Traders' A.I.

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Results of Published Model Trades for MON 07/08     

Find below the detailed outcome tracking of our models’ trading plans for the day, as well as the results for the last month. 

(please click here to view the Outlook and Trading Plans published in the morning, that these results refer to)

THE GIST:

Medium-Frequency Models: An unusually excessive number of trades – twenty four of them – were triggered by these models today, all around the 2975 pivot point indicated, and lead to a gross break-even. An open long – opened at 2975 – is being carried into the next session, with a 10-point trailing stop anchored at the 2968.50 level as the end of the regular session.   

Aggressive, Intraday Models: No trades triggered today (unusual when contrasted with the excessive choppy trading by the medium-frequency models).

NOTE: The index by itself is NOT tradable. The model plans here based on the  S&P index level can be used to trade any instrument that tracks the index – the futures on the index (ES, ES-mini), the options on the futures (ES options), the SPX options, the ETF SPY are just a few examples of the instruments one can adapt these plans to. 

These plans and results are hypothetical and NOT an investment advice to buy or sell any specific securities but are intended to aid – as informational, educational, and research tools – in arriving at your own investment/trading decisions. Please read the full disclosures at the bottom of this article for additional notes and disclaimers..   

Medium-Frequency Models – Trading Plan Outcomes/Results:

Our medium-frequency models put on a rare show today in that they engaged in excessive number of trades in a choppy manner. This stands out even more when we note the fact that our aggressive, intraday models generated zero trades today! This could be indicative of potential imminent changes in the market regime, but it is too soon to tell.

The index crossed below and above the 2975 level four times in the first five minutes of the session, leading to two short trades and two long trades with a hypothetical, gross break-even on each trade. The models were short(#3) at 2975 around 9:35am, the fifth trade in the first few minutes.

The short was closed around 10:05am when the index crossed above 2975, triggering a long(#3). The long was closed around 10:30am when the index crossed below 2975, triggering a short(#4). 

The short was closed around 10:40am when the index crossed above the 2975, triggering a long(#4). This long was closed around 10:50am when the index crossed below the 2975 level for a fifth time, triggering a short(#5). 

Almost on being a 10-minute sine wave, the index crossed above the 2975 level around 11:00am, closing the short and triggering a long(#5) yet again. This long was closed around 11:25am when the index crossed below the 2975 level, triggering the sixth short(#6) trade of the session!

In the next few minutes, the index crossed above and below the 2975 level, triggering another long(#6), closing it within a minute and opening another short(#7) around 11:30am. 

The short was closed around 11:55am when the index crossed above the 2975 level, triggering a long(#7) only to be closed within the next minute and triggering a short(#8). 

The short was closed around 1:35pm when the index broke above the 2975 level, triggering another long(#8) of the day. This long was closed in the next couple of minutes when the index crossed below the 2975 level again, triggering a short(#9).

This short survived until about 2:50pm, when it was closed with the index crossing the 2975 level yet again, and a long(#9) was opened. This long was closed within a couple of minutes as the index crossed below the 2975 level again, triggering a short(#10).

The short was closed around 3:10pm when the index crossed above the 2975 level again and triggered a long(#10). In the following fifteen minutes, the index continued to whipsaw around the 2975 level opening and closing two more longs and two more shorts by 3:25pm, with shorts(#11, and #12) getting opened and closed, as well as long(#11 getting opened and closed, and #12 opened). 

The long(#12) survived till the end of the session, and is being carried into the next session, with the 10-point trailing stop anchored at 2968.50 as of the end of the session. 

Thus, in an unusual day of trading, the medium-frequency models opened and closed a total of 23 trades with a gross result of a break-even, and carried the 24th trade as an open long into the next session.  

Note: For the trades to trigger, the breaks should occur during the regular session hours starting at 9:30am ET. By design, these models do NOT open any new positions after 3:45pm. Only one open position at any given time.

Aggressive Intraday Models – Trading Plan Outcomes/Results:

The index tightly hugged and whipsawed around one of the two pivot points indicated by the medium-frequency models, and did not even approach the area of the aggressive intraday models’ trading levels.

Reinforcing the uniqueness of today’s trading (from our models’ perspective) where our medium-frequency models engaged in excessive number of trades in choppy trading, our aggressive intraday models generated zero trades! This could be indicative of potential imminent change in the market regime, but it is too soon to tell.   

Note: For the trades to trigger, the breaks should occur during regular session hours starting at 9:30am ET. Due to the intraday nature of these aggressive models, they indicate closing any open trades at 3:55pm and remaining flat into the session close. No opening of new positions after 3:45pm. Only one open position at any given time.

IMPORTANT RISK DISCLOSURES AND NOTICES – READ CAREFULLY: