top of page

Live Trading System Signals on 10/23/2024

Capstone Trading

The One Million MNS was down -0.78% on the day while the 250K Portfolio was down -$1,550 on the day. The live results for the month in the 250K Portfolio is approximately -0.22% on the month (or -$557) in trading profits. The One Million MNS 128 is still at a good drawdown entry point. We started trading the 128 strategy setup yesterday. The hypothetical results for the One Million MNS 128 is about -2.3% on the month while live results are about -0.22%. The current risk to worse case drawdown for this portfolio is approximately -1.6%. The markets have been extremely unfavorable the last 7 trading days. Six of the last seven trading days have been down days. We are looking for a favorable cycle after a streak of challenging price action.


We prefer favorable price action all the time but work hard to navigate challenging price action with the portfolio rotation approach we describe in this blog on a daily basis. The strategies in our portfolio take advantage of trend, counter trend, and mean reversion price action. Even when the market moves in trend, counter trend, and mean reversion patterns, we can be out of sync with the markets and go through drawdowns.


The stock index strategies in this portfolio were profitable today. It was the metals that were the big losers on the day with about -0.75% in both Silver and Gold. We like to buy dips in an uptrend in some of our strategies. The precious metals pulled back in a big way today, stopping out many dip buying long strategies. Silver futures were down more than -3% on the day.


The hypothetical results for the Stock Index Portfolio 18 was -$1,890 per E-mini and -$134 per Micro. The Silver SR CounterTrend strategy for the Micro trades 1/5th of the size instead of 1/10th (like most Micros) so the Silver trade today was +$475 while the Micro Silver was +97.50. This portfolio is at a worse case drawdown and could bounce or could continue into a drawdown. The best way to trade this is to continue to trade it (and add more contracts where capital allows) with a tight stop loss or pause and wait until November 10th, when the election and FOMC meeting are over. The markets have been unusual in pre-election trade and it is difficult to quantify this type of price action other than sloppy and stop running.


The market seems to always try to put in a significant V-Reversal on a daily basis. It has been awhile since we have seen a typical trend cycle where the market closes on its lows. Today, the stock indexes appeared to be in for a "sell into the close" price action but after many of our long V-Reversal strategies were stopped out and the shorts were doing well, the market put in a V-Reversal starting at 2:20 pm EST. While the net results in the One Million MNS 128 was down, the stock indexes posted positive gains with a series of short trades into the lows with some additional longs based on the V-Reversal (Momentum Reversal and Adaptive Moving Average).

Recent Posts

See All

Trading System Signals on 03/20/2025

The stock indexes traded below the FOMC lows on a gap down before rallying to yesterday's close and then working for the FOMC range highs...

Trading System Signals on 03/18/2025

The stock indexes gapped down and sold off for 30 minutes then went in a sideways holding pattern for the rest of the day while we wait...

Comments


EXCLUSIVE MARKET AND STRATEGY UPDATES

 Capstone Trading Systems © 2025. All Rights Reserved.

U.S. Government Required Disclaimer - Commodity Futures Trading Commission. Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results.

CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

bottom of page