Below is a snapshot of open trade positions in the Absolute Momentum Strategy investment.
The total open trade equity in the portfolio inclusive of fees and commissions as of the close of trading on Friday, March 10th, 2017 = $3,361
LAST WEEK IN TRADING
Long Term Commodity Trader
Long May Cotton was entered at 79.13 on 3/2/17. Net Profit/ Loss is -$949 at the close of trading Friday, March 10th, 2017.
Short May Copper was entered at 265.15 on 3/6/2017 . Net Profit/ Loss is $1,383.50 at the close of trading Friday, March 10th, 2017.
Short April Crude Oil was entered at 51.60 on 3/8/2017 . Net Profit/ Loss is $3,081 at the close of trading Friday, March 10th, 2017.
CURRENCY TRADER
(shown in daily bars)
Short March Swiss Franc was entered at 1.9890 on 2/15/2017 then rolled to the June contract at 99.67 on 3.6.2017. Net Profit/ Loss is -$154.50 at the close of trading Friday, March 10th, 2017.
| Nominal Investment Level |
$150,000 |
| Minimum Investment Level |
$75,000 |
| Max DD |
-12.98% |
| 2016 ROR |
18.89% |
| Total Return |
20.52% |
Performance Compiled By Turnkey Trading Partners
*Figures based on a $150,000 investment levelThere is a substantial risk of loss in trading futures. Past performance is not indicative of future results.
*Returns are based on proforma adjustments to Mr. Reavis’ accounts to reflect fees through 11/2015. Client accounts will be traded in like fashion 12/2015 going forward.
Strategy Description:
This investment systematically trades trends in 21 commodity markets, in 6 sectors of the economy, and in 3 time frames. The portfolio is composed of a long-term basket of commodities, a medium-term basket of currencies, and a day-trading equity index strategy. A day-trading program holds no over-night positions therefore it’s results are not shown here.
These are the commodities that are traded in the Portfolio: S&P mini, Russell mini, Corn, Wheat, Soybean, Soymeal, Lean Hogs, Crude Oil, Natural Gas, Sugar, Coffee, Cotton, Japanese Yen, Euro, Swiss Franc, Australian Dollar, 10 Year Note, 30 Year Bond, Gold, Silver, and Copper.
BarclayHedge Awards:
WALSH TRADING, INC.
+1.800.993.5449
53 West Jackson Boulevard, Suite 750
Chicago, IL 60604
www.walshtrading.comAsset Management Division: 1.800.498.6936
Commercial Hedging Division: 1.888.391.7894
Premier Service Group: 1.800.556.9411 |
|
|
Walsh Trading, Inc. is registered as an Independent Introducing Broker with the Commodity Futures Trading Commission and an NFA Member.
Futures and options trading involves substantial risk and is not suitable for all investors. Therefore, individuals should carefully consider their financial condition in deciding whether to trade. Option traders should be aware that the exercise of a long option will result in a futures position. The valuation of futures and options may fluctuate, and as a result, clients may lose more than their original investment. PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
All information, communications, publications, and reports, including this specific material, used and distributed by Walsh Trading, Inc. (“WTI”) shall be construed as a solicitation for entering into a derivatives transaction. WTI does not distribute research reports, employ research analysts, or maintain a research department as defined in CFTC Regulation 1.71.
RISK DISCLOSURE: THERE IS A SUBSTANTIAL RISK OF LOSS IN FUTURES AND OPTIONS TRADING. THIS REPORT IS A SOLICITATION FOR ENTERING A DERIVATIVES TRANSACTION AND ALL TRANSACTIONS INCLUDE A SUBSTANTIAL RISK OF LOSS. THE USE OF A STOP-LOSS ORDER MAY NOT NECESSARILY LIMIT YOUR LOSS TO THE INTENDED AMOUNT. WHILE CURRENT EVENTS, MARKET ANNOUNCEMENTS AND SEASONAL FACTORS ARE TYPICALLY BUILT INTO FUTURES PRICES, A MOVEMENT IN THE CASH MARKET WOULD NOT NECESSARILY MOVE IN TANDEM WITH THE RELATED FUTURES AND OPTIONS CONTRACTS.
|
|
