Weekly Rewind : Performance of Reference Strategy for Week of May 10 2019

Here is the performance results of  JacobsLadders levels for the week ending May 3 2019 on Emini futures.

ES Weekly Results

  • Total number of set ups =19
  • Total number of success =18
  • Trades with minimum +2 win=17
  • Trades that gave Escape Hatches=1
  • Stopped out trades =1
  • Total Number of net handles that ran in favor of the trades ( after reducing handles from stopped trades)=285
  • Total handles lost from stopped trades = -5

This week there were fewer number of set ups compared to last week however the volatility increased. So total number of handles that ran in favor of success trades are much higher.

Note there were many other set ups against the levels but I only included very conservative set ups where entries where within max 3 tics of the levels.

I also posted how Crude Futures performed showing tics gained from trades though I am not keeping a cumulative total documented for lack of time. As usual , Crude gave  several hundreds of tics of set ups this week.

Scroll down to bottom of page for definition of trade set up, trading rules applied  and  measurement method.

Chart Legend

The chart uses following legend to track statistics

  • A trade set up is marked in rectangle box
  • Following statement is used to keep track of stats “WT#28(S)/W15/EH12/S1 0/+120”
  • WT#28= Means Weekly Trade Count 28
  • (S)= This trade is a short set up. Long set up is marked as (L)
  • W15= There are 15 win trades for this week so far
  • EH12= So far there are 15 set ups that results in Escape Hatch being triggered
  • S1=There are 1 stop out trade so far this week
  • 0/+120 = This trade made zero handles because it is an escape hatch trade. So far there are 120 handles of favorable moves from win set ups

Monday

#ES_F ES Emini Futures

Crude CL Futures

 

Tuesday
ES Emini Futures

CL Crude Oil Futures
Wednesday

ES Emini Futures

 

CL Crude Oil Futures

Thursday
ES Emini Futures

CL Crude Oil Futures

 

 Friday
Es Emini Futures


CL Crude Oil Futures

Performance measure methodology

See the set ups defined here https://jacobsladderstradinglevels.com/sampletradingstrategy/#samplestrategy

Only very conservative entries are applied. Example ‘Early Levels’ I provide in the community room or levels found to be in in play (provided in the room) by applying correlation with NQ/RTY is not considered

  • Only two attempts at a level
  • Blind entry is cancelled if price already came within 2 handles of the levels and reacted already
  • PreMarket levels that occurs during RTH is not 100% blind entry , a reaction should be observed before entering.
  • The set ups that occurs 8 am EST onward are considered.
  • This model evaluates every set ups though in real life traders should favor entry into the direction of trend to make daily goal.
  • Key benefit of a major level is ability to get an escape hatch if trade does not work in favor. A major level set up is considered success if either (1) a +2 profitable reaction occurs (2) ability to get out of trade if trade is not moving in your favor . Only a very small % of set up result in a stop loss
    Stop is considered a breach of next adjacent level (either from Pre or RTH time frame). Remember stop is subject each individual’s trade model. This stop level is used for my reference strategy and performance tracking. It is also my personal Rule.  For Entries H2/L2 ,  -5  is considered a stop.
  • A 3 tic front of major level is assumed and a +2 success is considered after allowing for front run
  • The Result shows a successful set ups split further as wins and escape hatches
    The stats observes the number of handle moves that occurred in favor of the trades for each set up .
  • The idea is to show the set ups routinely give 20 handles profitable moves week after week, even after accounting for stop losses.
    It is up to the trader to come up with their own trading system ( #of contracts, profit taking model etc)
  • This data is provided as an example learning model using real life data, each trader is responsible for their trades if they follow this reference model.

Weekly Rewind : Performance of Reference Strategy for Week of May 3 2019

Here is the performance results of  JacobsLadders levels for the week ending May 3 2019 on Emini futures.

ES Weekly Results

  • Total number of set ups =25
  • Total number of success =24
  • Trades with minimum +2 win=22
  • Trades that gave Escape Hatches=2
  • Stopped out trades =1
  • Total Number of net handles that ran in favor of the trades ( after reducing handles from stopped trades)=173.5
  • Total handles lost from stopped trades = -5

I also posted how Crude Futures performed showing tics gained from trades though I am not keeping a cumulative total documented for lack of time

Scroll down to bottom of page for definition of trade set up, trading rules applied  and  measurement method.

Chart Legend

The chart uses following legend to track statistics

  • A trade set up is marked in rectangle box
  • Following statement is used to keep track of stats “WSU#28(S)/W15/EH12/S1 0/+120”
  • WSU#28= Means Weekly Set Up Count 28
  • (S)= This trade is a short set up. Long set up is marked as (L)
  • W15= There are 15 win trades for this week so far
  • EH12= So far there are 15 set ups that results in Escape Hatch being triggered
  • S1=There are 1 stop out trade so far this week
  • 0/+120 = This trade made zero handles because it is an escape hatch trade. So far there are 120 handles of favorable moves from win set ups

Monday

#ES_F ES Emini Futures

Crude CL Futures

375 tics total price run up from set ups.

Tuesday
ES Emini Futures

CL Crude Oil Futures


Wednesday

ES Emini Futures

CL Crude Oil Futures

Thursday
ES Emini Futures

 

 

 

 

 

 

 

CL Crude Oil Futures

 Friday
Es Emini Futures


CL Crude Oil Futures

 

Performance measure methodology

See the set ups defined here https://jacobsladderstradinglevels.com/sampletradingstrategy/#samplestrategy

Only very conservative entries are applied. Example ‘Early Levels’ I provide in the community room or levels found to be in in play (provided in the room) by applying correlation with NQ/RTY is not considered

  • Only two attempts at a level
  • Blind entry is cancelled if price already came within 2 handles of the levels and reacted already
  • PreMarket levels that occurs during RTH is not 100% blind entry , a reaction should be observed before entering.
  • The set ups that occurs 8 am EST onward are considered.
  • This model evaluates every set ups though in real life traders should favor entry into the direction of trend to make daily goal.
  • Key benefit of a major level is ability to get an escape hatch if trade does not work in favor. A major level set up is considered success if either (1) a +2 profitable reaction occurs (2) ability to get out of trade if trade is not moving in your favor . Only a very small % of set up result in a stop loss
    Stop is considered a breach of next adjacent level (either from Pre or RTH time frame). Remember stop is subject each individual’s trade model. This stop level is used for my reference strategy and performance tracking. It is also my personal Rule.  For Entries H2/L2 ,  -5  is considered a stop.
  • A 3 tic front of major level is assumed and a +2 success is considered after allowing for front run
  • The Result shows a successful set ups split further as wins and escape hatches
    The stats observes the number of handle moves that occurred in favor of the trades for each set up .
  • The idea is to show the set ups routinely give 20 handles profitable moves week after week, even after accounting for stop losses.
    It is up to the trader to come up with their own trading system ( #of contracts, profit taking model etc)
  • This data is provided as an example learning model using real life data, each trader is responsible for their trades if they follow this reference model.

Weekly Rewind : Performance of Reference Strategy for Week of April 26 2019

Here is the performance results of  JacobsLadders levels for the week ending April 26 2019 on Emini futures.

Results

  • Total number of set ups = 28
  • Total number of success = 27
  • Trades with minimum +2 win=15
  • Trades that gave Escape Hatches=12
  • Stopped out trades =1

Scroll down to bottom of page for definition of trade set up, trading rules applied  and  measurement method.

Chart Legend

The chart uses following legend to track statistics

  • A trade set up is marked in rectangle box
  • Following statement is used to keep track of stats “WSU#28(S)/W15/EH12/S1 0/+120”
  • WSU#28= Means Weekly Set Up Count 28
  • (S)= This trade is a short set up. Long set up is marked as (L)
  • W15= There are 15 win trades for this week so far
  • EH12= So far there are 15 set ups that results in Escape Hatch being triggered
  • S1=There are 1 stop out trade so far this week
  • 0/+120 = This trade made zero handles because it is an escape hatch trade. So far there are 120 handles of favorable moves from win set ups

#ES_F ES Emini Futures

Monday

Tuesday

Wednesday

Thursday

Friday

Performance measure methodology

See the set ups defined here https://jacobsladderstradinglevels.com/sampletradingstrategy/#samplestrategy

Only very conservative entries are applied. Example ‘Early Levels’ I provide in the community room or levels found to be in in play (provided in the room) by applying correlation with NQ/RTY is not considered

  • Only two attempts at a level
  • Blind entry is cancelled if price already came within 2 handles of the levels and reacted already
  • PreMarket levels that occurs during RTH is not 100% blind entry , a reaction should be observed before entering.
  • The set ups that occurs 8 am EST onward are considered.
  • This model evaluates every set ups though in real life traders should favor entry into the direction of trend to make daily goal.
  • Key benefit of a major level is ability to get an escape hatch if trade does not work in favor. A major level set up is considered success if either (1) a +2 profitable reaction occurs (2) ability to get out of trade if trade is not moving in your favor . Only a very small % of set up result in a stop loss
    Stop is considered a breach of next adjacent level (either from Pre or RTH time frame). Remember stop is subject each individual’s trade model. This stop level is used for my reference strategy and performance tracking. It is also my personal Rule.
  • A 3 tic front of major level is assumed and a +2 success is considered after allowing for front run
  • The Result shows a successful set ups split further as wins and escape hatches
    The stats observes the number of handle moves that occurred in favor of the trades for each set up .
  • The idea is to show the set ups routinely give 20 handles profitable moves week after week, even after accounting for stop losses.
    It is up to the trader to come up with their own trading system ( #of contracts, profit taking model etc)
  • This data is provided as an example learning model using real life data, each trader is responsible for their trades if they follow this reference model.

Goal met: Sample Strategy Performance Week of May 28th

This blog series objectively analyzes the performance of the Jacobs Ladders  Sample Trading Strategy on a weekly basis.

First, the disclaimer. By using Jacobs Ladders or the sample educational strategy, you acknowledge the disclaimer

Because of Memorial day holiday, there were only four trading days and goal is reduced to 16 handles on ES or equivalent  for the week @4 per day

May 28th 2018 Weekly Summary on ES – Sample Trading Strategy

Jacob Ladders Sample Trading Strategy Week May 21st Results
Total Tradable Set Ups 15
Successful Set Ups 15
Failed Set Ups 0
Total Handles Run Up from Tradable Set Ups
(This is how much trades ended up gaining from entry to nearest Major Level though objective is to gain only 20 handles)
173
ROI Margin Capital Weekly Goal
(20 ES handles per contract or equivalent)
10%
Weekl Goal Status Achieved

Note: This result is just from the Indices. If set ups from Crude Futures, 6E, ZB , GC, HG are added, the return would be multiples of this. Crude futures often makes more returns than ES per week. 

Performance Objective

Performance Objective  is 2% a day, 10% a week. Refer to Strategy definition for details.

System routinely exceeds this goal. Excess returns are ignored for performance tracking .I will still record total handle run up that happened against each set up on this strategy so you can learn how to maximize your profits and form your own trading strategies using this Levels system.

I highly recommend reviewing the daily ES charts below to learn how Sample Strategy Set ups are applied. Having predefined levels , predefined entry set ups makes trading a mechanical process.

Daily Trade Set Up Details – ES Emini Futures

ES Emini Futures  May 28 Monday

Market closed – Memorial Day

ES Emini Futures May 29 Tuesday

Trade Set Ups Results

ES Emini Futures May 30 Wednesday

Trade Set Up Results


ES Emini Futures May 31 Thursday

 

Trade Set up results

ES Emini Futures June 1 Friday

Trade Set Up Results

 

10% Goal met on Sample Trading Strategy for the week of May 21st

This blog series objectively analyzes the performance of the Jacobs Ladders  Sample Trading Strategy on a weekly basis.

First, the disclaimer. By using Jacobs Ladders or the sample educational strategy, you acknowledge the disclaimer

May 21st 2018 Weekly Summary – Sample Trading Strategy

 

 

 

 

 

 

 

Note: This result is just from the Indices. If set ups from Crude Futures, 6E, ZB , GC, HG are added, the return would be multiples of this. Crude futures often makes more returns than ES per week. 

Week 4 Cumulative Result

This is the cumulative performance of  Sample Trading Strategy since its introduction on April 30th

Total Tradable Set Ups 111
Week # 4
Successful Set Ups 104
Failed Set Ups 7
Net draw up handles against tradable set ups

(This is total ES handles trades ended up gaining from entry to nearest Major Level though objective is to gain only 20 handles)

627.5
Cumulative weekly goal return on margin capital 40%
Weekl Goal Status Achieved


Performance Objective

Performance Objective  is 2% a day, 10% a week. Refer to Strategy definition for details.

System routinely exceeds this goal. Excess returns are ignored for performance tracking .I will still record total handle run up that happened against each set up on this strategy so you can learn how to maximize your profits and form your own trading strategies using this Levels system.

I highly recommend reviewing the daily ES charts below to learn how Sample Strategy Set ups are applied. Having predefined levels , predefined entry set ups makes trading a mechanical process.

Daily Trade Set Up Details – ES Emini Futures

ES Emini Futures  May 21 Monday

Trade Set ups Results

ES Emini Futures May 22 Tuesday

Trade Set Ups Results

ES Emini Futures May 23 Wednesday

Trade Set Up Results


ES Emini Futures May 24 Thursday

 

Trade Set up results

ES Emini Futures May 25 Friday

Trade Set Up Results

 

Weekly Rewind May 14th: Sample Trading Strategy 10% Goal Met

This blog series objectively analyzes the performance of the Jacobs Ladders  Sample Trading Strategy on a weekly basis.

First, the disclaimer. By using Jacobs Ladders or the sample educational strategy, you acknowledge the disclaimer

May 14th 2018 Weekly Summary – Sample Trading Strategy

 

 

 

 

 

 

 

Note: This result is just from the Indices. If set ups from Crude Futures, 6E, ZB , GC, HG are added, the return would be multiples of this. Crude futures alone made more than ES return this week. 

Week 3 Cumulative Result

Total Tradable Set Ups 89
Week # since start April 30th 2018 3
Successful Set Ups 82
Failed Set Ups 7
Total Handles Run Up from Tradable Set Ups 483.5
Three Weeks Return on Margin capital 30%
Strategy Goal Achieved

Performance Objective

Performance Objective  is 2% a day, 10% a week. Refer to Strategy definition for details.

System routinely exceeds this goal. Excess returns are ignored for performance tracking .I will still record total handle run up that happened against each set up on this strategy so you can learn how to maximize your profits and form your own trading strategies using this Levels system.

Daily Trade Set Up Details – ES Emini Futures

ES Emini Futures  May 14 Monday

 

Trade Set ups Results

ES Emini Futures May 15 Tuesday

Trade Set Ups Results

ES Emini Futures May 16 Wednesday

Trade Set Up Results


ES Emini Futures May 17 Thursday

 

Trade Set up results

ES Emini Futures May 18 Friday

Trade Set Up Results

 

Jacobs Ladders Weekly Rewind May 7th

This blog series will objectively analyze the performance of the Jacobs Ladders  Sample Trading Strategy.

Before continuing, please review the disclaimer here. By using Jacobs Ladders or the sample educational strategy, you acknowledge the disclaimer

Performance Objective

Performance Objective 2% a day /10% a week. Refer to Strategy definition for details.

System routinely exceeds this goal. But this is ignored for performance tracking .I will still record total handle run up that happened against each set up on this strategy so you can learn how to maximize your profits and form your own trading strategies using this Levels system.

Total Tradable Set Ups 25
Successful Set Ups 23
Failed Set Ups 2
Net Draw Up Handles Against Tradable Set Ups 131
Weekly Handles Goal 20 ES handles or Equivalent
Weekly Return on Margin Capital Goal 10%
Weekly Goal Status Achieved

Note this result is just from Indices. If you add Crude Futures, 6E, ZB , GC, HG etc, the return would be multiples of this. Crude futures alone made more than ES return this week. 

ES Emini Futures

ES Emini Futures  May 7 Monday

 

Trade Set ups Results

 

ES Emini Futures May 8 Tuesday

Trade Set Ups Results

ES Emini Futures May 9 Wednesday

Trade Set Up Results


ES Emini Futures May 10 Thursday

Trade Set up results

ES Emini Futures May 11 Friday

Trade Set Up Results

Jacobs Ladders Weekly Rewind April 30th

This blog series will objectively analyze the performance of the Jacobs Ladders  Sample Trading Strategy.

Before continuing, please review the disclaimer here. By using Jacobs Ladders or the sample educational strategy, you acknowledge the disclaimer

Performance Objective

Performance Objective 2% a day /10% a week. Refer to Strategy definition for details.

System routinely exceeds this goal. But this is ignored for performance tracking .I will still record total handle run up that happened against each set up on this strategy so you can learn how to maximize your profits and form your own trading strategies using this Levels system.

ES Emini Futures

Weekly Summary

Total Tradable Set Ups 38
Successful Set Ups 35
Failed Set Ups 3
Net Draw Up Handles Against Tradable Set Ups 206.5

Weekly Goal of 20 handles/10% on margin capital is achieved

ES Emini Futures  April 30 Monday

This is a trend down day all the way to Extreme Low 1.

Key learning point: How to participate in a trend down day using each major level as target

This is a trend down day all the way to Extreme Low 1. A trader does not know at the beginning of the day that it will be a full blown trend down day.

The set up examples show how trader can trade the resistance set up to each Major Level below and as each Major level is converting as resistance, the trader can re-enter the sell off trend.

Trade Set ups Results

 

ES Emini Futures May 1 Tuesday

Trade Set Ups Results

ES Emini Futures May 1 Wednesday


ES Emini Futures May 2 Thursday

Trade Set up results


ES Emini Futures May 4 Friday


Trade Set Up Results