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Live Trading System Signals on 12/17/2024

The Dow Jones posted its 9th losing day in a row. We haven't seen that streak since the 70's.


The One Million MNS and 250K Portfolio live results were around breakeven on the day (-$15). We did not have the rallies to short as the Nasdaq 100 never traded to yesterday's close after a weak market internal rally to new highs yesterday. We worked a long V-Reversal entry but kept the risk near zero on the day. The hypothetical results for the One Million MNS 99 was -0.67% while the hypothetical results for the One Million MNS 101 was -0.48% since it included the two additional Bitcoin strategies that captured some long side. There is an ideal setup for the portfolios post FOMC but will wait to check the tone/pulse/volatility of the market. It would be interesting to see a surprise tomorrow at FOMC - no rate cut. We should at least get a hawkish statement if there is a cut.



The hypothetical results for the Stock Index Portfolio 18 was -$540 per E-mini and -$53.50 per Micro.


The hypothetical results for the Top 50 Select was -$4,490.00


The hypothetical results for the 50K Portfolio was -$1,475.00


Tomorrow is FOMC Day. We don't trade our portfolios on FOMC Day but do have some FOMC based trading systems that can be traded given the right opportunities.




In 2024, we have seen some of the biggest gains historically for FOMC Days in the Nasdaq 100 by simply going long on FOMC Day at midnight. 2024 has nearly 2 times the profit of any other year by simply going long at midnight. This is the most "one off" year that I have seen for the time periods and days which the net gains occur. More than 100% of the gains on the year are based on the night session, FOMC Days, Election Week, and holidays. The difference between the gains during illiquid session and liquid sessions with a large net gain on the year in the index is the most extreme since 2007.

How solid is a bull market that establishes the majority of its gains during low-liquidity periods?




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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.

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