The table below illustrates the return to a hypothetical portfolio that follows Today's Top Trade for either 1 day or 1 week. The assumption is that 1 lot of the market featured in Today's Top Trade (newsletter's freely available top trade idea) is entered into in the direction of the newsletter bias (on the day the market's featured) at the closing price that day, and held either until the close of the following trading day, or until the close of the trading day 1 week later. This table backtests from January 3, 2017 (the 1st trading day of 2017). Futures prices are obtained from http://marketwatch.com or http://quotes.esignal.com (where quotes aren't available from marketwatch.com) while spot FX prices are obtained from http://fxstreet.com. The assumption with this model strategy is that no positions are closed until 1 day or 1 week later. Note how the cumulative P/L per lot differs for the 2 strategies.
| Date Market Analysed | Market Symbol - Bias | Closing Price on Day Market Analysed (quotes from http://marketwatch.com, http://esignal.com, http://fxstreet.com) | Closing Price 1 Day After Market Analysed | Price Change | P/L Per Lot (USD) | Cummulative P/L Per Lot (USD) | Closing Price 1 Week After Market Analysed | Price Change | P/L Per Lot (USD) | Cummulative P/L Per Lot (USD) |
|---|---|---|---|---|---|---|---|---|---|---|
| Jan 3, 2017 | VIX (CFE VX Jan17) - Long | 16.83 | 16.25 | -0.58 | -580 | -580 | 15.88 | -0.95 | -950 | -950 |
| Jan 4, 2017 | Silver (CME SI Mar17) - Long | 16.61 | 16.69 | 0.08 | 400 | -180 | 16.89 | .28 | 1400 | 450 |
| Jan 5, 2017 | GBPUSD - Long | 1.24161 | 1.22826 | -133 pips | -1330 | -1510 | 1.21734 | -243 pips | -2430 | -1980 |
| Jan 6, 2017 | EURUSD - Long | 1.05343 | 1.05689 | 35 pips | 350 | -1160 | 1.06371 | 103 pips | 1030 | -950 |
| Jan 9, 2017 | EURUSD - Long | 1.05689 | 1.05617 | -7 pips | -70 | -1230 | 1.05996 | 31 pips | 310 | -640 |
| Jan 10, 2017 | EURUSD - Long | 1.05617 | 1.05730 | 11 pips | 110 | -1120 | 1.0705 | 132 pips | 1320 | 680 |
| Jan 11, 2017 | Cocoa (ICE CC Mar17) - Long | 2127 | 2230 | 103 | 1030 | -90 | 2233 | 106 | 1060 | 1740 |
| Jan 12, 2017 | EURUSD - Long | 1.06240 | 1.06371 | 13 pips | 130 | 40 | 1.06607 | 37 pips | 370 | 2110 |
| Jan 13, 2017 | Soybean (CME ZS Mar17) - Long | 1069.25 (Jan 17 - Jan 13 closed) | 1075 | 5.75 | 287.5 | 327.50 | 1057.75 | -11.5 | -575 | 1535 |
| Jan 16, 2017 | Silver (CME SI Mar17) - Long | 17.15 (Jan 17 - Jan 16 closed) | 17.27 | 0.12 | 600 | 927.50 | 17.19 | 0.04 | 200 | 1735 |
| Jan 17, 2017 | Corn (CME ZC Mar17) - Long | 372.75 | 372.25 | -0.5 | -25 | 902.50 | 376.50 | 3.75 | 187.50 | 1922.50 |
| Jan 18, 2017 | Cocoa (ICE CC Mar17) - Long | 2224 | 2162 | -62 | -620 | 282.50 | 2200 | -24 | -240 | 1682.50 |
| Jan 19, 2017 | Cotton (ICE CT Mar17) quotes from May17 contract as Mar17 contract unavailable on marketwatch.com - Long | 73.26 | 75.17 | 1.91 | 955 | 1237.50 | 74.70 | 1.44 | 720 | 2402.50 |
| Jan 20, 2017 | GBPUSD - Long | 1.23605 | 1.25041 (Jan 23 - Jan 21/22 closed) | 144 pips | 1440 | 2677.50 | 1.25542 | 193 | 1930 | 4332.50 |
| Jan 23, 2017 | GBPUSD - Long | 1.25041 | 1.25050 | 1 pip | 10 | 2687.50 | 1.24839 | -20 pips | -200 | 4132.50 |
| Jan 24, 2017 | Cocoa (ICE CC Mar17) - Long | 2201 | 2192 | -9 | -90 | 2597.50 | 2103 | -98 pips | -980 | 3152.50 |
| Jan 25, 2017 | Cocoa (ICE CC Mar17) - Long | 2192 | 2132 | -60 | -600 | 1997.50 | 2109 | -83 | -830 | 2322.50 |
| Jan 26, 2017 | Cotton (ICE CT Mar17) quotes from May17 contract as Mar17 contract unavailable on marketwatch.com - Long | 74.70 | 74.82 | 0.12 | 60 | 2057.50 | 77.57 | 2.87 | 1435 | 3757.50 |
| Jan 27, 2017 | EURJPY - Long | 123.138 | 121.619 | -152 pips | -1520 | 537.50 | 121.487 | -165 | -1650 | 2107.50 |
| Jan 30, 2017 | Silver (CME SI Mar17) - Long | 17.15 | 17.54 | .39 | 1950 | 2487.50 | 17.69 | 0.54 | 2700 | 4807.50 |
| Jan 31, 2017 | Silver (CME SI Mar17) - Long | 17.54 | 17.45 | -0.09 | -450 | 2037.50 | 17.76 | 0.22 | 1100 | 5907.50 |
| Feb 1, 2017 | AUDJPY - Short | 85.907 | 86.378 | -47 pips | -470 | 1567.50 | 85.574 | 33 pips | 330 | 6237.50 |
| Feb 2, 2017 | Wheat (CME ZW Mar17) - Long | 434.50 | 422.50 | -12 | -600 | 967.50 | 443.50 | 9 | 450 | 6687.50 |
| Feb 3, 2017 | S&P500 (CME ES Mar17) - Short | 2286.50 (Feb 6 - Feb 3 quote unavailable) | 2288.50 | -2 | -100 | 867.50 | 2326.25 | -37.75 | -1887.50 | 4800 |
| Feb 6, 2017 | US Treasury Bond (CME ZB Mar17) - Long | 151 '17 | 152 '06 | '21 | 656.25 | 1523.75 | 151 '12 | -'05 | -156.25 | 4643.75 |
| Feb 7, 2017 | BUXL (Eurex GBX Mar17) - Long | 165.28 (Jun17 quotes as Mar17 no longer available) | 165.58 | 0.30 | 300*1.0688 = 320.64 | 1844.39 | 165.10 | -0.18 | -180*1.0576 = -190.37 | 4453.38 |
| Feb 8, 2017 | US Treasury Bond (CME ZB Mar17) - Long | 153'09 | 152'06 | -1'03 | -1093.75 | 750.64 | 149'30 | -3'11 | -3343.75 | 1109.63 |
| Feb 9, 2017 | Corn (CME ZC Mar17) - Long | 369.50 | 375.50 | 6 | 300 | -793.75 | 373.50 | 4 | 200 | 1309.63 |
| Feb 10, 2017 | Soybean (CME ZS Mar17) - Long | 1054.25 (Feb 13 - Feb 10 closed) | 1045 | -9.25 | -462.50 | -1256.25 | 1026.25 (Feb 21 - Feb 20 closed) | -27 | -1350 | -40.37 |
| Feb 13, 2017 | Arabica Coffee (ICE KC May17) - Long | 146.55 | 145.95 | -0.6 | -225 | -1481.25 | 151.85 (Feb 21 - Feb 20 closed) | 5.3 | 1987.50 | 1947.13 |
| Feb 14, 2017 | BUXL (Eurex GBX Mar17) - Long | 165.10 (Jun17 quotes as Mar17 no longer available) | 164.08 | -1.02 | -1020*1.0576=-1078.75 | -2560 | 166.86 | 1.76 | 1760*1.0545=1856 | 3803.13 |
| Feb 15, 2017 | Soybean (CME ZS Mar17) - Long | 1061.25 | 1043.75 | -17.5 | -875 | -3435 | 1011.5 | -49.75 | -2487.5 | 1315.63 |
| Feb 16, 2017 | Cocoa (ICE CC May17) - Long | 2042 | 1996 | -46 | -460 | -3895 | 2026 | -16 | -160 | 1155.63 |
| Feb 17, 2017 | Arabica Coffee (ICE KC May17) - Long | 149.55 | 151.85 | 2.30 | 862.50 | -3032.50 | 146.25 | -3.30 | -1237.50 | -81.87 |
| Feb 20, 2017 | BUXL (Eurex GBX Mar17) - Long | 161.38 (Jun17 quotes as Mar17 no longer available) | 161.22 | -0.16 | -160*1.0545=-168.72 | -3201.22 | 162.84 | 1.62 | 1620*1.0590=1715.58 | 1633.71 |
| Feb 21, 2017 | Arabica Coffee (ICE KC May17) - Long | 150.35 | 149.20 | -1.15 | -431.25 | -3632.47 | 140.70 | -9.65 | -3618.75 | -1985.04 |
| Feb 22, 2017 | GBPUSD - Long | 1.24595 | 1.25498 | 90 pips | 900 | -2732.47 | 1.22853 | -174 | -1740 | -3725.04 |
| Feb 23, 2017 | BUXL (Eurex GBX Mar17) - Long | 170.68 (Jun17 quotes as Mar17 no longer available) | 172.62 | 1.96 | 1960*1.0563=2070.35 | -662.12 | 167.48 | -3.2 | -3200*1.0507=-3362.24 | -7087.28 |
| Feb 24, 2017 | Cocoa (ICE CC May17) - Long | 1994 | 1982 | -12 | -120 | -782.12 | 1955 | -39 | -390 | -7477.28 |
| Feb 27, 2017 | VIX (CFE VX Mar17) - Long | 13.275 | 13.525 | 0.25 | 250 | -532.12 | 12.675 | -0.6 | -600 | -8077.28 |
| Feb 28, 2017 | EURUSD - Long | 1.0595 | 1.0546 | -49 pips | -490 | -1022.12 | 1.0571 | -24 pips | -240 | -8317.28 |
| Mar 1, 2017 | Soybean (CME ZS Mar17) - Long | 1051.75 | 1037.25 | -14.5 | -725 | -1747.12 | 1021.75 | -30 | -1500 | -9817.28 |
| Mar 2, 2017 | Corn (CME ZC Mar17) - Long | 379.50 | 378.50 | -1 | -50 | -1797.12 | 367 | -12.50 | -625 | -10442.28 |
| Mar 3, 2017 | Corn (CME ZC Mar17) - Long | 378.50 (Mar 6 - Mar 3 closed) | 376 | -2.50 | -125 | -1922.12 | 361 | -17.50 | -875 | -11317.28 |
| Mar 6, 2017 | Cocoa (ICE CC May17) - Long | 1935 | 1917 | -18 | -180 | -2102.12 | 2017 | 82 | 820 | -10497.28 |
| Mar 7, 2017 | Wheat (CME ZW May17) - Long | 456.50 | 447 | -9.50 | -475 | -2577.12 | 430.50 | -26 | -1300 | -11797.28 |
| Mar 8, 2017 | VIX (CFE VX Mar17) - Long | 12.70 | 12.70 | 0 | 0 | -2577.12 | 12.18 | -0.52 | -520 | -12317.28 |
| Mar 9, 2017 | VIX (CFE VX Mar17) - Long | 12.70 | 12.15 | -0.55 | -550 | -3127.12 | 11.98 | -0.72 | -720 | -13037.28 |
| Date Market Analysed | Market Symbol - Bias | Closing Price on Day Market Analysed (quotes from Interactive Brokers' desktop software TWS; refer to http://marketwatch.com, http://esignal.com, http://fxstreet.com if you don't have access to IB's TWS) | USD 200 Take Profit Triggered? | USD 200 Stop Loss Triggered? | P/L Per Lot (USD) | Cummulative P/L Per Lot (USD) | USD 500 Take Profit Triggered? | USD 500 Stop Loss Triggered? | P/L Per Lot (USD) | Cummulative P/L Per Lot (USD) |
|---|---|---|---|---|---|---|---|---|---|---|
| Sep 1, 2017 | Raw Sugar (ICE SB Oct17) - Long | .1436 | Yes | No | +200 | +200 | Yes | No | +500 | +500 |
| Sep 6, 2017 | GBPUSD - Long | 1.304325 | Yes | No | +200 | +400 | Yes | No | +500 | +1000 |
| Sep 7, 2017 | Raw Sugar (ICE SB Oct17) - Long | .1464 | No | Yes | -200 | +200 | Yes | No | +500 | +1500 |
| Sep 8, 2017 | GBPUSD - Long | 1.319450 | Yes | No | +200 | +400 | Yes | No | +500 | +2000 |
| Sep 11, 2017 | Soybean (CME ZS Nov17) - Long | 960 | No | Yes | -200 | +200 | No | Yes | -500 | +1500 |
| Sep 12, 2017 | Raw Sugar (ICE SB Oct17) - Long | .1454 | Yes | No | +200 | +400 | Yes | No | +500 | +2000 |
| Sep 15, 2017 | Cocoa (ICE CC Dec17) - Long | 2009 | No | Yes | -200 | +200 | No | Yes | -500 | +1500 |
| Sep 18, 2017 | Raw Sugar (ICE SB Oct17) - Long | .1492 | No | Yes | -200 | 0 | No | Yes | -500 | +1000 |
| Sep 19, 2017 | USDCAD - Long | 1.229175 | No | Yes | -200 | -200 | No | Yes | -500 | +500 |
| Sep 20, 2017 | Soybean (CME ZS Nov17) - Long | 970 | No | Yes | -200 | -400 | Yes | No | +500 | +1000 |
| Sep 21, 2017 | Cocoa (ICE CC Dec17) - Long | 2021 | No | Yes | -200 | -600 | No | Yes | -500 | +500 |
| Sep 22, 2017 | Soybean (CME ZS Nov17) - Long | 984 1/4 | No | Yes | -200 | -800 | No | Yes | -500 | 0 |
| Sep 25, 2017 | USDCAD - Long | 1.237175 | No | Yes | -200 | -1000 | Yes | No | +500 | +500 |
| Sep 26, 2017 | USDCHF - Long | .968750 | Yes | No | +200 | -800 | Yes | No | +500 | +1000 |
| Sep 27, 2017 | USDCAD - Long | 1.247700 | No | Yes | -200 | -1000 | No | Yes | -500 | +500 |
| Sep 28, 2017 | Cocoa (ICE CC Dec17) - Long | 1980 | Yes | No | +200 | -800 | Yes | No | +500 | +1000 |
| Oct 2, 2017 | EURUSD - Short | 1.173275 | No | Yes | -200 | -1000 | No | Yes | -500 | +500 |
| Oct 3, 2017 | Raw Sugar (ICE SB Oct17) - Long | .1404 | Yes | No | +200 | -800 | Yes | No | +500 | +1000 |
| Oct 4, 2017 | Cocoa (ICE CC Dec17) - Long | 2078 | No | Yes | -200 | -1000 | No | Yes | -500 | +500 |
| Oct 5, 2017 | Raw Sugar (ICE SB Oct17) - Long | .1439 | No | Yes | -200 | -1200 | No | Yes | -500 | 0 |
| Oct 6, 2017 | EURUSD - Short | 1.173300 | No | Yes | -200 | -1400 | No | Yes | -500 | -500 |
| Oct 9, 2017 | Cocoa (ICE CC Dec17) - Long | 2008 | Yes | No | +200 | -1200 | Yes | No | +500 | 0 |
| Oct 10, 2017 | GBPAUD - Long | 1.697700 | No | Yes | -200 | -1400 | No | Yes | -500 | -500 |
| Oct 11, 2017 | ||||||||||