This post will be updated regularly with the trading results achieved in October 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.
As of 21st October, we will also be publishing live trading results for Crude Oil futures (CL).
All results show profits and losses (in $USD) after commission and slippages – they are true achieved P&L figures.
| Date | ES | YM | NQ | CL | Comments |
| 29 Oct | No Trade | No Trade | No Trade | No Trade | |
| 28 Oct | -225 | -195 | 73 | 120 | |
| 27 Oct | 75 | 58 | 138 | 148 | |
| 26 Oct | 438 | -110 | -130 | -306 | |
| 25 Oct | -231 | -152 | -112 | -270 | Crude Oil Trade |
| 22 Oct | 254 | 38 | -172 | 1097 | |
| 21 Oct | -258 | -176 | 35 | 906 | Trading Crude Oil |
| 20 Oct | No Trade | No Trade | 28 | Trading Nasdaq | |
| 19 Oct | 57 | 83 | 143 | ||
| 18 Oct | 107 | -48 | No Trade | ||
| 15 Oct | 352 | 132 | 264 | ||
| 14 Oct | 96 | No Trade | No Trade | ||
| 13 Oct | 87 | -240 | 42 | ||
| 12 Oct | -286 | -128 | -20 | ||
| 11 Oct | 100 | 65 | 45 | ||
| 8 Oct | No Trade | No Trade | 8 | ||
| 7 Oct | 202 | 157 | No Trade | ||
| 6 Oct | No Trade | 28 | No Trade | ||
| 5 Oct | -150 | -90 | -135 | ||
| 4 Oct | -12 | 120 | -135 | ||
| 1 Oct | 100 | 65 | 70 | ||
| Totals | 776 | -395 | 142 | 1695 |
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.