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MRCI's Seasonal Strategy #5632 - Cocoa(NYBOT)-December
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MRCI's Seasonal Strategy #5632
MRCI encourages all traders to employ appropriate money-management techniques at all times.
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.
4. CLICK the year on each detail line in the strategy for a daily chart of that year.
Cocoa
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Daily Chart
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Daily
Continuation
Weekly
Continuation
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Continuation
30-Year/
Max Results
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Daily
Volatility
Cocoa(NYBOT)-December
Sell on approximately 08/01 - Exit on approximately 10/10 Contract Size: 10 metric tons

Cont
Year

Sell
Date

Sell
Price

Exit
Date

Exit
Price


Profit

Profit
Amount
Best
Equity
Date
Best
Equity
Amount
Worst
Equity
Date
Worst
Equity
Amount
2020 08/03/20 2461 10/09/20 2432 29 290.00 08/20/20 610.00 09/15/20 -2330.00
2019 08/01/19 2377 10/10/19 2460 -83 -830.00 08/20/19 2030.00 10/03/19 -1430.00
2018 08/01/18 2129 10/10/18 2088 41 410.00 10/01/18 1390.00 08/24/18 -2350.00
2017 08/01/17 2052 10/10/17 2045 7 70.00 08/16/17 2130.00 08/03/17 -340.00
2016 08/01/16 2922 10/10/16 2657 265 2650.00 10/10/16 2650.00 08/18/16 -1910.00
2015 08/03/15 3181 10/09/15 3049 132 1320.00 10/09/15 1320.00 09/23/15 -1340.00
2014 08/01/14 3184 10/10/14 3157 27 270.00 09/11/14 1560.00 09/24/14 -1870.00
2013 08/01/13 2310 10/10/13 2729 -419 -4190.00 08/02/13 90.00 10/10/13 -4190.00
2012 08/01/12 2411 10/10/12 2372 39 390.00 10/10/12 390.00 09/06/12 -2800.00
2011 08/01/11 2989 10/10/11 2656 333 3330.00 10/03/11 4320.00 08/23/11 -1520.00
2010 08/02/10 3111 10/08/10 2803 308 3080.00 09/13/10 5010.00 08/04/10 -280.00
2009 08/03/09 2972 10/09/09 3243 -271 -2710.00 08/17/09 2490.00 10/08/09 -2720.00
2008 08/01/08 3019 10/10/08 2244 775 7750.00 10/10/08 7750.00    
2007 08/01/07 1952 10/10/07 1835 117 1170.00 08/22/07 1980.00 09/26/07 -940.00
2006 08/01/06 1530 10/10/06 1432 98 980.00 09/18/06 1100.00 08/10/06 -760.00
Percentage Correct 80      
Average Profit on Winning Trades 181 1809.17   Winners 12
Average Loss on Trades -258 -2576.67   Losers 3
Average Net Profit Per Trade 93 932.00   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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