If one is looking for total safety one should chain oneself to ones bed and never leave; one can only make money if one takes a risk. Sol Palha

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  Results from Dec2010-Dec 2011

 2011 turned out to be an incredibly strong year for us.  Our disciplined approach continues to generate an ever increasing number of wining trades. What makes our methodology so robust is that we maximize our wins and do our best to minimize our losses. This can clearly be seen by looking at our win ratio for the past few years.  Losing trades are widely spaced and this is important because a series of loses can affect a traders mindset and push him or her to sit out for an extended period of time. During this sit out period the individual sacrifices a huge amount of potential profit.  Our system is designed with several warning trigger points that give us an advance warning signal of trade turning on us; once this signal flashes we usually take defensive action and in this manner are able to get out of many tricky positions with a profit.  

 Velocity Portfolio  

Symbol

Entry date

Entry price

Exit price

Comments

 

Euro March 2011

 

 

 

Dec 2010

130.80

132.00

Sold within 2 days of opening trade for a profit of $1500 per contract.  (Jan 2011)

Short Yen March 2011

 

 

Jan 2011

123.00

120.00

Sold for a profit of $3750 per contract (Dec 2010).

Dollar March 2011

 

 

Jan 2011

78.10

76.50

a position at 78.40 and second half at 77.80.  We were stopped out for a loss of 1600 per contract (March 2011)

Short March Swiss franc

 

 

Jan 2011

106.50

105.20

Place a stop at 107.80 Sold for a profit of $1600 per contract (Jan 2011)

Short March Sugar

 

Jan 2011

33.90

31.00

Sold at 31 for a profit of 3300  ( Feb 2011)

Short March Yen

 

 

Jan 2011

122.80

121.60

Sold at 121.60 for a profit of 1500 per contract (Feb 2011).  

Short March Franc

 

Feb 2011

106.30

107.20-107.30

Stopped out for a loss of roughly 1100-1250 per contract ( Feb 2011)

Short June Yen

 

May 2011

123.70

123.70

Intra day stop was hit. Break even trade (May 2011)

Short Sept Oz dollar

 

 

June 2011

105.10

103.60

Sold for a gain of 1500 per contract (June 2011)

Short August Copper

 

 

June 2011

417.50

408.50

Sold for a profit of 2375 per contract.  (June 2011)

Short Oct Sugar

 

 

June 2011

25.60

26.50

Sold for a loss of roughly $1008 dollars per contract (July 2011).

Short Aug Copper

 

 

June 2011

424

430

Stopped for a loss of roughly 1500 per contract (July 2011)

Short Dec Yen

Sept 2011

129.30-129.50

126.40

Rolled over from Sept to Dec contract. We were filled on the Sept contract in July.  Sold for a gain of $3750 (Nov 2011)

Dec Cocoa

 

Sept 2011

29.60

28.10

Sold for a loss of 1500 per contract (Sept 2011)

 

Short Dec Yen

 

Sept 2011

131.30

130.30

Sold for a gain of $1250 in less than 3 days.  Sept 2011

Short Dec Yen 11

 

 

Sept 2011

131.30

130.70

Held for one day only. Sold for a gain of $750 (Sept 2011)

Short Dec Dow

 

 

Oct 2011

11350

11780

Sold for a loss of $2150 per contract (Nov 2011)

Short Dec Yen

 

 

Oct 2011

132.00

131.50

Sold for a gain of $625 per contract (Oct 2011)

 

Short Dec Dow

 

 

Nov 2011

11860

11780

Sold for a gain of $400 per contract (Nov 2011)

Short Euro Dec

 

 

Nov 2011

137.40

137.40

Break even (Nov 2011)

Short Dec Euro

 

 

Nov 2011

138.50

137.40

Sold for a gain of $1375 per contract (Nov 2011)

 

Long Dec dollar

 

 

Nov 2011

76.30

77.10

Sold for a gain of $800 per contract (Nov 2011)

Short Dec Yen

 

Nov 2011

132

126.40

Sold for a gain of $7000 per contract  (Nov 2011)

Short March Mini SPX

 

Dec 2011

1263

1249

Sold for a profit of $700 per contract in less than 2 days.  (Dec 2011)

Short March Soybeans

 

Dec 2011

1217

1200

Sold for a profit of $850 per contract (Jan 2012)

 Break down of results

26 trades  

20 wins  

6 losses  

26 trades were issued under the Velocity portfolio. 20 of these trades were winners and only 6 were losers. This gives us a win ratio of 77%.  The losses were also widely spread. We never had one back to back loss but we had a series of back to back winners. Furthermore the dollar amount lost was small when compared to the huge profits we locked in from our winners.   We started to issue trades slowly towards the end of the year as we were updating our systems to take in the new readings coming of our proprietary V indicator; had we not done this our win ratio would have probably be in the high 80S.

 Special Situations Portfolio

The selection process is a little different from the one employed for the velocity portfolio. This portfolio takes on a bit more risk and traders should be willing to do a little bit of leg work.  The extra leg work is minor as we usually monitor this portfolio as closely as the Main portfolio. This is clearly evidenced by the high win ratio this portfolio has achieved over the years.

 

Symbol

Entry date

Entry price

Exit price

Comments

 

March 25, Sugar 2011 put

 

 

Dec 2010

32 ticks

 

64 ticks

Purchased for 32 ticks and sold for 64 ticks. Net profit was 32 tricks which translate into $360 per option.  (Jan 2011)

Short Soybeans

 

 

Jan 2011

1424

1424

Stopped at 1424 for a break even (Jan 2010)

Short March cotton

 

 

Jan 2011

155-156

160

Stopped out at 160 for a loss of 2000-2500 per contract. (Jan 2011)

Short March copper

 

 

Jan 2011

345

351.60-352

Stop at 351 hit. Exited in the 351.60-352 ranges for a loss of roughly 1750 per contract.   Jan 2011

Short March Soybeans

 

 

Feb 2011

1440

1425

Sold at 1425 for a profit of 750 per contract (Feb 2011)

Short March Coffee  2011

 

March 2011

 269

264-274

1st position at 264 and 2nd position at 274. Sold at 268.50 for a small profit. March 2011

Short June Oz dollar

 

 

April 2011

102.00

102.00

Sold for a break even. Signal changed and we were triggered out this trade a day later and managed to escape taking on a loss of over 1200 per position. (April 2011).

Short June Euro 2011

 

 

April 2011

145.75

145.20-145.30

Sold for a profit of between 500-625 two days later. (April 2011)

July Soybean

 

 

April 2011

1365

1390

Sold for a profit of 800 per contract. (May 2011)

Short June Yen

 

 

May 2011

124.43

123.80-124.43

Sold at 123.80 for a profit of $780. Broke even on the second half when stop at 124.43 was hit.(May 2011) 

Short Aug Gold

 

 

June 2011

1548

1528

Sold for a profit of 2000 per contract. We were in and out of this trade in less than 5 days.  (June 2011)

Short Oct Sugar

 

June 2011

24.90

26.50

Sold for a loss of 1790 per contract (July 2011)

Short August Gold

 

 

June 2011

1540

1520

Sold for a profit of 2000 per contract. (June 2011)

Short Sept Wheat

 

 

Aug 2011

750

710-715

Sold for a profit of  1750-2000   (Aug 2011)

Long Sept Cocoa

 

 

Aug 2011

2860

2970

Sold for a profit of 1100 per contract. (Sept 2011)

Short Oct Sugar

 

 

Aug 2011

31.70

29.50

Locked in profits of 2350 in just one day.  (Aug 2011)

Sugar Oct 2011

 

(filled Sept 2011)

Oct 2011

28.00

28.00

Break even (Sept 2011)

Cotton Dec

 

(filled Oct 2011)

Oct 2011

98.50

103.30

Sold for a gain of 2400 per contract (Oct 2011)

Short Dec Yen

 

 

Oct 2011

128.50

129.80

Sold for a profit of 1625 per contract.

Short Dec Bonds

 

(Filled Nov 2011)

Nov 2011

144.22

144.00

Sold for a profit of $682 in less than 3 days (Nov 2011)

Yen Dec 2011

 

(Dec 2011)

Dec 2011

128.07

12921-129.17

Sold half at 129.21 for a profit of 1400 per contract. Sold second half at 129.17 for a profit of 1350 per contract. (Dec 2011)

Short Dec Dow

 

(Dec 2011)

Dec 2011

12190

12060-12080

Sold for a gain of $650 per contract (Dec 2011).

 

Short March bonds

 

(filled Dec 2011)

Dec 2011

146.05

143.25

Sold for a profit of 2200 per contract. (Dec 2011)

Short March Corn

 

(filled Dec 2011)

Dec 2011

646

643

Sold for a profit of $150 per contract. (Jan 20112)

  

25 trades were generated for 2011. 22 of these trades were winners and only 3 produced losses for a win ratio of 88%.

 Moreover the losses were tiny when compared to the profits generated from the winning trades. In addition, the losing trades were very widely spaced. For example after the last losing trade which we experienced in June 2011, we did not experience one further loss till the end of the year. In fact after that period we had 12 back to back winning trades.