Auto-Trading available at RandBots.com R Fixed Income
| Trade Summary Report | |||||
| Futures: | 30 years treasury notes | ||||
| Strategy: | Long, Short or Neutral in a weekly basis | ||||
| Instruments: | ZB @ECBOT | ||||
| Entry | Exit | Direction | Holding Period (Weeks) | RETURN USD | |
| 4-Jan-13 | 1-Mar-13 | Short | 8 | 31 | |
| 1-Mar-13 | 12-Apr-13 | Long | 6 | 1,562 | |
| 12-Apr-13 | 17-May-13 | Long | 5 | -3,562 | |
| 17-May-13 | 16-Aug-13 | Short | 13 | 12,000 | |
| 16-Aug-13 | 6-Jun-14 | Long | 42 | 9,500 | |
| 6-Jun-14 | 18-Jul-14 | Short | 6 | -2,687 | |
| 18-Jul-14 | 5-Sep-14 | Long | 7 | 1,468 | |
| 5-Sep-14 | 26-Sep-14 | Short | 3 | 406 | |
| 26-Sep-14 | 17-Oct-14 | Short | 3 | -9,000 | |
| 17-Oct-14 | 26-Dec-14 | Long | 10 | 1,562 | |
| 26-Dec-14 | 6-Feb-15 | Long | 6 | 4,281 | |
| 6-Feb-15 | 27-Feb-15 | Short | 3 | 1,562 | |
| 27-Feb-15 | 13-Mar-15 | Short | 2 | 3,000 | |
| 13-Mar-15 | 3-Apr-15 | Short | 3 | -6,156 | |
| 3-Apr-15 | 1-May-15 | Long | 4 | -8,125 | |
| 1-May-15 | 29-May-15 | Short | 4 | 1,562 | |
| 29-May-15 | 26-Jun-15 | Neutral | 4 | No trade | |
| 26-Jun-15 | 22-Apr-16 | Long | 43 | 19,437 | |
| 22-Apr-16 | 3-Jun-16 | Short | 6 | -5,500 | |
| 3-Jun-16 | 24-Jun-16 | Long | 3 | 31 | |
| 24-Jun-16 | 15-Jul-16 | Long | 3 | 3,000 | |
| 15-Jul-16 | 22-Jul-16 | Neutral | 1 | No trade | |
| 22-Jul-16 | 2-Sep-16 | Short | 6 | 31 | |
| 2-Sep-16 | 23-Sep-16 | Short | 3 | 1,562 | |
| 23-Sep-16 | 25-Nov-16 | Neutral | 9 | No trade | |
| 25-Nov-16 | 2-Dec-16 | Long | 1 | -906 | |
| 2-Dec-16 | 16-Dec-16 | Neutral | 2 | No trade | |
| 16-Dec-16 | 13-Jan-17 | Long | 4 | 4,625 | |
| Trading Fees not included | |||||
| Historical Summary | ||
| Size: | 1 contract | |
| Instruments: | ZB @ECBOT | |
| Trading Fees not included | ||
| YEAR | PROFIT/YR | TOT-PROFIT |
| 2006 | 6,500 | 6,500 |
| 2007 | -1,094 | 5,406 |
| 2008 | 31,516 | 36,922 |
| 2009 | 15,578 | 52,500 |
| 2010 | 17,625 | 70,125 |
| 2011 | 7,938 | 78,062 |
| 2012 | 7,281 | 85,344 |
| 2013 | 6,250 | 91,594 |
| 2014 | 1,156 | 92,750 |
| 2015 | 6,813 | 99,562 |
| 2016 | 9,969 | 109,531 |
| 2017 | 1,625 | 111,156 |
| Historical Summary | ||
| Size: | 10 contracts | |
| Instruments: | ZB @ECBOT | |
| Trading Fees not included | ||
| YEAR | PROFIT/YR | TOT-PROFIT |
| 2006 | 65,000 | 65,000 |
| 2007 | -10,938 | 54,063 |
| 2,008 | 315,156 | 369,219 |
| 2,009 | 155,781 | 525,000 |
| 2,010 | 176,250 | 701,250 |
| 2,011 | 79,375 | 780,625 |
| 2,012 | 72,813 | 853,437 |
| 2,013 | 62,500 | 915,937 |
| 2,014 | 11,563 | 927,500 |
| 2,015 | 68,125 | 995,625 |
| 2,016 | 99,688 | 1,095,312 |
| 2,017 | 16,250 | 1,111,562 |
#######################################################################################
April 25, 2017
This system is based on weekly bond data, as a result, you should expect fewer trades. Personally, I used this system independently from all the other equity systems.
#######################################################################################
Jun 19, 2017
We rolled the positions some days back and we are still with the same size.
#######################################################################################
Jul 6, 2017
Given the last movements on the price this week, most likely there will be a new trade soon.
