Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Spread Strategy #4659

MRCI Logo
MRCI's Seasonal Spread Strategy #4659

Note: MRCI has blended Gasoline prices in order to continue pursuing historical research. All price history through the June 2006 contract is HU; that from July 2006 forward is RBOB. Click here

MRCI encourages all traders to employ appropriate money-management techniques at all times.
Daily Chart
w/Studies
30-Year/
Max Results
Weekly
Continuation
Gasoline
Strategies
Monthly
Continuation
Crude Oil
Strategies
HELPFUL HINTS......
1. Scroll down to view daily, weekly and monthly charts.
2. CLICK the link immediately above the daily chart to apply technical studies.
3. RIGHT CLICK on each chart for additional options including, PDF, JPG, FULL SCREEN.
Gasoline
Quotes
Crude
Quotes
Buy Jan 18 Gasoline(NYM) / Sell Jan 18 Crude Oil(NYM)
Enter on approximately 07/05 - Exit on approximately 07/31

Cont
Year
 
Entry
Date
 
Entry
Price
 
Exit
Date
 
Exit
Price
 
 
 
 
Profit
Amount
Best
Equity
Date
Best
Equity
Amount
Worst
Equity
Date
Worst
Equity
Amount
2017 07/05/16 6954 07/29/16 7146   191.60 07/15/16 513.00 07/08/16 -365.80
2016 07/06/15 11564 07/31/15 11948   384.20 07/20/15 1117.40 07/15/15 -612.60
2015 07/07/14 13409 07/31/14 13750   341.00 07/31/14 341.00 07/23/14 -1844.80
2014 07/05/13 14539 07/31/13 14945   405.40 07/24/13 1119.40 07/08/13 -320.40
2013 07/05/12 11943 07/31/12 15112   3168.40 07/31/12 3168.40    
2012 07/05/11 16672 07/29/11 23054   6381.60 07/29/11 6381.60    
2011 07/06/10 3643 07/30/10 4250   607.80 07/22/10 771.80 07/08/10 -29.40
2010 07/06/09 2242 07/31/09 5682   3439.80 07/31/09 3439.80 07/08/09 -677.40
2009 07/07/08 1145 07/31/08 2174   1028.40 07/30/08 1207.40 07/16/08 -199.60
2008 07/05/07 11064 07/31/07 8071   -2992.80 07/10/07 426.20 07/30/07 -3357.20
2007 07/05/06 9384 07/31/06 10396   1012.40 07/31/06 1012.40 07/19/06 -1770.80
2006 07/05/05 3739 07/29/05 5555   1816.20 07/22/05 2233.20    
2005 07/06/04 7458 07/30/04 7834   375.60 07/08/04 801.80 07/19/04 -130.60
2004 07/07/03 3993 07/31/03 4128   135.00 07/11/03 434.60 07/17/03 -162.80
2003 07/08/02 4245 07/31/02 4263   17.20 07/12/02 164.60 07/23/02 -489.60
Percentage Correct 93   Protective Stop (1414)
Average Profit on Winning Trades   1378.90   Winners 14
Average Loss on Trades   -2992.80   Losers 1
Average Net Profit Per Trade   1087.45   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

Banner

Newsflash

Crude oil, gasoline, heating oil, natural gas --- Buy 'em?  Sell 'em?  When?

From crude oil at an all-time high above $145/barrel --- collapsing down to $35. A run back up to almost $115, a three-year churn, and a plunge from $107 to barely $42 in only nine months. Sellers above $60 eventually drove prices down to barely $26! Major producers are trying to support prices, currently in a range of $40-55. Can seasonal influences be muted for long?

Know the seasonal trends with MRCI's new 2017 Energy Report! https://goo.gl/08atzl