14 December 2021, Knight EMA Performance Update

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 14 December 2021

• Profit = net change on the day for that position
• Total profit = total open trade equity for the position

2) Position update 14 December 2021

• NASDAQ short at 15,936
• All other positions were maintained
• Previous days are published on Barchart & Seeking Alpha
• 2000-2021 performance for top allocations posted here

3) Simplified Trend Qualification Procedure

• Open the 2 month Barchart 3rd column below,
• If the EMA9 is above EMA18 blue trade long.
• If the EMA9 is below EMA18 blue trade short.
• Use the EMA 4.5 green, EMA9 red and technical opinion for confirmation

3) Links to generate trades

January 2000 - November 2021 performance by EMA market traded
Spreadsheets, all trades and data	CandleStick	Bar Chart	Opinion	Margin & Spec	Net Per Contract	Maximum Drawdown
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