Trades for any region

[hhiusa]

Conditionals for 2016-02-25

BUY TPX
If time >= 2016-02-25 by EOD
last or ask >= 58.03

BUY XNASRXL
If time >= 2016-02-25 by EOD
last or ask >= 58.76

TPX
(59.32/58.72) = 1.0102. 1.02% gain.

PRXL
(60.02/59.13) = 1.015. 1.5% gain.

 

[hhiusa]

Conditions for 2016-03-01

BUY SGEN
If time >= 2016-03-01 by EOD &
last or ask >= 30.40

Indices
NASDAQ Composite >4,597.54
Prediction - ^IXIC >= 4,724.00

 

[hhiusa]

Conditions for 2016-03-01

BUY SGEN
If time >= 2016-03-01 by EOD &
last or ask >= 30.40

Indices
NASDAQ Composite >4,597.54
Prediction - ^IXIC >= 4,724.00

SGEN
(33.22/31.818) = 1.044. 4.4% gain.

 

[hhiusa]

Conditionals for 2016-03-02

BUY TPX (Tempur Sealy)
If time >= 2016-03-02 by EOD &
last or ask >= 60.90

BUY HALO (Halozyme)
If time >= 2016-03-02 by EOD &
last or ask >= 8.87

BUY INTC (Intel Corp.)
If time >= 2016-03-02 by EOD &
last or ask >= 30.71

 

[hhiusa]

Conditionals for 2016-03-03 Japan
BUY XTKS:7267 (Honda Motor Co. Ltd.)
If time >= 2016-03-03 02:55 PM Japan Standard Time

2016-03-02 09:55 PM PST​

2016-03-03 07:55 AM British Standard Time​

last or ask >= 3092.5

Forex

It looks as though it was a very good day in Japan for the banking sector.

NIKKEI 225 Banking

It was also a good day for the transportation, insurance and energy sectors.

NIKKEI 225 Transportation

NIKKEI 225 Energy

NIKKEI 225 Insurance

 

[hhiusa]

Conditionals for 2016-03-03 Japan
BUY XTKS:7267 (Honda Motor Co. Ltd.)
If time >= 2016-03-03 02:55 PM Japan Standard Time

2016-03-02 09:55 PM PST​

2016-03-03 07:55 AM British Standard Time​

last or ask >= 3092.5

Forex

25,000 * 113.805 = ¥2,845,125 - 2,540,800 = ¥304,325 in liquidity.

Cost Basis - ¥2,540,800

Forex

USD.DKK​

Conditionals for 2016-03-02

BUY TPX (Tempur Sealy)
If time >= 2016-03-02 by EOD &
last or ask >= 60.90

Condition not met

BUY HALO (Halozyme)
If time >= 2016-03-02 by EOD &
last or ask >= 8.87

HALO
(9.57/9.44) = 1.0137. 1.37% gain.

BUY INTC (Intel Corp.)
If time >= 2016-03-02 by EOD &
last or ask >= 30.71

Condition not met

 

[hhiusa]

Conditionals for 2016-03-03 Japan
BUY XTKS:7267 (Honda Motor Co. Ltd.)
If time >= 2016-03-03 02:55 PM Japan Standard Time

2016-03-02 09:55 PM PST​

2016-03-03 07:55 AM British Standard Time​

last or ask >= 3092.5

25,000 * 113.805 = ¥2,845,125 - 2,540,800 = ¥304,325 in liquidity.

Cost Basis - ¥2,540,800

(800 * 3186.7875) = ¥2,549,430 + 304,325 - commissions = ¥2,848,898 in liquidity.
average sell price ¥3,186.7875
(3186.7875/3177) = 1.003 = 0.3% gain. I was hoping for at least 1%, but the market would not give on the last day of the week in Japan. I decided to not hold the position over the weekend. I also decided to sell the position early because I wanted to exit the yen while it was still strong around 113.45, but I ended up entering into another position anyway.

¥2,848,898 - 777,750 - commissions = ¥2,070,609 in liquidity.

XTKS:6758 (Sony Corp.)

 

[hhiusa]

Conditions for 2016-03-01

Indices
NASDAQ Composite >4,597.54
Prediction - ^IXIC >= 4,724.00

^IXIC >= 4,724.00 at 11:13:00 AM EST

 

[hhiusa]

Conditionals for 2016-03-03 Japan

Forex

I doubled down on my USD.JPY position. I was unable to exit my position because I was stuck in an equity position.

¥2,848,898 - 777,750 - commissions = ¥2,070,609 in liquidity.

¥2,070,609 + 2,850,375 - commissions = ¥4,920,757 in liquidity

Average price - (114.015 + 113.805)/2 = 113.91

 

[hhiusa]

I doubled down on my USD.JPY position. I was unable to exit my position because I was stuck in an equity position.

¥2,070,609 + 2,850,375 - commissions = ¥4,920,757 in liquidity

Average price - (114.015 + 113.805)/2 = 113.91

XTKS:6758 (Sony Corp.)

XTKS:6758 (Sony Corp.)
(2620/2592) = 1.0108. 1.08% gain.

USD.JPY
25,000 USD * 114.015 = (¥2,850,375 - 227) = (¥2,850,148 - 227)/113.73 = 25,058 USD
¥2,856,509 in liquidity.
I was unable to completely close my position because I had just closed an equity position and the funds do not clear instantaneously so that I could convert them back to dollars.
The Forex trade coupled with the equity trade resulted in a total gain of 1.0108 * 1.00232 = 1.0131. 1.31% gain.

 

[hhiusa]

Conditionals for 2016-03-07

BUY SGEN (Seattle Genetics)
If time >= 2016-03-07 by EOD &
last or ask >= 32.70

BUY INTC (Intel Corp.)
If time >= 2016-03-07 by EOD &
last or ask >= 30.78

BUY OLED (Universal Display Corporation)
If time >= 2016-03-07 by EOD &
last or ask >= 49.18

BUY SCSS (Select Comfort Corp.)
If time >= 2016-03-07 by EOD &
last or ask >= 19.79

BUY GPOR (Gulfport Energy Corporation)
If time >= 2016-03-07 by EOD &
last or ask >= 25.94 - 26.31

BUY ABC (AmerisourceBergen Corp.)
If time >= 2016-03-07 by EOD &
last or ask >= 88.09 - 88.45

Commodities
XAUUSD (gold) up 0.6% 1,267
XAGUSD (silver) up 0.6% 15.6255

Indices
INDU (Dow Jones) 17,016
COMP (NASDAQ) 4,676

 

[hhiusa]

I doubled down on my USD.JPY position. I was unable to exit my position because I was stuck in an equity position.

¥2,070,609 + 2,850,375 - commissions = ¥4,920,757 in liquidity

Average price - (114.015 + 113.805)/2 = 113.91

USD.JPY
25,000 USD * 114.015 = (¥2,850,375 - 227) = (¥2,850,148 - 227)/113.73 = 25,058 USD
¥2,856,509 in liquidity.
I was unable to completely close my position because I had just closed an equity position and the funds do not clear instantaneously so that I could convert them back to dollars.
The Forex trade coupled with the equity trade resulted in a total gain of 1.0108 * 1.00232 = 1.0131. 1.31% gain.

(25,000+25,000)*113.91 = ¥5,695,500 / 113.2125 = $50,308.
50,308/50,000 = 1.0061. 0.61% gain.
average buy price (114.015+113.805)/2 = 113.91
average sell price (113.73+112.695)/2 = 113.2125

A word to the wise. Pips are irrelevant. I averaged 68.75 pips on this trade; however, pips do not illustrate how much you truly made. 68 pips would make you more money on the USD/JPY @ 113.73 than it would @ 114.015. However, 0.61% will always be 0.61%.

I had some yen that was left over from a previous trade. I can never close the trade with the exact amount of yen that I purchase. There is always some residual currency left due to the rapid fluctuations in the market. I am not trading to make money in Forex. I am using it as a way to trade foreign financial instruments.

 

[hhiusa]

Conditionals for 2016-03-07


BUY INTC (Intel Corp.)
If time >= 2016-03-07 by EOD &
last or ask >= 30.78

INTC
Average buy price - $30.8233

BUY OLED (Universal Display Corporation)
If time >= 2016-03-07 by EOD &
last or ask >= 49.18

OLED
(52.19/51.68) = 1.0098. 0.98% gain. $102.

BUY SCSS (Select Comfort Corp.)
If time >= 2016-03-07 by EOD &
last or ask >= 19.79

SCSS
Average buy price - $19.885

BUY GPOR (Gulfport Energy Corporation)
If time >= 2016-03-07 by EOD &
last or ask >= 25.94 - 26.31

GPOR
Average buy price - $26.2967

BUY ABC (AmerisourceBergen Corp.)
If time >= 2016-03-07 by EOD &
last or ask >= 88.09 - 88.45

ABC
Average buy price - $88.105

BUY SGEN (Seattle Genetics)
If time >= 2016-03-07 by EOD &
last or ask >= 32.70

Condition not met.

Commodities
XAUUSD (gold) down 0.36% 1,256
XAGUSD (silver) up 0.06% 15.353

Indices
INDU (Dow Jones) 16,997
COMP (NASDAQ) 4,659
OMXS30 (Stockholm) 1,397 closed up
CAC40 (France) 4,425.65 closed up

 

[hhiusa]

INTC
Average buy price - $30.8233

INTC
(31.1322/30.8233) = 1.01. 1% gain. $278.01 gain.

GPOR
Average buy price - $26.2967

GPOR
(26.56/26.2967) = 1.01. 1% gain. $315.96

ABC
Average buy price - $88.105

Commodities
XAUUSD (gold) up 1.32% 1,269
XAGUSD (silver) up 1.72% 15.5632

Conditionals for 2016-03-10
BUY SGEN
If time >= 2016-03-10 by EOD &
last >= 32.55

BUY NKTR
If time >= 2016-03-10 by EOD &
last >= 11.72

 

[hhiusa]

ABC
Average buy price - $88.105

ABC

ABC
Average buy price - $87.39
(88.82/87.39) = 1.0163. 1.63% gain. $572.

Conditionals for 2016-03-10
BUY SGEN
If time >= 2016-03-10 by EOD &
last >= 32.55

Condition not met.

BUY NKTR
If time >= 2016-03-10 by EOD &
last >= 11.72

NKTR
(12.2733/12.04) = 1.0193. 1.93% gain. $349.95.

OMXS30 (OMX Index Sweden) up 2.45% 1,418.95
CAC40 (CAC 40) up 3.27% 4,492.79

Commodities
XAUUSD (gold) down 1.04% 1,258
XAGUSD (silver) down 0.08% 15.598

Australasia

DJIA at a glance

 

[hhiusa]

Conditionals for 2016-03-14
BUY SGEN
If time >= 2016-03-14 by EOD &
last >= 33.55

BUY HALO
If time >= 2016-03-14 by EOD &
last >= 9.10 - 9.25
It is a discretionary buy. I may not end up buying it.

BUY SUNE
If time >= 2016-03-14 by EOD &
last >= 9.10 - 9.25

Options
I should start by saying that I have never traded options before.

SUNE
$1.50+0.76 = $2.26. Even though the contract is in the money, I need it to go up to $2.26 to make money.
δ = 0.9258 - This is good for me because it means it will move almost in complete tandem with the underlying instrument.
IV = 327.245%
θ = -0.0106
γ = 0.2536
Premium = $226.00

HALO
$8.00+1.60 = $9.60
δ = 0.9698 - This is good for me because it means it will move almost in complete tandem with the underlying instrument. There was another option with a delta of 1.000 but the premium was more expensive.
IV = 109.740%
θ = -0.0067
γ = 0.0887
Premium = $160.00

Indices
US

Sweden
OMXS30 up 0.52% 1,425.72

Germany
DAX30 up 1.62% 9,990.26

France
CAC40 up 0.31% 4,506.59

Commodities

 

[hhiusa]

Conditionals for 2016-03-14
BUY SGEN
If time >= 2016-03-14 by EOD &
last >= 33.55

BUY HALO
If time >= 2016-03-14 by EOD &
last >= 9.10 - 9.25
It is a discretionary buy. I may not end up buying it.

BUY SUNE
If time >= 2016-03-14 by EOD &
last >= 9.10 - 9.25

Condition not met.

Options

SUNE
$1.50+0.76 = $2.26. Even though the contract is in the money, I need it to go up to $2.26 to make money.
δ = 0.9258 - This is good for me because it means it will move almost in complete tandem with the underlying instrument.
IV = 327.245%
θ = -0.0106
γ = 0.2536
Premium = $226.00

HALO
$8.00+1.60 = $9.60
δ = 0.9698 - This is good for me because it means it will move almost in complete tandem with the underlying instrument. There was another option with a delta of 1.000 but the premium was more expensive.
IV = 109.740%
θ = -0.0067
γ = 0.0887
Premium = $160.00

SCSS (Select Comfort Corp.)
$18.00+1.70 = $19.70
δ = 0.7570 - This delta is not the best. Time decay has decreased the value of the premium coupled with the fact the that the second order greek gamma has sky rocketed.
IV = 55.635%
θ = -0.0493
γ = 0.3317 - The gamma has increased; thus, incresasing the rate at which the delta will decrease. As that happens, my premium will be less responsive to uptrends in the underlying and more sensitive to downtrends in the underlying.
Premium = $170.00

AIG (American International Group)
(1.23/1.13) = 1.088. 8.8% gain. (1.23-1.13)*100 = $10.00 - commissions = $7.33
It is not much but the return is excellent.

JO (Bloomberg Coffee Subindex iPath ETN 38-A)
$8.00+1.60 = $9.60
δ = 0.9948 - This is good for me because it means it will move almost in complete tandem with the underlying instrument.
IV = 101.7% - I calculated this value since it is currently unavailable. S = $19.33, K = $18.00, r = 0.03, T - t (maturity) = 3 days, div yield = 0, market price = $1.55
θ = -0.0017
γ = 0.0274
Premium = $155.00
The exchange actually paid me $0.04 to place my trade with them because it was through BOX. :clap:

NKTR (Nektar Therapeutics)
$10.00+3.00 = $13.00
δ = 0.9516 - This is good for me because it means it will move almost in complete tandem with the underlying instrument.
IV = 43.38%
θ = -0.0033
γ = 0.0495 - The gammar is relatively small, which means that the rate of change in the delta is small.
Premium = $300.00

Indices
US

Sweden
OMXS30 down 1.41% 1,404.12

Germany
DAX30 down 0.56% 9,933.85

France
CAC40 down 0.75% 4,472.63

Commodities

.

 

[hhiusa]

Equities
SWN (Southwestern Energy Company)

HIBB (Hibbett Sports)

OLED (Universal Display Corporation)

FTK (Flotek Industries)

BTU (Peabody Energy Corporation)

Options
SWN1516C5

HIBB1516C30

OLED1516C46

SCSS (Select Comfort Corp.)
$18.00+1.70 = $19.70
δ = 0.7570 - This delta is not the best. Time decay has decreased the value of the premium coupled with the fact the that the second order greek gamma has sky rocketed.
IV = 55.635%
θ = -0.0493
γ = 0.3317 - The gamma has increased; thus, incresasing the rate at which the delta will decrease. As that happens, my premium will be less responsive to uptrends in the underlying and more sensitive to downtrends in the underlying.
Premium = $170.00

​

SCSS1816C18 will expire worthless tomorrow.
loss = $232.00

SUNE1816C1.5
$1.50+0.76 = $2.26. Even though the contract is in the money, I need it to go up to $2.26 to make money.
δ = 0.9258 - This is good for me because it means it will move almost in complete tandem with the underlying instrument.
IV = 327.245%
θ = -0.0106
γ = 0.2536
Premium = $226.00+62.00 = $288.00

Average buy price = (0.76*3 + 0.62)/4 = $0.725
(0.55-0.725)*400 = -70.00. Loss = $70.00.

JO (Bloomberg Coffee Subindex iPath ETN 38-A)
$8.00+1.60 = $9.60
δ = 0.9948 - This is good for me because it means it will move almost in complete tandem with the underlying instrument.
IV = 101.7% - I calculated this value since it is currently unavailable. S = $19.33, K = $18.00, r = 0.03, T - t (maturity) = 3 days, div yield = 0, market price = $1.55
θ = -0.0017
γ = 0.0274
Premium = $155.00
The exchange actually paid me $0.04 to place my trade with them because it was through BOX. :clap:

(1.65-1.55)*100 = $10. 6.4% gain.

HALO
$8.00+1.60 = $9.60
δ = 0.9698 - This is good for me because it means it will move almost in complete tandem with the underlying instrument. There was another option with a delta of 1.000 but the premium was more expensive.
IV = 109.740%
θ = -0.0067
γ = 0.0887
Premium = $160.00 + 90.00 = $250.00

(1.60+2*0.90)/3 = $1.1333 average price
$8.00 + 1.1333 = $9.1333
Average buy price - $9.1333
I usually buy deep in the money options so that I will have the option to exercise the contract if need be.

NKTR (Nektar Therapeutics)
$10.00+3.00 = $13.00
δ = 0.9516 - This is good for me because it means it will move almost in complete tandem with the underlying instrument.
IV = 43.38%
θ = -0.0033
γ = 0.0495 - The gammar is relatively small, which means that the rate of change in the delta is small.
Premium = $300.00

(1.95-3.00)*1,000 = -1,050. Loss = $1,050.

Indices
US
DJIA up 0.89% 17,480.10
NASDAQ up 0.23% 4,775.02
NBI (NASDAQ Biotech Index) down 1.2% 2,584.30
INSR (NASDAQ Insurance Index) up 1.63% 7,335.29

Canada
S&P TSX up 1.06% 13,621.30

Sweden
OMXS30 down 0.60% 1,384.79

Germany
DAX30 down 0.91% 9,892.20

Switzerland
SMI down 0.69% 7,861.69

Austria
ATX down 0.11% 2,297.15

France
CAC40 down 0.45% 4,442.89

 

[hhiusa]

Equities
BUY SGEN
If time >= 2016-03-21 by EOD &
last >= 34.21

BUY CVC
If time >= 2016-03-21 by EOD &
last >= 32.80

BUY AMKR
If time >= 2016-03-21 by EOD &
last >= 5.73

BUY WSM
If time >= 2016-03-21 by EOD &
last >= 57.72

BUY RCL
If time >= 2016-03-21 by EOD &
last >= 78.26

BUY NKTR
If time >= 2016-03-21 by EOD &
last >= 12.65 - 12.75

BUY CAM
If time >= 2016-03-21 by EOD &
last >= 66.43

BUY IPG
If time >= 2016-03-21 by EOD &
last >= 21.88

BUY SAH
If time >= 2016-03-21 by EOD &
last >= 19.12

SGEN (Seattle Genetics)

(34.7317-33.92)*1,000 = $811.70.

SWN (Southwestern Energy Company)

The trades is still open.

HALO (Halozyme)

(1.60+2*0.90)/3 = $1.1333 average price
$8.00 + 1.1333 = $9.1333
Average buy price - $9.1333
I usually buy deep in the money options so that I will have the option to exercise the contract if need be.

Average buy price
(500*9.32) + (300*8.00) + 90.00 + 160.00 = $7,310/800 = $9.1375
(9.20-9.1375)*1,000 = $62.50

HIBB (Hibbett Sports)

(36.36-36.00)*300 = $108.00.

OLED (Universal Display Corporation)

The trades is still open.

FTK (Flotek Industries)

The trade is still open.

BTU (Peabody Energy Corporation)

(2.43-2.40)*1,000 = $30.00

Options

SWN1516C5

The position is still open.

HIBB1516C30

The position is still open.

OLED1516C46

The position is still open.


Indices
US
DJIA up 0.21% 17,638.70
NASDAQ up 0.35% 4,812.44
NBI (NASDAQ Biotech Index) up 2.11% 2,685.75
INSR (NASDAQ Insurance Index) up 0.04% 7,295.52

It certainly looks as if all the Eurozone indices are down.

Canada
S&P TSX up 0.37% 13,547.20

Sweden
OMXS30 down 0.99% 1,377.60

Germany
DAX30 down 0.02% 9,948.64

Switzerland
SMI down 0.46% 7,849.57

Austria
ATX down 0.78% 2,298.77

France
CAC40 down 0.78% 4,427.80

 

[hhiusa]

Equities

BUY WSM
If time >= 2016-03-21 by EOD &
last >= 57.72

Condition not met. WSM did not reach 57.72 by EOD.

BUY NKTR
If time >= 2016-03-21 by EOD &
last >= 12.65 - 12.75

Condition not met. NKTR did not reach 12.65 by EOD.

BUY AMKR
If time >= 2016-03-21 by EOD &
last >= 5.73

Condition not met. AMKR did not reach 5.73 by EOD.

BUY IPG
If time >= 2016-03-21 by EOD &
last >= 21.88

Condition not met. IPG did not reach 21.88 by EOD.

BUY SAH
If time >= 2016-03-21 by EOD &
last >= 19.12

Condition not met. SAH did not reach 19.12 by EOD.

Closed Positions

SWN (Southwestern Energy Company)

(8.15-8.07)*1,500 = $120.00

BUY SGEN
If time >= 2016-03-21 by EOD &
last >= 34.21

(35.91-34.49)*300 = $426.00.
(35.91/34.49) = 1.0411. 4.11% gain.

Open Positions

Previous Open Positions​

OLED (Universal Display Corporation)

FTK (Flotek Industries)

New Open Positions​

BUY CVC
If time >= 2016-03-21 by EOD &
last >= 32.80

BUY RCL
If time >= 2016-03-21 by EOD &
last >= 78.26

BUY CAM
If time >= 2016-03-21 by EOD &
last >= 66.43

Options

Previous Open Positions​

SWN1615C5

HIBB1615C30

OLED1615C46

Indices
US
DJIA up 0.10% 17,640.80
NASDAQ up 0.49% 4,832.01
NBI (NASDAQ Biotech Index) up 0.22% 2,701.22
INSR (NASDAQ Insurance Index) up 0.66% 7,328.67

I see the DJIA rising to its previous high around 18,100 in the near future.

Canada
S&P TSX 13,536.86

Sweden
OMXS30 1,871.70

Germany
DAX30 9,990.00

Switzerland
SMI 7,853.07

Austria
ATX 2,292.29

France
CAC40 4,431.97

I hope the EURUSD and GBPUSD continues to drop. Even though I am not short in those positions, it will benefit me greatly. Perhaps the Brexit crisis will give me my wish. After that, the GBPUSD will rise from the ashes of the broken EU system that has enslaved its sovereignty for so long.