This is a Thanksgiving Special Week-end White Paper on a new approach to help manage trading drawdown with automation.  In essence the concept is to take FOUR or more of my favorite trading strategies and apply them all to the SAME MARKET using trading sub accounts simultaneously.  In this Special Report, I explain the concept and lay out my initial research on this idea.  I am personally excited about this.  I consider this an "advanced" approach to trading automation; and will continue to research the validity of this research in future Blind Walk Forward studies.    This is a 20 minute video briefing; so let dive right in... Here is the link to this Thanksgiving week-end video:  WHITE PAPER ON MANAGING THE DRAWDOWN DISCLAIMER REGARDING the REAL TIME ACCOUNT: Trading is risky.  Traders can and do lose money.  And this is a Disclaimer Regarding the Many Illustrations of Systems and Performance Results in this Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING.  THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  The performance summaries provided above are provided to inform  persons considering this strategy.  The performance assumes one contract of the futures traded and real-time round turn for brokerage commission and actual slippage.  Mr. Krutsinger does not manage accounts for clients and never has had power of attorney over accounts trading these systems.  Mr. Krutsinger is not advising or soliciting anyone to trade or use any system illustrated in this article.  These are educational examples of the art of system writing and development that he wants to share with you.  This information is not to be construed as an offer to buy or sell futures.  This information does not purport to be a complete statement of all material facts relating to futures.  We gratefully acknowledge TradeStation Securities, Inc. for permitting reproduction of the above results produced by TradeStation software.  TradeStation Securities, Inc. is in no way associated with or responsible for these results. __________________________________________________________________________________________ DISCLAIMER REGARDING THE SIMULATION REPORTS: Disclaimer Regarding the Many Illustrations of Systems and Performance Results in This Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING. THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS.UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING.ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  ALSO... HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.  IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THIS COMPOSITE PERFORMANCE RECORD IS HYPOTHETICAL AND THESE TRADING  ADVISORS  HAVE NOT TRADED TOGETHER IN THE MANNER SHOWN IN THE COMPOSITE.  HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY MULTI-ADVISOR MANAGED ACCOUNT OR POOL WILL OR IS LIKELY TO ACHIEVE A COMPOSITE PERFORMANCE RECORD SIMILAR TO THAT SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD AND THE ACTUAL RECORD SUBSEQUENTLY ACHIEVED. ONE OF THE LIMITATIONS OF A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD IS THAT DECISIONS RELATING TO THE SELECTION OF TRADING ADVISORS AND THE ALLOCATION OF ASSETS AMONG THOSE TRADING ADVISORS WERE MADE WITH THE BENEFIT OF HINDSIGHT BASED UPON THE HISTORICAL RATES OF RETURN OF THE SELECTED TRADING ADVISORS.  THEREFORE, COMPOSITE PERFORMANCE RECORDS INVARIABLY  SHOW POSITIVE RATES OF RETURN.  ANOTHER INHERENT LIMITATION ON THESE RESULTS IS THAT THE ALLOCATION DECISIONS REFLECTED IN THE PERFORMANCE RECORD WERE NOT MADE UNDER ACTUAL MARKET CONDITIONS AND THEREFORE, CANNOT COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FURTHERMORE,  THE COMPOSITE PERFORMANCE RECORD MAY BE DISTORTED BECAUSE THE ALLOCATION OF ASSETS CHANGES FROM TIME TO TIME AND THESE ADJUSTMENTS ARE NOT REFLECTED IN THE COMPOSITE. The purpose of this presentation is for educational purposes only and the decision to trade the markets is the whole responsibility of the individual interested in trading.  The use of information from this presentation is don so at your own risk. There is substantial risk of loss in trading commodity futures, stock index futures, equity options, stock and foreign exchange instruments.  Past performance is not indicative of future results as the financial markets are dynamic. THE PERFORMANCE SUMMARIES PROVIDED ARE PROVIDED TO INFORM PERSONS CONSIDERING THESE STRATEGIES.  THE PERFORMANCE ASSUMES ONE CONTRACT OF THE FUTURES CONTRACT TRADED AND $5 ROUND TURN FOR BROKERAGE COMMISSION AND $0 PER CONTRACT FOR SLIPPAGE.  MR. KRUTSINGER  DOES NOT MANAGE ACCOUNTS FOR CLIENTS AND NEVER HAS HAD POWER OF ATTORNEY OVER ACCOUNTS TRADING THESE STRATEGIES.  MR. KRUTSINGER IS NOT ADVISING OR SOLICITING ANYONE TO TRADE OR USE ANY STRATEGY ILLUSTRATED IN THIS PRESENTATION.  THESE ARE EDUCATIONAL EXAMPLES OF THE ART OF STRATEGY WRITING AND DEVELOPMENT THAT HE WANTS TO SHARE WITH YOU.  THIS INFORMATION IS NOT TO BE CONSTRUED AS AN OFFER TO BUY OR SELL FUTURES.  THIS INFORMATION DOES NOT PURPORT TO BE A COMPLETE STATEMENT OF ALL MATERIAL FACTS RELATING TO FUTURES. WE GRATEFULLY ACKNOWLEDGE TRADESTATION  TECHNOLOGIES, INC. FOR PERMITTING REPRODUCTION OF THE ABOVE RESULTS PRODUCED BY TRADESTATION SOFTWARE.  TRADESTATION TECHNOLOGIES, INC. IS IN NO WAY ASSOCIATED WITH OR RESPONSIBLE FOR THESE RESULTS.
11.20.2014
I re-optimize the major strategies, in my on going studies,  each month.  And this is the week for that new re- tune.   If you are trading any of my strategies, you will want to be sure and update your input values that resulted from these new re-optimizations.   The TSW files for these optimizations are also posted for download from my clients Support website at: JK MEMBERS. I also have those input values posted in the matrix for each strategy on this video briefing.  Next week you will see details of a new research project designed to address the draw down issue which is always a major problem in trade management. PLEASE NOTE:  I will be in Chicago for on on-site Seminar sponsored by TradeStation on Wednesday, December 3rd.  You can go back to the home page and Register for that event at the top of the Home Page. Here is this week's Video Briefing:   VIDEO BLOG ________________________________________________________ DISCLAIMER REGARDING the REAL TIME ACCOUNT: Trading is risky.  Traders can and do lose money.  And this is a Disclaimer Regarding the Many Illustrations of Systems and Performance Results in this Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING.  THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  The performance summaries provided above are provided to inform  persons considering this strategy.  The performance assumes one contract of the futures traded and real-time round turn for brokerage commission and actual slippage.  Mr. Krutsinger does not manage accounts for clients and never has had power of attorney over accounts trading these systems.  Mr. Krutsinger is not advising or soliciting anyone to trade or use any system illustrated in this article.  These are educational examples of the art of system writing and development that he wants to share with you.  This information is not to be construed as an offer to buy or sell futures.  This information does not purport to be a complete statement of all material facts relating to futures.  We gratefully acknowledge TradeStation Securities, Inc. for permitting reproduction of the above results produced by TradeStation software.  TradeStation Securities, Inc. is in no way associated with or responsible for these results. __________________________________________________________________________________________ DISCLAIMER REGARDING THE SIMULATION REPORTS: Disclaimer Regarding the Many Illustrations of Systems and Performance Results in This Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING. THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS.UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING.ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  ALSO... HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.  IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THIS COMPOSITE PERFORMANCE RECORD IS HYPOTHETICAL AND THESE TRADING  ADVISORS  HAVE NOT TRADED TOGETHER IN THE MANNER SHOWN IN THE COMPOSITE.  HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY MULTI-ADVISOR MANAGED ACCOUNT OR POOL WILL OR IS LIKELY TO ACHIEVE A COMPOSITE PERFORMANCE RECORD SIMILAR TO THAT SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD AND THE ACTUAL RECORD SUBSEQUENTLY ACHIEVED. ONE OF THE LIMITATIONS OF A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD IS THAT DECISIONS RELATING TO THE SELECTION OF TRADING ADVISORS AND THE ALLOCATION OF ASSETS AMONG THOSE TRADING ADVISORS WERE MADE WITH THE BENEFIT OF HINDSIGHT BASED UPON THE HISTORICAL RATES OF RETURN OF THE SELECTED TRADING ADVISORS.  THEREFORE, COMPOSITE PERFORMANCE RECORDS INVARIABLY  SHOW POSITIVE RATES OF RETURN.  ANOTHER INHERENT LIMITATION ON THESE RESULTS IS THAT THE ALLOCATION DECISIONS REFLECTED IN THE PERFORMANCE RECORD WERE NOT MADE UNDER ACTUAL MARKET CONDITIONS AND THEREFORE, CANNOT COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FURTHERMORE,  THE COMPOSITE PERFORMANCE RECORD MAY BE DISTORTED BECAUSE THE ALLOCATION OF ASSETS CHANGES FROM TIME TO TIME AND THESE ADJUSTMENTS ARE NOT REFLECTED IN THE COMPOSITE. The purpose of this presentation is for educational purposes only and the decision to trade the markets is the whole responsibility of the individual interested in trading.  The use of information from this presentation is don so at your own risk. There is substantial risk of loss in trading commodity futures, stock index futures, equity options, stock and foreign exchange instruments.  Past performance is not indicative of future results as the financial markets are dynamic. THE PERFORMANCE SUMMARIES PROVIDED ARE PROVIDED TO INFORM PERSONS CONSIDERING THESE STRATEGIES.  THE PERFORMANCE ASSUMES ONE CONTRACT OF THE FUTURES CONTRACT TRADED AND $5 ROUND TURN FOR BROKERAGE COMMISSION AND $0 PER CONTRACT FOR SLIPPAGE.  MR. KRUTSINGER  DOES NOT MANAGE ACCOUNTS FOR CLIENTS AND NEVER HAS HAD POWER OF ATTORNEY OVER ACCOUNTS TRADING THESE STRATEGIES.  MR. KRUTSINGER IS NOT ADVISING OR SOLICITING ANYONE TO TRADE OR USE ANY STRATEGY ILLUSTRATED IN THIS PRESENTATION.  THESE ARE EDUCATIONAL EXAMPLES OF THE ART OF STRATEGY WRITING AND DEVELOPMENT THAT HE WANTS TO SHARE WITH YOU.  THIS INFORMATION IS NOT TO BE CONSTRUED AS AN OFFER TO BUY OR SELL FUTURES.  THIS INFORMATION DOES NOT PURPORT TO BE A COMPLETE STATEMENT OF ALL MATERIAL FACTS RELATING TO FUTURES. WE GRATEFULLY ACKNOWLEDGE TRADESTATION  TECHNOLOGIES, INC. FOR PERMITTING REPRODUCTION OF THE ABOVE RESULTS PRODUCED BY TRADESTATION SOFTWARE.  TRADESTATION TECHNOLOGIES, INC. IS IN NO WAY ASSOCIATED WITH OR RESPONSIBLE FOR THESE RESULTS.
11.13.2014
This week's Blog begins with a review of my method and philosophy of designing and testing a fully automated trading strategy.  Next I will update you on my "blind walk forward" studies.  And finally, you will see a discussion of a NEW innovative idea I have on managing the drawdown.  The concept is this:  take four of my favorite strategies and trade them all together--as a portfolio--on ONE market!   My initial testing of this concept is showing lots of promise.  I will be working on this as a primary focus of my research.  ALSO NOTE:  I will be holding a three hour Special Seminar in Chicago sponsored by TradeStation in the first week of December.  More details on that will follow. Here is this week's video briefing: VIDEO BLOG DISCLAIMER REGARDING the REAL TIME ACCOUNT: Trading is risky.  Traders can and do lose money.  And this is a Disclaimer Regarding the Many Illustrations of Systems and Performance Results in this Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING.  THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  The performance summaries provided above are provided to inform  persons considering this strategy.  The performance assumes one contract of the futures traded and real-time round turn for brokerage commission and actual slippage.  Mr. Krutsinger does not manage accounts for clients and never has had power of attorney over accounts trading these systems.  Mr. Krutsinger is not advising or soliciting anyone to trade or use any system illustrated in this article.  These are educational examples of the art of system writing and development that he wants to share with you.  This information is not to be construed as an offer to buy or sell futures.  This information does not purport to be a complete statement of all material facts relating to futures.  We gratefully acknowledge TradeStation Securities, Inc. for permitting reproduction of the above results produced by TradeStation software.  TradeStation Securities, Inc. is in no way associated with or responsible for these results. __________________________________________________________________________________________ DISCLAIMER REGARDING THE SIMULATION REPORTS: Disclaimer Regarding the Many Illustrations of Systems and Performance Results in This Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING. THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS.UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING.ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  ALSO... HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.  IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THIS COMPOSITE PERFORMANCE RECORD IS HYPOTHETICAL AND THESE TRADING  ADVISORS  HAVE NOT TRADED TOGETHER IN THE MANNER SHOWN IN THE COMPOSITE.  HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY MULTI-ADVISOR MANAGED ACCOUNT OR POOL WILL OR IS LIKELY TO ACHIEVE A COMPOSITE PERFORMANCE RECORD SIMILAR TO THAT SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD AND THE ACTUAL RECORD SUBSEQUENTLY ACHIEVED. ONE OF THE LIMITATIONS OF A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD IS THAT DECISIONS RELATING TO THE SELECTION OF TRADING ADVISORS AND THE ALLOCATION OF ASSETS AMONG THOSE TRADING ADVISORS WERE MADE WITH THE BENEFIT OF HINDSIGHT BASED UPON THE HISTORICAL RATES OF RETURN OF THE SELECTED TRADING ADVISORS.  THEREFORE, COMPOSITE PERFORMANCE RECORDS INVARIABLY  SHOW POSITIVE RATES OF RETURN.  ANOTHER INHERENT LIMITATION ON THESE RESULTS IS THAT THE ALLOCATION DECISIONS REFLECTED IN THE PERFORMANCE RECORD WERE NOT MADE UNDER ACTUAL MARKET CONDITIONS AND THEREFORE, CANNOT COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FURTHERMORE,  THE COMPOSITE PERFORMANCE RECORD MAY BE DISTORTED BECAUSE THE ALLOCATION OF ASSETS CHANGES FROM TIME TO TIME AND THESE ADJUSTMENTS ARE NOT REFLECTED IN THE COMPOSITE. The purpose of this presentation is for educational purposes only and the decision to trade the markets is the whole responsibility of the individual interested in trading.  The use of information from this presentation is don so at your own risk. There is substantial risk of loss in trading commodity futures, stock index futures, equity options, stock and foreign exchange instruments.  Past performance is not indicative of future results as the financial markets are dynamic. THE PERFORMANCE SUMMARIES PROVIDED ARE PROVIDED TO INFORM PERSONS CONSIDERING THESE STRATEGIES.  THE PERFORMANCE ASSUMES ONE CONTRACT OF THE FUTURES CONTRACT TRADED AND $5 ROUND TURN FOR BROKERAGE COMMISSION AND $0 PER CONTRACT FOR SLIPPAGE.  MR. KRUTSINGER  DOES NOT MANAGE ACCOUNTS FOR CLIENTS AND NEVER HAS HAD POWER OF ATTORNEY OVER ACCOUNTS TRADING THESE STRATEGIES.  MR. KRUTSINGER IS NOT ADVISING OR SOLICITING ANYONE TO TRADE OR USE ANY STRATEGY ILLUSTRATED IN THIS PRESENTATION.  THESE ARE EDUCATIONAL EXAMPLES OF THE ART OF STRATEGY WRITING AND DEVELOPMENT THAT HE WANTS TO SHARE WITH YOU.  THIS INFORMATION IS NOT TO BE CONSTRUED AS AN OFFER TO BUY OR SELL FUTURES.  THIS INFORMATION DOES NOT PURPORT TO BE A COMPLETE STATEMENT OF ALL MATERIAL FACTS RELATING TO FUTURES. WE GRATEFULLY ACKNOWLEDGE TRADESTATION  TECHNOLOGIES, INC. FOR PERMITTING REPRODUCTION OF THE ABOVE RESULTS PRODUCED BY TRADESTATION SOFTWARE.  TRADESTATION TECHNOLOGIES, INC. IS IN NO WAY ASSOCIATED WITH OR RESPONSIBLE FOR THESE RESULTS.
10.30.2014
Attention Stock and ETF traders.  In this week's video blog I feature a fully automated strategy called EXIT KING.  You will see my on-going blind walk forward study on sixty minute trading bar charts.  This system is a good compliment to my other strategy called PIVOT TOO.  Here is my current research on both systems: To see this week's video briefing, Click Here:  VIDEO BLOG _______________________________________________________________________________ DISCLAIMER REGARDING the REAL TIME ACCOUNT: Trading is risky.  Traders can and do lose money.  And this is a Disclaimer Regarding the Many Illustrations of Systems and Performance Results in this Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING.  THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  The performance summaries provided above are provided to inform  persons considering this strategy.  The performance assumes one contract of the futures traded and real-time round turn for brokerage commission and actual slippage.  Mr. Krutsinger does not manage accounts for clients and never has had power of attorney over accounts trading these systems.  Mr. Krutsinger is not advising or soliciting anyone to trade or use any system illustrated in this article.  These are educational examples of the art of system writing and development that he wants to share with you.  This information is not to be construed as an offer to buy or sell futures.  This information does not purport to be a complete statement of all material facts relating to futures.  We gratefully acknowledge TradeStation Securities, Inc. for permitting reproduction of the above results produced by TradeStation software.  TradeStation Securities, Inc. is in no way associated with or responsible for these results. __________________________________________________________________________________________ DISCLAIMER REGARDING THE SIMULATION REPORTS: Disclaimer Regarding the Many Illustrations of Systems and Performance Results in This Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING. THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS.UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING.ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  ALSO... HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.  IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THIS COMPOSITE PERFORMANCE RECORD IS HYPOTHETICAL AND THESE TRADING  ADVISORS  HAVE NOT TRADED TOGETHER IN THE MANNER SHOWN IN THE COMPOSITE.  HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY MULTI-ADVISOR MANAGED ACCOUNT OR POOL WILL OR IS LIKELY TO ACHIEVE A COMPOSITE PERFORMANCE RECORD SIMILAR TO THAT SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD AND THE ACTUAL RECORD SUBSEQUENTLY ACHIEVED. ONE OF THE LIMITATIONS OF A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD IS THAT DECISIONS RELATING TO THE SELECTION OF TRADING ADVISORS AND THE ALLOCATION OF ASSETS AMONG THOSE TRADING ADVISORS WERE MADE WITH THE BENEFIT OF HINDSIGHT BASED UPON THE HISTORICAL RATES OF RETURN OF THE SELECTED TRADING ADVISORS.  THEREFORE, COMPOSITE PERFORMANCE RECORDS INVARIABLY  SHOW POSITIVE RATES OF RETURN.  ANOTHER INHERENT LIMITATION ON THESE RESULTS IS THAT THE ALLOCATION DECISIONS REFLECTED IN THE PERFORMANCE RECORD WERE NOT MADE UNDER ACTUAL MARKET CONDITIONS AND THEREFORE, CANNOT COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FURTHERMORE,  THE COMPOSITE PERFORMANCE RECORD MAY BE DISTORTED BECAUSE THE ALLOCATION OF ASSETS CHANGES FROM TIME TO TIME AND THESE ADJUSTMENTS ARE NOT REFLECTED IN THE COMPOSITE. The purpose of this presentation is for educational purposes only and the decision to trade the markets is the whole responsibility of the individual interested in trading.  The use of information from this presentation is don so at your own risk. There is substantial risk of loss in trading commodity futures, stock index futures, equity options, stock and foreign exchange instruments.  Past performance is not indicative of future results as the financial markets are dynamic. THE PERFORMANCE SUMMARIES PROVIDED ARE PROVIDED TO INFORM PERSONS CONSIDERING THESE STRATEGIES.  THE PERFORMANCE ASSUMES ONE CONTRACT OF THE FUTURES CONTRACT TRADED AND $5 ROUND TURN FOR BROKERAGE COMMISSION AND $0 PER CONTRACT FOR SLIPPAGE.  MR. KRUTSINGER  DOES NOT MANAGE ACCOUNTS FOR CLIENTS AND NEVER HAS HAD POWER OF ATTORNEY OVER ACCOUNTS TRADING THESE STRATEGIES.  MR. KRUTSINGER IS NOT ADVISING OR SOLICITING ANYONE TO TRADE OR USE ANY STRATEGY ILLUSTRATED IN THIS PRESENTATION.  THESE ARE EDUCATIONAL EXAMPLES OF THE ART OF STRATEGY WRITING AND DEVELOPMENT THAT HE WANTS TO SHARE WITH YOU.  THIS INFORMATION IS NOT TO BE CONSTRUED AS AN OFFER TO BUY OR SELL FUTURES.  THIS INFORMATION DOES NOT PURPORT TO BE A COMPLETE STATEMENT OF ALL MATERIAL FACTS RELATING TO FUTURES. WE GRATEFULLY ACKNOWLEDGE TRADESTATION  TECHNOLOGIES, INC. FOR PERMITTING REPRODUCTION OF THE ABOVE RESULTS PRODUCED BY TRADESTATION SOFTWARE.  TRADESTATION TECHNOLOGIES, INC. IS IN NO WAY ASSOCIATED WITH OR RESPONSIBLE FOR THESE RESULTS.
10.23.2014

JK Video Blog 102314

by Joe Krutsinger
My new strategy PIVOT TOO is starting out on a good performance footing.  In this briefing, you will see my real time performance for the first month of trading to date.  I will also review my on-going "blind walk forward" studies in this weekly report as well. Here is the link to this week's briefing:   VIDEO BLOG _________________________________________________________________ DISCLAIMER REGARDING the REAL TIME ACCOUNT: Trading is risky.  Traders can and do lose money.  And this is a Disclaimer Regarding the Many Illustrations of Systems and Performance Results in this Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING.  THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  The performance summaries provided above are provided to inform  persons considering this strategy.  The performance assumes one contract of the futures traded and real-time round turn for brokerage commission and actual slippage.  Mr. Krutsinger does not manage accounts for clients and never has had power of attorney over accounts trading these systems.  Mr. Krutsinger is not advising or soliciting anyone to trade or use any system illustrated in this article.  These are educational examples of the art of system writing and development that he wants to share with you.  This information is not to be construed as an offer to buy or sell futures.  This information does not purport to be a complete statement of all material facts relating to futures.  We gratefully acknowledge TradeStation Securities, Inc. for permitting reproduction of the above results produced by TradeStation software.  TradeStation Securities, Inc. is in no way associated with or responsible for these results. __________________________________________________________________________________________ DISCLAIMER REGARDING THE SIMULATION REPORTS: Disclaimer Regarding the Many Illustrations of Systems and Performance Results in This Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING. THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS.UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING.ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  ALSO... HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.  IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THIS COMPOSITE PERFORMANCE RECORD IS HYPOTHETICAL AND THESE TRADING  ADVISORS  HAVE NOT TRADED TOGETHER IN THE MANNER SHOWN IN THE COMPOSITE.  HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY MULTI-ADVISOR MANAGED ACCOUNT OR POOL WILL OR IS LIKELY TO ACHIEVE A COMPOSITE PERFORMANCE RECORD SIMILAR TO THAT SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD AND THE ACTUAL RECORD SUBSEQUENTLY ACHIEVED. ONE OF THE LIMITATIONS OF A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD IS THAT DECISIONS RELATING TO THE SELECTION OF TRADING ADVISORS AND THE ALLOCATION OF ASSETS AMONG THOSE TRADING ADVISORS WERE MADE WITH THE BENEFIT OF HINDSIGHT BASED UPON THE HISTORICAL RATES OF RETURN OF THE SELECTED TRADING ADVISORS.  THEREFORE, COMPOSITE PERFORMANCE RECORDS INVARIABLY  SHOW POSITIVE RATES OF RETURN.  ANOTHER INHERENT LIMITATION ON THESE RESULTS IS THAT THE ALLOCATION DECISIONS REFLECTED IN THE PERFORMANCE RECORD WERE NOT MADE UNDER ACTUAL MARKET CONDITIONS AND THEREFORE, CANNOT COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FURTHERMORE,  THE COMPOSITE PERFORMANCE RECORD MAY BE DISTORTED BECAUSE THE ALLOCATION OF ASSETS CHANGES FROM TIME TO TIME AND THESE ADJUSTMENTS ARE NOT REFLECTED IN THE COMPOSITE. The purpose of this presentation is for educational purposes only and the decision to trade the markets is the whole responsibility of the individual interested in trading.  The use of information from this presentation is don so at your own risk. There is substantial risk of loss in trading commodity futures, stock index futures, equity options, stock and foreign exchange instruments.  Past performance is not indicative of future results as the financial markets are dynamic. THE PERFORMANCE SUMMARIES PROVIDED ARE PROVIDED TO INFORM PERSONS CONSIDERING THESE STRATEGIES.  THE PERFORMANCE ASSUMES ONE CONTRACT OF THE FUTURES CONTRACT TRADED AND $5 ROUND TURN FOR BROKERAGE COMMISSION AND $0 PER CONTRACT FOR SLIPPAGE.  MR. KRUTSINGER  DOES NOT MANAGE ACCOUNTS FOR CLIENTS AND NEVER HAS HAD POWER OF ATTORNEY OVER ACCOUNTS TRADING THESE STRATEGIES.  MR. KRUTSINGER IS NOT ADVISING OR SOLICITING ANYONE TO TRADE OR USE ANY STRATEGY ILLUSTRATED IN THIS PRESENTATION.  THESE ARE EDUCATIONAL EXAMPLES OF THE ART OF STRATEGY WRITING AND DEVELOPMENT THAT HE WANTS TO SHARE WITH YOU.  THIS INFORMATION IS NOT TO BE CONSTRUED AS AN OFFER TO BUY OR SELL FUTURES.  THIS INFORMATION DOES NOT PURPORT TO BE A COMPLETE STATEMENT OF ALL MATERIAL FACTS RELATING TO FUTURES. WE GRATEFULLY ACKNOWLEDGE TRADESTATION  TECHNOLOGIES, INC. FOR PERMITTING REPRODUCTION OF THE ABOVE RESULTS PRODUCED BY TRADESTATION SOFTWARE.  TRADESTATION TECHNOLOGIES, INC. IS IN NO WAY ASSOCIATED WITH OR RESPONSIBLE FOR THESE RESULTS.
10.16.2014

JK Video Blog 101614

by Joe Krutsinger
I have now added the new strategy called Pivot Too to my Blind Walk Forward studies.  I also am rolling out my first "real time" performance report on Pivot Too.  I like the way this strategy is starting out!  Let's now go to this week's video briefing to see why! Here is the link to the briefing:  VIDEO BLOG ___________________________________________________________ DISCLAIMER REGARDING the REAL TIME ACCOUNT: Trading is risky.  Traders can and do lose money.  And this is a Disclaimer Regarding the Many Illustrations of Systems and Performance Results in this Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING.  THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  The performance summaries provided above are provided to inform  persons considering this strategy.  The performance assumes one contract of the futures traded and real-time round turn for brokerage commission and actual slippage.  Mr. Krutsinger does not manage accounts for clients and never has had power of attorney over accounts trading these systems.  Mr. Krutsinger is not advising or soliciting anyone to trade or use any system illustrated in this article.  These are educational examples of the art of system writing and development that he wants to share with you.  This information is not to be construed as an offer to buy or sell futures.  This information does not purport to be a complete statement of all material facts relating to futures.  We gratefully acknowledge TradeStation Securities, Inc. for permitting reproduction of the above results produced by TradeStation software.  TradeStation Securities, Inc. is in no way associated with or responsible for these results. __________________________________________________________________________________________ DISCLAIMER REGARDING THE SIMULATION REPORTS: Disclaimer Regarding the Many Illustrations of Systems and Performance Results in This Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING. THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS.UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING.ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  ALSO... HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.  IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THIS COMPOSITE PERFORMANCE RECORD IS HYPOTHETICAL AND THESE TRADING  ADVISORS  HAVE NOT TRADED TOGETHER IN THE MANNER SHOWN IN THE COMPOSITE.  HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY MULTI-ADVISOR MANAGED ACCOUNT OR POOL WILL OR IS LIKELY TO ACHIEVE A COMPOSITE PERFORMANCE RECORD SIMILAR TO THAT SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD AND THE ACTUAL RECORD SUBSEQUENTLY ACHIEVED. ONE OF THE LIMITATIONS OF A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD IS THAT DECISIONS RELATING TO THE SELECTION OF TRADING ADVISORS AND THE ALLOCATION OF ASSETS AMONG THOSE TRADING ADVISORS WERE MADE WITH THE BENEFIT OF HINDSIGHT BASED UPON THE HISTORICAL RATES OF RETURN OF THE SELECTED TRADING ADVISORS.  THEREFORE, COMPOSITE PERFORMANCE RECORDS INVARIABLY  SHOW POSITIVE RATES OF RETURN.  ANOTHER INHERENT LIMITATION ON THESE RESULTS IS THAT THE ALLOCATION DECISIONS REFLECTED IN THE PERFORMANCE RECORD WERE NOT MADE UNDER ACTUAL MARKET CONDITIONS AND THEREFORE, CANNOT COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FURTHERMORE,  THE COMPOSITE PERFORMANCE RECORD MAY BE DISTORTED BECAUSE THE ALLOCATION OF ASSETS CHANGES FROM TIME TO TIME AND THESE ADJUSTMENTS ARE NOT REFLECTED IN THE COMPOSITE. The purpose of this presentation is for educational purposes only and the decision to trade the markets is the whole responsibility of the individual interested in trading.  The use of information from this presentation is don so at your own risk. There is substantial risk of loss in trading commodity futures, stock index futures, equity options, stock and foreign exchange instruments.  Past performance is not indicative of future results as the financial markets are dynamic. THE PERFORMANCE SUMMARIES PROVIDED ARE PROVIDED TO INFORM PERSONS CONSIDERING THESE STRATEGIES.  THE PERFORMANCE ASSUMES ONE CONTRACT OF THE FUTURES CONTRACT TRADED AND $5 ROUND TURN FOR BROKERAGE COMMISSION AND $0 PER CONTRACT FOR SLIPPAGE.  MR. KRUTSINGER  DOES NOT MANAGE ACCOUNTS FOR CLIENTS AND NEVER HAS HAD POWER OF ATTORNEY OVER ACCOUNTS TRADING THESE STRATEGIES.  MR. KRUTSINGER IS NOT ADVISING OR SOLICITING ANYONE TO TRADE OR USE ANY STRATEGY ILLUSTRATED IN THIS PRESENTATION.  THESE ARE EDUCATIONAL EXAMPLES OF THE ART OF STRATEGY WRITING AND DEVELOPMENT THAT HE WANTS TO SHARE WITH YOU.  THIS INFORMATION IS NOT TO BE CONSTRUED AS AN OFFER TO BUY OR SELL FUTURES.  THIS INFORMATION DOES NOT PURPORT TO BE A COMPLETE STATEMENT OF ALL MATERIAL FACTS RELATING TO FUTURES. WE GRATEFULLY ACKNOWLEDGE TRADESTATION  TECHNOLOGIES, INC. FOR PERMITTING REPRODUCTION OF THE ABOVE RESULTS PRODUCED BY TRADESTATION SOFTWARE.  TRADESTATION TECHNOLOGIES, INC. IS IN NO WAY ASSOCIATED WITH OR RESPONSIBLE FOR THESE RESULTS.
10.08.2014

JK Video Blog 100814

by Joe Krutsinger
My focus of this briefing is on the issue of "Draw Down".  It is a natural part of trading just as profits and losses are a natural part of any business.  We will take a closer look at this issue  with a historical frame of reference.  You will also see an update of my "blind walk forward" study.  AND I am offering everyone a FREE strategy.  See the research and the office in this video....and  simply call our office with your request for this strategy. Here is the link to this week's briefing: VIDEO BLOG ______________________________________________________________ DISCLAIMER REGARDING the REAL TIME ACCOUNT: Trading is risky.  Traders can and do lose money.  And this is a Disclaimer Regarding the Many Illustrations of Systems and Performance Results in this Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING.  THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  The performance summaries provided above are provided to inform  persons considering this strategy.  The performance assumes one contract of the futures traded and real-time round turn for brokerage commission and actual slippage.  Mr. Krutsinger does not manage accounts for clients and never has had power of attorney over accounts trading these systems.  Mr. Krutsinger is not advising or soliciting anyone to trade or use any system illustrated in this article.  These are educational examples of the art of system writing and development that he wants to share with you.  This information is not to be construed as an offer to buy or sell futures.  This information does not purport to be a complete statement of all material facts relating to futures.  We gratefully acknowledge TradeStation Securities, Inc. for permitting reproduction of the above results produced by TradeStation software.  TradeStation Securities, Inc. is in no way associated with or responsible for these results. __________________________________________________________________________________________ DISCLAIMER REGARDING THE SIMULATION REPORTS: Disclaimer Regarding the Many Illustrations of Systems and Performance Results in This Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING. THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS.UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING.ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  ALSO... HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.  IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THIS COMPOSITE PERFORMANCE RECORD IS HYPOTHETICAL AND THESE TRADING  ADVISORS  HAVE NOT TRADED TOGETHER IN THE MANNER SHOWN IN THE COMPOSITE.  HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY MULTI-ADVISOR MANAGED ACCOUNT OR POOL WILL OR IS LIKELY TO ACHIEVE A COMPOSITE PERFORMANCE RECORD SIMILAR TO THAT SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD AND THE ACTUAL RECORD SUBSEQUENTLY ACHIEVED. ONE OF THE LIMITATIONS OF A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD IS THAT DECISIONS RELATING TO THE SELECTION OF TRADING ADVISORS AND THE ALLOCATION OF ASSETS AMONG THOSE TRADING ADVISORS WERE MADE WITH THE BENEFIT OF HINDSIGHT BASED UPON THE HISTORICAL RATES OF RETURN OF THE SELECTED TRADING ADVISORS.  THEREFORE, COMPOSITE PERFORMANCE RECORDS INVARIABLY  SHOW POSITIVE RATES OF RETURN.  ANOTHER INHERENT LIMITATION ON THESE RESULTS IS THAT THE ALLOCATION DECISIONS REFLECTED IN THE PERFORMANCE RECORD WERE NOT MADE UNDER ACTUAL MARKET CONDITIONS AND THEREFORE, CANNOT COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FURTHERMORE,  THE COMPOSITE PERFORMANCE RECORD MAY BE DISTORTED BECAUSE THE ALLOCATION OF ASSETS CHANGES FROM TIME TO TIME AND THESE ADJUSTMENTS ARE NOT REFLECTED IN THE COMPOSITE. The purpose of this presentation is for educational purposes only and the decision to trade the markets is the whole responsibility of the individual interested in trading.  The use of information from this presentation is don so at your own risk. There is substantial risk of loss in trading commodity futures, stock index futures, equity options, stock and foreign exchange instruments.  Past performance is not indicative of future results as the financial markets are dynamic. THE PERFORMANCE SUMMARIES PROVIDED ARE PROVIDED TO INFORM PERSONS CONSIDERING THESE STRATEGIES.  THE PERFORMANCE ASSUMES ONE CONTRACT OF THE FUTURES CONTRACT TRADED AND $5 ROUND TURN FOR BROKERAGE COMMISSION AND $0 PER CONTRACT FOR SLIPPAGE.  MR. KRUTSINGER  DOES NOT MANAGE ACCOUNTS FOR CLIENTS AND NEVER HAS HAD POWER OF ATTORNEY OVER ACCOUNTS TRADING THESE STRATEGIES.  MR. KRUTSINGER IS NOT ADVISING OR SOLICITING ANYONE TO TRADE OR USE ANY STRATEGY ILLUSTRATED IN THIS PRESENTATION.  THESE ARE EDUCATIONAL EXAMPLES OF THE ART OF STRATEGY WRITING AND DEVELOPMENT THAT HE WANTS TO SHARE WITH YOU.  THIS INFORMATION IS NOT TO BE CONSTRUED AS AN OFFER TO BUY OR SELL FUTURES.  THIS INFORMATION DOES NOT PURPORT TO BE A COMPLETE STATEMENT OF ALL MATERIAL FACTS RELATING TO FUTURES. WE GRATEFULLY ACKNOWLEDGE TRADESTATION  TECHNOLOGIES, INC. FOR PERMITTING REPRODUCTION OF THE ABOVE RESULTS PRODUCED BY TRADESTATION SOFTWARE.  TRADESTATION TECHNOLOGIES, INC. IS IN NO WAY ASSOCIATED WITH OR RESPONSIBLE FOR THESE RESULTS.
10.03.2014
I like my new strategy called PIVOT TOO so well that I have decided to SWITCH from trading Shapes on the Russell 2000 to this new strategy.   I have also added it to my on-going "blind walk forward" studies.  In this week-end's video blog, you will see my thinking and research behind this change. Here is the link to this week-end's briefing:  VIDEO BLOG _______________________________________________________ DISCLAIMER REGARDING the REAL TIME ACCOUNT: Trading is risky.  Traders can and do lose money.  And this is a Disclaimer Regarding the Many Illustrations of Systems and Performance Results in this Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING.  THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  The performance summaries provided above are provided to inform  persons considering this strategy.  The performance assumes one contract of the futures traded and real-time round turn for brokerage commission and actual slippage.  Mr. Krutsinger does not manage accounts for clients and never has had power of attorney over accounts trading these systems.  Mr. Krutsinger is not advising or soliciting anyone to trade or use any system illustrated in this article.  These are educational examples of the art of system writing and development that he wants to share with you.  This information is not to be construed as an offer to buy or sell futures.  This information does not purport to be a complete statement of all material facts relating to futures.  We gratefully acknowledge TradeStation Securities, Inc. for permitting reproduction of the above results produced by TradeStation software.  TradeStation Securities, Inc. is in no way associated with or responsible for these results. __________________________________________________________________________________________ DISCLAIMER REGARDING THE SIMULATION REPORTS: Disclaimer Regarding the Many Illustrations of Systems and Performance Results in This Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING. THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS.UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING.ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  ALSO... HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.  IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THIS COMPOSITE PERFORMANCE RECORD IS HYPOTHETICAL AND THESE TRADING  ADVISORS  HAVE NOT TRADED TOGETHER IN THE MANNER SHOWN IN THE COMPOSITE.  HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY MULTI-ADVISOR MANAGED ACCOUNT OR POOL WILL OR IS LIKELY TO ACHIEVE A COMPOSITE PERFORMANCE RECORD SIMILAR TO THAT SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD AND THE ACTUAL RECORD SUBSEQUENTLY ACHIEVED. ONE OF THE LIMITATIONS OF A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD IS THAT DECISIONS RELATING TO THE SELECTION OF TRADING ADVISORS AND THE ALLOCATION OF ASSETS AMONG THOSE TRADING ADVISORS WERE MADE WITH THE BENEFIT OF HINDSIGHT BASED UPON THE HISTORICAL RATES OF RETURN OF THE SELECTED TRADING ADVISORS.  THEREFORE, COMPOSITE PERFORMANCE RECORDS INVARIABLY  SHOW POSITIVE RATES OF RETURN.  ANOTHER INHERENT LIMITATION ON THESE RESULTS IS THAT THE ALLOCATION DECISIONS REFLECTED IN THE PERFORMANCE RECORD WERE NOT MADE UNDER ACTUAL MARKET CONDITIONS AND THEREFORE, CANNOT COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FURTHERMORE,  THE COMPOSITE PERFORMANCE RECORD MAY BE DISTORTED BECAUSE THE ALLOCATION OF ASSETS CHANGES FROM TIME TO TIME AND THESE ADJUSTMENTS ARE NOT REFLECTED IN THE COMPOSITE. The purpose of this presentation is for educational purposes only and the decision to trade the markets is the whole responsibility of the individual interested in trading.  The use of information from this presentation is don so at your own risk. There is substantial risk of loss in trading commodity futures, stock index futures, equity options, stock and foreign exchange instruments.  Past performance is not indicative of future results as the financial markets are dynamic. THE PERFORMANCE SUMMARIES PROVIDED ARE PROVIDED TO INFORM PERSONS CONSIDERING THESE STRATEGIES.  THE PERFORMANCE ASSUMES ONE CONTRACT OF THE FUTURES CONTRACT TRADED AND $5 ROUND TURN FOR BROKERAGE COMMISSION AND $0 PER CONTRACT FOR SLIPPAGE.  MR. KRUTSINGER  DOES NOT MANAGE ACCOUNTS FOR CLIENTS AND NEVER HAS HAD POWER OF ATTORNEY OVER ACCOUNTS TRADING THESE STRATEGIES.  MR. KRUTSINGER IS NOT ADVISING OR SOLICITING ANYONE TO TRADE OR USE ANY STRATEGY ILLUSTRATED IN THIS PRESENTATION.  THESE ARE EDUCATIONAL EXAMPLES OF THE ART OF STRATEGY WRITING AND DEVELOPMENT THAT HE WANTS TO SHARE WITH YOU.  THIS INFORMATION IS NOT TO BE CONSTRUED AS AN OFFER TO BUY OR SELL FUTURES.  THIS INFORMATION DOES NOT PURPORT TO BE A COMPLETE STATEMENT OF ALL MATERIAL FACTS RELATING TO FUTURES. WE GRATEFULLY ACKNOWLEDGE TRADESTATION  TECHNOLOGIES, INC. FOR PERMITTING REPRODUCTION OF THE ABOVE RESULTS PRODUCED BY TRADESTATION SOFTWARE.  TRADESTATION TECHNOLOGIES, INC. IS IN NO WAY ASSOCIATED WITH OR RESPONSIBLE FOR THESE RESULTS.
This is a Video Alert to announce effective tomorrow morning, I will be switching my real time trading account from trading SHAPES on the Russell 2000 To my new strategy called PIVOT TOO on the Nasdaq.  The reasons for this switch are discussed in this Video Briefing.  So let's go right to that presentation. Here is the Link:  SWITCHING to  PIVOT TOO _______________________________________________________ DISCLAIMER REGARDING the REAL TIME ACCOUNT: Trading is risky.  Traders can and do lose money.  And this is a Disclaimer Regarding the Many Illustrations of Systems and Performance Results in this Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING.  THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  The performance summaries provided above are provided to inform  persons considering this strategy.  The performance assumes one contract of the futures traded and real-time round turn for brokerage commission and actual slippage.  Mr. Krutsinger does not manage accounts for clients and never has had power of attorney over accounts trading these systems.  Mr. Krutsinger is not advising or soliciting anyone to trade or use any system illustrated in this article.  These are educational examples of the art of system writing and development that he wants to share with you.  This information is not to be construed as an offer to buy or sell futures.  This information does not purport to be a complete statement of all material facts relating to futures.  We gratefully acknowledge TradeStation Securities, Inc. for permitting reproduction of the above results produced by TradeStation software.  TradeStation Securities, Inc. is in no way associated with or responsible for these results. __________________________________________________________________________________________ DISCLAIMER REGARDING THE SIMULATION REPORTS: Disclaimer Regarding the Many Illustrations of Systems and Performance Results in This Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING. THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS.UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING.ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  ALSO... HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.  IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THIS COMPOSITE PERFORMANCE RECORD IS HYPOTHETICAL AND THESE TRADING  ADVISORS  HAVE NOT TRADED TOGETHER IN THE MANNER SHOWN IN THE COMPOSITE.  HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY MULTI-ADVISOR MANAGED ACCOUNT OR POOL WILL OR IS LIKELY TO ACHIEVE A COMPOSITE PERFORMANCE RECORD SIMILAR TO THAT SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD AND THE ACTUAL RECORD SUBSEQUENTLY ACHIEVED. ONE OF THE LIMITATIONS OF A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD IS THAT DECISIONS RELATING TO THE SELECTION OF TRADING ADVISORS AND THE ALLOCATION OF ASSETS AMONG THOSE TRADING ADVISORS WERE MADE WITH THE BENEFIT OF HINDSIGHT BASED UPON THE HISTORICAL RATES OF RETURN OF THE SELECTED TRADING ADVISORS.  THEREFORE, COMPOSITE PERFORMANCE RECORDS INVARIABLY  SHOW POSITIVE RATES OF RETURN.  ANOTHER INHERENT LIMITATION ON THESE RESULTS IS THAT THE ALLOCATION DECISIONS REFLECTED IN THE PERFORMANCE RECORD WERE NOT MADE UNDER ACTUAL MARKET CONDITIONS AND THEREFORE, CANNOT COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FURTHERMORE,  THE COMPOSITE PERFORMANCE RECORD MAY BE DISTORTED BECAUSE THE ALLOCATION OF ASSETS CHANGES FROM TIME TO TIME AND THESE ADJUSTMENTS ARE NOT REFLECTED IN THE COMPOSITE. The purpose of this presentation is for educational purposes only and the decision to trade the markets is the whole responsibility of the individual interested in trading.  The use of information from this presentation is don so at your own risk. There is substantial risk of loss in trading commodity futures, stock index futures, equity options, stock and foreign exchange instruments.  Past performance is not indicative of future results as the financial markets are dynamic. THE PERFORMANCE SUMMARIES PROVIDED ARE PROVIDED TO INFORM PERSONS CONSIDERING THESE STRATEGIES.  THE PERFORMANCE ASSUMES ONE CONTRACT OF THE FUTURES CONTRACT TRADED AND $5 ROUND TURN FOR BROKERAGE COMMISSION AND $0 PER CONTRACT FOR SLIPPAGE.  MR. KRUTSINGER  DOES NOT MANAGE ACCOUNTS FOR CLIENTS AND NEVER HAS HAD POWER OF ATTORNEY OVER ACCOUNTS TRADING THESE STRATEGIES.  MR. KRUTSINGER IS NOT ADVISING OR SOLICITING ANYONE TO TRADE OR USE ANY STRATEGY ILLUSTRATED IN THIS PRESENTATION.  THESE ARE EDUCATIONAL EXAMPLES OF THE ART OF STRATEGY WRITING AND DEVELOPMENT THAT HE WANTS TO SHARE WITH YOU.  THIS INFORMATION IS NOT TO BE CONSTRUED AS AN OFFER TO BUY OR SELL FUTURES.  THIS INFORMATION DOES NOT PURPORT TO BE A COMPLETE STATEMENT OF ALL MATERIAL FACTS RELATING TO FUTURES. WE GRATEFULLY ACKNOWLEDGE TRADESTATION  TECHNOLOGIES, INC. FOR PERMITTING REPRODUCTION OF THE ABOVE RESULTS PRODUCED BY TRADESTATION SOFTWARE.  TRADESTATION TECHNOLOGIES, INC. IS IN NO WAY ASSOCIATED WITH OR RESPONSIBLE FOR THESE RESULTS.
I have created a revised version of Pivot Bowl called PIVOT TOO.  The reason for this revision resulted from an issue with automated order entries.  You will head a full discussion of this problem and how I have solved it in this briefing.  My clients who currently own this strategy may simply call the office at 573-224-3366 for a free copy of this revision.  I have also produced a new WHITE PAPER discussing the order entry fix along with the research. Here is the link to this week's Video Blog:  PIVOT TOO WHITE PAPER ________________________________________________________________ DISCLAIMER REGARDING the REAL TIME ACCOUNT: Trading is risky.  Traders can and do lose money.  And this is a Disclaimer Regarding the Many Illustrations of Systems and Performance Results in this Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING.  THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  The performance summaries provided above are provided to inform  persons considering this strategy.  The performance assumes one contract of the futures traded and real-time round turn for brokerage commission and actual slippage.  Mr. Krutsinger does not manage accounts for clients and never has had power of attorney over accounts trading these systems.  Mr. Krutsinger is not advising or soliciting anyone to trade or use any system illustrated in this article.  These are educational examples of the art of system writing and development that he wants to share with you.  This information is not to be construed as an offer to buy or sell futures.  This information does not purport to be a complete statement of all material facts relating to futures.  We gratefully acknowledge TradeStation Securities, Inc. for permitting reproduction of the above results produced by TradeStation software.  TradeStation Securities, Inc. is in no way associated with or responsible for these results. __________________________________________________________________________________________ DISCLAIMER REGARDING THE SIMULATION REPORTS: Disclaimer Regarding the Many Illustrations of Systems and Performance Results in This Publication: THERE IS A SIGNIFICANT RISK OF LOSS IN FUTURES TRADING. THE USE OF STOP ORDERS DOES NOT GUARANTEE LIMITED LOSS. HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS.UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING.ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  ALSO... HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT.  IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.  THIS COMPOSITE PERFORMANCE RECORD IS HYPOTHETICAL AND THESE TRADING  ADVISORS  HAVE NOT TRADED TOGETHER IN THE MANNER SHOWN IN THE COMPOSITE.  HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW.  NO REPRESENTATION IS BEING MADE THAT ANY MULTI-ADVISOR MANAGED ACCOUNT OR POOL WILL OR IS LIKELY TO ACHIEVE A COMPOSITE PERFORMANCE RECORD SIMILAR TO THAT SHOWN.  IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD AND THE ACTUAL RECORD SUBSEQUENTLY ACHIEVED. ONE OF THE LIMITATIONS OF A HYPOTHETICAL COMPOSITE PERFORMANCE RECORD IS THAT DECISIONS RELATING TO THE SELECTION OF TRADING ADVISORS AND THE ALLOCATION OF ASSETS AMONG THOSE TRADING ADVISORS WERE MADE WITH THE BENEFIT OF HINDSIGHT BASED UPON THE HISTORICAL RATES OF RETURN OF THE SELECTED TRADING ADVISORS.  THEREFORE, COMPOSITE PERFORMANCE RECORDS INVARIABLY  SHOW POSITIVE RATES OF RETURN.  ANOTHER INHERENT LIMITATION ON THESE RESULTS IS THAT THE ALLOCATION DECISIONS REFLECTED IN THE PERFORMANCE RECORD WERE NOT MADE UNDER ACTUAL MARKET CONDITIONS AND THEREFORE, CANNOT COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING.  FURTHERMORE,  THE COMPOSITE PERFORMANCE RECORD MAY BE DISTORTED BECAUSE THE ALLOCATION OF ASSETS CHANGES FROM TIME TO TIME AND THESE ADJUSTMENTS ARE NOT REFLECTED IN THE COMPOSITE. The purpose of this presentation is for educational purposes only and the decision to trade the markets is the whole responsibility of the individual interested in trading.  The use of information from this presentation is don so at your own risk. There is substantial risk of loss in trading commodity futures, stock index futures, equity options, stock and foreign exchange instruments.  Past performance is not indicative of future results as the financial markets are dynamic. THE PERFORMANCE SUMMARIES PROVIDED ARE PROVIDED TO INFORM PERSONS CONSIDERING THESE STRATEGIES.  THE PERFORMANCE ASSUMES ONE CONTRACT OF THE FUTURES CONTRACT TRADED AND $5 ROUND TURN FOR BROKERAGE COMMISSION AND $0 PER CONTRACT FOR SLIPPAGE.  MR. KRUTSINGER  DOES NOT MANAGE ACCOUNTS FOR CLIENTS AND NEVER HAS HAD POWER OF ATTORNEY OVER ACCOUNTS TRADING THESE STRATEGIES.  MR. KRUTSINGER IS NOT ADVISING OR SOLICITING ANYONE TO TRADE OR USE ANY STRATEGY ILLUSTRATED IN THIS PRESENTATION.  THESE ARE EDUCATIONAL EXAMPLES OF THE ART OF STRATEGY WRITING AND DEVELOPMENT THAT HE WANTS TO SHARE WITH YOU.  THIS INFORMATION IS NOT TO BE CONSTRUED AS AN OFFER TO BUY OR SELL FUTURES.  THIS INFORMATION DOES NOT PURPORT TO BE A COMPLETE STATEMENT OF ALL MATERIAL FACTS RELATING TO FUTURES. WE GRATEFULLY ACKNOWLEDGE TRADESTATION  TECHNOLOGIES, INC. FOR PERMITTING REPRODUCTION OF THE ABOVE RESULTS PRODUCED BY TRADESTATION SOFTWARE.  TRADESTATION TECHNOLOGIES, INC. IS IN NO WAY ASSOCIATED WITH OR RESPONSIBLE FOR THESE RESULTS.

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