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 October 2023
C. Nenner | Market | CN YTD | |
Nasdaq | 2.95% | -2.53% | 75.91% |
Gold | 13.22% | 6.87% | 39.10% |
Crude | 4.59% | -10.76% | 83.86% |
NatGas | 20.00% | 19.82% | 129.85% |
BTCUSD | 27.82% | 28.54% | 148.64% |
Nasdaq
Our short position carried from September was closed early in the month with a 0.95% profit. We decided not to take the short-term buy signals given along October, since there was a divergence of cycles - the short-term had turned up, while the long-term cycle continued down. We finish the period with an open short position, and a positive return of 2.95%, against a negative return for the Nasdaq of -2.53%. Our year-to-date return for the Nasdaq futures is at 75.91%.
NASDAQ Record of Positions in October
DATE | DIRECTION | ENTRY | EXIT | P/L | P/L% |
Sep-21 | SHORT | 15113 | |||
Oct-02 | CLOSE | 14989 | 144 | 0.95% | |
Oct-20 | SHORT | 15045 | |||
Oct-24 | CLOSE | 14744 | 301 | 2.0% | |
Oct-26 | SHORT | 14425 | OPEN | ||
P/L October | 2.95% |
Gold
Gold found a cycle low early in the month that led us to close a short position and take the opposite direction that lasted for the whole period. We decided to take profits and wait for another more decisive signal. October brought as a return of 13.22%, against 6.87% for Gold. Our strategy is yielding a positive 39.10% return year-to-date.
GOLD Record of Positions in October
DATE | DIRECTION | ENTRY | EXIT | P/L | P/L 5 |
Sep-22 | SHORT | 1939 | |||
Oct-05 | CLOSE | 1830 | 109 | 5.62% | |
Oct-09 | LONG | 1861 | |||
Oct-20 | CLOSE 1/2 | 2000 | 139 | 7.47% | |
Oct-30 | CLOSE 2/2 | 2005 | 144 | 7.74% | |
FINAL P/L | 7.60% | ||||
P/L October | 13.22% |
Crude
..Our long position from September was closed with a 12.21% profit. Along the month, we took several short-term signals with the diverging cycles, and finish October with an open short position and a return of 4.59%, against a -10.76% performance on Crude. Year-to-date our strategy is returning 83.86%.
CRUDE Record of Positions in October
DATE | DIRECTION | ENTRY | EXIT | P/L | P/L% |
Aug-28 | LONG | 79.69 | |||
Oct-04 | CLOSE | 89.42 | 9.73 | 12.21% | |
Oct-04 | SHORT | 89.42 | |||
Oct-10 | CLOSE | 86.43 | 2.99 | 3.34% | |
Oct-10 | LONG | 86.43 | |||
Oct-12 | CLOSE | 83.20 | -3.23 | -3.74% | |
Oct-12 | SHORT | 83.20 | |||
Oct-16 | CLOSE | 87.72 | -4.52 | -5.43% | |
Oct-16 | LONG | 87.72 | |||
Oct-24 | CLOSE | 86.15 | -1.57 | -1.79% | |
Oct-24 | SHORT | 86.15 | OPEN | ||
P/L October | 4.59% |
Natural Gas
We had two very profitable positions in October, and finish the month with an open long position. Our return was of 20%, in tandem with a 19.82% performance for Natural Gas. Our strategy has a positive return for the year of 129.85%.
NAT GAS - Record of Positions in October
DATE | DIRECTION | ENTRY | EXIT | P/L | P/L% |
Oct-05 | LONG | 3 | |||
OCT-12 | CLOSE | 3.29 | 0.29 | 9.67% | |
Oct-12 | SHORT | 3.29 | |||
Oct-24 | CLOSE | 2.95 | 0.34 | 10.33% | |
Oct-24 | LONG | 2.95 | OPEN | ||
P/L October | 20.00% |
Bitcoin
Cycles were very divergent and the trading range long lasting, however we took the buy signal in mid-October, which we still hold with half of the position. We have a partial P/L of 27.82% for the month, in tandem with a 28.54% performance on Bitcoin. Our partial year-to-date return is 148.64%
BITCOIN - Record of Positions in October
DATE | DIRECTION | ENTRY | EXIT | P/L | P/L% |
Sep-28 | LONG | 26361 | |||
Oct-02 | CLOSE 1/2 | 28000 | 1639 | 6.22% | |
Oct-10 | CLOSE 2/2 | 27598 | 1237 | 4:69% | |
FINAL P/L | 5.45% | ||||
Oct-10 | SHORT | 27598 | |||
Oct-16 | CLOSE | 27926 | -328 | -1.19% | |
Oct-16 | LONG | 27926 | OPEN | ||
Oct-25 | CLOSE 1/2 | 34214 | 6288 | 22.52% | |
Nov-01 | Current Price | 34800 | 6874 | 24.62% | |
PARTIAL P/L | 23.56 | ||||
PARTIAL P/L Oct | 27.82% |
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