Category Archive: Futures

Apr 13

The Mystery Of Martin’s Car (Or Why We Should Respect Overnight Futures Moves)

There’s a tendency for people to only believe something they see with their own eyes. Traders are no different. When they see things gap or trading at vastly different levels from where they last surveyed it, they might be inclined to fade it or treat it with disbelief as if it wasn’t real. A decade …

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Apr 13

Review Of Open Positions

AlphaCapture

I normally separate the futures and stocks reviews, but given we’re down to the lowest number of stock positions since building up a complete portfolio around this time last year, I figured I’d take a look at everything together for a complete overview. That, and I’m on vacation, so I’m in reflective mood. We trend-followers …

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Apr 10

Futures Update – Exiting Long S&P

AlphaCapture

An interesting session to say the least. I certainly didn’t foresee us going from all time highs to being stopped in the space of a week, but fortunately I don’t have to, that’s just for forecasters to try to predict and reason. These type of movements and volatility however can serve a useful purpose, as …

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Apr 06

Futures Update – Exiting Long Euro

AlphaCapture

A turbulent week in markets and after seeing Friday’s action and listening to some of this weekend’s commentary you’d be forgiven for thinking it was a down week across the board in equities. It wasn’t. The S&P made all time highs and finished up on the week. This is one of the few places you’ll …

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Mar 29

Review Of Open Positions – Futures

AlphaCapture

We started this week with a timely exit of our NASDAQ long, and ended it with an entry in Live Cattle, the first since adding it to our universe at the beginning of this month. Inbetween there was plenty of volatility, with renewed strength in the 30yr and Corn being more than offset by further …

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Mar 27

Futures Update – Long Live Cattle

AlphaCapture

Live Cattle ($LE_F) 3/28 +$0.00 per contract This is the first signal in Live Cattle since making it part of the 10-market universe on here earlier this month. This is a very similar setup to one often seen in our stock entries, making a new high from a recent consolidation with an invalidation point below …

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Mar 24

Futures Update – Exiting Long NASDAQ

AAAA

It was a fairly volatile session in equity markets today and although the indices managed to stage a late recovery to stave off a raft of trailing stops in our single stock names, it wasn’t enough to stop an exit being triggered on our NASDAQ long at tonight’s open for a loss of 0.84% or …

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Mar 19

Futures Update – Exiting Long Pound

AlphaCapture

We had a rough session today with losses across the board in equities, bonds, currencies and commodities. One day’s numbers in isolation can be made to look big, but with some calm perspective, the reality is we’re still ahead on our equity longs, and our gains on bonds and currencies have turned to modest losses. …

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