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MRCI's Seasonal Strategy #5287 - DJIA Mini(CBOT)-December
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MRCI's Seasonal Strategy #5287
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.
DJIA Mini
Quotes
Daily Chart
w/Studies
Daily
Continuation
Weekly
Continuation
Monthly
Continuation
15-Year/
Results
Weekly Nearby
w/Studies
Monthly Nearby
w/Studies
Full Daily
History
Related
Strategies
 
DJIA Mini(CBOT)-December
Buy on approximately 09/01 - Exit on approximately 09/18 Contract Size: $5 x index

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 09/04/18 26001 09/18/18 26301 300 1500.00 09/18/18 1500.00 09/10/18 -390.00
2017 09/01/17 21941 09/18/17 22299 358 1790.00 09/18/17 1790.00 09/05/17 -1095.00
2016 09/01/16 18311 09/16/16 18053 -258 -1290.00 09/06/16 620.00 09/14/16 -1955.00
2015 09/01/15 15994 09/18/15 16318 324 1620.00 09/16/15 3350.00    
2014 09/02/14 16970 09/18/14 17178 208 1040.00 09/18/14 1040.00 09/12/14 -320.00
2013 09/03/13 14745 09/18/13 15594 849 4245.00 09/18/13 4245.00    
2012 09/04/12 12970 09/18/12 13499 529 2645.00 09/14/12 2740.00    
2011 09/01/11 11393 09/16/11 11446 53 265.00 09/16/11 265.00 09/09/11 -2220.00
2010 09/01/10 10205 09/17/10 10538 333 1665.00 09/16/10 1725.00    
2009 09/01/09 9243 09/18/09 9733 490 2450.00 09/17/09 2470.00 09/02/09 -130.00
2008 09/02/08 11510 09/18/08 10985 -525 -2625.00 09/03/08 135.00 09/17/08 -4230.00
2007 09/04/07 13555 09/18/07 13835 280 1400.00 09/18/07 1400.00 09/10/07 -1505.00
2006 09/01/06 11557 09/18/06 11649 92 460.00 09/15/06 515.00 09/07/06 -590.00
2005 09/01/05 10502 09/16/05 10673 171 855.00 09/09/05 1090.00 09/02/05 -5.00
2004 09/01/04 10166 09/17/04 10283 117 585.00 09/07/04 870.00    
2003 09/02/03 9480 09/18/03 9626 146 730.00 09/18/03 730.00 09/10/03 -400.00
2002 09/03/02 8295 09/18/02 8070 -225 -1125.00 09/10/02 1575.00 09/18/02 -1125.00
2001 09/04/01 10028 09/18/01 8924 -1104 -5520.00 09/05/01 295.00 09/17/01 -5580.00
2000 09/01/00 11413 09/18/00 10963 -450 -2250.00 09/06/00 370.00 09/18/00 -2250.00
1999 09/01/99 11083 09/17/99 10931 -152 -760.00 09/03/99 795.00 09/16/99 -1130.00
1998 09/01/98 7942 09/18/98 7965 23 115.00 09/16/98 1165.00 09/10/98 -1615.00
Percentage Correct 71      
Average Profit on Winning Trades 285 1424.33   Winners 15
Average Loss on Trades -452 -2261.67   Losers 6
Average Net Profit Per Trade 74 371.19   Total trades 21
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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