| The Macro Ops Portfolio | nt_header_1 | nt_header_2 | nt_header_3 | nt_header_4 | nt_header_5 | nt_header_6 | nt_header_7 | nt_header_8 | nt_header_9 | nt_header_10 | nt_header_11 | nt_header_12 | nt_header_13 | nt_header_14 | nt_header_15 | Option 1 | nt_header_17 | nt_header_18 | nt_header_19 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PDF: https://tinyurl.com/mo-portfolio | |||||||||||||||||||
| 2024 YTD Return | 53.04% | ||||||||||||||||||
| Total Notional Exposure | 49.23% | ||||||||||||||||||
| Equity Exposure | 21.49% | ||||||||||||||||||
| Futures Exposure | 27.74% | ||||||||||||||||||
| Current Cash Value (%) | 77.26% | ||||||||||||||||||
| Total Capital At-Risk (%) | 6.33% | Total Return Since 2020 | 159.52% | ||||||||||||||||
| Total Drawdown Risk (%) | 16.79% | 4-YR CAGR | 26.92% | ||||||||||||||||
| Futures, Bonds & FX | Ticker | Contracts | Capital | Notional | Actual Risk | DD Risk | Cost Basis | Current Price | Current Stop-Loss | Initial Stop-Loss | Current P&L | R-Multiple (Curr.) | Total Notional | Total Risk | Total Drawdown Risk | ||||
| 27.74% | -1.26% | 7.87% | |||||||||||||||||
| Micro Gold Futures | MGCZ2024 | 4 | $114,757.50 | 3.35% | -0.52% | 0.21% | $2,093.40 | $2,675.00 | $2,507.00 | $2,046.80 | 27.78% | 12.48 | |||||||
| Micro Gold Futures (Second Leg) | MGCZ2024 | 2 | $50,758.13 | 1.48% | -0.16% | 0.09% | $2,224.00 | $2,675.00 | $2,507.00 | $2,171.00 | 20.28% | 8.51 | |||||||
| Micro Gold Futures (Third Leg) | MGCZ2024 | 5 | $141,240.00 | 4.12% | 0.10% | 0.26% | $2,573.30 | $2,675.00 | $2,507.00 | $2,507.40 | 3.95% | 1.54 | |||||||
| Micro Bitcoin Futures | MBTV2024 | 39 | $389,220.00 | 11.36% | -0.78% | 2.74% | $68,900.00 | $99,800.000 | $75,720 | $64,670 | 44.85% | 7.30 | |||||||
| Micro Bitcoin Futures (Second Leg) | MBTX2024 | 47 | $469,060.00 | 13.69% | 0.21% | 3.30% | $77,265.00 | $99,800.000 | $75,720 | $72,095 | 29.17% | 4.36 | |||||||
| E-mini Russell 2000 Futures | RTYZ2024 | 5 | $595,000.00 | 17.36% | 0.47% | 0.74% | $2,343.00 | $2,380.000 | $2,279 | $2,279 | 1.58% | 0.58 | |||||||
| Micro Crude Oil Futures | MCLF2024 | 46 | $322,506.00 | 9.41% | 0.49% | 0.53% | $69.80 | $70.110 | $66.15 | $66.15 | 0.44% | 0.08 | |||||||
| Yen Futures | 6JZ2024 | -14 | -$1,131,987.50 | -33.03% | -1.08% | 0.00% | $0.006860 | $0.0064685 | $0.006649 | $0.007 | -5.71% | 2.16 | |||||||
| Equities | Ticker | Shares | Capital | Notional | Actual Risk | DD Risk | Cost Basis | Current Price | Current Stop-Loss | Initial Stop-Loss | Current P&L | R-Multiple (Curr.) | Total Notional | Total Risk | Total Drawdown Risk | ||||
| Strategic | 21.49% | 6.07% | 7.66% | ||||||||||||||||
| Magna Mining | NICU.V | 154,013 | $159,649.81 | 4.66% | 0.71% | 1.26% | $0.91 | $1.04 | $0.76 | $0.76 | 13.36% | 0.77 | |||||||
| Block, Inc. | SQ | 1,967 | $182,374.78 | 5.32% | 0.72% | 1.36% | $81.56 | $92.70 | $69.00 | $69.00 | 13.66% | 0.89 | |||||||
| Intermap Technologies | IMP | 86,937 | $105,550.57 | 3.08% | 2.96% | 3.08% | $1.17 | $1.21 | $0.00 | $0.00 | 4.09% | 0.04 | |||||||
| Rheinmetall AG | RHM | 300 | $192,551.56 | 5.62% | 0.96% | 1.33% | $600.38 | $642.89 | $490.25 | $490.25 | 7.08% | 0.39 | |||||||
| Alphamin Resources | AFM.V | 112,920 | $96,208.14 | 2.81% | 0.71% | 0.62% | $0.88 | $0.85 | $0.66 | $0.66 | -3.01% | -0.12 | |||||||
| Tactical | Ticker | Shares | Capital | Notional | Actual Risk | DD Risk | Cost Basis | Current Price | Current Stop-Loss | Initial Stop-Loss | Current P&L | R-Multiple (Curr.) | Total Notional | Total Risk | Total Drawdown Risk | ||||
| Options | Ticker | Contracts | Capital | Notional | Actual Risk | DD Risk | Cost Basis | Current (Mid) Price | Current Stop-Loss | Initial Stop-Loss | Current P&L | R-Multiple (Curr.) | Total Notional | Total Risk | Total Drawdown Risk | ||||
| AG JAN 17 2025 | 17 Strike Call | AG | 111,636 | $13,396.36 | 0.39% | 0.36% | 0.39% | $0.11 | $0.12 | $0.00 | $0.00 | 9.09% | 0.09 | 1.25% | 1.52% | 1.25% | ||||
| AR JAN 17 2025 | $50 Strike Call | AR | 18,800 | $10,152.00 | 0.30% | 0.44% | 0.30% | $0.80 | $0.54 | $0.00 | $0.00 | -32.50% | -0.33 | |||||||
| VIX NOV 20 2024 | $70 Strike Call | VIX | 138,300 | $19,362.00 | 0.57% | 0.73% | 0.57% | $0.18 | $0.14 | $0.00 | $0.00 | -22.22% | -0.22 | |||||||
| Cash Net Interest | |||||||||||||||||||
| Cash Value (as of 10/31) | $1,870,000 | ||||||||||||||||||
| IBKR Interest on Cash | 4.30% | ||||||||||||||||||
| YTD Interest Received | $69,395 | ||||||||||||||||||
| Day | 315 | ||||||||||||||||||
| Tot. Actual Risk | 7.59% | Margin Requirements | |||||||||||||||||
| Month End | Account Balance | Gain/Loss % | ALWAYS UPDATE PRICES BEFORE MAKING NEW TRADES!!!!!! | Equity Exposure | 21.49% | 21.49% | |||||||||||||
| November | $1,270,742.00 | Crypto Syntax: =GOOGLEFINANCE("CURRENCY:ETHUSD") | Futures Exposure | 27.74% | Margin Requirements | ||||||||||||||
| December | $1,490,317.46 | 17.28% | Options Exposure | 1.25% | 1.25% | Cotton | CTH2023 | 0.00 | |||||||||||
| Hypothetical Stock Addition Worksheet | Total | 49.23% | 22.74% | Soybean Oil | ZLN2022 | 0.00 | |||||||||||||
| Month End (2021) | Account Balance | Gain/Loss % | Natural Gas | NGZ2023 | 0.00 | ||||||||||||||
| January | $1,701,664.26 | 14.18% | (From Dec 2020) | Notional Value | $1,729,799.36 | $ Risk | # of Shares | Notional $ Value | % Notional Position | Share Price | Cash | 77.26% | Dax Mini | FDXMM2022 | 0.00 | ||||
| February | $2,025,246.60 | 19.02% | Cash Value | $1,627,648.46 | $1.62 | 63,460 | $102,805 | 3.00% | $1.62 | Sugar No.11 | SBH2023 | 0.00 | |||||||
| March | $1,839,362.24 | -9.18% | Total Portfolio Value | $3,426,843 | Crude Oil Futures | CLU2022 | 0.00 | ||||||||||||
| 24.02% | Wheat Futures | ZWZ2022 | 0.00 | ||||||||||||||||
| April | $2,060,639.57 | 12.03% | 0.25% Equity Risk | $8,567 | Dollar Index | DXM2022 | 0.00 | ||||||||||||
| May | $2,066,994.67 | 0.31% | 0.40% Equity Risk | $13,707 | Cost Basis Calculation | Sugar No.11 (Second Leg) | SBK2022 | 0.00 | |||||||||||
| June | $1,958,497.76 | -5.25% | 0.50% Equity Risk | $17,134 | CORN | ZCN2022 | 0.00 | ||||||||||||
| 7.09% | 0.75% Equity Risk | $25,701 | Entry | 1.62 | 1.62 | 30 Year US Treasury Bond | ZBZ2022 | 0.00 | |||||||||||
| July | $1,790,921.94 | -8.56% | 1% Equity Risk | $34,268 | Exit | 0.00 | 0.00 | E-Mini Russell 22 | RTYH2023 | 0.00 | |||||||||
| August | $1,710,355.46 | -4.50% | 1.25% Equity Risk | $42,836 | Currency Adj | 1 | Wheat Futures | ZWN2022 | 0.00 | ||||||||||
| September | $1,594,986.25 | -6.75% | 1.50% Equity Risk | $51,403 | Micro E-Mini Nasdaq Futures | MNQU2022 | 0.00 | ||||||||||||
| -19.80% | 2% Equity Risk | $68,537 | Copper | HGU2022 | 0.00 | ||||||||||||||
| October | $1,672,265.02 | 4.85% | 5% Position | $171,342 | Gold | GCF2023 | |||||||||||||
| November | $1,656,510.10 | -0.94% | 3% Risk | $102,805.28 | Silver | SILH2023 | |||||||||||||
| December | $1,510,432.14 | -8.82% | 0.35% Equity Risk | $11,993.95 | Cocoa | CCZ2023 | 0.00 | ||||||||||||
| -4.92% | 0.20% Equity Risk | $6,853.69 | |||||||||||||||||
| 10% Equity Risk | $342,684.28 | ||||||||||||||||||
| FY 2021 | 6.39% | 2.5% Equity Risk | $85,671.07 | ||||||||||||||||
| Month End | Account Balance | 2022 | Cumulative Ret | Closed Trade PnL (bps) | Futures | Equities | Options | Forex | Total | ||||||||||
| January | $1,466,649.73 | -2.90% | -2.90% | January | 84 | -400 | 142 | -174 | |||||||||||
| February | $1,635,583.40 | 11.52% | 8.62% | February | -52 | 127 | -54 | 21 | |||||||||||
| March | $1,759,930.32 | 7.60% | 16.22% | March | -95 | -242 | -337 | ||||||||||||
| 16.22% | April | -23 | 0 | -77 | -100 | ||||||||||||||
| April | $1,939,567.56 | 10.21% | 26.43% | May | -177 | -81 | -46 | -304 | |||||||||||
| May | $1,885,854.81 | -2.77% | 23.66% | June | 95 | -74 | 21 | ||||||||||||
| June | $1,782,454.59 | -5.48% | 18.18% | July | 82 | -64 | 464 | 482 | |||||||||||
| 1.95% | August | 9 | -35 | 82 | 56 | ||||||||||||||
| July | $1,769,937.96 | -0.70% | 17.47% | September | 0 | 236 | -37 | 199 | |||||||||||
| August | $1,725,082.08 | -2.53% | 14.94% | October | -180 | -126 | 18 | -288 | |||||||||||
| September | $1,734,865.90 | 0.57% | 15.51% | November | -34 | 22 | 52 | 40 | |||||||||||
| -2.67% | December | 64 | 166 | -63 | 167 | ||||||||||||||
| October | $1,751,972.51 | 0.99% | 16.49% | TOTAL | -227 | -71 | -400 | 481 | |||||||||||
| November | $1,745,337.69 | -0.38% | 16.12% | ||||||||||||||||
| December | $1,642,342.67 | -5.90% | 10.21% | Total Closed PnL | 183 | ||||||||||||||
| -5.29% | |||||||||||||||||||
| 2022 FY | 10.21% | ||||||||||||||||||
| 2023 FY Return | 23.47% | ||||||||||||||||||
| Month End | Account Balance | 2023 | Cumulative Ret | Max Drawdown | -6.56% | ||||||||||||||
| January | $1,794,192.85 | 9.25% | 9.25% | Gain To Pain | 3.58 | ||||||||||||||
| February | $1,742,065.37 | -2.91% | 6.34% | ||||||||||||||||
| March | $1,678,407.30 | -3.65% | 2.69% | 2024 Closed Trade PnL (bps) | Futures | Equities | Options | Forex | Total | ||||||||||
| 2.69% | January | 232 | 96 | -196 | -75 | 57 | |||||||||||||
| April | $1,690,887.44 | 0.74% | 3.43% | February | -2 | 612 | 0 | 0 | 610 | ||||||||||
| May | $1,700,755.48 | 0.58% | 4.01% | March | 419 | 408 | 0 | 0 | 827 | ||||||||||
| June | $1,796,233.49 | 5.61% | 9.63% | April | 272 | -173 | 99 | ||||||||||||
| 6.94% | May | 215 | 19 | 0 | 0 | 234 | |||||||||||||
| July | $1,807,932.58 | 0.65% | 10.28% | June | 329 | 444 | 0 | 0 | 773 | ||||||||||
| August | $1,857,351.98 | 2.73% | 13.01% | July | 27 | -114 | 0 | -73 | -160 | ||||||||||
| September | $1,915,221.91 | 3.12% | 16.13% | August | -379 | 388 | 393 | 402 | |||||||||||
| 6.50% | September | -84 | -27 | 0 | 0 | -111 | |||||||||||||
| October | $1,908,937.31 | -0.33% | 15.80% | October | -219 | 1,392 | 0 | 0 | 1,173 | ||||||||||
| November | $1,928,632.10 | 1.03% | 16.83% | November | 541 | -62 | 0 | 0 | 479 | ||||||||||
| December | $2,056,718.77 | 6.64% | 23.47% | December | 0 | ||||||||||||||
| 7.34% | TOTAL | 1,351 | 2,983 | 197 | -148 | 4,383 | |||||||||||||
| 2023 FY | 23.47% | ||||||||||||||||||
| Total Closed Equity PnL (10/31) | 4,383 | ||||||||||||||||||
| Month End | Account Balance | Monthly Return | Cumulative Ret | ||||||||||||||||
| January | $2,097,854.63 | 2.00% | 2.00% | ||||||||||||||||
| February | $2,301,512.59 | 9.71% | 11.71% | 2024 FY Return | 53.04% | ||||||||||||||
| March | $2,472,433.85 | 7.43% | 19.13% | Max Drawdown | -2.73% | ||||||||||||||
| Quarterly Return | 19.13% | Gain To Pain | 19.44 | ||||||||||||||||
| April | $2,670,321.23 | 8.00% | 27.14% | ||||||||||||||||
| May | $2,864,590.95 | 7.28% | 34.41% | ||||||||||||||||
| June | $2,786,437.98 | -2.73% | 31.69% | ||||||||||||||||
| Quarterly Return | 12.55% | ||||||||||||||||||
| July | $2,794,609.41 | 0.29% | 31.98% | ||||||||||||||||
| August | $2,847,797.36 | 1.90% | 33.88% | ||||||||||||||||
| September | $3,117,610.93 | 9.47% | 43.36% | ||||||||||||||||
| Quarterly Return | 11.67% | ||||||||||||||||||
| October | $3,259,981.90 | 4.57% | 47.92% | ||||||||||||||||
| November | $3,426,842.75 | 5.12% | 53.04% | ||||||||||||||||
| December | $3,426,842.75 | 0.00% | 53.04% | ||||||||||||||||
| 9.69% | |||||||||||||||||||
| 2024 FY | 53.04% | ||||||||||||||||||
| Full Year | Largest Drawdown | MO Return | S&P 500 Return | Over/(under) Performance | Gain-To-Pain | Average Down Month | # of Down Months | ||||||||||||
| 2020 | -14.13% | 66.40% | 16.26% | 408% | 4.70 | ||||||||||||||
| 2021 | -19.80% | 6.39% | 26.89% | 24% | 0.32 | -6.28% | 7 | ||||||||||||
| 2022 | -11.49% | 10.21% | -19.44% | -53% | 0.89 | -2.95% | 7 | ||||||||||||
| 2023 | -6.56% | 23.47% | 24.23% | 97% | 3.58 | -2.30% | 3 | ||||||||||||
| 2024 YTD | -2.73% | 53.04% | 22.00% | 241% | 19.44 | -2.73% | 1 | ||||||||||||
| TOTAL RETURN | 159.52% | 69.94% | 228% | ||||||||||||||||
| Average Annual Ret | 31.90% | 13.99% | 2.28 | ||||||||||||||||
| Average Drawdown | -10.94% | ||||||||||||||||||
| Gain-To-Pain | 2.92 |
Get Our Research Sent Directly To Your Inbox