Ziel ist es, geringe Schwankungen zwischen Overbought und Oversold - Märkten oder einzelnen Kontraktmonaten möglichst intraday auszunutzen . Da man in der Regel gegen den Tagestrend handelt, muss es häufig sehr schnell gehen. Basis ist der CCI - Indikator, der bei +200 / -200 liegen sollte, idealerweise ab einer Differenz von 470 Punkten oder einem bestimmten prozentualen Unterschied, z.b. 0.55 % in den U.S. Indizes oder Märkte, von denen einer am Support handelt und der andere am Widerstand. Relevant ist auch die Gewichtung, d.h. man übergewichtet z.B den Markt von dem man annimmt, dass er steigt. Das ist letztendlich situationsbedingt.
Ein voller Punkt entspricht $ 1000, dem Risikomanagement entsprechend wird die Zahl der Kontrakte festgelegt und ggf. aufgestockt oder reduziert.
Date | Long | Short | Condition | Remarks | Haltedauer | Result Long | Result Short |
---|---|---|---|---|---|---|---|
01.09. | CL 10 -25 | CL 12 - 25 | 07:55 Open | ||||
01.09. | ZN 12- 25 | ZB 12 - 25 | 01:00 Open | ||||
28.08. | CL 12 - 25 | CL 10 - 25 | 24 h | -1.0 | + 0.4 | ||
28.08. | NG 12 -25 | Short 10 -25 | Spread 0.86 | 25 h | 3.2 | - 2.7 | |
28.08. | NG 10 - 25 | NG 12 - 25 | Spread 0.89 | 90 Min | 2.7 | - 1.2 | |
28.08. | CL 10 - 25 | CL 12 - 25 | Backwardation Breakout | 90 min | 2.01 | - 1.14 | |
27.08. | NQ | MBT | Delta Divergence Bitcoin | 40 Min | - 0.32 | 2.4 | |
27.08. | NG 10 - 25 | NG 12 - 25 | 7 h | 4.7 | -3.9 | ||
26.08. | NQ | MBT | 5 Min | 0.8 | 0.34 | ||
26.08. | NQ | MBT | 40 Min | 0 | 1.2 | ||
26.08. | MBT | NQ | 10 Min | 1.1 | -0.05 | ||
26.08. | NG 10 - 25 | NG 12 - 25 | 2.826 / 3.684 | 2 h | 0.66 | -0.21 | |
26.08. | NG 10 - 25 | NG - 12 -25 | Close 2.792 / 3.665 | 2.5 h | - 1.1 | 2.2 | |
26.08. | ZB | ZN | Spread | 36 h | 1.98 | - 1.77 | |
26.08. | YM | GE | Daily CCI | 90 Min | 1.6 | - 0.9 | |
26.08. | NG 10 -25 | NG 12 -25 | 2 h | - 0.29 | 1.1 | ||
25.08. | NG 10 - 25 | NG 12 - 25 | Wide Spread | 0.89 / 2.805 - 3.695 | 10 h | - 0.25 | 1.4 |
25.08. | ZB | ZN | Wide Spread | 3 h | -0.93 | 1.56 | |
25.08. | NG 10-25 | NG 12-25 | Small Size | 35 Min | 0.76 | -0.22 | |
25.08. | NG 10-25 | NG 12-25 | Small Size | 45 Min | 0.35 | 0.12 | |
25.08. | NG 10- 25 | NG 12 - 25 | Backwardation - 30 % | 0.93 / 2.77 - 3.70 | 7 h | -1.75 | 2.32 |
22.08. | MBT | ES | ES 60 Min. CCI + 470 | 30 Min | 0.3 | 1.3 | |
22.08. | MBT | NQ | 8 h | 5.4 | - 2.1 | ||
22.08. | YM | GE | GE Sell Signals | 45 Min | 0.45 | 0.5 | |
21.08. | YM | NG 09 - 25 | CCI | 5 Min | 0.15 | 0.8 | |
21.08. | YM | NG 10 - 25 | CCI | 8 Min | 0.9 | 0.2 | |
15.08. | MBT | NQ | 30 Min | 0.42 | - 0.15 | ||
15.08. | NG | CL | CCI | 20 Min | 0.1 | 0.6 | |
14.08. | ZB | CL | Daily CCI | 9.5 h | 1.56 | - 0.7 | |
08.08. | CL 10 - 25 | CL 09 - 25 | Spread | 5 h | 0 | 0.1 | |
07.08. | CL | GE | 4 h | - 0.4 | 1.4 | ||
07.08. | NQ | MBT | NQ Fewer Resistance | 40 Min | - 0.47 | + 0.72 | |
07.08. | CL | GE | GE Overbought, CL plunged | 30 Min | 2.1 | -0.3 | |
06.08. | ZB | ZN | Wide Spread | 21 h | 4.4 | - 3.1 | |
06.08. | CL | NG | 40 Min | 0.7 | 2.3 | ||
05.08. | MBT | YM | 12 h | 2.1 | - 6.5 | ||
05.08. | NQ | MBT | Same | 75 Min | - 0.45 | 6.8 | |
05.08. | NQ | MBT | Same | 4 h | 0.61 | 0.57 | |
05.08. | NQ | MBT | Daily CCI MBT Weaker | 40 Min | 0.05 | 0.275 | |
04.08. | ZB | ZN | ZB lagging / ZN Overbought | 1 h | 3.4 | - 2.1 | |
04.08. | ES | YM | Same | 110 Min | -0.625 | +3.3 | |
04.08. | ES | YM | YM Daily CCI < 0 | 70 Min | 8.12 | - 6.30 | |
04.08. | NQ | MBT | Grab it! | 30 Min | 0.58 | 0.56 | |
04.08. | MBT | NQ | Grab it! | 20 Min | 1.2 | 0.5 | |
04.08. | NQ | MBT | Grab it! | 80 Min. | 0.8 | - 0.187 | |
04.08. | NQ | MBT | NQ > Resistance, MBT at Resistance | 20 Min | 0.02 | 0.525 | |
31.07. | CL 11 - 25 | CL 09 - 25 | Difference 2.04 from 1.34 | 35 Min | 0.10 | 0.30 | |
30.07. | ZB | ZN | 12 h | 1.875 | - 0.313 | ||
30.07. | ZB | ZN | 20 Min | 0.937 | -0.478 | ||
30.07. | ZN | ZB | ZN lags | 2 h | - 0.312 | 0.625 | |
30.07. | NQ | MBT | CCI 15 Difference | 20 Min | 0.006 | 0.025 | |
30.07. | GE | CL | CL Overbought at Resistance, GE Snapback | 40 Min | 0.3 | 1.5 | |
29.07. | ES | NQ | NQ Spike collapsed | 8 h | 0.2 | 0.2 | |
29.07. | YM | NQ | NQ at Target | 45 Min | 0.10 | 0.32 | |
28.07. | YM | NQ | Just for fun and Entertainment | 10 min | 0.18 | - 0.037 | |
28.07. | GE | ZN | GE Deeply Oversold | 20 min | 0.56 | - 0.078 | |
25.07. | CL 11 -25 | CL 09 - 25 | Backwardation shrinks | 25 Min | 1.28 | - 0.98 | |
25.07. | NG | CL | CCI Difference | 60 Min | 0.18 | 0.21 | |
25.07. | NG | CL | 10 Min | - 0.3 | - 1.5 | ||
Ende | 2 h 45 | 0 | -0.12 | ||||
Teilverkauf | 45 Min | 6.3 | 0.25 | ||||
25.07. | MBT | ES | MBT auf Support, 60er CCI - 361 | S&P at Major Daily Resistance Levels / Small Short | |||
24.07. | CL | NG | Same | 1 h | 0.82 | 0.02 | |
24.07. | GE | NQ | CCI Difference | - 1.2 | 1.6 | ||
24.07. | ES | NQ | CCI Difference | 6.42 | -0.13 | ||
24.07. | YM | NQ | CCI Difference | 5 Min | 0 | 0.35 | |
24.07. | CL | NG | CL Orange Daily Candle / CCI Difference | 25 Min | 0.38 | - 0.12 | |
24.07. | NQ | YM | CCI Divergence 60Min. | 15 Min | - 0.07 | 0.22 | |
24.07. | CL | MBT | CL Buy Signal CCI > 0 / MBT Sell Signal CCI < 0 | 50 Min | 0.90 | 0.43 | |
23.07. | CL | MBT | MBT failed Breakout Value Area | 45 Min | 1.7 | 0.6 | |
23.07. | MBT | CL | CL lower Low < Yesterday | 20 Min | - 0.07 | 0.6 | |
23.07. | YM | NQ | NQ Weak Reaction | YM Stronger/ Buy Signal | 50 Min | 0.26 | 0.13 |
23.07. | NQ | YM | Difference 0 | NQ has to catch up to 23.303 | 25 Min | 1.1 | - 0.15 |
23.07. | NQ | Aufstockung NQ | 60 Min | 6.5 | - 7.0 | ||
22.07. | NQ | YM | Difference 0.59% | 13 h | |||
22.07. | NQ | YM | YM Weak | 2 h 30 Min | 0.90 | 1.3 | |
22.07. | NG | CL | NG auf S2 | 25 Min | 0.12 | + 1.0 | |
22.07. | NG | CL | Support / Resistance | 15 Min | 0.25 | 0.65 | |
22.07. | YM | NQ | YM long upper shadows | Closed, Difference unchanged. | 30 min | - 0.01 | -0.01 |
21.07. | NQ | YM | YM at Resistance | 25 Min | - 0.45 | + 2.3 | |
21.07. | NG | GE | Support / Resistance | GE CCI + 325 | 45 Min | -2.1 | +1.4 |
21.07. | NQ | YM | Difference narrowed | 3 h | 0.2 | 0 | |
21.07. | YM | NQ | Difference 0.50 % | NQ an Weekly R1, CCI > 400 | 10 Min | 2.0 | 1.0 |
21.07. | CL 09 - 25 | MBT | CL auf Support, MBT at Res. | 20 Min | 0.7 | 0.15 | |
21.07. | MBT | NQ | NQ an R2, MBT Breakout | 5 Min. | 0.15 | 0.7 | |
21.07. | NG | ZB | NG - 5 %, ZB Overbought | 6 h | 2.8 | - 1.34 | |
21.07. | NQ | MBT | MBT Opening R. 50 % Failure | NQ headed to 23.281 | 15 Min | 0.48 | 0.2 |
18.07. | NG | CL | CL an weekly Open, NG strong up | 5 Min. | 1.0 | 0.3 | |
18.07. | NQ | MBT | MBT an Resistance, NQ auf Support | 20 Min | 0.95 | 0 | |
18.07. | NQ | MBT | Second try | Opening Range MBT False Breakout | 15 Min. | 0.02 | 0.46 |
18.07. | NQ | MBT | NQ No Resistance | MBT more Overbougt at Resistance | 30 min | - 0.01 | 0.26 |
18.07. | NG | CL | NG Buy Signal / CL Sell Signal | 70 Min | - 0.9 | 1.6 | |
17.07. | YM | NQ | NQ at Resistance, YM Buy Signal | YM has to catch up | 12 h | 9.8 | - 3.2 |
17.07. | NQ | MBT | NQ Daily Buy Signal | Breakout | 120 Min. | 2.02 | 0.7 |
16.06. | NQ | YM | Difference, Dow mit VK Signal | Dow Weakest Index, YM + 0.30 %, NQ - 0.25 % | 20 Min. | 3.8 | 1.1 |
16.07. | CL 08 - 25 | CL 10 - 25 | 08 - 25 CCI -322 | Backwardation, nearest Contract has to rise | 20 Min. | 1.5 | 1.11 |
15.07. | ES 09 - 25 | NQ 09 - 25 | Differenz 0.55 % | 22 h | 0.20 | 0.50 | |
15.07. | GE 09 - 25 | NG 08 - 09 | CCI Conditions filled | 45 Min. | 1.96 | 0.14 | |
15.07. | ES | GE 09 - 25 | CCI conditions filled | 25 Min | 4.5 | 0.25 |
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