This post will be updated regularly with the trading results achieved in July 2010 by our mnGapAutotrader, which automatically trades 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) and Nasdaq futures (NQ). 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.
| Date | ES | YM | NQ | Comments |
| 30 July | 781 | 85 | 684 | |
| 29 July | 700 | 645 | 485 | See Comment |
| 28 July | - | - | - | Hardware Fault |
| 27 July | 262 | 380 | 355 | |
| 26 July | No Trade | No Trade | No Trade | |
| 23 July | 200 | 38 | 63 | |
| 22 July | -237 | -182 | -63 | |
| 21 July | 313 | 22 | 498 | |
| 20 July | 488 | 848 | -227 | |
| 19 July | 362 | 25 | 45 | See Comment |
| 16 July | -307 | 18 | 98 | |
| 15 July | No Trade | No Trade | 130 | |
| 14 July | No Trade | No Trade | -225 | |
| 13 July | -217 | -147 | -222 | |
| 12 July | 275 | 243 | No Trade | |
| 9 July | No Trade | No Trade | No Trade | |
| 8 July | 775 | -262 | -307 | See Comment |
| 7 July | -124 | -167 | -192 | |
| 6 July | -212 | -132 | -122 | Comment 1 Comment 2 |
| 5 July | No Trade | No Trade | No Trade | |
| 2 July | -37 | No Trade | No Trade | |
| 1 July | No Trade | No Trade | No Trade | |
| Totals | 3022 | 1437 | 866 |
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.