Tag 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 been winding this part of the blog down, not showing new futures signals and just taking exits.┬áThis is because despite┬ámy best efforts with disclaimers, the inclusion of futures on …

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Sep 17

Trend Following Update – Entering Long S&P

AlphaCapture

My trend following system obviously isn’t aware there’s supposedly something big going on tomorrow. How could it not exercise caution here and instead risk taking a position into this great event? Because it follows price and trends, and it can’t quantify news or opinion. It is objective. The market itself seems to be oblivious to …

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Sep 07

Review Of Open Positions – Futures

AlphaCapture

We had three signals this week, exiting our Short Dollar ($DX_F) and Long Euro ($6E_F) positions for a small loss and gain respectively, and entering Short 10yr ($ZN_F). I feel our current positions are reflecting the current dynamics in markets well, we now have no positions in currencies which reversed again to remain rangebound, we …

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Jul 24

The Crude Realities Of Trading Through A Losing Streak

Bill Dunn Returns

I was delighted to be asked to guest post for See It Market today. Andy Nyquist has built a great site where you can read and learn from the experience and insight of a talented array of bloggers and traders on a daily basis. I talked about the run of losing trades our futures portfolio …

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Jul 20

Trend Following Update – Entering Long Euro

AlphaCapture

One new signal for our futures portfolio this weekend – Long Euro, which we will enter at Sunday night’s open. Going in to Monday we will be SHORT 30yr, Yen, Sterling, Gold, and LONG S&P, NASDAQ, Euro, Oil. Long Euro ($6E_F) 7/22 +$0.00 per contract We got stopped in our previous short position following that …

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Jul 07

Futures Performance

Up to now I’ve only shown the performance for all my equity positions on my performance tab. This is not because of any need for less transparency with my futures portfolio, but rather the difficulty in presenting it in a consistent manner as it has so many other considerations that I have worried if it …

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Jul 02

Is That It?

AlphaCapture

It doesn’t matter what asset class you trade, the chances are there’s something within your universe that has been trending for weeks and recently met with some kind of reversal. You’re looking at it wondering if the larger trend is over, asking yourself, “Is that it?” EMERGING MARKETS Here’s the iShares MSCI Emerging Markets ETF …

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Jun 16

This Is What We Do

AlphaCapture

Today I wanted to share something on the recent trades we’ve had in the Yen because I think it demonstrates perfectly so many of the things I’ve talked about on this blog regarding the principles involved and discipline necessary to effectively execute a trend following strategy. Just take a look at this chart of Yen …

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