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MRCI encourages all traders to employ appropriate money-management techniques at all times. |
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HELPFUL HINTS...... 1. CLICK the 4 digit strategy number to see detailed analysis including daily, weekly and monthly charts. 2. CLICK the Seasonal Strategy to view a Seasonal Pattern Chart with Bull and Bear Years. 3. CLICK the Symbol after the hyphen in the Seasonal Strategy column for in-progress and pending (up to 20 trading days in the future) MRCI Online strategies for that market. 4. CLICK the Win Pct to view MRCI SuperCharts. These charts plot daily prices for all available historical data. Expand/contract the window. Run cursor over screen for OHLC date. |
February 2024 Trades | |||||||||
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Seasonal Strategy |
Entry Date |
Exit Date |
Win Pct |
Win Years |
Loss Years |
Total Years |
Average Profit |
Avg PPD/ Days |
6082 | Buy Mar E-mini DJIA Index(CBOT)-YMH41 | 2/3 | 2/17 | 80 | 12 | 3 | 15 | 1743 | 116/15 |
6083 | Buy Jun RBOB Gasoline(NYM)-RBM4 | 2/4 | 2/24 | 87 | 13 | 2 | 15 | 4294 | 204/21 |
6084 | Buy Apr Feeder Cattle(CME)-FCJ4 | 2/6 | 2/16 | 80 | 12 | 3 | 15 | 1008 | 92/11 |
6085 | Buy Aug Lean Hogs(CME)-HEQ4 | 2/7 | 2/18 | 87 | 13 | 2 | 15 | 554 | 46/12 |
6086 | Buy Oct Crude Oil(NYM)-CLV4 | 2/8 | 4/15 | 87 | 13 | 2 | 15 | 4201 | 62/68 |
6087 | Buy Apr NY Harbor ULSD(NYM)-HOJ4 | 2/9 | 2/23 | 80 | 12 | 3 | 15 | 1844 | 123/15 |
6088 | Sell Mar Swiss Franc(CME)-SFH4 | 2/9 | 3/10 | 80 | 12 | 3 | 15 | 1224 | 39/31 |
6089 | Buy Oct Soybean Meal(CBOT)-SMV4 | 2/12 | 3/21 | 80 | 12 | 3 | 15 | 440 | 11/39 |
6090 | Sell May Wheat(CBOT)-WK4 | 2/13 | 4/16 | 87 | 13 | 2 | 15 | 712 | 11/64 |
6091 | Sell Mar British Pound(CME)-BPH4 | 2/18 | 3/10 | 100 | 15 | 0 | 15 | 1505 | 68/22 |
6092 | Buy Jun 30-Year T-Bonds(CBOT)-USM4 | 2/19 | 4/15 | 87 | 13 | 2 | 15 | 2525 | 44/57 |
6093 | Sell May Coffee "C"(ICE)-KCK4 | 2/22 | 3/15 | 87 | 13 | 2 | 15 | 2590 | 113/23 |
6094 | Sell Jul Soybeans(CBOT)-SN4 | 2/24 | 3/15 | 80 | 12 | 3 | 15 | 563 | 27/21 |
6095 | Sell May Sugar #11(ICE)-SBK4 | 2/25 | 4/13 | 87 | 13 | 2 | 15 | 1398 | 29/49 |
6096 | Buy Jun Mexican Peso(CME)-MPM4 | 2/28 | 4/4 | 93 | 14 | 1 | 15 | 784 | 21/37 |
1Note: due to number of years trading historical research is performed on a blended full size/mini contract. |
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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