Dear All, We are a Financial forecasting company specializing in Futures and FX. We have built numerous trading systems over the last 20 yrs and are partnered with a number of the worlds leading CTA's and Money Managers. This journal is designed as a test for one of our latest creations. We intend to post the signals every day for the next 2 weeks and welcome all serious feedback. This is not intended as a solicitation nor is it an offer of investment advice, it is simply for information purposes only. The system is simple yet highly effective in back testing (5 yrs data) for each instrument listed you have the signal of long,short or no signal (flat). Thus a long signal is a buy on the open of said market and the stop level is indicated. The position is closed on the close or at stop level. Naturally profits when seen are available at users discretion. EG: Today FFDA signal is short, Thus -1 H Dax @ 5912 (MOO) stop is 1% or 59 ticks (5971 oco MOC) Current profit at time of writing 11 ticks (5901) The system has been written as a diversified portfolio for a Hedge Fund or CTA program and as such is weighted accordingly, however each instrument is individually analyzed and forecast and so may be used separately. Legend: 001 FFAG Future Silver Comex Front 002 FFAU Future Gold Comex Front 003 FFCA Future Cac 40 Front 004 FFCC Future Cocoa CSCE Front 005 FFCL Fut.Light Crude Oil Front 006 FFDA Future Dax Xetra Front 007 FFDJ Dow Jones future Front 008 FFEB Euro Bund Front Future Ten Years 009 FFFT Future Ftse 100 London Front 010 FFHO Future Heating Oil NYMEX Front 011 FFJU Future Kju Front 012 FFKC Future Coffee C CSCE Front 013 FFNA Fut.Natural Gas Front 014 FFND Nasdaq 100 future Front 015 FFSM Future Soybean Meal CBOT Front 016 FFSO Future Soybean Oil CBOT Front 017 FFSP Future SP Front 018 FFSS Future Soybean Seed CBOT Front 019 FFUE Future Kue Front 020 FFUG Future NY Harbor Unleaded Gasoline NYMEX Front 021 FFUK Future Kuk Front 022 FFUS Future Tbond Front 023 FFWH Future Wheat CBOT Front 024 FFZZ Future Sugar no. 11 CSCE Front
Tue 28 Feb 2006 08:39:21 Forecasting Pilot NIC The forecast is calculated on data of 20060227 So the forecast is valid for the day: 20060228 ----------------------------------------------------------------------------- Inst [1] [2] [3] [15] [22] [44] [66] Today: S.Loss ----------------------------------------------------------------------------- FFAG +0.00 +0.00 +0.00 -23.09 -25.97 -24.19 +1.62 ----- -0.9% FFAU +0.00 +0.00 -0.65 +2.38 +0.52 -15.90 +18.21 Short -1.1% FFCA +0.00 +0.00 -0.14 -26.95 -23.57 -8.47 +8.46 Short -0.8% FFCC +0.00 +0.00 +0.00 -5.38 -3.67 -13.08 +17.15 ----- -1.0% FFCL -0.90 +1.80 +0.46 +79.25 +50.28 +70.52 +76.93 Long -0.9% FFDA +0.47 +0.02 +0.35 +26.43 +67.36 +31.00 +32.60 Short -1.0% FFDJ -0.05 -0.06 +0.33 +26.74 +15.48 +21.29 +18.07 Short -1.4% FFEB +0.15 -0.01 +0.41 +14.81 +10.57 +6.69 +5.59 Long -0.6% FFFT +0.19 -0.03 +0.00 +15.00 +15.91 +5.96 +5.33 Short -1.1% FFHO -1.40 +0.00 +0.00 -60.14 -2.53 +115.21 +103.58 ----- -1.4% FFJU +0.01 -0.09 -0.23 +7.15 -3.23 +25.72 +22.63 ----- -0.7% FFKC +2.26 +0.00 +0.00 +24.18 -38.06 -7.06 +40.76 Short -1.2% FFNA +0.00 +0.00 +0.00 -46.67 -47.73 +24.70 -0.37 Long -0.7% FFND +0.00 -0.36 +0.24 -25.33 -35.41 +3.07 +12.46 ----- -0.9% FFSM +1.36 +0.11 -0.70 +80.48 +46.07 +36.15 +51.91 ----- -0.7% FFSO -1.10 -0.04 -1.10 +8.81 +6.01 -5.36 -10.95 Short -1.1% FFSP -0.09 +0.00 +0.13 +33.56 +30.81 +19.98 +12.44 Long -0.8% FFSS -0.90 -0.14 +0.00 -44.48 -4.91 +11.32 +24.19 ----- -0.9% FFUE +0.02 -0.13 -0.34 -0.96 -1.35 +3.96 +10.08 Long -0.6% FFUG +0.00 -0.70 -0.70 +48.20 +71.06 +54.29 +51.76 ----- -0.7% FFUK -0.02 -0.18 +0.00 +9.30 +7.37 +13.95 +20.96 Long -0.7% FFUS -0.33 +0.00 +0.00 -17.95 -20.42 +8.93 +2.35 Short -0.6% FFWH +0.00 +0.00 +0.33 +120.81 +91.41 +49.63 +42.51 Short -0.7% FFZZ +5.69 -0.70 -0.70 +82.15 +60.40 +36.19 +90.06 ----- -0.7% ----------------------------------------------------------------------------- NIC +0.22 -0.02 -0.10 +13.68 +11.10 +19.35 +27.43 Instruments: 24 ----------------------------------------------------------------------------- Columns [1] to [3] denote the absolute gain% of last 1st,2nd and 3rd day. Columns [15] to [66] denote the YEARLY compounded gains% of the respective periods. Note that 22,44,66 are about 1,2,3 calendar months. All periods are in working days: so, a month has 22 working days about. 1) Open on open. 2) Close if stopped out or on close.
Although the system does not dictate profit objectives, it is showing excellent gains (+1%) on the currencies and European stock index futures at this time.
Wed 01 Mar 2006 08:41:49 Forecasting Pilot NIC The forecast is calculated on data of 20060228 So the forecast is valid for the day: 20060301 ----------------------------------------------------------------------------- Inst [1] [2] [3] [15] [22] [44] [66] Today: S.Loss ----------------------------------------------------------------------------- FFAG +0.00 +0.00 +0.00 -23.09 -15.74 -30.94 +1.62 Short -0.9% FFAU -0.91 +0.00 +0.00 -56.99 -13.50 -21.09 +13.54 Long -1.1% FFCA +1.52 +0.00 +0.00 -8.75 -6.35 +0.68 +17.23 Short -0.8% FFCC +0.00 +0.00 +0.00 -5.38 -3.67 -21.71 +11.97 ----- -1.0% FFCL +1.25 -0.90 +1.80 +100.13 +74.75 +63.82 +85.09 Long -0.9% FFDA +1.72 +0.47 +0.02 +42.05 +86.87 +39.51 +34.36 Long -1.0% FFDJ +0.82 -0.05 -0.06 +40.41 +32.43 +27.10 +19.31 Short -1.4% FFEB +0.32 +0.15 -0.01 +17.59 +14.26 +8.49 +7.54 Long -0.6% FFFT +1.44 +0.19 -0.03 +30.54 +37.17 +15.69 +10.77 Short -1.1% FFHO +0.00 -1.40 +0.00 -60.14 -4.08 +115.21 +108.88 ----- -1.4% FFJU +0.00 +0.01 -0.09 +7.15 +1.52 +22.81 +19.28 ----- -0.7% FFKC -1.20 +2.26 +0.00 +4.18 -38.06 -15.21 +24.66 Short -1.2% FFNA -0.70 +0.00 +0.00 -58.33 -55.68 +24.70 -3.02 Long -0.7% FFND +0.00 +0.00 -0.36 -25.33 -35.41 +2.06 +12.46 Short -0.9% FFSM +0.00 +1.36 +0.11 +92.15 +23.05 +32.80 +51.91 ----- -0.7% FFSO -1.10 -1.10 -0.04 -9.52 -6.49 -11.61 -10.95 Long -1.1% FFSP -0.80 -0.09 +0.00 +5.52 +29.62 +15.56 +12.44 ----- -0.8% FFSS +0.00 -0.90 -0.14 -29.48 -4.91 +8.77 +15.73 ----- -0.9% FFUE +0.34 +0.02 -0.13 +4.92 -3.30 +9.33 +6.38 Long -0.6% FFUG +0.00 +0.00 -0.70 +48.20 +79.02 +58.27 +42.24 Long -0.7% FFUK +0.35 -0.02 -0.18 +14.73 +4.37 +9.57 +17.21 Long -0.7% FFUS -0.47 -0.33 +0.00 -34.99 -24.21 +6.25 +2.84 ----- -0.6% FFWH -0.70 +0.00 +0.00 +83.94 +91.41 +39.00 +39.86 Short -0.7% FFZZ +0.00 +5.69 -0.70 +82.15 +53.65 +35.80 +86.07 Short -0.7% ----------------------------------------------------------------------------- NIC +0.08 +0.22 -0.02 +10.90 +13.20 +18.12 +26.14 Instruments: 24 ----------------------------------------------------------------------------- Columns [1] to [3] denote the absolute gain% of last 1st,2nd and 3rd day. Columns [15] to [66] denote the YEARLY compounded gains% of the respective periods. Note that 22,44,66 are about 1,2,3 calendar months. All periods are in working days: so, a month has 22 working days about. 1) Open on open. 2) Close if stopped out or on close.
Thu 02 Mar 2006 08:37:25 Forecasting Pilot NIC The forecast is calculated on data of 20060301 So the forecast is valid for the day: 20060302 ----------------------------------------------------------------------------- Inst [1] [2] [3] [15] [22] [44] [66] Today: S.Loss ----------------------------------------------------------------------------- FFAG +0.36 +0.00 +0.00 -17.15 -11.70 -34.49 +2.75 Short -0.9% FFAU -0.04 -0.91 +0.00 -57.58 -13.90 -21.29 +10.76 ----- -1.1% FFCA -0.80 +1.52 +0.00 -19.19 -15.44 -4.28 +12.83 Long -0.8% FFCC +0.00 +0.00 +0.00 -5.38 -3.67 -33.70 +11.43 ----- -1.0% FFCL +0.28 +1.25 -0.90 +119.72 +77.87 +57.55 +86.13 Short -0.9% FFDA +1.07 +1.72 +0.47 +76.61 +91.94 +43.75 +38.43 Long -1.0% FFDJ -0.21 +0.82 -0.05 +36.93 +32.87 +24.97 +18.52 Short -1.4% FFEB -0.17 +0.32 +0.15 +13.02 +12.38 +7.55 +5.31 Short -0.6% FFFT -1.10 +1.44 +0.19 +19.25 +27.43 +8.53 +7.36 Long -1.1% FFHO +0.00 +0.00 -1.40 -36.81 +11.83 +106.86 +97.24 Long -1.4% FFJU +0.00 +0.00 +0.01 +7.15 +1.12 +22.68 +21.93 ----- -0.7% FFKC -1.20 -1.20 +2.26 -15.82 -38.06 -21.49 +18.04 Short -1.2% FFNA -0.70 -0.70 +0.00 -70.00 -63.64 +20.72 -3.02 ----- -0.7% FFND -0.90 +0.00 +0.00 -45.82 -46.30 -7.95 +5.37 Short -0.9% FFSM +0.00 +0.00 +1.36 +92.15 +31.01 +18.52 +54.56 Long -0.7% FFSO -1.10 -1.10 -1.10 -27.86 -18.99 -17.86 -17.27 Short -1.1% FFSP +0.00 -0.80 -0.09 +5.52 +29.97 +13.23 +14.09 ----- -0.8% FFSS +0.00 +0.00 -0.90 -46.96 -4.91 +13.89 +16.58 Short -0.9% FFUE -0.33 +0.34 +0.02 +0.05 -5.60 +8.24 +5.08 Long -0.6% FFUG -0.70 +0.00 +0.00 +48.20 +50.91 +54.29 +39.58 Short -0.7% FFUK -0.34 +0.35 -0.02 +9.04 +0.75 +9.05 +16.57 Long -0.7% FFUS +0.00 -0.47 -0.33 -40.07 -26.10 +6.25 -0.71 ----- -0.6% FFWH +2.20 -0.70 +0.00 +132.21 +110.47 +55.46 +45.35 ----- -0.7% FFZZ +1.70 +0.00 +5.69 +110.45 +48.50 +48.93 +92.50 Short -0.7% ----------------------------------------------------------------------------- NIC -0.08 +0.08 +0.22 +11.99 +11.61 +15.81 +24.98 Instruments: 24 ----------------------------------------------------------------------------- Columns [1] to [3] denote the absolute gain% of last 1st,2nd and 3rd day. Columns [15] to [66] denote the YEARLY compounded gains% of the respective periods. Note that 22,44,66 are about 1,2,3 calendar months. All periods are in working days: so, a month has 22 working days about. 1) Open on open. 2) Close if stopped out or on close.
Fri 03 Mar 2006 08:41:46 Forecasting Pilot NIC The forecast is calculated on data of 20060302 So the forecast is valid for the day: 20060303 ----------------------------------------------------------------------------- Inst [1] [2] [3] [15] [22] [44] [66] Today: S.Loss ----------------------------------------------------------------------------- FFAG -0.90 +0.36 +0.00 -32.15 -21.92 -34.49 +2.75 Long -0.9% FFAU +0.00 -0.04 -0.91 -39.24 -12.32 -18.32 +11.29 ----- -1.1% FFCA -0.80 -0.80 +1.52 -40.80 -22.81 -4.28 +9.80 Long -0.8% FFCC +0.00 +0.00 +0.00 -2.15 -3.67 -28.01 +8.46 ----- -1.0% FFCL -0.90 +0.28 +1.25 +109.49 +67.64 +57.55 +82.72 Long -0.9% FFDA -1.00 +1.07 +1.72 +63.73 +78.88 +35.05 +34.49 Long -1.0% FFDJ -0.07 -0.21 +0.82 +35.73 +37.15 +21.62 +15.57 Short -1.4% FFEB +0.43 -0.17 +0.32 +16.77 +17.29 +9.87 +7.20 Long -0.6% FFFT -0.32 -1.10 +1.44 -1.60 +23.82 +4.81 +9.51 Long -1.1% FFHO +2.38 +0.00 +0.00 +26.14 +28.42 +100.49 +106.24 Long -1.4% FFJU +0.00 +0.00 +0.00 +7.15 +1.26 +23.74 +22.25 Short -0.7% FFKC +0.88 -1.20 -1.20 -1.07 -14.37 -9.65 +10.03 Short -1.2% FFNA +0.00 -0.70 -0.70 -70.00 -63.64 +20.72 -0.37 ----- -0.7% FFND -0.44 -0.90 +0.00 -38.20 -52.99 -11.67 +1.45 ----- -0.9% FFSM +2.53 +0.00 +0.00 +134.36 +67.75 +36.89 +63.50 Long -0.7% FFSO -1.10 -1.10 -1.10 -46.19 -31.49 -24.11 -19.63 Long -1.1% FFSP +0.00 +0.00 -0.80 +2.62 +29.97 +13.23 +14.09 Short -0.8% FFSS -0.90 +0.00 +0.00 -61.96 -24.24 +1.84 +13.17 Short -0.9% FFUE +0.92 -0.33 +0.34 +16.25 +1.61 +13.48 +7.80 Long -0.6% FFUG -0.70 -0.70 +0.00 +48.20 +42.95 +50.31 +39.58 ----- -0.7% FFUK +0.48 -0.34 +0.35 +18.01 -0.07 +11.79 +18.40 Long -0.7% FFUS +0.00 +0.00 -0.47 -30.07 -23.89 +3.77 +0.24 ----- -0.6% FFWH +0.00 +2.20 -0.70 +98.51 +110.47 +55.46 +48.00 ----- -0.7% FFZZ -0.70 +1.70 +0.00 +98.78 +48.50 +48.93 +88.01 Short -0.7% ----------------------------------------------------------------------------- NIC -0.01 -0.08 +0.08 +13.01 +11.85 +15.79 +24.77 Instruments: 24 ----------------------------------------------------------------------------- Columns [1] to [3] denote the absolute gain% of last 1st,2nd and 3rd day. Columns [15] to [66] denote the YEARLY compounded gains% of the respective periods. Note that 22,44,66 are about 1,2,3 calendar months. All periods are in working days: so, a month has 22 working days about. 1) Open on open. 2) Close if stopped out or on close.
Sat 04 Mar 2006 10:49:50 Forecasting Pilot NIC The forecast is calculated on data of 20060303 So the forecast is valid for the day: 20060306 ----------------------------------------------------------------------------- Inst [1] [2] [3] [15] [22] [44] [66] Today: S.Loss ----------------------------------------------------------------------------- FFAG +0.34 -0.90 +0.36 -26.43 -18.02 -35.11 -4.60 ----- -0.9% FFAU +0.00 +0.00 -0.04 -65.91 -11.53 -21.29 +11.29 Short -1.1% FFCA -0.80 -0.80 -0.80 -61.89 -22.81 -12.12 +1.94 ----- -0.8% FFCC +0.00 +0.00 +0.00 +0.00 -3.67 -22.33 -0.81 ----- -1.0% FFCL +0.90 -0.90 +0.28 +124.55 +88.14 +51.87 +80.09 Short -0.9% FFDA -1.00 -1.00 +1.07 +45.17 +49.39 +32.24 +34.49 Short -1.0% FFDJ +0.22 -0.07 -0.21 +39.35 +28.12 +19.91 +17.93 Short -1.4% FFEB -0.15 +0.43 -0.17 +17.72 +15.58 +9.20 +6.63 Short -0.6% FFFT +0.17 -0.32 -1.10 -10.12 +25.77 +3.87 +10.16 Short -1.1% FFHO +0.57 +2.38 +0.00 +35.66 +34.91 +83.87 +98.64 Long -1.4% FFJU +0.06 +0.00 +0.00 +3.44 +1.92 +23.01 +20.43 Short -0.7% FFKC -1.20 +0.88 -1.20 -1.07 -14.37 -9.65 +3.73 Short -1.2% FFNA +0.00 +0.00 -0.70 -58.33 -63.64 +20.72 -0.37 ----- -0.7% FFND +0.00 -0.44 -0.90 -38.20 -42.76 -10.47 +4.86 ----- -0.9% FFSM -0.70 +2.53 +0.00 +134.36 +67.75 +36.89 +60.85 Short -0.7% FFSO +0.85 -1.10 -1.10 -32.02 -21.83 -19.28 -15.15 ----- -1.1% FFSP +0.40 +0.00 +0.00 +9.60 +34.55 +15.07 +15.61 Short -0.8% FFSS -0.33 -0.90 +0.00 -52.48 -41.76 -0.05 +11.92 ----- -0.9% FFUE +0.07 +0.92 -0.33 +27.49 -0.08 +13.91 +7.47 Long -0.6% FFUG +0.00 -0.70 -0.70 +48.20 +1.05 +54.29 +25.09 ----- -0.7% FFUK -0.12 +0.48 -0.34 +21.54 -1.43 +10.32 +17.20 Long -0.7% FFUS +0.00 +0.00 +0.00 -30.07 -21.06 +1.29 -1.34 ----- -0.6% FFWH +0.00 +0.00 +2.20 +69.91 +110.47 +50.47 +50.65 Short -0.7% FFZZ -0.70 -0.70 +1.70 +64.77 +48.50 +48.93 +72.63 Short -0.7% ----------------------------------------------------------------------------- NIC -0.06 -0.01 -0.08 +11.05 +10.13 +14.40 +22.06 Instruments: 24 ----------------------------------------------------------------------------- Columns [1] to [3] denote the absolute gain% of last 1st,2nd and 3rd day. Columns [15] to [66] denote the YEARLY compounded gains% of the respective periods. Note that 22,44,66 are about 1,2,3 calendar months. All periods are in working days: so, a month has 22 working days about. 1) Open on open. 2) Close if stopped out or on close.
As previously mentioned no stop profit is forecast with the instruments listed. However indicators for the DAX, Dow Jones and Crude Oil suggest closing any open positions at these levels. H Dax 5726 H Dow 10945 J Crude 62.40 regards
Forgive me, I'm slow. Do the numbers in the brackets represent the number of days out the forecast is looking to predict?
No. the forecast is for the following day. Number in brackets indicate the columns commented at the end of the page