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MRCI's Seasonal Strategy #5167 - 10-Year T-Notes(CBOT)-March

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MRCI's Seasonal Strategy #5167
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.
10-Year
Quotes
Daily Chart
w/Studies
15-Year/
Results
Weekly Nearby
w/Studies
Monthly Nearby
w/Studies
Weekly
Continuation
Monthly
Continuation
Daily
Strategies
10-Year T-Notes(CBOT)-March
Buy on approximately 01/05 - Exit on approximately 01/17 Contract Size: $100,000

Cont
Year

Buy
Date

Buy
Price

Exit
Date

Exit
Price


Profit

Profit
Amount
Best
Equity
Date
Best
Equity
Amount
Worst
Equity
Date
Worst
Equity
Amount
2018 01/05/18 123~165 01/17/18 122~210 -0~275 -859.38     01/17/18 -859.38
2017 01/05/17 124~265 01/17/17 125~075 0~130 406.25 01/17/17 406.25 01/06/17 -421.88
2016 01/05/16 126~080 01/15/16 128~145 2~065 2203.13 01/15/16 2203.13    
2015 01/05/15 127~245 01/16/15 129~275 2~030 2093.75 01/15/15 2578.13    
2014 01/06/14 123~150 01/17/14 124~135 0~305 953.13 01/13/14 1109.38 01/08/14 -359.38
2013 01/07/13 131~185 01/17/13 131~280 0~095 296.88 01/16/13 718.75    
2012 01/05/12 130~160 01/17/12 131~190 1~030 1093.75 01/17/12 1093.75    
2011 01/05/11 119~075 01/14/11 120~275 1~200 1625.00 01/13/11 1875.00    
2010 01/05/10 116~065 01/15/10 117~090 1~025 1078.13 01/15/10 1078.13 01/07/10 -359.38
2009 01/05/09 124~055 01/16/09 126~170 2~115 2359.38 01/15/09 2843.75    
2008 01/07/08 115~050 01/17/08 116~175 1~125 1390.63 01/17/08 1390.63 01/10/08 -343.75
2007 01/05/07 107~280 01/17/07 106~315 -0~285 -890.63     01/17/07 -890.63
2006 01/05/06 109~250 01/17/06 109~275 0~025 78.13 01/17/06 78.13 01/11/06 -781.25
2005 01/05/05 111~130 01/14/05 111~265 0~135 421.88 01/13/05 593.75 01/07/05 -31.25
2004 01/05/04 111~100 01/16/04 114~100 3~000 3000.00 01/14/04 3359.38    
2003 01/06/03 113~075 01/17/03 113~255 0~180 562.50 01/08/03 593.75 01/10/03 -671.88
2002 01/07/02 105~100 01/17/02 106~095 0~315 984.38 01/15/02 1703.13 01/08/02 -31.25
2001 01/05/01 106~035 01/17/01 105~005 -1~030 -1093.75 01/08/01 265.63 01/12/01 -1750.00
2000 01/05/00 94~280 01/14/00 94~195 -0~085 -265.63 01/07/00 703.13 01/12/00 -484.38
1999 01/05/99 105~125 01/15/99 105~105 -0~020 -62.50 01/14/99 671.88 01/11/99 -984.38
1998 01/05/98 101~065 01/16/98 101~050 -0~015 -46.88 01/09/98 875.00 01/07/98 -93.75
1997 01/06/97 96~115 01/17/97 96~105 -0~010 -31.25 01/09/97 62.50 01/10/97 -234.38
1996 01/05/96 101~110 01/17/96 102~050 0~260 812.50 01/17/96 812.50 01/10/96 -343.75
1995 01/05/95 88~130 01/17/95 89~155 1~025 1078.13 01/13/95 1078.13 01/09/95 -46.88
1994 01/05/94 100~010 01/17/94 100~150 0~140 437.50 01/12/94 2015.63    
1993 01/05/93 95~145 01/15/93 96~065 0~240 750.00 01/15/93 750.00 01/07/93 -968.75
1992 01/06/92 94~155 01/17/92 92~155 -2~000 -2000.00 01/07/92 671.88 01/16/92 -2156.25
1991 01/07/91 87~135 01/17/91 88~085 0~270 843.75 01/17/91 843.75 01/09/91 -390.63
1990 01/05/90 88~105 01/17/90 87~100 -1~005 -1015.63     01/16/90 -1031.25
1989 01/05/89 81~160 01/17/89 83~030 1~190 1593.75 01/13/89 1625.00    
Percentage Correct 70      
Average Profit on Winning Trades 1~047 1145.83   Winners 21
Average Loss on Trades -0~223 -696.18   Losers 9
Average Net Profit Per Trade 0~190 593.23   Total trades 30
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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