20120731
Short 2 NQ 2647.75, 2647.50, -2.0, +2.0
Short 1 TF 792.7, -1.0
Short 2 TF 793.2, 793.2, -0.3, -0.3
Short 2 TF 793.7, 793.2, +2.0, +1.0
Long 2 TF 790.3, 790.5, -0.5, +0.5
Long 1 TF 790.3, +2.0
Long 2 NQ 2637.5, 2638.0, +3.0, +2.0
Total NQ +5.0
Total TF +3.4
Monthly Totals Jul 2012
Total ES -1.5
Total YM +33
Total NQ -1.25
Total TF +69.9
Mon Jul 30 Trade Summary
20120730
Long 1 NQ 2649.5, +3.0
Short 1 YM 13047, -2
Short 2 TF 795.9, 796.5, +0.5, +2.0
Short 2 YM 12062, +5, -5
Short 2 TF 798.7, 798.7, +0.4, -0.4
Short 2 TF 791.3, +0.4, +1.2
Short 1 TF 791.4, +1.7
Total NQ +3.0
Total YM -2
Total TF +5.8
Long 1 NQ 2649.5, +3.0
Short 1 YM 13047, -2
Short 2 TF 795.9, 796.5, +0.5, +2.0
Short 2 YM 12062, +5, -5
Short 2 TF 798.7, 798.7, +0.4, -0.4
Short 2 TF 791.3, +0.4, +1.2
Short 1 TF 791.4, +1.7
Total NQ +3.0
Total YM -2
Total TF +5.8
Fri Jul 27 Weekly Trade Summary
20120727
Long 3 TF 773.8, 773.8, 774.0, +0.8, +0.5, -0.4
Long 1 TF 774.0, +1.0
Short 2 TF 778.5, 779.0, -0.0, +0.5
Long 2 TF 779.3, 779.3, -0.4, -0.4
Long 2 TF 779.4, 779.4, +0.4, +0.8
Total TF +2.8
Weekly Trade Summary 20120727-20120723
Total ES +0.5
Total YM +19
Total NQ -3.0
Total TF +14.3
Long 3 TF 773.8, 773.8, 774.0, +0.8, +0.5, -0.4
Long 1 TF 774.0, +1.0
Short 2 TF 778.5, 779.0, -0.0, +0.5
Long 2 TF 779.3, 779.3, -0.4, -0.4
Long 2 TF 779.4, 779.4, +0.4, +0.8
Total TF +2.8
Weekly Trade Summary 20120727-20120723
Total ES +0.5
Total YM +19
Total NQ -3.0
Total TF +14.3
Thurs Jul 26 Trade Summary
20120726
Long 2 YM 12826, +5, +20
Long 2 TF 775.7, 775.7, +.5, +1.0
Long 1 TF 771.7, +1.0
Totay YM +25
Total TF +2.5
Long 2 YM 12826, +5, +20
Long 2 TF 775.7, 775.7, +.5, +1.0
Long 1 TF 771.7, +1.0
Totay YM +25
Total TF +2.5
Wed Jul 25 Trade Summary
20120725
Short 2 TF 772.4, 772.2, +2.0, +0.5
Long 2 TF 765.8, 765.8, +0.5, -0.5
Long 1 TF 765.7, -0.5
Short 2 TF 765.0, 765.0, -0.5, -0.5
Long 3 TF 765.5, 765.4, 765.3, +0.5 +0.5, +2.0
Long 1 TF 765.7, -0.0
Total TF +4.0
Short 2 TF 772.4, 772.2, +2.0, +0.5
Long 2 TF 765.8, 765.8, +0.5, -0.5
Long 1 TF 765.7, -0.5
Short 2 TF 765.0, 765.0, -0.5, -0.5
Long 3 TF 765.5, 765.4, 765.3, +0.5 +0.5, +2.0
Long 1 TF 765.7, -0.0
Total TF +4.0
Tues Jul 24 Trade Summary
20120724
Long 2 TF 773.8, 774.0, -0.8, -0.6
Long 2 NQ 2580.2579.75, -1.75, -1.25
Long 3 TF 772.0, 771.0, 772.0, +0.6, +1.0, -0.2
Long 2 YM 12590, 12590, +6, -6
Long 1 ES 1339.0, -1.5
Long 2 TF 771.6, 771.5, -0.6, -0.5
Long 4 TF 770.0, 770.0, 769.9, 771.1, +0.5, +0.5, -0.0, +1.6
Long 3 TF 769.7, 769.9, 768.8, +0.5, +0.5, +1.2
Total NQ -3.0
Total YM -0
Total ES -1.5
Total TF +3.7
Long 2 TF 773.8, 774.0, -0.8, -0.6
Long 2 NQ 2580.2579.75, -1.75, -1.25
Long 3 TF 772.0, 771.0, 772.0, +0.6, +1.0, -0.2
Long 2 YM 12590, 12590, +6, -6
Long 1 ES 1339.0, -1.5
Long 2 TF 771.6, 771.5, -0.6, -0.5
Long 4 TF 770.0, 770.0, 769.9, 771.1, +0.5, +0.5, -0.0, +1.6
Long 3 TF 769.7, 769.9, 768.8, +0.5, +0.5, +1.2
Total NQ -3.0
Total YM -0
Total ES -1.5
Total TF +3.7
Mon Jul 23 Trade Summary
20120723
Long 2 NQ 2546.0, 2545.75, +1.0, -1.0
Long 2 ES 1333.0, 1333.0, -0, +1.75
Short 1 TF 772.7, +1.2
Short 1 YM 12593, -6
Short 2 TF 774.5, 774.4, +0.4, -0.3
Short 2 TF 775.6, 775.6, +0.4, -0.4
Total NQ -0
Total YM -6
Total ES +1.75
Total TF +1.3
Long 2 NQ 2546.0, 2545.75, +1.0, -1.0
Long 2 ES 1333.0, 1333.0, -0, +1.75
Short 1 TF 772.7, +1.2
Short 1 YM 12593, -6
Short 2 TF 774.5, 774.4, +0.4, -0.3
Short 2 TF 775.6, 775.6, +0.4, -0.4
Total NQ -0
Total YM -6
Total ES +1.75
Total TF +1.3
Fri Jul 20 Weekly Trade Summary
Weekly Trade Summary 20120720-20120716
Total ES -0
Total YM -23
Total NQ -4.5
Total TF +19.2
Trade Summary
20120720
Long 2 NQ 2640.75, 2641.0, +2, -0.5
Short 2 TF 790.2, 790.2, +0.4, +1.0
Long 1 NQ 2636.5, -2.0
Short 1 TF 791.7, +0.8
Long 1 TF 791.1, -0.2
Long 1 TF 790.3, -0.5
Long 2 TF 790.0, 789.5, -0, +0.6
Long 2 TF 790.5, 790.5, +0.5, +1.0
Long 2 TF 791.9, 791.9, +0.4, +1.0
Total NQ -0.5
Total TF +5.0
Total ES -0
Total YM -23
Total NQ -4.5
Total TF +19.2
Trade Summary
20120720
Long 2 NQ 2640.75, 2641.0, +2, -0.5
Short 2 TF 790.2, 790.2, +0.4, +1.0
Long 1 NQ 2636.5, -2.0
Short 1 TF 791.7, +0.8
Long 1 TF 791.1, -0.2
Long 1 TF 790.3, -0.5
Long 2 TF 790.0, 789.5, -0, +0.6
Long 2 TF 790.5, 790.5, +0.5, +1.0
Long 2 TF 791.9, 791.9, +0.4, +1.0
Total NQ -0.5
Total TF +5.0
Thur Jul 19 Trade Summary
20120719
Long 2 TF 804.3, 804.4, +.06, +0.8
Short 1 TF 805.6, +1.2
Short 1 TF 801.2, -0.4
Total TF +2.2
Long 2 TF 804.3, 804.4, +.06, +0.8
Short 1 TF 805.6, +1.2
Short 1 TF 801.2, -0.4
Total TF +2.2
Wed Jul 18 Trade Summary
20120718
Short 1 TF 800.2, 800.1, +.5 +1.1
Short 1 YM 12739, -11
Short 2 YM 12756, 12768, -6, +5
Short 1 TF 803.6, +1.0
Short 1 TF 802.5, +1.2
Total YM -12
Total TF +3.8
Short 1 TF 800.2, 800.1, +.5 +1.1
Short 1 YM 12739, -11
Short 2 YM 12756, 12768, -6, +5
Short 1 TF 803.6, +1.0
Short 1 TF 802.5, +1.2
Total YM -12
Total TF +3.8
Tues Jul 17 Trade Summary
20120717
Long 1 TF 797.4, -0.7
Long 2 TF 794.6, 794.2, +.5, +2.0
Long 1 TF 793.4, -0.5
Long 1 YM 12646, -11
Long 1 TF 786.3, 786.6, +0.9, +1.0
Total YM -11
Total TF +3.4
Long 1 TF 797.4, -0.7
Long 2 TF 794.6, 794.2, +.5, +2.0
Long 1 TF 793.4, -0.5
Long 1 YM 12646, -11
Long 1 TF 786.3, 786.6, +0.9, +1.0
Total YM -11
Total TF +3.4
Mon Jul 16 Trade Summary
20120716
Long 1 TF 792.7, +1.6
Long 2 NQ 2565.75, 2666.25, -2.0, -2.0
Long 1 TF 792.2, +.9
Short 2 TF 791.8, 791.8, +4.0, -0.2
Long 1 TF 791.1, +1.0
Long 1 NQ 2562.25, -0.0
Long 1 TF 790.7, +1.0
Total NQ -4.0
Total TF +4.7
Long 1 TF 792.7, +1.6
Long 2 NQ 2565.75, 2666.25, -2.0, -2.0
Long 1 TF 792.2, +.9
Short 2 TF 791.8, 791.8, +4.0, -0.2
Long 1 TF 791.1, +1.0
Long 1 NQ 2562.25, -0.0
Long 1 TF 790.7, +1.0
Total NQ -4.0
Total TF +4.7
Fri Jul 13 Weekly Trade Summary
Weekly Trade Summary 20120713-20120709
Total ES -2.0
Total YM +14
Total NQ -5.0
Total TF +21.9
20120713
Short 1 ES 1340.0, -2.0
Short 2 TF 795.6, 795.6, +0.6, +2.0
Short 2 TF 798.8, 798.7, +0.6, +1.3
Total ES -2.0
Total TF +4.5
Total ES -2.0
Total YM +14
Total NQ -5.0
Total TF +21.9
20120713
Short 1 ES 1340.0, -2.0
Short 2 TF 795.6, 795.6, +0.6, +2.0
Short 2 TF 798.8, 798.7, +0.6, +1.3
Total ES -2.0
Total TF +4.5
Thurs Jul 12 Trade Summary
20120712
Short 1 TF 782.0, +1.1
Long 1 TF 778.4, +1.2
Short 2 YM 12454, 12452, -5, +5
Long 1 TF 778.0, +.5
Short 2 TF 777.4, 777.4, -0.5, -0.5
Long 2 TF 7771.1, 777.1, +1.0, +0.5
Short 4 TF 776.8, 776.8, 776.8, 776.8, +0. 4, +0.4, +1.0, +1.0
Short 1 TF 776.7, -0.5
Total YM -0
Total TF +6.6
Short 1 TF 782.0, +1.1
Long 1 TF 778.4, +1.2
Short 2 YM 12454, 12452, -5, +5
Long 1 TF 778.0, +.5
Short 2 TF 777.4, 777.4, -0.5, -0.5
Long 2 TF 7771.1, 777.1, +1.0, +0.5
Short 4 TF 776.8, 776.8, 776.8, 776.8, +0. 4, +0.4, +1.0, +1.0
Short 1 TF 776.7, -0.5
Total YM -0
Total TF +6.6
Wed Jul 11 Trade Summary
20120711
Long 2 YM 12559, 12559, +6, -6
Long 1 YM 12553, 12554, +5, -5
Short 2 TF 790.9, 790.9, +0.4, -0.4
Long 1 TF 793.3, -0.0
Long 1 TF 792.9, +2.0
Long 2 TF 793.0, 792.5, -0.0, +1.0
Long 2 NQ 2568.0, 2567.5, -2.25, -1.75
Long 2 TF 790.2, 790.2, -0.8, -0.8
Long 2 TF 789.5, 789.5, +1.0, +2.2
Total YM -0
Total NQ -4.0
Total TF +4.6
Long 2 YM 12559, 12559, +6, -6
Long 1 YM 12553, 12554, +5, -5
Short 2 TF 790.9, 790.9, +0.4, -0.4
Long 1 TF 793.3, -0.0
Long 1 TF 792.9, +2.0
Long 2 TF 793.0, 792.5, -0.0, +1.0
Long 2 NQ 2568.0, 2567.5, -2.25, -1.75
Long 2 TF 790.2, 790.2, -0.8, -0.8
Long 2 TF 789.5, 789.5, +1.0, +2.2
Total YM -0
Total NQ -4.0
Total TF +4.6
Tues Jul 10 A Trading Plan
The vertical collapse or the early run-away bull are the most challenging of day model patterns to trade. But usually, the Serial Sequent method gives an early entry signal that if taken, would have captured most of the move. In the mental game of trading, it's not only critical to avoid trades outside your plan, but at times even more critical to take the trades within your plan, whether you feel comfortable taking them at the point they appeared or not. ...usually, the ones within your trade plan most stirring your discomfort are the best trades of all to take....
Today we missed an early opening signal to get short in the mini Russell, and were left with mostly treading water the rest of the move. What good is a great signal method if you don't use it?
20120710
Long 2 TF 807.5, 806.5, -1.5, -0.5
Long 1 TF 806.1, -0.5
Long 2 TF 803.1, 803.1, +.5, -0.5
Long 2 TF 802.6, 802.7, +0.5, -0.5
Short 1 TF 802.9, -0.0
Short 2 TF 804.0, 804.1, +0.5, +1.2
Long 2 TF 799.5, 799.5, +1.0, -0.3
Long 2 TF 12652, 12651, -5, -3
Long 2 TF 798.0, 797.9, -0.6, +0.6
Long 2 TF 798.2, 797.7, +1.2, +0.6
Total YM -8
Total TF +1.7
Today we missed an early opening signal to get short in the mini Russell, and were left with mostly treading water the rest of the move. What good is a great signal method if you don't use it?
20120710
Long 2 TF 807.5, 806.5, -1.5, -0.5
Long 1 TF 806.1, -0.5
Long 2 TF 803.1, 803.1, +.5, -0.5
Long 2 TF 802.6, 802.7, +0.5, -0.5
Short 1 TF 802.9, -0.0
Short 2 TF 804.0, 804.1, +0.5, +1.2
Long 2 TF 799.5, 799.5, +1.0, -0.3
Long 2 TF 12652, 12651, -5, -3
Long 2 TF 798.0, 797.9, -0.6, +0.6
Long 2 TF 798.2, 797.7, +1.2, +0.6
Total YM -8
Total TF +1.7
Mon Jul 9 Markets Back to More Normal
20120709
Long 1 NQ 2601.25, -1.0
Long 2 TF 799.4, 799.6, +0.8, +1.7
Long 1 TF 799.0, +1.0
Long 2 YM 12734, 12635, +12, +10
Short 1 TF 803.2, +1.0
Total NQ -1.0
Total YM +22
Total TF +4.5
Long 1 NQ 2601.25, -1.0
Long 2 TF 799.4, 799.6, +0.8, +1.7
Long 1 TF 799.0, +1.0
Long 2 YM 12734, 12635, +12, +10
Short 1 TF 803.2, +1.0
Total NQ -1.0
Total YM +22
Total TF +4.5
Fri Jul 6 Various Day Models
At least the mini Russell had some swing to the reversals, enabling us to capture a decent mornings profits. But trades in the YM and NQ reflected the grinding persistence of their near-vertical trade action.
20120706
Long 1 TF 806.0, +1.3
Long 2 NQ 2619.25, 2619.25, -0, -0
Long 2 TF 806.0, 806.0, 805.5, -0, -0.6, -1.3
Long 2 TF 804.4, 804.5, +0.7, +0.7
Long 2 NQ 2612.5, 2612.5, +4.0, -0.5
Long 2 TF 804.3, 804.3, -0.6, -0.6
Long 2 NQ 2610.0, 2610.0, +2.0, -2.0
Long 3 TF 804.00, +1.0, +1.2, +2.0
Long 2 YM 12683, 12683, +6, -2
Long 2 YM 12683, 12683, +6, -6
Short 2 YM 12677, 12677, -1, -1
Long 2 TF 804.8, 804.7, -0.4, +0.6
Long 2 NQ 2599.0, 2598.25, -2.0, -0.0
Total YM +2
Total NQ +1.5
Total TF +4.0
Weekly Trade Summary 20120706-20120703
Total ES -0.0
Total YM +25
Total NQ +3.25
Total TF +5.3
20120706
Long 1 TF 806.0, +1.3
Long 2 NQ 2619.25, 2619.25, -0, -0
Long 2 TF 806.0, 806.0, 805.5, -0, -0.6, -1.3
Long 2 TF 804.4, 804.5, +0.7, +0.7
Long 2 NQ 2612.5, 2612.5, +4.0, -0.5
Long 2 TF 804.3, 804.3, -0.6, -0.6
Long 2 NQ 2610.0, 2610.0, +2.0, -2.0
Long 3 TF 804.00, +1.0, +1.2, +2.0
Long 2 YM 12683, 12683, +6, -2
Long 2 YM 12683, 12683, +6, -6
Short 2 YM 12677, 12677, -1, -1
Long 2 TF 804.8, 804.7, -0.4, +0.6
Long 2 NQ 2599.0, 2598.25, -2.0, -0.0
Total YM +2
Total NQ +1.5
Total TF +4.0
Weekly Trade Summary 20120706-20120703
Total ES -0.0
Total YM +25
Total NQ +3.25
Total TF +5.3
Thurs Jul 5 Another Persistent Trend Day
...although this time the vertical was in bear mode. And like the one in bull mode that preceded the 4th of July break, we fared little better.
20120705
Long 2 TF 812.9, 812.0, -0, -0.4
Short 2 TF 811.7, 811.7, +0.4, -0.4
Long 1 NQ 2632.0, -2.0
Long 2 TF 810.7, 810.8, -0.7, -0.5
Long 2 TF 809.9, 810.0, +0.6, +2.0
Long 1 NQ 2625.0, +6.0
Short 1 NQ 2635.75, -1.0
Short 1 YM 12828, -5
Short 2 NQ 2642.50, 2642.50, +1.25, -1.25
Short 1 TF 815.6, -0.0
Short 1 NQ 2643.75, -1.25
Short 2 YM 12853, 12856, -6, +4
Total YM -2
Total NQ +1.75
Total TF +1.0
20120705
Long 2 TF 812.9, 812.0, -0, -0.4
Short 2 TF 811.7, 811.7, +0.4, -0.4
Long 1 NQ 2632.0, -2.0
Long 2 TF 810.7, 810.8, -0.7, -0.5
Long 2 TF 809.9, 810.0, +0.6, +2.0
Long 1 NQ 2625.0, +6.0
Short 1 NQ 2635.75, -1.0
Short 1 YM 12828, -5
Short 2 NQ 2642.50, 2642.50, +1.25, -1.25
Short 1 TF 815.6, -0.0
Short 1 NQ 2643.75, -1.25
Short 2 YM 12853, 12856, -6, +4
Total YM -2
Total NQ +1.75
Total TF +1.0
Tues Jul 3 Persistent Trend Day Action
If one could anticipate the Persistent Trend Day model in advance, then taking an early breakout with a runner could theoretically capture most of the day with a loose trailing stp-loss, with little or no need to manage the trade. Pullbacks are very shallow, and breakouts often frustrate with chop action. You simply enter and hold.
But in reality, these models only occur a couple times a month, and such a strategy wouldn't last long in a market that swings. Such an early breakout trade was apparent today, and was called and taken in the ValhallaFutures chat room via the mini Russell. But we dumped it so ridiculously early without knowledge of the remaining action to the day.
20120703
Short 1 TF 805.7, -0.4
Long 2 TF 806.0, 806.0, +0.4, +0.8
Short 1 TF 806.9, -0.5
Short 1 YM 12807, 12807, -0, -5
Long 2 YM 12811, +5, +10
Short 1 TF 808.0, -0.0
Short 2 YM 12838, 12838, +5, +10
Short 2 ES 1365.25, 1365.25, -0.0, -0.0
Total ES -0
Total YM +25
Total TF +0.3
But in reality, these models only occur a couple times a month, and such a strategy wouldn't last long in a market that swings. Such an early breakout trade was apparent today, and was called and taken in the ValhallaFutures chat room via the mini Russell. But we dumped it so ridiculously early without knowledge of the remaining action to the day.
20120703
Short 1 TF 805.7, -0.4
Long 2 TF 806.0, 806.0, +0.4, +0.8
Short 1 TF 806.9, -0.5
Short 1 YM 12807, 12807, -0, -5
Long 2 YM 12811, +5, +10
Short 1 TF 808.0, -0.0
Short 2 YM 12838, 12838, +5, +10
Short 2 ES 1365.25, 1365.25, -0.0, -0.0
Total ES -0
Total YM +25
Total TF +0.3
Fri Jun 29 Weekly & Monthly Trade Summary
20120629
Short 2 YM 12736, 12736, +4, -5
Short 2 NQ 2588.75, 2588.50, +1.5, -1.5
Short 2 TF 791.5, 792.0, 0.6, +0.5
Total YM -1
Total NQ -0
Total TF +1.1
Weekly Trade Summary 20120629-20120625
Total ES -0.0
Total YM +73
Total NQ +10.75
Total TF +10.3
Monthly Totals Jun 2012
Total ES +5.75
Total YM +133
Total NQ +4.5
Total TF +59.1
Short 2 YM 12736, 12736, +4, -5
Short 2 NQ 2588.75, 2588.50, +1.5, -1.5
Short 2 TF 791.5, 792.0, 0.6, +0.5
Total YM -1
Total NQ -0
Total TF +1.1
Weekly Trade Summary 20120629-20120625
Total ES -0.0
Total YM +73
Total NQ +10.75
Total TF +10.3
Monthly Totals Jun 2012
Total ES +5.75
Total YM +133
Total NQ +4.5
Total TF +59.1
Thurs Jun 28 2012 Trade Summary
20120628
Short 2 TF 771.0, 771.0, +0.7, -0.3
Short 2 NQ 2533.75, 2533.75, +2.5, -0.5
Total NQ +2.0
Total TF +0.4
Short 2 TF 771.0, 771.0, +0.7, -0.3
Short 2 NQ 2533.75, 2533.75, +2.5, -0.5
Total NQ +2.0
Total TF +0.4
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