knight EMA Performance Update

Peter Knight profile picture
Peter Knight's Blog
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Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors.

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 7 December 2021

  • S&P rolled from Dec 21 4694.25 to Mar 22 4684.75
  • NASDAQ rolled from Dec 21 16,337.25 to Mar 22 16343.75
  • AUD rolled frm Dec 21 .71110 to Mar 22 .71145
  • CAD rolled from Dec 21.7899 to Mar 22 .7899
  • EUR rolled from Dec 21 1.1252 to Mar 22 1.1280
  • GBP rolled from Dec 21 1.3228 to Mar 22 1.3235
  • JPY rolled from Dec 21 .8803 to Mar 22 .8814
  • DX rolled from Dec 21 96.42 to Mar 22 96.405
  • All remaining 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

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

January 2000 - November 2021 performance by EMA market traded
Spreadsheets with all trades, data & charts Candle Bar Chart Opinion Margin & Spec Net Per Contract Maximum Drawdown
Stick
Stock Indices
ES SP 500 Mini Contract ES ES O $11,500 $303,048 ($12,882)
ET SP 500 Micro Contract ET ET O $1,150 $22,318 ($2,594)
NQ Nasdaq 100 NQ NQ O $17,000 $400,593 ($20,668)
NQ Nasdaq 100 Micro NM NM O $1,700 $32,794 ($3,104)
Metals
GC Gold 100 Ounces GC GC O $7,000 $365,890 ($27,612)
GC Gold 50 Ounces QO QO O $3,750 $178,538 ($13,962)
GC Gold 10 Ounces GR GR O $750 $35,708 ($3,285)
SI Silver 5000 Ounces SI SI O $11,000 $534,676 ($48,503)
QI Silver 2500 Ounces QI QI O $5,750 $263,243 ($24,291)
SO Silver 1000 Ounces SO SO O $2,300 $100,384 ($9,763)
Currencies
A6 100,000 AUD A6 A6 O $1,600 $190,274 ($14,039)
MG 10,000 AUD MG MG O $160 $11,937 ($1,966)
D6 100000 Canadian D6 D6 O $1,480 $109,559 ($11,077)
S6 125,000 Swiss Franc S6 S6 O $3,300 $189,292 ($13,333)
WN 12,500 Swiss Franc WN WN O $330 $17,947 ($1,384)
E6 125,000 Euro Dollars E6 E6 O $2,200 $291,652 ($19,570)
E7 62,500 Euro Dollars E7 E7 O $1,100 $141,205 ($9,940)
MF 12,500 Euro Dollars MF MF O $220 $20,847 ($2,323)
B6 62,500 British Pound B6 B6 O $2,150 $142,017 ($16,663)
J6 12,500,000 Japanese Yen J6 J6 O $2,200 $254,663 ($8,570)
J7 6,250,000 Japanese Yen J7 J7 O $1,140 $122,554 ($4,383)
WM 1,250,000 Japanese Yen WM WM O $228 $16,867 ($1,645)
DX 100,000 Dollar Index DX DX O $2,090 $202,011 ($5,760)
BT 5 Bitcoin BT BT O $95,315 $532,913 ($28,704)
BA Micro Bitcoin enter .04 BT BT O $1,907 $21,317 ($1,148)
Energy
CL Crude 1000 Barrels CL CL O $5,850 $549,594 ($18,783)
QM Crude 500 Barrels QM QM O $2,925 $270,819 ($9,528)
CY Crude 100 Barrels CY CY O $585 $47,799 ($2,124)

4) Using this spreadsheet you can create any allocation of the EMA markets above and instantly 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

Click on new portfolio

Name the portfolio

Click on create

Add markets traded to your EMA portfolio

Enter the contract code

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

What you'll see

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 positionWhen 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.

Qualified Eligible Participant

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.

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