mnGapAutotrader Live Trading Results November 2010
admin | November 1st, 2010 - 3:06 pmThis post will be updated regularly with the trading results achieved in November 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.
| Date | ES | YM | NQ | CL | Comments |
| 30 Nov | -242 | -210 | -145 | 310 | |
| 29 Nov | -175 | -125 | No Trade | -190 | |
| 26 Nov | 270 | 385 | 325 | 180 | |
| 25 Nov | - | - | - | - | Thanksgiving |
| 24 Nov | -152 | -105 | -195 | 290 | |
| 23 Nov | -182 | -125 | -146 | 1075 | |
| 22 Nov | 363 | 358 | 288 | No trade | 19 Nov | -187 | -165 | 20 | 140 |
| 18 Nov | -112 | -150 | -105 | 170 | Trading Crude Oil |
| 17 Nov | No Trade | 15 | No Trade | 90 | |
| 16 Nov | -205 | -140 | 325 | -202 | |
| 15 Nov | 365 | -195 | 150 | -305 | |
| 12 Nov | 75 | 65 | 40 | -240 | |
| 11 Nov | - | - | - | - | Vets Day |
| 10 Nov | No Trade | No Trade | No Trade | 650 | |
| 9 Nov | 212 | -12 | 290 | -221 | Nasdaq Gap Fade |
| 8 Nov | 12 | -45 | 15 | 110 | |
| 5 Nov | No Trade | No Trade | No Trade | 326 | |
| 4 Nov | -155 | -115 | -75 | 440 | |
| 3 Nov | No Trade | No Trade | No Trade | 745 | |
| 2 Nov | -97 | 63 | -102 | 180 | |
| 1 Nov | -187 * | -162 * | -140 * | -230 * | 1st Day of Month |
| Totals | -397 | -663 | 545 | 3318 |
* Clocks went back one hour in the UK, however we set up the charts wrongly and traded the wrong opening gap.
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.
