Wednesday, July 31, 2013

July Trading Summary

Net breakdown (contracts traded):
ZS $1341(38), TF -$2088(26)
RESULTS FOR JULY
Contracts:64
Net $P/L:-747
Wins:26
Losses:32
Win%:45
$Commissions:264
Avg$Win:189
Avg$Loss:-177

Wed. 7/31

3:15pm CDT - TF system out of sync again today and ends a drawdown month.  System only had 1 trade where the target was hit this month vs. 9 in June!  Here's the update since June 1st.
Net breakdown (contracts traded):
ZS $107(1), TF -$515(2)
RESULTS FOR DAY
Contracts:3
Net $P/L: -408
Wins: 1
Losses: 2
Win%:33
Avg$Win: 107
Avg$Loss: -258

Tuesday, July 30, 2013

Tues. 7/30

3:25pm CDT -
Net breakdown (contracts traded):
ZS $122(3), TF -$83(1)
RESULTS FOR DAY
Contracts:4
Net $P/L: 39
Wins: 1
Losses: 2
Win%:33
Avg$Win: 240
Avg$Loss: -100

Monday, July 29, 2013

Mon. 7/29

3:25pm CDT - TF system in drawdown mode this month but scratched today.  My discretionary ZS trades are doing much better.
Net breakdown (contracts traded):
ZS $107(1), TF $5(2)
RESULTS FOR DAY
Contracts:3
Net $P/L: 112
Wins: 2
Losses: 1
Win%:67
Avg$Win: 182
Avg$Loss: -253

Friday, July 26, 2013

Fri. 7/26

2:50pm CDT - For the week, net gain +$66.
Net breakdown (contracts traded):
ZS $107(1), TF -$263(1)
RESULTS FOR DAY
Contracts:2
Net $P/L:-155
Wins:1
Losses:1
Win%:50
Avg$Win:107
Avg$Loss:-263

Thursday, July 25, 2013

Thurs. 7/25

3:30pm CDT - Scratch day - exactly 0.
Net breakdown (contracts traded):
ZS $145(1), TF -$145(2)
RESULTS FOR DAY
Contracts:3
Net $P/L: 0
Wins: 2
Losses: 1
Win%:67
Avg$Win: 126
Avg$Loss: -253

Wednesday, July 24, 2013

Wed. 7/24

3:20pm CDT - Beans chopped me around and I gave up trying to get to $100 on that.
Net breakdown (contracts traded):
ZS $66(9), TF $297(1)
RESULTS FOR DAY
Contracts:10
Net $P/L: 363
Wins: 4
Losses: 4
Win%:50
Avg$Win: 196
Avg$Loss: -105

Tuesday, July 23, 2013

Tues. 7/23

3:45pm CDT -
Net breakdown (contracts traded):
ZS $144(6), TF -$253(1)
RESULTS FOR DAY
Contracts:7
Net $P/L: -109
Wins: 4
Losses: 3
Win%:57
Avg$Win: 76
Avg$Loss: -138

Monday, July 22, 2013

Mon. 7/22

3:25pm CDT - Another slow day in emini land. 
Net breakdown (contracts traded):
ZS $99(5), TF -$133(1)
RESULTS FOR DAY
Contracts:6
Net $P/L: -33
Wins: 2
Losses: 3
Win%:40
Avg$Win: 155
Avg$Loss: -114

Thursday, July 18, 2013

Thurs. 7/18

3:10pm CDT - Likely no trading for me tomorrow.
Net breakdown (contracts traded):
ZS $122(3), TF -$253(1)
RESULTS FOR DAY
Contracts:4
Net $P/L:-131
Wins:1
Losses:2
Win%:33
Avg$Win:227
Avg$Loss:-179

Wednesday, July 17, 2013

Wed. 7/17

2:30pm CDT - No signals in TF today but took a quick ZS short trade mid-morning for a couple cents.  The eminis were uber dead today.
RESULTS FOR DAY
ZS Contracts:1
Net $P/L:95
Wins:1
Losses:0
Win%:100
Avg$Win:95
Avg$Loss:0

Tuesday, July 16, 2013

Tues. 7/16

3:20pm CDT -
Net breakdown (contracts traded):
ZS $107(1), TF -$133(1)
RESULTS FOR DAY
Contracts:2
Net $P/L:-25
Wins:1
Losses:1
Win%:50
Avg$Win:107
Avg$Loss:-133

In other news, a group of Hong Kong-based hedge fund traders produced a “once-in-a-lifetime catch”.  Life must be good in the hedge fund world!

Monday, July 15, 2013

Mon. 7/15

3:15pm CDT - In a long TF trade nearly the entire slow day, out at close.
Net breakdown (contracts traded):
ZS $132(1), TF $697(1)
RESULTS FOR DAY
Contracts:2
Net $P/L:830
Wins:2
Losses:0
Win%:100
Avg$Win:415
Avg$Loss:0

Friday, July 12, 2013

Fri. 7/12

2:50pm CDT - Beans were on fire today dropping more than 30 cents but I didn't capitalize.  For the week, net loss -$1249.
Net breakdown (contracts traded):
ZS -$3(3), TF -$263(1)
RESULTS FOR DAY
Contracts:4
Net $P/L:-266
Wins:1
Losses:2
Win%:33
Avg$Win:140
Avg$Loss:-203

Thursday, July 11, 2013

Thurs. 7/11

3:25pm CDT - Got lucky on my ZS trade as I forgot news was coming out at 11am.  Orders were staged and got in and out in just 150 milliseconds!
Net breakdown (contracts traded):
ZS $95(1), TF $67(1)
RESULTS FOR DAY
Contracts:2
Net $P/L:162
Wins:2
Losses:0
Win%:100
Avg$Win:81
Avg$Loss:0

Wednesday, July 10, 2013

Wed. 7/10

2:45pm CDT - Nothing but wide ranging chop after the FOMC minutes. 1 discretionary bean trade would have been a winner but got stopped out by a tick on a quick price spike.  The week drags on...
Net breakdown (contracts traded):
ZS -$105(1), TF -$263(1)
RESULTS FOR DAY
Contracts:2
Net $P/L:-368
Wins:0
Losses:2
Win%:0
Avg$Win:0
Avg$Loss:-184

Tuesday, July 9, 2013

Tues. 7/09

3:00pm CDT -
RESULTS FOR DAY
TF Contracts:2
Net $P/L:-515
Wins:0
Losses:2
Win%:0
Avg$Win:0
Avg$Loss:-258

Monday, July 8, 2013

Mon. 7/08

2:45pm CDT - Dead day with 1 losing signal.
RESULTS FOR DAY
TF Contracts:1
Net $P/L:-263
Wins:0
Losses:1
Win%:0
Avg$Win:0
Avg$Loss:-263

Friday, July 5, 2013

Fri. 7/05

3:05pm CDT - Nice to finally have a winner to close out the week.  For the week, 1 win, 5 losses for a net loss -$76.
RESULTS FOR DAY
TF Contracts:2
Net $P/L:635
Wins:1
Losses:1
Win%:50
Avg$Win:897
Avg$Loss:-263

Wednesday, July 3, 2013

Wed. 7/03

12:20pm CDT - Half day but decided to take any signals I got.  1 loss.  Happy Birthday America!
RESULTS FOR DAY
TF Contracts:1
Net $P/L:-263
Wins:0
Losses:1
Win%:0
Avg$Win:0
Avg$Loss:-263

Tuesday, July 2, 2013

Tues. 7/02

5:00pm CDT -
RESULTS FOR DAY
TF Contracts:2
Net $P/L:-385
Wins:0
Losses:2
Win%:0
Avg$Win:0
Avg$Loss:-193

Monday, July 1, 2013

Mon. 7/01

3:20pm CDT - A thrilling day of system trading (yawn). Out at close as neither stop nor target hit.
RESULTS FOR DAY
TF Contracts:1
Net $P/L:-63
Wins:0
Losses:1
Win%:0
Avg$Win:0
Avg$Loss:-63