Daily Futures Divergence Sample Report


This Group has four daily reports and four monthly reports:

1. An All Orders report (daily) showing the trading signals for all futures markets, arranged by sector.

2 Three daily sample Portfolio Order reports, one for each of the three sample portfolios, $100K, $500K, and $1 million.

3. Three Portfolio NAVs reports, one for each of the three portfolios, showing a history of performance and a summary table.

4. One Table of Cumulative Profits/Losses by market.

Divergence Futures All Orders Report (Daily)

The piece of the report below shows the bond sector, with various new orders to the right. Because many of these markets are international, they may not all be open each day; therefore, the Last Data column shows the date of the last closing price. The 3-year I-Ratio (information ratio) gives you a guideline for assessing which of these markets have had the best recent performance. Execution is expected to be on the next open for U.S. and Asian markets, and on the next close for European markets.

30-Year Treasury bonds show a new order to sell 55 contracts in the $500K account. That would change the position from long 29.52 contracts to short 25.64. There is a new entry to buy 68 contracts of 5-year Notes. Because of the recent low volatility of interest rates, these positions tend to be bigger than those of equities and energy. All positions are expected to have approximately equal risk. This makes it easier to create your own portfolio. When trading a different portfolio investment,  be sure to keep all position sizes in the same proportion.

G5 Divergence Futurss Orders All

Divergence Program for Futures, Fixed Portfolio of $500K (Daily)

In the Portfolio Order sheet below, there are 25 candidate markets traded in a combination of interest rates, currencies, equity index, and energy markets. There are 2 markets with open positions of which CGB is to be exited on the next day and FLG was exited on the current day. Position sizes are scaled to try to maintain a target volatility of 14%; however, when there are few positions, that target is reduced because of lack of diversification. All profits and losses are shown in U.S. dollars and the conversion for non-U.S. markets uses the interbank price shown in the "FX" column.

New Divergence Futures Orders

Portfolio Performance (Updated Monthly)

We track the performance of each of the three sample portfolios and update the files monthly. Each file has a history of NAVs from inception, plus a summary table of performance statistics. The table contains the annualized returns, annualized risk, and the information ratio for various time periods. A small piece of the table, showing recent numbers, can be seen below.

G5 Divergence Futures Portfolio NAVs 500K

Table of Cumulative Profits/Losses by Market (Updated Monthly)

A record of cumulative daily profits/losses are provided to help you analyze and evaluate the individual market performance. They are needed if you plan to select individual futures markets for your own portfolio. The name of the market along the top (in sector order to allow combining similar markets), the date on the left, and the cumulative PL in the cells. By looking at the last row you can see the final performance of each market. The following Table is a small piece of most recent results. When creating your own portfolio, it is best to combine  daily profits and losses before converting to returns using your investment size.


Each of the Order reports has the following Disclaimers:


Become a Paid  Subscriber and  receive trading signals from KaufmanSignals.com every morning before the opening bell.

SubscribeProgramPublishedTrial RateMonthly Rate


SubscribeDaily Equity TREND (DE1)Daily$49.$99.
Daily Equity DIVERGENCE (DE2)Daily$49.$99.
SubscribeDaily Equity TIMING (DE3)Daily$49.$99.
All Daily Equity (DE1-DE2-DE3)Daily$125.$245.


Daily Futures TREND (DF1) Daily$49.$99.
Daily Futures DIVERGENCE (DF2) Daily$49.$99.
All Daily Futures (DF1-DF2) Daily$90.$175.


Equity & Futures

All 5 Daily Programs
(DE1-DE2-DE3) & (DF1-DF2)


Weekly Equity TREND (WE1)Weekly$35.$59.
SubscribeWeekly Futures TREND (WF1)Weekly$35.$59.

Discover How the Programs Work... with a free membership to KaufmanSignals

Become a MemberProgramPublishedTrial RateMonthly Rate
Signup HereMonthly NAV DownloadsMonthlynoneFree

© copyright 2015 www.KaufmanSignals.com Terms & Conditions Disclaimer Privacy StatementSite CreditsLogin