MRCI encourages all traders to employ appropriate money-management techniques at all times. Report Seasonal Spread Summary Problem
Click on the 4 digit strategy number to see the detailed analysis including a daily, weekly and monthly chart.
Wheat(KCBT) Spread Seasonals
 
 
Seasonal
Strategy
Entry
Date
Exit
Date
Win
Pct
Win
Years
Loss
Years
Total
Years
Average
Profit
Avg PPD/
Days
1 Buy Jul Wheat(KCBT) - KWN9
Sell Mar Wheat(KCBT) - KWH9
1/2 1/18 80 12 3 15 359 21/17
2 Buy Sep Wheat(KCBT) - KWU9
Sell May Wheat(KCBT) - KWK9
1/2 4/7 93 14 1 15 767 8/96
3 Buy Jul Wheat(KCBT) - KWN9
Sell Mar Wheat(KCBT) - KWH9
1/3 2/26 87 13 2 15 432 8/55
4 Buy Mar Corn(CBOT) - CH9
Sell Mar Wheat(KCBT) - KWH9
1/4 1/16 80 12 3 15 345 27/13
5 Buy Mar Wheat(KCBT) - KWH9
Sell Mar Wheat(CBOT) - WH9
1/8 1/27 100 15 0 15 452 23/20
6 Buy May Wheat(KCBT) - KWK9
Sell May Wheat(CBOT) - WK9
1/30 4/22 87 13 2 15 688 8/83
7 Buy Mar Wheat(KCBT) - KWH9
Sell Mar Wheat(CBOT) - WH9
1/31 2/22 87 13 2 15 387 17/23
8 Buy May Corn(CBOT) - CK9
Sell May Wheat(KCBT) - KWK9
2/8 4/9 80 12 3 15 1104 18/61
9 Buy May Soybeans(CBOT) - SK9
Sell 2 May Wheat(KCBT) - KWK9
2/9 4/1 87 13 2 15 2762 53/52
10 Buy May Corn(CBOT) - CK9
Sell May Wheat(KCBT) - KWK9
2/10 2/18 93 14 1 15 418 46/9
11 Buy May Soybeans(CBOT) - SK9
Sell 2 May Wheat(KCBT) - KWK9
2/10 3/23 93 14 1 15 2318 55/42
12 Buy May Wheat(KCBT) - KWK9
Sell May Wheat(CBOT) - WK9
2/11 4/21 87 13 2 15 530 8/70
13 Buy Dec Wheat(KCBT) - KWZ9
Sell May Wheat(KCBT) - KWK9
2/19 4/9 100 15 0 15 542 11/50
14 Buy Dec Wheat(KCBT) - KWZ9
Sell May Wheat(KCBT) - KWK9
2/21 3/24 93 14 1 15 404 13/32
15 Buy May Corn(CBOT) - CK9
Sell May Wheat(KCBT) - KWK9
2/22 4/9 80 12 3 15 916 19/47
16 Buy May Soybeans(CBOT) - SK9
Sell May Wheat(KCBT) - KWK9
2/26 3/27 93 14 1 15 1067 36/30
17 Buy Jul Soybeans(CBOT) - SN9
Sell 2 Jul Wheat(KCBT) - KWN9
2/26 4/1 87 13 2 15 2002 57/35
18 Buy Jul Corn(CBOT) - CN9
Sell Jul Wheat(KCBT) - KWN9
2/27 3/21 87 13 2 15 733 32/23
19 Buy May Soybeans(CBOT) - SK9
Sell 2 May Wheat(KCBT) - KWK9
2/27 3/23 100 15 0 15 2190 88/25
20 Buy Jul Soybeans(CBOT) - SN9
Sell Jul Wheat(KCBT) - KWN9
2/27 3/27 87 13 2 15 817 28/29
21 Buy Jul Wheat(CBOT) - WN9
Sell Jul Wheat(KCBT) - KWN9
3/3 3/20 87 13 2 15 304 17/18
22 Buy May Soybeans(CBOT) - SK9
Sell 2 May Wheat(KCBT) - KWK9
3/5 4/1 100 15 0 15 1800 64/28
23 Buy May Oats(CBOT) - OK9
Sell May Wheat(KCBT) - KWK9
3/8 3/24 93 14 1 15 727 43/17
24 Buy Jul Soybeans(CBOT) - SN9
Sell 2 Jul Wheat(KCBT) - KWN9
3/8 4/2 87 13 2 15 1698 65/26
25 Buy May Wheat(MGE) - MWK9
Sell May Wheat(KCBT) - KWK9
3/11 3/23 87 13 2 15 318 24/13
26 Buy May Oats(CBOT) - OK9
Sell May Wheat(KCBT) - KWK9
3/11 4/3 80 12 3 15 1208 50/24
27 Buy Jul Wheat(KCBT) - KWN9
Sell May Wheat(KCBT) - KWK9
3/14 4/9 100 15 0 15 316 12/27
28 Buy Jul Wheat(KCBT) - KWN9
Sell Jul Wheat(CBOT) - WN9
3/28 4/22 87 13 2 15 381 15/26
29 Buy Jul Wheat(KCBT) - KWN9
Sell Jul Wheat(CBOT) - WN9
3/28 5/22 87 13 2 15 619 11/56
30 Buy May Wheat(KCBT) - KWK9
Sell May Wheat(CBOT) - WK9
3/29 4/20 93 14 1 15 512 22/23
31 Buy May Wheat(KCBT) - KWK9
Sell May Wheat(CBOT) - WK9
4/6 4/20 93 14 1 15 356 24/15
32 Buy May Wheat(KCBT) - KWK9
Sell May Corn(CBOT) - CK9
4/9 4/20 80 12 3 15 622 52/12
33 Buy May Wheat(KCBT) - KWK9
Sell May Wheat(MGE) - MWK9
4/10 4/14 87 13 2 15 402 80/5
34 Buy May Wheat(KCBT) - KWK9
Sell Dec Wheat(KCBT) - KWZ9
4/10 4/25 80 12 3 15 302 19/16
35 Buy Jul Wheat(KCBT) - KWN9
Sell Jul Wheat(CBOT) - WN9
4/10 6/29 87 13 2 15 682 8/81
36 Buy Jul Wheat(MGE) - MWN9
Sell Jul Wheat(KCBT) - KWN9
4/19 6/29 87 13 2 15 1156 16/72
37 Buy Jul Corn(CBOT) - CN9
Sell Jul Wheat(KCBT) - KWN9
4/20 4/29 80 12 3 15 455 46/10
38 Buy Sep Wheat(KCBT) - KWU9
Sell Sep Corn(CBOT) - CU9
6/4 8/7 80 12 3 15 1698 26/65
39 Buy Sep Wheat(KCBT) - KWU9
Sell Sep Soybeans(CBOT) - SU9
6/6 8/20 87 13 2 15 2338 31/76
40 Buy Jul Wheat(MGE) - MWN9
Sell Jul Wheat(KCBT) - KWN9
6/7 6/27 93 14 1 15 718 34/21
41 Buy Dec Wheat(KCBT) - KWZ9
Sell Dec Corn(CBOT) - CZ9
6/16 9/7 87 13 2 15 1761 21/84
42 Buy Dec Wheat(KCBT) - KWZ9
Sell Dec Corn(CBOT) - CZ9
6/16 10/1 80 12 3 15 2745 25/108
43 Buy Sep Wheat(MGE) - MWU9
Sell Sep Wheat(KCBT) - KWU9
6/17 7/18 87 13 2 15 568 18/32
44 Buy Dec Wheat(KCBT) - KWZ9
Sell Dec Corn(CBOT) - CZ9
6/18 7/25 87 13 2 15 1188 31/38
45 Buy Dec Wheat(KCBT) - KWZ9
Sell Nov Soybeans(CBOT) - SX9
6/18 8/7 87 13 2 15 2318 45/51
46 Buy Sep Wheat(KCBT) - KWU9
Sell Nov Soybeans(CBOT) - SX9
6/19 7/29 87 13 2 15 1619 39/41
47 Buy Sep Oats(CBOT) - OU9
Sell Sep Wheat(KCBT) - KWU9
6/27 7/10 80 12 3 15 726 52/14
48 Buy Dec Wheat(KCBT) - KWZ9
Sell Nov Soybeans(CBOT) - SX9
7/12 7/28 100 15 0 15 1676 99/17
49 Buy Sep Wheat(KCBT) - KWU9
Sell Sep Soybeans(CBOT) - SU9
7/12 8/6 93 14 1 15 2582 99/26
50 Buy Sep Wheat(KCBT) - KWU9
Sell Sep Corn(CBOT) - CU9
7/13 7/22 87 13 2 15 852 85/10
51 Buy Dec Wheat(KCBT) - KWZ9
Sell Dec Corn(CBOT) - CZ9
7/13 9/30 87 13 2 15 2268 28/80
52 Buy Dec Wheat(KCBT) - KWZ9
Sell Dec Wheat(MGE) - MWZ9
7/19 8/11 100 15 0 15 368 15/24
53 Buy Dec Wheat(KCBT) - KWZ9
Sell Dec Wheat(CBOT) - WZ9
8/29 11/10 87 13 2 15 445 6/74
54 Buy Dec Wheat(KCBT) - KWZ9
Sell Nov Soybeans(CBOT) - SX9
9/4 10/4 87 13 2 15 1595 51/31
55 Buy Dec Wheat(KCBT) - KWZ9
Sell Dec Wheat(CBOT) - WZ9
9/11 10/12 87 13 2 15 352 11/32
56 Buy Dec Wheat(KCBT) - KWZ9
Sell Dec Wheat(CBOT) - WZ9
9/11 11/5 80 12 3 15 459 8/56
57 Buy Dec Wheat(KCBT) - KWZ9
Sell Dec Corn(CBOT) - CZ9
9/14 9/28 93 14 1 15 671 45/15
58 Buy Dec Wheat(KCBT) - KWZ9
Sell Nov Soybeans(CBOT) - SX9
9/14 10/1 93 14 1 15 1285 71/18
59 Buy Dec Wheat(MGE) - MWZ9
Sell Dec Wheat(KCBT) - KWZ9
9/16 10/21 87 13 2 15 352 10/36
60 Buy Dec Wheat(MGE) - MWZ9
Sell Dec Wheat(KCBT) - KWZ9
9/18 11/13 80 12 3 15 505 9/57
61 Buy Dec Oats(CBOT) - OZ9
Sell Dec Wheat(KCBT) - KWZ9
9/30 11/19 80 12 3 15 1253 25/51
62 Buy Dec Corn(CBOT) - CZ9
Sell Dec Wheat(KCBT) - KWZ9
10/1 11/2 80 12 3 15 1069 32/33
63 Buy Nov Soybeans(CBOT) - SX9
Sell Dec Wheat(KCBT) - KWZ9
10/4 10/25 80 12 3 15 1079 49/22
64 Buy Dec Corn(CBOT) - CZ9
Sell Dec Wheat(KCBT) - KWZ9
10/19 11/2 80 12 3 15 518 34/15
65 Buy Jul Wheat(KCBT) - KWN0
Sell May Wheat(KCBT) - KWK0
12/26 1/30 87 13 2 15 539 15/36
66 Buy Jul Wheat(KCBT) - KWN0
Sell Mar Wheat(KCBT) - KWH0
1/2 1/18 80 12 3 15 359 21/17
67 Buy Sep Wheat(KCBT) - KWU0
Sell May Wheat(KCBT) - KWK0
1/2 4/7 93 14 1 15 767 8/96
68 Buy Jul Wheat(KCBT) - KWN0
Sell Mar Wheat(KCBT) - KWH0
1/3 2/26 87 13 2 15 432 8/55
69 Buy Mar Corn(CBOT) - CH0
Sell Mar Wheat(KCBT) - KWH0
1/4 1/16 80 12 3 15 345 27/13
70 Buy Mar Wheat(KCBT) - KWH0
Sell Mar Wheat(CBOT) - WH0
1/8 1/27 100 15 0 15 452 23/20
71 Buy May Wheat(KCBT) - KWK0
Sell May Wheat(CBOT) - WK0
1/30 4/22 87 13 2 15 688 8/83
72 Buy Mar Wheat(KCBT) - KWH0
Sell Mar Wheat(CBOT) - WH0
1/31 2/22 87 13 2 15 387 17/23
73 Buy May Corn(CBOT) - CK0
Sell May Wheat(KCBT) - KWK0
2/8 4/9 80 12 3 15 1104 18/61
74 Buy May Soybeans(CBOT) - SK0
Sell 2 May Wheat(KCBT) - KWK0
2/9 4/1 87 13 2 15 2762 53/52
75 Buy May Corn(CBOT) - CK0
Sell May Wheat(KCBT) - KWK0
2/10 2/18 93 14 1 15 418 46/9
76 Buy May Soybeans(CBOT) - SK0
Sell 2 May Wheat(KCBT) - KWK0
2/10 3/23 93 14 1 15 2318 55/42
77 Buy May Wheat(KCBT) - KWK0
Sell May Wheat(CBOT) - WK0
2/11 4/21 87 13 2 15 530 8/70
78 Buy Dec Wheat(KCBT) - KWZ0
Sell May Wheat(KCBT) - KWK0
2/19 4/9 100 15 0 15 542 11/50
79 Buy Dec Wheat(KCBT) - KWZ0
Sell May Wheat(KCBT) - KWK0
2/21 3/24 93 14 1 15 404 13/32
80 Buy May Corn(CBOT) - CK0
Sell May Wheat(KCBT) - KWK0
2/22 4/9 80 12 3 15 916 19/47
81 Buy May Soybeans(CBOT) - SK0
Sell May Wheat(KCBT) - KWK0
2/26 3/27 93 14 1 15 1067 36/30
82 Buy Jul Soybeans(CBOT) - SN0
Sell 2 Jul Wheat(KCBT) - KWN0
2/26 4/1 87 13 2 15 2002 57/35
83 Buy Jul Corn(CBOT) - CN0
Sell Jul Wheat(KCBT) - KWN0
2/27 3/21 87 13 2 15 733 32/23
84 Buy May Soybeans(CBOT) - SK0
Sell 2 May Wheat(KCBT) - KWK0
2/27 3/23 100 15 0 15 2190 88/25
85 Buy Jul Soybeans(CBOT) - SN0
Sell Jul Wheat(KCBT) - KWN0
2/27 3/27 87 13 2 15 817 28/29
86 Buy Jul Wheat(CBOT) - WN0
Sell Jul Wheat(KCBT) - KWN0
3/3 3/20 87 13 2 15 304 17/18
87 Buy May Soybeans(CBOT) - SK0
Sell 2 May Wheat(KCBT) - KWK0
3/5 4/1 100 15 0 15 1800 64/28
88 Buy May Oats(CBOT) - OK0
Sell May Wheat(KCBT) - KWK0
3/8 3/24 93 14 1 15 727 43/17
89 Buy Jul Soybeans(CBOT) - SN0
Sell 2 Jul Wheat(KCBT) - KWN0
3/8 4/2 87 13 2 15 1698 65/26
90 Buy May Wheat(MGE) - MWK0
Sell May Wheat(KCBT) - KWK0
3/11 3/23 87 13 2 15 318 24/13
91 Buy May Oats(CBOT) - OK0
Sell May Wheat(KCBT) - KWK0
3/11 4/3 80 12 3 15 1208 50/24
92 Buy Jul Wheat(KCBT) - KWN0
Sell May Wheat(KCBT) - KWK0
3/14 4/9 100 15 0 15 316 12/27
93 Buy Jul Wheat(KCBT) - KWN0
Sell Jul Wheat(CBOT) - WN0
3/28 4/22 87 13 2 15 381 15/26
94 Buy Jul Wheat(KCBT) - KWN0
Sell Jul Wheat(CBOT) - WN0
3/28 5/22 87 13 2 15 619 11/56
95 Buy May Wheat(KCBT) - KWK0
Sell May Wheat(CBOT) - WK0
3/29 4/20 93 14 1 15 512 22/23
1This spread may not be exchange recognized.
2This spread may not be recognized by brokerages.
3Equity Spread, be aware of ordering anomalies.

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.

Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.