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MRCI's Seasonal Strategy #4897 - Cotton(NYBOT)-December

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MRCI's Seasonal Strategy #4897
MRCI encourages all traders to employ appropriate money-management techniques at all times.
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Cotton
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Strategies
Cotton(NYBOT)-December
Sell on approximately 07/01 - Exit on approximately 07/17 Contract Size: 50,000 lbs

Cont
Year

Sell
Date

Sell
Price

Exit
Date

Exit
Price


Profit

Profit
Amount
Best
Equity
Date
Best
Equity
Amount
Worst
Equity
Date
Worst
Equity
Amount
2016 07/01/16 64.99 07/15/16 74.28 -9.29 -4645.00     07/15/16 -4645.00
2015 07/01/15 67.54 07/17/15 65.22 2.32 1160.00 07/15/15 1335.00    
2014 07/01/14 73.40 07/17/14 67.65 5.75 2875.00 07/16/14 2880.00    
2013 07/01/13 85.54 07/17/13 83.67 1.87 935.00 07/17/13 935.00 07/10/13 -625.00
2012 07/02/12 72.02 07/17/12 71.05 0.97 485.00 07/12/12 1045.00 07/16/12 -640.00
2011 07/01/11 117.81 07/15/11 99.46 18.35 9175.00 07/15/11 9175.00    
2010 07/01/10 76.45 07/16/10 73.96 2.49 1245.00 07/14/10 1550.00    
2009 07/01/09 60.48 07/17/09 64.06 -3.58 -1790.00 07/08/09 685.00 07/17/09 -1790.00
2008 07/01/08 76.33 07/17/08 73.11 3.22 1610.00 07/08/08 2295.00    
2007 07/02/07 63.43 07/17/07 65.70 -2.27 -1135.00     07/13/07 -2475.00
2006 07/03/06 53.19 07/17/06 52.76 0.43 215.00 07/07/06 655.00 07/12/06 -260.00
2005 07/01/05 56.15 07/15/05 51.45 4.70 2350.00 07/15/05 2350.00 07/05/05 -460.00
2004 07/01/04 50.24 07/16/04 47.38 2.86 1430.00 07/13/04 1470.00    
2003 07/01/03 61.77 07/17/03 60.34 1.43 715.00 07/17/03 715.00 07/14/03 -455.00
2002 07/01/02 47.71 07/17/02 46.54 1.17 585.00 07/15/02 1405.00 07/10/02 -935.00
Percentage Correct 80      
Average Profit on Winning Trades 3.80 1898.33   Winners 12
Average Loss on Trades -5.05 -2523.33   Losers 3
Average Net Profit Per Trade 2.03 1014.00   Total trades 15
SEASONAL TENDENCIES ARE A COMPOSITE OF SOME OF THE MORE CONSISTENT COMMODITY FUTURES SEASONALS THAT HAVE OCCURRED OVER THE PAST 15 YEARS. THERE ARE USUALLY UNDERLYING FUNDAMENTAL CIRCUMSTANCES THAT OCCUR ANNUALLY THAT TEND TO CAUSE THE FUTURES MARKETS TO REACT IN A SIMILAR DIRECTIONAL MANNER DURING A CERTAIN CALENDAR PERIOD OF THE YEAR. EVEN IF A SEASONAL TENDENCY OCCURS IN THE FUTURE, IT MAY NOT RESULT IN A PROFITABLE TRANSACTION AS FEES, AND THE TIMING OF THE ENTRY AND LIQUIDATION MAY IMPACT ON THE RESULTS. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT HAS IN THE PAST OR WILL IN THE FUTURE ACHIEVE PROFITS UTILIZING THESE STRATEGIES. NO REPRESENTATION IS BEING MADE THAT PRICE PATTERNS WILL RECUR IN THE FUTURE. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. RESULTS NOT ADJUSTED FOR COMMISSION AND SLIPPAGE.
Some data provided by Commodity Research Bureau

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