mnGapAutotrader Live Trading Results December 2010
admin | December 1st, 2010 - 4:03 pmThis post will be updated regularly with the trading results achieved in December 2010 by our mnGapAutotrader, which automatically fades the opening gap.
The results have been obtained from live trades trading three contracts (3 lots) with S&P index futures (ES), Dow futures (YM), Nasdaq futures (NQ) and Crude Oil (CL). Our conservative trading strategy was used for all trades.
All results show profits and losses (in $USD) after commission and slippages – they are true achieved P&L figures.
As of 20 December, seasonally reduced trading volumes mean that we will not be trading live again until early in the New Year and will not be publishing any more results until then.
| Date | ES | YM | NQ | CL | Comments |
| 17 Dec | 25 | No Trade | No Trade | No Trade | Volatility fading |
| 16 Dec | No Trade | No Trade | No Trade | 530 | |
| 15 Dec | 10 | No Trade | 20 | 2430 | Record Profits |
| 14 Dec | 0 | 0 | No Trade | No Trade | |
| 13 Dec | - | - | - | - | Datafeed Issue |
| 10 Dec | 111 | 105 | 128 | No Trade | |
| 9 Dec | 78 | No Trade | 86 | 975 | |
| 8 Dec | -150 | No Trade | -165 | No Trade | |
| 7 Dec | 537 | 365 | 445 | 2130 | |
| 6 Dec | -2 | No Trade | -23 | 26 | |
| 3 Dec | 0 | 350 | 225 | 680 | |
| 2 Dec | -189 | -162 | -122 | 386 | |
| 1 Dec | No Trade | No Trade | No Trade | No Trade | Why No Trades? |
| Totals | 395 | 658 | 594 | 7157 |
Please note
“No Trade” indicates that the trader did not take a trade as the gap size was too small and would have yielded an unfavourable risk/reward ratio.
