Crude Light (OIL) - Trend Following Strategy

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 Trading ideas for uncertain times

46% ANNUAL COMPOUND RETURN FROM JANUARY 2004 TO MAY 2009 

TRADING RESULTS (LONG & SHORT):

 
IN DATE OUT DATE    A/C     P&L

P&L (PTS)

LOT(S)

TRADE
12/01/2004 24/02/2004 $21,608.00 $1,608.00 1.74 1 L-MAX
25/02/2004 06/04/2004 $22,196.00 $588.00 0.72 1 L-MAX
13/04/2004 24/05/2004 $25,514.00 $3,318.00 3.45 1 L-MAX
25/05/2004 27/05/2004 $23,262.00 -$2,252.00 -2.12 1 L-STP
02/06/2004 03/06/2004 $20,850.00 -$2,412.00 -2.28 1 L-STP
07/07/2004 13/08/2004 $26,878.00 $6,028.00 6.16 1 L-PFT
16/08/2004 25/08/2004 $24,546.00 -$2,332.00 -2.20 1 L-STP
22/09/2004 12/10/2004 $31,614.00 $7,068.00 7.20 1 L-PFT
13/10/2004 03/11/2004 $28,982.00 -$2,632.00 -2.50 1 L-STP
08/12/2004 15/12/2004 $25,470.00 -$3,512.00 -3.38 1 S-STP
11/01/2005 23/02/2005 $30,258.00 $4,788.00 4.92 1 L-MAX
25/02/2005 08/04/2005 $31,896.00 $1,638.00 1.77 1 L-MAX
02/05/2005 01/06/2005 $28,444.00 -$3,452.00 -3.32 1 S-STP
02/06/2005 14/07/2005 $32,582.00 $4,138.00 4.27 1 L-MAX
09/08/2005 20/09/2005 $33,740.00 $1,158.00 1.29 1 L-MAX
21/10/2005 05/12/2005 $34,068.00 $328.00 0.46 1 S-MAX
04/01/2006 14/02/2006 $30,876.00 -$3,192.00 -3.06 1 L-STP
15/02/2006 28/03/2006 $27,764.00 -$3,112.00 -2.98 1 S-STP
31/03/2006 12/05/2006 $32,522.00 $4,758.00 4.89 1 L-MAX
17/05/2006 28/06/2006 $31,170.00 -$1,352.00 -1.22 1 S-MAX
05/07/2006 15/08/2006 $29,408.00 -$1,762.00 -1.63 1 L-MAX
18/08/2006 13/09/2006 $37,096.00 $7,688.00 7.82 1 S-PFT
14/09/2006 13/10/2006 $42,774.00 $5,678.00 5.81 1 S-PFT
19/10/2006 01/12/2006 $41,532.00 -$1,242.00 -1.11 1 S-MAX
28/12/2006 11/01/2007 $54,988.00 $13,456.00 13.72 2 S-PFT
12/01/2007 30/01/2007 $48,404.00 -$6,584.00 -6.32 2 S-STP
04/05/2007 15/06/2007 $43,460.00 -$4,944.00 -4.68 2 S-MAX
19/06/2007 27/07/2007 $54,416.00 $10,956.00 11.22 2 L-PFT
31/07/2007 06/08/2007 $48,272.00 -$6,144.00 -5.88 2 L-STP
05/09/2007 21/09/2007 $63,368.00 $15,096.00 15.36 2 L-PFT
24/09/2007 19/10/2007 $77,764.00 $14,396.00 14.66 2 L-PFT
26/10/2007 06/12/2007 $68,640.00 -$9,124.00 -8.86 2 L-STP
27/12/2007 15/01/2008 $63,648.00 -$4,992.00 -4.86 1 L-STP
12/02/2008 07/03/2008 $76,166.00 $12,518.00 12.65 1 L-PFT
10/03/2008 21/04/2008 $101,582.00 $25,416.00 25.68 2 L-MAX
22/04/2008 01/05/2008 $90,918.00 -$10,664.00 -10.40 2 L-STP
06/05/2008 09/06/2008 $124,894.00 $33,976.00 34.24 2 L-PFT
17/06/2008 23/07/2008 $108,950.00 -$15,944.00 -15.68 2 L-STP
03/09/2008 07/10/2008 $127,378.00 $18,428.00 18.56 1 S-PFT
09/10/2008 23/10/2008 $166,014.00 $38,636.00 38.90 2 S-PFT
27/10/2008 04/11/2008 $149,150.00 -$16,864.00 -16.60 2 S-STP
07/11/2008 08/12/2008 $187,186.00 $38,036.00 38.30 2 S-PFT
19/12/2008 05/01/2009 $167,230.00 -$19,956.00 -19.56 3 S-STP
03/02/2009 17/03/2009 $169,924.00 $2,694.00 3.09 3 S-MAX
21/04/2009 01/05/2009 $153,156.00 -$16,768.00 -16.24 4 S-STP
PROFIT: $133,156.00

MINI CRUDE LIGHT (OIL) CONTRACTS AVAILABLE FOR SMALLER ACCOUNT HOLDERS.

NOTE: This robust mechanical trading strategy can be traded on Crude Light, Heating Oil, High-Grade Copper, Soybeans and many more markets.

STANDARD DISCRETIONARY ADVICE from any advisor is rarely offered with any example of long-term trading performance. We test all our strategies with tick and/or end-of-day data, and all strategies being offered are currently traded with live funds.

USD results include brokerage (deducted in dollars).  The figures above represent the total, for an individual trading period. For example, if you bought and sold a $10 move on the Crude Light market trading 2 contracts (lots) then the total for the period would be $10 x 2 lots = $20 move ($20,000 USD) as demonstrated above.  Each $1 Crude Light move is worth $1000 USD as shown above.  Mini contracts available for smaller traders.

If the account size increases and/or market volatility decreases then the lot-size will increase, or if the account size decreases and/or market volatility increases then the lot-size will decrease.  New accounts will generally start by trading 1 or 2 lot(s) subject to volatility and the initial account balance.

** DEFINITIONS **

If you're interested in trading this strategy and want further information, please call 1800 228 600 (FREE-CALL) or e-mail.

GETTING STARTED IN FUTURES: FREE Futures & Options Educational Kit  (please request account forms via e-mail or telephone)

NOTE: All figures published on this website are back-tested or paper-traded hypothetical results.  Hypothetical results are used to demonstrate the true profitable trading results incorporating our money management and lot sizing techniques over an extended period of time free from client withdrawals and other trading strategies.  The use of back-tested results is the only way to show the true trading potential of a strategy with this method of automated lot sizing. 

Live trading (real money), for this particular strategy, has shown no divergence from back-tested results. The above results are not meant to be a daily "play-by-play" update service.  Its purpose is to show potential new clients an example of our past trading performance. The labeling of all tested results as "hypothetical" is an AFSL regulation requirement. We only accept 20 to 50 new clients for any particular individual strategy.

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