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MRCI's Spread Strategy #4734

MRCI Logo
MRCI's Seasonal Spread Strategy #4734

MRCI encourages all traders to employ appropriate money-management techniques at all times.
Daily Chart
w/Studies
30-Year/
Max Results
Weekly
Continuation
Soybeans
Strategies
Monthly
Continuation
Wheat(KCBT)
Strategies
HELPFUL HINTS......
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Soybean
Quotes
KC Wheat
Quotes
Buy May 18 Soybeans(CBOT) / Sell May 18 Wheat(KCBT)
Enter on approximately 12/02 - Exit on approximately 12/27

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 12/02/16 624.00 12/27/16 602.25 -21.75 -1087.50 12/07/16 1550.00 12/23/16 -1750.00
2016 12/02/15 424.50 12/24/15 399.75 -24.75 -1237.50     12/15/15 -2650.00
2015 12/02/14 355.00 12/26/14 412.00 57.00 2850.00 12/09/14 4000.00    
2014 12/02/13 583.00 12/27/13 652.25 69.25 3462.50 12/20/13 3762.50 12/03/13 -262.50
2013 12/03/12 510.50 12/27/12 571.75 61.25 3062.50 12/17/12 4512.50    
2012 12/02/11 467.25 12/27/11 514.75 47.50 2375.00 12/27/11 2375.00 12/09/11 -525.00
2011 12/02/10 480.00 12/27/10 538.50 58.50 2925.00 12/27/10 2925.00 12/09/10 -1825.00
2010 12/02/09 468.75 12/24/09 481.50 12.75 637.50 12/16/09 3100.00    
2009 12/02/08 278.50 12/26/08 340.25 61.75 3087.50 12/26/08 3087.50    
2008 12/03/07 221.25 12/27/07 312.50 91.25 4562.50 12/27/07 4562.50 12/10/07 -1525.00
2007 12/04/06 146.25 12/27/06 181.50 35.25 1762.50 12/27/06 1762.50    
2006 12/02/05 215.75 12/27/05 256.25 40.50 2025.00 12/19/05 2487.50 12/07/05 -37.50
2005 12/02/04 210.75 12/27/04 228.50 17.75 887.50 12/27/04 887.50 12/09/04 -675.00
2004 12/02/03 358.75 12/26/03 423.00 64.25 3212.50 12/26/03 3212.50 12/04/03 -312.50
2003 12/02/02 174.75 12/27/02 209.50 34.75 1737.50 12/27/02 1737.50 12/17/02 -87.50
Percentage Correct 87   Protective Stop (2623)
Average Profit on Winning Trades 50.13 2506.73   Winners 13
Average Loss on Trades -23.25 -1162.50   Losers 2
Average Net Profit Per Trade 40.35 2017.50   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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