#sp500 #emini 59-56 scalp $150

will post details later

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
1/9/2018 14:32	FUTURE	BUY	1	TO CLOSE	/ESH8	18-Mar		FUTURE	2755.75	2755.75	LMT
1/9/2018 13:31	FUTURE	SELL	-1	TO OPEN	/ESH8	18-Mar		FUTURE	2759	2759	MKT

#sp500 short #emini

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
1/8/2018 15:53	FUTURE	SELL	-1	TO OPEN	/ESH8	18-Mar		FUTURE	2748	2748	MKT

EOD Ramp Close Up

Eric Scott Hunsader‏ @nanexllc
6 hours ago

3 points #SP500 #emini daytrade

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
1/3/2018 15:49	FUTURE	BUY	1	TO CLOSE	/ESH8	18-Mar		FUTURE	2712.25	2710.5	MKT
1/3/2018 15:49	FUTURE	SELL	-1	TO OPEN	/ESH8	18-Mar		FUTURE	2713.5	2713.5	MKT

-$370 Scalping EOD

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/13/2016 15:53	FUTURE	SELL	-1	TO CLOSE	/ESH7	17-Mar		FUTURE	2266	2266	STP
12/13/2016 15:53	FUTURE	SELL	-1	TO CLOSE	/ESH7	17-Mar		FUTURE	2266	2266	STP
12/13/2016 15:43	FUTURE	BUY	1	TO OPEN	/ESH7	17-Mar		FUTURE	2270	2270	STP
12/13/2016 15:40	FUTURE	BUY	1	TO OPEN	/ESH7	17-Mar		FUTURE	2269	2269	STP

Big Loss -$1005.00

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
12/7/2016 15:27	FUTURE	BUY	1	TO CLOSE	/ESZ6	16-Dec		FUTURE	2238	2238	STP
12/7/2016 12:25	FUTURE	SELL	-1	TO OPEN	/ESZ6	16-Dec		FUTURE	2218	2218	LMT

Thanksgiving Scalping +$110

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price	Net Price	Order Type
11/24/16 11:26 AM	FUTURE	BUY	1	TO CLOSE	/TFZ6	16-Dec		FUTURE	1346.6	1346.6	LMT
11/24/16 11:00 AM	FUTURE	SELL	-1	TO OPEN	/TFZ6	16-Dec		FUTURE	1347.8	1347.8	LMT

Str I: SP500 Scalping +$150.00

Rules:
1. Sell new top (about +0.5SD* );
2. Take profit at 0.25SD;
3.Stop loss +1SD;
4. Play Time 2 trading days;
5. If time is due change into an option play or close the position.
*- Daily SD
------------------------------------------------------------------------------------------------------------
8/11/16  +3 points

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
8/11/2016 16:05	FUTURE	BUY	1	TO CLOSE	/ESU6	16-Sep		FUTURE	2181.75
8/11/2016 15:46	FUTURE	SELL	-1	TO OPEN	/ESU6	16-Sep		FUTURE	2185

-------------------------------------------------------------------------------------------------------------

3/17/16-8/1/16  +41 points (+$2050.00) 

STR I Scalping +$150.00

Rules:
1. Sell new top (about +0.5SD* );
2. Take profit at 0.25SD;
3.Stop loss +1SD;
4. Play Time 2 trading days;
5. If time is due change into an option play or close the position.
*- Daily SD
------------------------------------------------------------------------------------------------------------
8/1/16  +3 points

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
8/1/2016 4:52	FUTURE	BUY	1	TO CLOSE	/ESU6	16-Sep		FUTURE	2172.25
7/31/2016 22:05	FUTURE	SELL	-1	TO OPEN	/ESU6	16-Sep		FUTURE	2175.5

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3/17/16-6/23/16  +38 points (+$1900.00) 

Str I +$150

Rules:
1. Sell new top (about +0.5SD* );
2. Take profit at 0.25SD;
3.Stop loss +1SD;
4. Play Time 2 trading days;
5. If time is due change into an option play or close the position.
*- Daily SD
------------------------------------------------------------------------------------------------------------
6/23/16  +3 points

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
6/23/2016 12:46	FUTURE	BUY	1	TO CLOSE	/ESU6	16-Sep		FUTURE	2095.8
6/23/2016 12:03	FUTURE	SELL	-1	TO OPEN	/ESU6	16-Sep		FUTURE	2098

-------------------------------------------------------------------------------------------------------------

3/17/16-6/8/16  +35 points 

Startegy I, 3/17/16-5/16/16 +30 points ($1500)

Rules:
1. Sell new top (about +0.5SD* );
2. Take profit at 0.25SD;
3.Stop loss +1SD;
4. Play Time 2 trading days;
5. If time is due change into an option play or close the position.
*- Daily SD
------------------------------------------------------------------------------------------------------------
5/16/16  +4 points

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Type	Price
5/16/2016 15:40	FUTURE	BUY	2	TO CLOSE	/ESM6	16-Jun	FUTURE	2064.5
5/16/2016 14:31	FUTURE	SELL	-2	TO OPEN	/ESM6	16-Jun	FUTURE	2066.75

------------------------------------------------------------------------------------------------------------
5/10/16-5/10/16  +2 points 

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Type	Price
5/10/2016 16:30	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun	FUTURE	2076.75
5/10/2016 15:47	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun	FUTURE	2079

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3/17/16-4/20/16  +24 points 

Yen (6J) Scalping +$280 after fees

Second trade: New top - ok; Rule #2-ok,  26 ticks +$162.5 - $7.5 fees

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Type	Price	Net Price	Order Type
5/3/2016 9:30	FUTURE	BUY	1	TO CLOSE	/6JM6	16-Jun	FUTURE	0.009437	0.009437	LMT
5/3/2016 0:36	FUTURE	SELL	-1	TO OPEN	/6JM6	16-Jun	FUTURE	0.00945	0.00945	LMT

-----------------------------------------------------------------------------------------------------------------
Numbers
1. Notional 12, 500, 000.00 japanese yen.
2. Implied volatility as of today is ~ 13%
3. Expected daily move 12500000*0.13/sqrt(365)=85, 056 yen=$800
which is 800/6.25=128 ticks
4. Today's actual range was 120 ticks.
-----------------------------------------------------------------------------------------------------------------
STRATEGY 1
1. Sell new top (about +0.5SD ); +60 ticks
2. Take profit at 0.25SD;               30 ticks
3.Stop loss +1SD;                         128 ticks.
-----------------------------------------------------------------------------------------------------------------
1. Rule #1 was not fulfilled. The position was opened below slightly the previous top.
2. The drawdown of ~-$500 was experienced.
2. The profit of $125 was taken, which is 20 not 30 ticks.

Conclusion is that Rule #1 must not be violated.
-----------------------------------------------------------------------------------------------------------------

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Type	Price	Net Price	Order Type
5/1/2016 18:13	FUTURE	BUY	1	TO CLOSE	/6JM6	16-Jun	FUTURE	0.009381	0.009381	LMT
4/29/2016 15:28	FUTURE	SELL	-1	TO OPEN	/6JM6	16-Jun	FUTURE	0.009391	0.009391	LMT

Strategy I Keeps Winning Small

Rules:
1. Sell new top (about +0.5SD );
2. Take profit at 0.25SD;
3.Stop loss +1SD;
4. Play Time 2 trading days;
5. If time is due change into the option play or make it flat.
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3/17/16-4/20/16  +24 points of Realized Profits
-------------------------------------------------------------------------------------------------------------

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Strike	Type	Price
4/20/2016 15:39	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun		FUTURE	2098.25
4/20/2016 11:25	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun		FUTURE	2099.5
4/19/2016 9:30	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun		FUTURE	2092.5
4/19/2016 3:20	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun		FUTURE	2093.75
4/18/2016 16:05	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun		FUTURE	2086.5
4/18/2016 14:44	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun		FUTURE	2087.75
4/18/2016 12:34	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun		FUTURE	2085.5
4/18/2016 12:31	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun		FUTURE	2086.75

3/17/16-4/14/16  +20 points

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Type	Price	Net Price	Order Type
4/14/2016 13:29	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun	FUTURE	2078.5	2078.5	LMT
4/14/2016 12:27	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun	FUTURE	2079.75	2079.75	LMT
4/14/2016 9:35	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun	FUTURE	2075.25	2075.25	LMT
4/14/2016 8:41	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun	FUTURE	2078.5	2078.5	LMT
4/13/2016 23:18	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun	FUTURE	2072.75	2072.75	LMT
4/13/2016 15:31	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun	FUTURE	2075	2075	LMT

3/17/16-4/4/16   +14 points ($700)

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Price	Order Type
4/4/2016 8:12	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun	2067	LMT
4/4/2016 5:42	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun	2071.25	LMT
3/30/2016 8:26	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun	2056.5	LMT
3/30/2016 6:17	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun	2059.75	LMT
3/18/2016 16:13	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun	2037.75	LMT
3/18/2016 15:14	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun	2041	LMT
3/18/2016 13:36	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun	2033.5	LMT
3/18/2016 9:31	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun	2036.75	LMT
3/17/2016 15:51	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun	2033.5	LMT
3/17/2016 14:10	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun	2034.5	LMT

Test of Strategy1: Scalping /ES

Rules:
1. Sell new top (about +0.5SD );
2. Take profit at 0.25SD;
3.Stop loss +1SD;
4. Play Time 2 trading days;
5. If time is due change into the option play or make it flat.
-------------------------------------------------------------------------------------------------------------

3/17/16-3/18/18 +7 points ($350)

Exec Time	Spread	Side	Qty	Pos Effect	Symbol	Exp	Type	Price	Net Price	Order Type
3/18/2016 16:13	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun	FUTURE	2037.75	2037.75	LMT
3/18/2016 15:14	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun	FUTURE	2041	2041	LMT
3/18/2016 13:36	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun	FUTURE	2033.5	2033.5	LMT
3/18/2016 9:31	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun	FUTURE	2036.75	2036.75	LMT
3/17/2016 15:51	FUTURE	BUY	1	TO CLOSE	/ESM6	16-Jun	FUTURE	2033.5	2033.5	LMT
3/17/2016 14:10	FUTURE	SELL	-1	TO OPEN	/ESM6	16-Jun	FUTURE	2034.5	2034.5	LMT