Total Return Strategy
Long and Short Positions taken on Futures Markets, usually front month.
Positions are taken immediately upon BUY and SELL signals, given on the Charles Nenner Research Center Newsletter Updates
Monthly Performance November 2023
C.Nenner | Market | CN YTD | |
Nasdaq | 10.59%* | 10.32% | 86.50%* |
Gold | 3.44%* | 3.15% | 42.54%* |
Crude | 8.05% | -6.25% | 91.91% |
NatGas | 17.91% | -21.62% | 209.76% |
BTCUSD | 18.57%* | 8.82% | 167.21%* |
Nasdaq
Nasdaq –Our short position was closed on the last day of October, and we carry an open long position from then, which is currently showing a partial return of some 10.49%. The Nasdaq Futures returned 10.32% in November, and if we add our closed plus open positions we will come to 10.59% partial monthly return, very much in line with the market in the month. Our year-to-date return for the Nasdaq futures is partially at 86.50%.
NASDAQ Record of Positions in November
DATE | DIRECTION | ENTRY | EXIT | P/L | P/L% |
Oct-26 | SHORT | 14425 | |||
Oct-13 | CLOSE | 14410 | 15 | 0.10% | |
Oct-31 | LONG | 14410 | OPEN | ||
Dec-05 | Current Price | 15922 | 10.49% | ||
Partial P/L November | 10.59% |
Gold
Gold – We closed our long position at the end of October, deciding to stay aside from the short side, until we found another buy signal in mid-November. The long position was closed partially on November 21, with a 1.26% return, and we are carrying half of the position open, with a partial return of 3.44% against a 3.15% monthly return for the Gold Futures. Year-to-date, 0ur strategy is showing a partial positive return of 42.54%
GOLD Record of Positions in November
DATE | DIRECTION | ENTRY | EXIT | P/L | P/L % |
Nov-14 | LONG | 1951 | OPEN 1/2 | ||
Nov-21 | CLOSE 1/2 | 2000 | 49 | 1.26% | |
Dec-05 | Current Price | 2036 | 2.18% | ||
Partial P/L November | 3.44% |
Crude
Crude – We closed our long position just before the end of October, and opened a new short position when the significant level of 84 was breached again. This short position was closed on 2 price targets, yielding a 7.37% return, when a long position was opened and closed after a week with a small loss of 0.66%. We decided to stand aside due to divergence of cycles and not take the short side . We finish November with a 8.05% return against a -6.25% return on Crude Futures. Year-to-date our strategy is returning 91.91%.
CRUDE Record of Positions in November
DATE | DIRECTION | ENTRY | EXIT | P/L | P/L% |
Oct-24 | SHORT | 86.15 | |||
Oct-30 | CLOSE | 85 | 1.15 | 1.33% | |
Oct-31 | SHORT | 82.59 | |||
Nov-07 | CLOSE 1/2 | 78.50 | 4.09 | 2.48% | |
Nov-16 | CLOSE 2/2 | 74.50 | 8.09 | 4.90% | |
FINAL P/L | 7.37% | ||||
Nov-20 | LONG | 75.80 | |||
Nov-27 | CLOSE | 75.30 | -0.5 | -0.66% | |
Oct-16 | LONG | 87.72 | |||
Oct-24 | CLOSE | 86.15 | -1.57 | -1.79% | |
Oct-24 | SHORT | 86.15 | P/L November | 8.05% |
Natural Gas
Natural Gas – We had another very good return for Natural Gas in November, finishing the month on a 17.91% profit against a negative monthly move of 21.62% on the market. Year-to-date , our strategy has a positive return for the year of 209.76%.
NAT GAS - Record of Positions in November
DATE | DIRECTION | ENTRY | EXIT | P/L | P/L% |
Oct-24 | LONG | 2.95 | |||
Oct-31 | CLOSE | 3.33 | 0.38 | 12.88% | |
Oct-31 | SHORT | 3.33 | |||
Nov-14 | CLOSE | 3.23 | 0.10 | 3.0% | |
Nov-20 | SHORT | 2.96 | |||
Nov-24 | CLOSE | 2.90 | 0.06 | 2.03% | |
Nov-29 | SHORT | OPEN | |||
P/L November | 17.91% |
Bitcoin
Bitcoin BTC/USD –Our buy signal from mid-October is still on, and we have half of the position from then adding another 18.57% in November, yielding a partial return of 65.71% on the total position. Bitcoin has gone up 8.82% in November. Year-to-date, our partial performance is of 167.21%.
BITCOIN - Record of Positions in November
DATE | DIRECTION | ENTRY | EXIT | P/L | P/L % |
Oct-16 | LONG | 27926 | OPEN 1/2 | ||
Oct-24 | CLOSE 1/2 | 34214 | 6288 | 22.52% | |
Dec-04 | Current Price | 39988 | 12062 | 43.19% | |
Partial P/L November | 65.71% |
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