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MRCI's Spread Strategy #4674

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MRCI's Seasonal Spread Strategy #4674

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
NY Harbor ULSD
Strategies
Monthly
Continuation
Gasoline
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.
ULSD
Quotes
Gasoline
Quotes
Buy Feb 18 NY Harbor ULSD(NYM) / Sell Feb 18 Gasoline(NYM)
Enter on approximately 08/01 - Exit on approximately 08/26

Cont
Year
 
Entry
Date
 
Entry
Price
 
Exit
Date
 
Exit
Price
 
 
Profit
 
Profit
Amount
Best
Equity
Date
Best
Equity
Amount
Worst
Equity
Date
Worst
Equity
Amount
2017 08/01/16 14.19 08/26/16 15.75 1.56 655.20 08/15/16 1663.20 08/03/16 -361.20
2016 08/03/15 20.92 08/26/15 27.37 6.45 2709.00 08/26/15 2709.00 08/05/15 -163.80
2015 08/01/14 31.50 08/26/14 31.73 0.23 96.60 08/14/14 894.60 08/12/14 -285.60
2014 08/01/13 30.04 08/26/13 31.32 1.28 537.60 08/19/13 1297.80 08/14/13 -147.00
2013 08/01/12 35.09 08/24/12 35.55 0.46 193.20 08/09/12 411.60 08/02/12 -680.40
2012 08/01/11 27.14 08/26/11 30.71 3.57 1499.40 08/04/11 1978.20    
2011 08/02/10 17.41 08/26/10 18.34 0.93 390.60 08/04/10 781.20 08/20/10 -504.00
2010 08/03/09 5.90 08/26/09 8.25 2.35 987.00 08/05/09 2410.80    
2009 08/01/08 52.15 08/26/08 43.37 -8.78 -3687.60     08/14/08 -5749.80
2008 08/01/07 16.28 08/24/07 17.18 0.90 378.00 08/22/07 575.40 08/10/07 -961.80
2007 08/01/06 16.88 08/25/06 27.72 10.84 4552.80 08/24/06 4821.60    
2006 08/01/05 16.75 08/26/05 13.78 -2.97 -1247.40 08/12/05 1050.00 08/26/05 -1247.40
2005 08/02/04 1.19 08/26/04 3.23 2.04 856.80 08/26/04 856.80 08/13/04 -567.00
2004 08/01/03 2.69 08/26/03 2.78 0.09 37.80 08/22/03 235.20 08/18/03 -688.80
2003 08/01/02 -0.20 08/26/02 0.23 0.43 180.60 08/22/02 525.00 08/09/02 -310.80
Percentage Correct 87   Protective Stop (705)
Average Profit on Winning Trades 2.39 1005.74   Winners 13
Average Loss on Trades -5.88 -2467.50   Losers 2
Average Net Profit Per Trade 1.29 542.64   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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