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 May 07 to Feb 08. 

  

Symbol

Entry price

Current price

Exit price

Comments

Sugar May 07

 

Filled March

10.35

Sold

9.54-9.66

1/3 position. Sold in April 07

Sugar July 07

 

(filled In march 07)

10.50

Rolled over

9.60

1/3 position. Rolled over into October 07 contracts in April 07. A loss of roughly 1000 dollars per contract.

Sugar July 07

 

(filled in march 07)

10.20

Rolled over

9.60

 

1/3 position. Rolled over into October 07 contracts in April 07.  A loss of 1000 per contract.

Japanese Yen  June 07

 

Filled in May 07

84 or better

Sold

80.98

Sold in June 07 for a loss.

Cotton  July 07

 

Filled in May

51.60

Sold

57.00

Sold in June 07 for a gain of 2700 dollars per contract.

US bond Sept 07

 

Filled In June

10816

Sold

10918-10923

a position. Sold for a gain of roughly 1100 dollars per contract.

US bond Sept 07

 

Filled in June

10731

Sold

10818

positions.   Traded as high as 10822 on the day exit instructions were issued.  Sold for a gain of roughly 560 dollars per contract.

 

Japanese Yen Sept 07

 

Filled In June

83

Sold

88.00

 A lovely huge gain of roughly 6000 dollars per contract.  (sold in Aug 07)

Sugar October 07

 

Filled in June

9.20

Sold

9.92

Sold for a gain of 806 dollars and then rolled over into the March 08 contract.

Sugar October

 

(Filled In July 07)

10.50

Sold

9.92

1/2 position. Sold for a loss of  649 dollars

Sugar October

 

(Filled In July 07)

10.20 

Sold 

9.92

1/2 position. Sold for a loss of  649 dollars

Japanese Yen

 

(Filled In July 07)

82.10-82.27

Sold

8484-8502

positions. It traded well past our suggested entry points so it was easy to get filled here for a gain of 3425 per contract.  (July 07)

Corn September

 

(filled July 07)

318-320.30

Sold 

327.50

position. Sold for a gain of roughly 450 per contract.

Dow December 07 Short

 

(filled July 07)

14200

Sold

14100

We jumped into the more illiquid December contract and thus are gains were somewhat skewed thus we are showing a paltry gain of just 100 points when in fact the September contract showed gains of up to 200 points.  Each contract Yielded 1000 dollars in profit. However this was a rapid gain as this trade only lasted 3 days.  (July 07)

Copper September 07

 

(filled in July)

355.50

Sold

341.50

a position. Our second position in the 322.50 to 324 ranges offset the loss from this position and actually produced a profit.  This position produced a loss of 3,500.

Corn September 07

(filled in July )

312-314.50

Sold

327-330

Positions.  Traded in suggested ranges on Aug 7, 2007.  Quick rapid gain of 900-1080 per contract.

Cotton  October 07

 

(filled in July)

60.00

Sold 

61.71

Sold for a profit of 850 dollars per contract.

Yen September 07

 

(filled Aug 07)

84.00-84.15

Sold

8545

Very fast profitable, held positions for less then a week for a gain of 1,687-1,800 or more per contract.

Yen Sept 07

 

(filled in August)

84.90-85.02

Sold

85.50

Rapid fire trade for a gain of 1,875 per contract.

Swiss Franc Sept 07

 

(filled in Aug 07)

82.60

Sold

83.50

Another fast money yielding trade; a profit of 1,125 per contract.

Swiss Franc Sept 07

 

(Filled Aug 07)

83

Sold

84.22

It traded much higher then this so it was very easy to get out of this trade.  This trade yielded 1,525 per contract.

Cotton Oct 07

(filled in August)

57.72

Sold

61.71

Rolled over to the December contract. A gain of $1995 per contract. 

Copper Sept 07

(filled in August)

322.50-324.00

Sold

341.50

positions (purchased 2nd lot in August).  Sold for a gain of 4.750 per contract.  The profit here from our second purchase offset the loss from the first part of our position (3.500 dollars) thus total profit was 1250 per contract.

Cotton Dec 07

 

(filled Sept 07)

64.30

Sold

Rolled over to March 08

a position. This contract was rolled over into the march contract at the same entry price so this trade was a neutral trade.

Cotton Dec 07

 

(Filled Dec 07)

64.,30

Rolled over

Rolled over to March 08

a position This contract was rolled over into the march contract at the same entry price so this trade was a neutral trade.

Lumbar Nov 11

 

(filled In Sept)

241.50

Stopped out

228.00

Stopped out for a loss of 1,485 (Oct 07)

Sugar March 08

 

(filled in Sept 07)

10.18

Sold

10.50

Sold at 10.50 for gain of  (Dec 07) for a gain of 360 dollars.

Sugar March 08

 

(filled in Sept 07)

10.11

11.99

13.68

1/3 position . Sold in Feb 07 for a gain of 3,900 per contract.

Sugar March 08

 

(filled in Sept 07)

10.05

11.99

13.68

1/3 position . Sold for a gain of 4083 dollars per contract on Feb 19, 2007.

Orange Juice  Nov 07

 

(filled in Sept 07)

133.50

Sold

146.83

a position. Sold for a nice profit 0f 1,999 per contract. October 07.

Corn Dec 07

 

(filled Oct 07)

336.60

Sold

380

a position. Sold for a gain of 2,200  (Nov 07)

Cocoa Dec 07

 

(filled Oct 07)

1824

Sold

1970

1/3 position . Sold in Nov 07 for a gain of 1,460.

Copper Dec 07

 

(filled Oct 07)

358.30

Stopped out

348.00

a position Stopped out Oct 07. Very high risk trade. Sold for a loss of 2,575.

Lumber Feb 08

 

(filled Nov 07)

252

Sold

258.00

Sold for a quick profit of 660 in Dec 07

Orange Juice  Jan 08

 

(filled Nov 07)

128-130.50

Sold

147.50

Sold for a nice gain of 2,550 plus per contract.

Cotton March 08

 

(filled Nov 07)

64.30

Sold

72.00

a position. Sold on Jan 16, 2008 for profit of 3, 850 per contract.

Copper  March 08

 

(filled in Nov 07)

295.50

Sold

Sold at 318 and second half at 315

a position.   Sold at 318 for a gain of 5,625 and second half at 315 for a gain of 4,875 for an average gain of 5250 per contract.

Coffee March 08

 

Filled Nov 07

125.50

Sold

Sold half at 132.00 and 2nd half for 142.50

 

position Sold in Jan at 132 for a gain of 2,437 and second half in Feb 08 for a gain of 5,500 per contract for an average gain of 3,968 per contract.

Palladium  March 08

 

(filled Nov 07)

354

499.30

 

  a position. 

Sold half in Jan 08 at 374.50 for a gain of 2050 per contract.

Japanese Yen  (march 08

 

(filled In Dec 07)

88.90

Sold

Sold at 91.20 and sold second lot at 92.50

It traded as high as 93.30 so it was easy to get a fill here.  Sold (Jan 08) for a gain of 2,875 and sold second half for a gain of 4.500 per contract.

Orange Juice Jan 08

 

(filled Dec 07

144.00

Sold

144.50

Sold this contract for a small gain and then opened up positions in the march contract

 

Dollar March 08

 

(filled Jan 08)

75.20

Sold

76.20

a position. Sold for a gain of 1,000 dollars per contract.  

Mini Dow March 08 (YM)

 

(filled  Jan 08)

12470

Sold

12580-12600

a position.  Traded as low as 12419.  This was a rapid trade that lasted just a few short days and yielded 550-650 dollars per contract. (Jan 08)

We traded the Japanese Yen constantly for roughly 3 months and in that time span we took in a total of 16,787 dollars.   This was achieved in 6 trades; the 6th trade was divided into two parts as we sold of half at one price and the second half at an even higher price.  Out of the 6 trades we lost only once (the first trade) and after that we had 5 winners in a row.  The first trade yielded a loss of 3,775 so the total gain after this loss was 13,0125 per contract; if someone traded two or more contracts each time this trade was put out the results would be 2 to 3 times higher.  We also rate our trades in terms of risk and for the most part the Japanese yen carried the risk rating of normal to slightly above normal risk.  We also played the Swiss franc twice and won on both trades. 

Another huge coup has come from Palladium.  First trade yielded 2050 dollars but the second part is now yielding over 15,000 per contract.  

32 trades, (two cotton contracts which were rolled over at the same price into the next month) produced profits and 9 were losers; so we have a total of 41 trades of which 32 were profitable giving us an accuracy rate of 78.04% close to the 80% we had the last time we updated these results.  However in reality we took money and divided the money into two or 3 lots and invested this money that would normally go into one trade into 3 smaller trades. In other words instead of buying 3 contracts in one shot we bought one contact at a time. Instructions are always sent out on how the money should be divided.  Thus if we consider the fact that money that would normally go into one trade was divided into two or 3 parts we end up with a different result.  

9 losses; however the first 3 loses in sugar are really one trade that was divided into 3 parts. Instead of investing this money all in one shot we invested it in 3 different shots.  The second loss was a normal loss and this was in the Japanese Yen.  Then once again we divided the money for sugar into two lots and invested each lot separately; we lost on both ends but ultimately this is one trade where the money to be deployed was split into two.   The next loss was in copper but once again we divided the money into two parts the first part lost but the second part of the trade was a huge winner and the profits here more than made up for the loss in the first half of the trade; thus over all this trade should only be counted as a win.  The lumber trade was a loss; the next copper trade was also a loss. We rolled over two cotton contracts into the following month  and got in at the same entry price so we will only count these trades as winners as one was closed out for a profit and the other is still open and showing a profit.  

So the new count becomes 3 sugar trades =1 normal trade

 Next loss is full Japanese yen trade

 Then 2 sugar trades which are really 1 trade money was divided again

 Then a copper trade that was divided into two parts; one part lost but the other part was highly profitable; total profits exceeded total loss hence this was a profitable trade.

 Next trade was a full loss in Lumber

 Next trade as a loss in copper

 So if calculated this way we are down to 5 losses instead of 9.  This means now that we have 32 profitable trades and 5 losses resulting in an accuracy of 86.4%. Which ever method is used we are very happy that we are still above the 70% mark which is a very hard thing to do maintain constantly in the futures arena.  Note to that in almost all the markets that we lost money we came back and took double and sometimes triple the money we lost in those very same markets. The point of this is that if one is patient one well placed trade can pay for years of this service.  

Currently we have 4 open positions one of which is very profitable and the other one which is showing humongous gains of almost 15,000 per contract. The other two positions are in the red for now.

Results from August 2006 to March 2007