Busy Trend Following Trading Day Yesterday, Stopped Out of S&P Futures

Trend Following Index Real-Time Trades

Trend Following Index Real-Time Trades

Trend Trading Index Model Overview

The Real-Time Trend Trading Index from 40in20out is a signals-based hypothetical performance indicator designed to have a strong relationship with the returns of a classic trend trading strategy. Every minute of every trading day, trading signals are assessed on a portfolio of 30 futures markets and tracked with a very high level of transparency and accountability.

Trend Index Futures Position Update

There are 6 Long Positions and 9 Short Positions currently:

New Futures Trades Yesterday:

08/01/19 07:03:00 AM Short Initiation CC 
08/01/19 08:31:00 AM Short Initiation W 
08/01/19 09:01:00 AM Short Cover TU 
08/01/19 09:01:09 AM Short Cover JY 
08/01/19 09:14:00 AM Short Initiation S 
08/01/19 12:28:00 PM Long Initiation US 
08/01/19 12:32:00 PM Long Initiation TY 
08/01/19 12:42:00 PM Long Initiation FV 
08/01/19 12:44:00 PM Short Initiation LH 
08/01/19 12:55:00 PM Long Liquidation ES 
08/01/19 12:55:16 PM Long Liquidation YM 

Current Long Futures Positions:

US | TY | FV | ND | GC | SI |

Current Short Futures Positions:

EU | BP | AD | C | S | W | CC | CT | LH |

 Please sign up for a Free Trial of 40in20out to view the entire trend portfolio and actionable trading levels.

About the Author

Andrew Strasman is a co-founder of The Transparent Index Group, LLC. and a 25-year veteran trader, registered CTA and the sole principal of Totem Asset Group, LLC.