Results from May 07 to Feb 08 - Tactical Investor
Tactical Investor Services: The Trend Is Your Friend Stock Market Futures Investing: Do It Right Or Get Out Results from May 07 to Feb 08

Results from May 07 to Feb 08

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

The table below contains information on 28 of our most recent futures trades dating all the way back to August 2006. Our latest home run was in copper which generated over 16,000 in profits per contract. We have updated our systems now to catch the full move of the New leg up or down of any market that has either bottomed or topped. This is can be seen if one looks at our recent trades in Cocoa, Soybeans, Copper etc.


Symbol


Entry price


Current price


Exit price


Comments


Cocoa Dec 06


(filled in Oct 06)


1415

Sold


1530


Deployed second 1/3 of the money.  (Nov 06)


Dow Dec 06 short


(filled Oct 06)


11820

Rolled
over


 


½ position


Cocoa  Dec 06


(Filled in August 06)


1470

Sold


1515


1/3 position


Coffee Dec 06


(Filled in August 06)


106.40

Sold


114


½ position  (Nov 06)


Dow Dec 06 Short


(filled Oct 06)


12160

Rolled
over


 


½ position


Cotton Dec 06


(filled Nov 06)


48.60

Sold


47.70


1/3 position


Cocoa Dec 06


(Filled Sept 06)


1460

Sold


1515


1/3 position


Sugar March 07


(Filled Nov 06)


11.25-11.31

Sold


11.00


1/3 position  Sold in Feb 07


Cocoa  March 07


(Filled Nov 06)


1530

Sold


1689-1695


1/3 position Sold in Feb 07


Cocoa March 07


(filled Nov 06)


1490

Sold


1627


1/3 position. Sold in Jan 07.


Cotton March 07


(filled Nov 06)


52.80

Sold


53.10


1/3 position. Profit stop was hit (Feb 07)


Cotton March 07


(filled Nov 06)


51.60

Sold


53.10


1/3 position. Sold in Feb 07.


Oil Jan 07


(filled in Nov 06)


60.30

Sold


63.00


1/2 Position. Closed out Dec 06.


Sugar March 07


(filled Dec 07)


11.20

Sold


11.00


1/3 position


Dow Dec 06 short


(Filled Nov 07)


12240

Rolled
over


 


1/3 position


Oil March 07


 


(filled Jan 07)


52.10-52.50

 


54.00-54.60


It traded way below this level so it was very
easy to get a fill here.  3 days later it entered our exit
ranges and we closed our positions out in the 54-54.60 ranges.


Sugar March 07


 


(filled Jan 07)


10.40

Sold


11.00


1/3 position Sold in Feb 07


Copper March 07


(filled in March 07)


255.00

Sold


274.80-276.00


1/3 position Sold in Feb 07


Feeder Cattle March 07


(filled in Jan 07)


90.90

Sold


93-93.60


This was a rapid trade for risk takers.


Canadian dollar march 07


Filled in Jan 07


84.70

Sold


86.14


Closed this position out in Feb 07.


Cocoa March 07


(filled in Jan 07)


1620

Sold


1740


1/3 position Sold in Feb 07


Cotton (March 07)


(filled in Jan 07)


53.10

Sold


53.10


Break Even Trade.


Dow March 07


(Nov 2006)


Rolled over average entry of 12073.

Sold


12000


For  a profit of 730 per contract


Japanese Yen March 07


Filled March 07


82.80

Sold


86.11


A rapid fire trade that generated lovely
profits in a relatively short period of time (march 07)


Cocoa May 07


 


(filled Feb 07)


1740

Sold


1910


1/3 position.  We successfully rode this
market to the top via a series of contracts. Closed last
position in March 07.


Copper May 07


(filled Feb 07)


260

Sold


330-333


1/3 position.  Second back to back winner
locked in gains of over 16,000 per contract.


Canadian Dollar  March 07


 


Filled in March 07


84.90

Sold


85.20-85.35


 


A quick profit of 300-450 in a matter of days
per contract.  March 07


Wheat May 07


 


Filled in March 07


455

Sold


477-480


1/3 position. Sold in April 07.

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