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MRCI's Seasonal Strategy #5407 - DJIA Mini(CBOT)-September
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MRCI's Seasonal Strategy #5407
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
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Daily Chart
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Continuation
Weekly
Continuation
Monthly
Continuation
15-Year/
Results
Weekly Nearby
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Full Daily
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Related
Strategies
Daily
Volatility
DJIA Mini(CBOT)-September
Sell on approximately 05/08 - Exit on approximately 06/26 Contract Size: $5 x index

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
2019 05/08/19 26027 06/26/19 26550 -523 -2615.00 05/31/19 6020.00 06/20/19 -3735.00
2018 05/08/18 24319 06/26/18 24303 16 80.00 06/25/18 200.00 06/11/18 -5145.00
2017 05/08/17 20891 06/26/17 21368 -477 -2385.00 05/17/17 1690.00 06/19/17 -2850.00
2016 05/09/16 17556 06/24/16 17247 309 1545.00 06/24/16 1545.00 06/23/16 -1795.00
2015 05/08/15 18040 06/26/15 17873 167 835.00 06/09/15 1765.00 05/19/15 -830.00
2014 05/08/14 16441 06/26/14 16762 -321 -1605.00 05/20/14 880.00 06/10/14 -2150.00
2013 05/08/13 14991 06/26/13 14824 167 835.00 06/24/13 2015.00 05/28/13 -1570.00
2012 05/08/12 12797 06/26/12 12486 311 1555.00 06/04/12 4045.00    
2011 05/09/11 12562 06/24/11 11881 681 3405.00 06/15/11 3655.00 05/10/11 -340.00
2010 05/10/10 10683 06/25/10 10104 579 2895.00 06/07/10 4735.00 05/12/10 -675.00
2009 05/08/09 8462 06/26/09 8373 89 445.00 05/22/09 1310.00 06/12/09 -1380.00
2008 05/08/08 12825 06/26/08 11462 1363 6815.00 06/26/08 6815.00 05/19/08 -1105.00
2007 05/08/07 13461 06/26/07 13396 65 325.00 06/07/07 405.00 06/01/07 -1750.00
2006 05/08/06 11689 06/26/06 11127 562 2810.00 06/13/06 4560.00 05/10/06 -365.00
2005 05/09/05 10404 06/24/05 10325 79 395.00 05/13/05 1080.00 06/17/05 -1210.00
2004 05/10/04 9935 06/25/04 10380 -445 -2225.00 05/17/04 185.00 06/23/04 -2675.00
2003 05/08/03 8453 06/26/03 9052 -599 -2995.00 05/20/03 5.00 06/16/03 -4210.00
2002 05/08/02 10100 06/26/02 9120 980 4900.00 06/25/02 4960.00 05/17/02 -1325.00
2001 05/08/01 10974 06/26/01 10515 459 2295.00 06/26/01 2295.00 05/21/01 -2255.00
2000 05/08/00 10778 06/26/00 10710 68 340.00 05/26/00 1550.00 05/16/00 -1605.00
1999 05/10/99 11130 06/25/99 10660 470 2350.00 06/11/99 2710.00 05/13/99 -565.00
1998 05/08/98 9160 06/26/98 9047 113 565.00 06/15/98 2400.00 05/13/98 -920.00
Percentage Correct 77      
Average Profit on Winning Trades 381 1905.29   Winners 17
Average Loss on Trades -473 -2365.00   Losers 5
Average Net Profit Per Trade 187 934.77   Total trades 22
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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