Sharpshorts Day Trading : FLO TRADES METHOD 2017

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, applied to the e-mini futures.

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, used for timing long entries
in the ES e-mini futures as a proxy for the S&P 500.
As of October 2017 I also started tracking the YM (DOW 30) and the NQ (Nasdaq 100).
This approach does not consider fundamental factors, news or events.
I am tracking its results using the two 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 (beginning in 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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Christmas Day
Not following the Last Monday of December FLO trade

12/15/2017 update for Friday B4 OEX after 5 sessions

12/08/2017 Dec -- Friday before OEX

(Forgot to post the charts last Friday)
All are up nicely as of Tuesday 12/12/17 with minimal draw-down

12/04/2017 -- 1st Monday of December
Sunday night's session open provide the lower entry prices

11/27/2017 -- Last Monday of November
Entry -- not much difference between session open or MMO values...

11/17/2017 update for Friday B4 OEX after 5 sessions
Again - Big draw downs would have made it difficult to hold through the week.

11/10/2017 Nov -- Friday before OEX

11/10/2017 update for 1st Monday of November after 5 sessions
Big draw downs would have made it difficult to hold through Thursday's sell off.

11/06/2017 Nov -- 1st Monday of the month
Using the Major Market Open as the entry prices...
Would likely have been stopped by the overnight dip IF you bought the Session Open.

11/05/2017 update for Last Monday of October after 5 sessions
All with gains since last Friday, again with quite different results...

10/30/2017 OCT - Last Monday of the month
Using the Major Market Open as the entry price...
IF you were using the Session Open price, the entires for the ES and NQ would not been filled
due to the"add 10% of previous range" rule.
The DJIA would have been filled but would also probably be stopped out before the Majors Opened

10/21/2017 -- Update for Oct's OEX trade after 5 sessions

All with gains since last Friday but quite different results...the YM soaring - never looked back.

The ES and NQ required holding through a lot of draw down.

10/13/2017 Oct -- Friday before OEX

Will now be tracking the YM and NQ along with the ES entries...

10/8/2017 -- Update for Oct's 1st Monday trade

10/01/2017 Oct -- 1st Monday of the month

Here's Sunday night's entry @2520

09/25/2017 Sept - Last Monday of the month

Little difference between entry levels but quite a bit of draw-down to hold through...

09/24/2017 -- Sunday night entry for Monday's session...

9/18/2017 -- Update for Sept's Friday before OEX

Not too shabby a return considering that only $500 had to be initially available to place the order

($4500 maintenance Margin is required to hold over multiple sessions)

09/08/2017 Sept -- Friday before OEX

09/04/2017 Sept -- 1st Monday of the month

Shortened session due to the Labor Day holiday so no entry was recorded.

08/31/2017 -- Update for the Last Monday of Aug trade

Using Sunday's session open price would have presented

a test of your pain tolerance on Tuesday...

08/26/2017 Aug -- Last Monday of the month

No fill if using the MMO, 2442 entry at the session open last night.

08/14/2017 -- Update on the Friday before OEX entry

Nice return so far...over +$1100 on the trade (after just one session).

The ES trades in 1/4 point increments @$12.50 per tick. Thus, each point equals $50...

Since this gain amounts to 23 points (2463-2440) the total gain is $1150 (23 x $50)

08/11/2017 Aug -- Friday before OEX

08/07/2017 Aug-- 1st Monday of the month

I was 4-5 sessions late, posting this trade...

Personally I would not been able to hold through

the large

amount of draw down that followed the entry.

07/31/2017 July -- Last Monday of the month

07/14/2017 July -- Friday before OEX

07/03/2017 July -- 1st Monday of the month

Shortened session for the 4th of July holiday

06/26/2017 June -- Last Monday of the month

06/09/2017 June -- Friday before OEX

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 - Update on the 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 - Update for the Friday before OEX entry

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...Quite a lot of draw-down on either entry

but a nice gain if it was held

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 for the MMO at 2387.

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...