YMH2, (3, -1) formula, 3x Stretch profit, 25 January 2012

Hi,
Thanks for sharing your interests in the March $5 Dow (YMH2) futures (3, -1) formula strategy that fades the first the first price move from unchanged (previous B session settlement) at the 1.618% of the Stretch [25 x 1.618% = 40] calculation price level. [Stretch = 25 for 25 January]
Placing your order, before the open, to fade at the above mentioned 1.618% Stretch above unchange, I.e., 12626 + 40 = 12666. 12670 is the high. Choose ay of the Fibonacci ratios that are smaller than the Stretch and the maximum risk was $25.

12626 + 40 = 12666 represents the (-1) of the (3, -1) formula.
12666 - 25 - 25 - 25 = 12591 represents the (3) of the (3, -1) formula.
[Just a note, 12638 - 25 - 25 - 25 = 12563.

Several hundred contracts traded between 12668 and 12638, which would have provided ample opportunities to sell short. That's the requested trade within five minutes of execution. Sold and paid for in advance, again. 12666 - 25- 25 - 25 = 12563. 12522 was the low before I left the desk. There's the (3, -1) formula plotting the fade at the first advance and measuring lower by three Stretch calculations. strategy in advance, 75 points of profit with trailing stops.
75 points x $5 = +$375 per contract, which is a 75% profit basis $500 intra-day margin. Reward : risk ratio, ... about 10 : 1, risking lunch at the local greasy spoon. Hope you at well.
Namaste