Category Archive: Futures

Jul 31

Exit Long S&P

AlphaCapture

Exit Long S&P ($ES_F) 5/13 +$2,000.00 per contract Well that was interesting. I had been concerned that our most recent trailing stop level was one of those ‘obvious’ ones, a combination of the most recent swing low and the 50-day MA that can result in a marginal break that reverses on you after you exit, but …

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Jul 30

Exit Long Yen

AlphaCapture

Exit Long Yen ($6J_F) 5/21 -$1,850.00 per contract It’s been two months since we had an exit signal on the futures portfolio, usually an indication there are some strong trends underway, and while that’s the case elsewhere with equities, bonds, and live cattle, it wasn’t the case here in the Yen at all. It didn’t do much of …

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Jul 18

Forbes Interview

This week I was interviewed by John Navin at Forbes where we talked about how I approach trend following, how to explain it to your neighbors, and some of the people who have influenced me. You can read it all here:- Forbes Interview        

Jun 25

Futures Update – Long NASDAQ

AlphaCapture

Long NASDAQ ($NQ_F) 6/26 The NASDAQ has given us a belated long signal. I say belated because I have other systems that have triggered before this, and ordinarily one might have expected to see even a longer-term system trigger an entry signal when we first took out the March highs on 5/29, but it’s likely …

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May 27

Futures Update – Exiting Gold

AlphaCapture

Exiting Long Gold ($GC_F) 3/13 -$10,390 per contract / -7.60% Ugh. That was an ugly ugly break today, there’s no other way around it. Gold had been going nowhere for what seemed like an eternity, not resuming the intermediate uptrend that had been in place since January, but not invalidating it either. Then today came. …

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May 20

Futures Update – Long Yen

AlphaCapture

Long Yen ($6J_F) 5/21 +$0.00 per contract The Yen has been rangebound for several months but this week made the first significant attempt to break the deadlock moving to 3-month highs and triggering a long signal. I know there are many different ways people can play being long Yen and they will look at being short …

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May 15

Futures Update – Exit Long Corn

AlphaCapture

Some interesting moves out there today with stocks falling sharply while bonds continue to advance, and some mixed signals in currencies and commodities, amongst them an exit in Corn. Exit Long Corn ($ZC_F) 3/5 -$212.50 per contract After tracing out a choppy consolidation following our entry signal, Corn rallied strongly to fresh highs in the …

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May 12

Futures Update – Long S&P

AlphaCapture

It’s been exactly a month since the last futures signal, and ironically enough it was when we last exited the S&P, so this is going to make this a straightforward post to write as the key points made there 4 weeks ago bear repeating here to underline why this is such an easy signal to …

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