Category Archive: Futures

Sep 01

Futures Update

This is a record of all futures signals mentioned on this blog from January 2013 – August 2014. PLEASE NOTE:- Since becoming an RIA I have slowly been winding this part of the blog down, not showing new futures signals and just taking exits. This is because despite my best efforts with disclaimers, the inclusion of futures …

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Aug 22

New Highs

AlphaCapture

Another potential correction over. This time we barely made it to the -4% mark before ratcheting higher to leave in place another V-shaped move that has been the hallmark of this rally over the last 18 months. If you just play the indices or use them as your guide for your stock positions these type …

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Aug 11

Exit Long Live Cattle

AlphaCapture

Exit Long Live Cattle ($LE_F) 3/28 +$1,870.00 per contract Live cattle closed below its trailing stop following a second limit-down session that triggered an exit signal for a profit of 3.26% or $1,870 per contract. This leaves only one position, long 30yr, which is still in a strong uptrend dating back to February. As I mentioned in the …

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Aug 07

Exit Long NASDAQ

AlphaCapture

Exit Long NASDAQ ($NQ_F) 6/26 +$855.00 per contract The NASDAQ finally triggered its exit signal for a small profit, a week after the S&P did the same. It looks to have fallen even further overnight so it could be an interesting end to the week tomorrow. There’s no question this is not the uniform sell-off or correction …

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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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