MRCI's Seasonal Spread Strategy #3313

MRCI encourages all traders to employ appropriate money-management techniques at all times.

Buy Jun 10 Natural Gas(NYM) / Sell Apr 10 Natural Gas(NYM)
Enter on approximately 01/09 - Exit on approximately 03/12
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
2009	01/09/09	0.180	03/12/09	0.180	0.003	30.00	02/10/09	540.00	01/21/09	-170.00
2008	01/09/08	0.100	03/12/08	0.130	0.032	320.00	02/01/08	560.00	02/21/08	-700.00
2007	01/09/07	0.170	03/12/07	0.260	0.088	880.00	03/08/07	1090.00	02/01/07	-1380.00
2006	01/09/06	0.070	03/10/06	0.380	0.316	3160.00	03/06/06	3550.00
2005	01/10/05	0.050	03/11/05	0.180	0.127	1270.00	03/07/05	1640.00	01/14/05	-320.00
2004	01/09/04	-0.380	03/12/04	0.120	0.503	5030.00	03/11/04	5090.00
2003	01/09/03	-0.170	03/12/03	-0.160	0.010	100.00	01/14/03	350.00	02/28/03	-21650.00
2002	01/09/02	0.130	03/12/02	0.080	-0.048	-480.00	01/28/02	400.00	03/12/02	-480.00
2001	01/09/01	-0.810	03/12/01	0.070	0.894	8940.00	03/09/01	9210.00
2000	01/10/00	0.040	03/10/00	0.040	0.004	40.00	03/08/00	180.00	02/02/00	-1020.00
1999	01/11/99	0.050	03/12/99	0.070	0.019	190.00	02/22/99	250.00	01/21/99	-220.00
1998	01/09/98	0.030	03/12/98	0.060	0.030	300.00	03/06/98	400.00	02/05/98	-360.00
1997	01/09/97	-0.380	03/12/97	0.080	0.476	4760.00	03/11/97	4920.00
1996	01/09/96	-0.210	03/12/96	-0.150	0.067	670.00	01/15/96	1760.00	02/26/96	-880.00
1995	01/09/95	0.030	03/10/95	0.090	0.057	570.00	02/15/95	910.00
Percentage Correct			93					Protective Stop		(2234)
Average Profit on Winning Trades					0.188	1875.71		Winners		14
Average Loss on Trades					-0.048	-480.00		Losers		1
Average Net Profit Per Trade					0.172	1718.67		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.

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