Tag Archive: $ES_F

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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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 01

Review Of Open Positions – Futures

AlphaCapture

Last week’s review indicated the S&P would likely trigger a long signal on a new high, and after marginally failing to trigger Monday, the necessary criteria¬†were met the following night. The S&P continued higher for the remainder of the week along with the NASDAQ, albeit with some increased volatility, and there were also gains on …

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Feb 25

Futures Update – Long S&P

AlphaCapture

Pretty simple stuff here. That 1/24 break of the 50-day MA took us out of our previous long position, today’s new highs signaled the correction is over and got us back in. We are now¬†LONG: S&P, NASDAQ, 30yr, 10yr, Pound. Long S&P ($ES_F) 2/26 +$0.00 per contract Following our previous exit in January the market …

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Jan 24

Review Of Open Positions – Futures

AlphaCapture

The big increase in volatility this week brought about plenty of changes in our futures portfolio. We began the week with many positions still in the midst of counter-trend moves and being prepared to see several trailing stops come under pressure. By Thursday’s close we had exit signals in short 10yr for a small loss …

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Jan 24

The Correction Roadmap

AlphaCapture

We’re more than a couple of percent from the all time highs so the business media and anyone else with a timeframe or attention span shorter than my lunch break have gone into ‘markets in turmoil’ mode. Given the level of noise seems to be inversely correlated to the level of the S&P, it’s always …

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