FLO TRADES METHOD

A simple Swing-Trading strategy

Ideas on this page are adapted from Larry Williams , a very successful speculator (he also developed the Williams%R indicator). Some of his work revolved around the idea of the seasonality of markets. His statistical analysis suggested that certain times of the month presented more favorable entries than other times. He applied his work using the commodities markets. 

This page documents the results of my adaptations of Mr.  Williams' strategies. Since late 2015, following these two rules have shown a success rate approaching 75%. 

1...BUY the First and last Mondays of every month. 
Take 10% of the previous session's range and add that to the open price for the entry 
2...BUY the Friday before OEX at the close..............

This is a purely mechanical approach for the timing of long
entries in the ES e-mini futures. It does not
 consider fundamental factors, news or events. I am tracking its results using the rules stated above. 
The FLO system is based on my interpretation of Mr. William's analysis of market seasonality.
 I've done no 'back-testing' of results, no position draw-down studies or profit taking rules development. 
The markets have been up trending the entire period that I've been recording FLO Trades (from 2015).
 Whether my “FLO Trade” results will continue to be as stellar as they appear to have been 
  during the current bull market  is yet to be seen when the next bear market occurs.
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Thx to surfcat on the iHub New Clearstation board for bringing Larry's methods to my attention...
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06/26/2017 June -- Last Monday of the month

06/09/2017 June -- Friday before OEX
(6/16/17)...I forgot to post this last week. 
Substantial draw-down if held through the long negative tails
but closing in the green this week. No fills for the previous 2 FLO trades...

06/05/2017 June -- 1st Monday of the month

06/1/2017 June - Update on last Monday of May trade
...just a 'coulda' 


05/29/2017 May -- Last Monday of the month
Due to Memorial Day the markets close early so no entry will be recorded. If an entry was initiated
 at the session open on Sunday a fill would have occurred @2415, none at the MMO


05/19/2017 May -Update
There was profit potential after the OEX entry was initiated but this week's 
market movement certainly would have taken any existing positions out.

05/12/2017 May -- Friday before OEX

05/05/2017 Update  - 1st Monday of the month entry
Sunday nite entry vs the MMO...


05/01/2017 May --  1st Monday of the month
Sunday nite entry vs. MMO entry...


No immediate entry at Sunday night's open. Adding 10% of Friday's range
 puts the entry level at 2383.

04/25/2017 - Update on April's EOM FLO trade
Sunday' night's entry performed better than Monday's MMO which closed red...
Both entries are in well the black thru a good part of Tuesday's session.
04/24/2017 April -- Last Monday of the month
Interesting set of happenstances with France's election Sunday resulting in breakout gaps...
Monday's Session, a fill using Sunday's 6 PM open was @2366
The Major Market Session's fill occurred ~ 2:30 PM @2373 
A rare gap up -Nasdaq leading the breakouts



04/14/2017 April -- Friday before OEX
Due to Good Friday the markets were closed so no entry was recorded.

04/04/2017 --  1st Monday of the month
If using Monday's session open, an entry at 6 PM Sunday @2358 occurred. 
If using the major market opening time at 9:30 AM Monday, the 10% rule would have kept you out...

03/29/2017
Update on March's EOM FLO trade
So - can you make money with FLO trades, trading just 3 times a month?

03/27/2017 March -- Last Monday of the month
Prices dropped in the overnight allowing for a good fill at the MMO...Up for the session.

03/10/2017 March -- Friday before OEX



03/06/2017 March --  1st Monday of the month
The last Monday of February trade caught last week's nice up-thrust.
When the market is bullish there is no need for an entry technique.
Seeing some similarities in price action of the past 2 months' FLO trades

IE - consolidation following the entry leading to out-sized gains...(one more time?)


02/30/2017 February -- Last Monday of the month
 Not a lot of difference between an entry at the session open or the MMO open

Didn't take long...


02/10/2017 February -- Friday before OEX


02/06/2017 February -- 1st Monday of the month
The 1st Monday trade has been a huge winner for the previous 4 months...
Looks like even with the strong up-trend since the election the last Monday trade has
been the hardest entry to hold through the dips.


01/30/2017 January -- Last Monday of the month
Sunday night session open



01/13/2017 January -- Friday before OEX


01/03/2017 January -- 1st Monday of the month
Markets were closed Monday so these charts show Tuesday's entry...
An excellent entry to start off the new year -- up $1550 per contract as of 01/08/2017 



Continued -- previous months and years (link) are contained on this page...