Wednesday, October 31, 2018

Day trading Octoberfest : 85 /ES points



Starting March 2018 the algorithm made 165 /ES points per contract.

10/1/2018 -6
10/2/2018 0
10/3/2018 13.25
10/4/2018 0.25
10/5/2018 0
10/8/2018 -9
10/9/2018 -4.25
10/10/2018 81.25
10/11/2018 19.25
10/12/2018 0
10/15/2018 0
10/16/2018 27.75
10/17/2018 -23.5
10/18/2018 -15.75
10/19/2018 -16.5
10/22/2018 0
10/23/2018 -18.25
10/24/2018 46.5
10/25/2018 -10.25
10/26/2018 -43.25
10/29/2018 56.5
10/30/2018 0
10/31/2018 -13
Total: 85
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Wednesday, October 24, 2018

+$110, Long Z18 simple crack spread

10/29/18
Flat, the trade was posted live @tfo_medved.
How to calculate and trade Simple Crack Spread using RBOB and WTI Futures. 
Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
9.355
10/29/2018 10:42 FUTURE BUY 1 TO CLOSE /CLZ18 18-Dec FUTURE 66.98 66.98 MKT
10/29/2018 10:42 FUTURE SELL -1 TO CLOSE /RBZ18 18-Dec FUTURE 1.8173 1.8175 LMT
10/29/2018 8:33 SINGLE BUY 1 TO CLOSE /CLZ18 1/1000 DEC 18 /LOZ18 63 PUT 0.32 0.32 LMT





10/26/18


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
10/26/2018 10:25 SINGLE SELL -1 TO OPEN /CLZ18 1/1000 DEC 18 /LOZ18 63 PUT 0.43 0.43 LMT



10/24/18

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Crack
9.3308
10/24/2018 15:25 FUTURE SELL -1 TO OPEN /CLZ18 18-Dec FUTURE 66.37 66.37 MKT
10/24/2018 15:25 FUTURE BUY 1 TO OPEN /RBZ18 18-Dec FUTURE 1.8024 1.8024 LMT
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Friday, October 19, 2018

+$110, EMINI naked call

expired out of the money.

The trade was posted live here and @tfo_medved.
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Thursday, October 18, 2018

Emini naked call


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
10/18/2018 10:37 SINGLE SELL -1 TO OPEN /ESZ18 1/50 OCT 18 (Wk3) /EW3V18 2835 CALL 2.3 2.3 LMT
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a minuscule position in SLV puts

bought a minuscule position in SLV puts.  

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
10/18/2018 10:31 SINGLE BUY 3 TO OPEN SLV 18-Jan-19 12 PUT 0.05 0.05 LMT
10/18/2018 10:25 SINGLE BUY 1 TO OPEN SLV 17-Jan-20 10 PUT 0.06 0.06 LMT
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Thursday, October 11, 2018

+$200, flat bond futures puts

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
10/11/2018 14:27 SINGLE BUY 1 TO CLOSE /ZBZ18 1/1000 DEC 18 /OZBZ18 133 PUT 0''12 0''12 LMT
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+$400, Long Crack Spread

The trade was posted live @tfo_medved

10/16/2018
Flat , P/L   +$400


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
10/16/2018 10:25 FUTURE SELL -1 TO CLOSE /RBZ18 18-Dec FUTURE 1.9582 1.9582 MKT
10/16/2018 10:25 SINGLE BUY 1 TO CLOSE /CLZ18 1/1000 DEC 18 /LOZ18 70.5 CALL 2.73 2.73 LMT


10/12/2018 
/CLZ18  future was replaced by ATM put.  
Current P/L:  realized    +$420; pending  -$990.


Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
10/12/2018 10:51 FUTURE BUY 1 TO CLOSE /CLZ18 18-Dec FUTURE 71.11 71.11 MKT
10/12/2018 10:26 SINGLE SELL -1 TO OPEN /CLZ18 1/1000 DEC 18 /LOZ18 70.5 CALL 2.53 2.53 LMT
                  
When a pair trade goes wrong.

10/11/2018

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
10.5538
10/11/2018 12:26 FUTURE SELL -1 TO OPEN /CLZ18 18-Dec FUTURE 71.51 71.51 MKT
10/11/2018 12:26 FUTURE BUY 1 TO OPEN /RBZ18 18-Dec FUTURE 1.9539 1.9539 LMT


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Wednesday, October 10, 2018

+$200, flat gas-oil pair

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
11.8572
10/10/2018 15:08 FUTURE BUY 1 TO CLOSE /CLZ18 18-Dec FUTURE 72.84 72.84 MKT
10/10/2018 15:08 FUTURE SELL -1 TO CLOSE /RBZ18 18-Dec FUTURE 2.0166 2.0166 LMT

The trade entry was posted live on https://twitter.com/tfo_medved.

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Long Simple Crack Spread


 How to calculate and trade Simple Crack Spread using RBOB and WTI Futures. 

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type Spread
11.6296
10/10/2018 11:16 FUTURE SELL -1 TO OPEN /CLZ18 18-Dec FUTURE 73.16 73.16 MKT
10/10/2018 11:16 FUTURE BUY 1 TO OPEN /RBZ18 18-Dec FUTURE 2.0188 2.0188 LMT
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Monday, October 8, 2018

Long Bonds

 /ZBZ18 futures: sold naked 133 Put -

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
10/8/2018 10:09 SINGLE SELL -1 TO OPEN /ZBZ18 1/1000 DEC 18 /OZBZ18 133 PUT 0''26 0''26 LMT
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$350 profit, flat platinum gold #2

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