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MRCI's Seasonal Strategy #5467 - 30-Year T-Bonds(CBOT)-December
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MRCI's Seasonal Strategy #5467
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.
Bond
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
Daily
Volatility
30-Year T-Bonds(CBOT)-December
Sell on approximately 09/03 - Exit on approximately 09/15 Contract Size: $100,000

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 09/03/19 165~29 09/13/19 157~20 8~09 8281.25 09/13/19 8281.25 09/04/19 -31.25
2018 09/04/18 143~04 09/14/18 141~24 1~12 1375.00 09/14/18 1375.00 09/06/18 -500.00
2017 09/05/17 157~00 09/15/17 155~01 1~31 1968.75 09/13/17 2187.50 09/07/17 -375.00
2016 09/06/16 170~21 09/15/16 165~13 5~08 5250.00 09/13/16 5375.00 09/07/16 -62.50
2015 09/03/15 154~15 09/15/15 152~13 2~02 2062.50 09/15/15 2062.50 09/04/15 -1343.75
2014 09/03/14 138~30 09/15/14 136~04 2~26 2812.50 09/12/14 3093.75    
2013 09/03/13 130~09 09/13/13 129~26 0~15 468.75 09/05/13 1593.75    
2012 09/04/12 151~04 09/14/12 144~30 6~06 6187.50 09/14/12 6187.50    
2011 09/06/11 140~26 09/15/11 139~05 1~21 1656.25 09/15/11 1656.25 09/12/11 -562.50
2010 09/03/10 131~15 09/15/10 130~21 0~26 812.50 09/10/10 1343.75 09/07/10 -1468.75
2009 09/03/09 120~22 09/15/09 119~12 1~10 1312.50 09/09/09 2375.00    
2008 09/03/08 119~06 09/15/08 121~20 -2~14 -2437.50     09/15/08 -2437.50
2007 09/04/07 111~26 09/14/07 113~22 -1~28 -1875.00     09/10/07 -3125.00
2006 09/05/06 110~30 09/15/06 110~30 0~00 0.00 09/06/06 437.50 09/13/06 -625.00
2005 09/06/05 117~08 09/15/05 115~18 1~22 1687.50 09/15/05 1687.50    
2004 09/03/04 110~08 09/15/04 111~14 -1~06 -1187.50     09/14/04 -2000.00
2003 09/03/03 104~14 09/15/03 108~18 -4~04 -4125.00     09/10/03 -4125.00
2002 09/03/02 112~02 09/13/02 112~28 -0~26 -812.50 09/11/02 1062.50 09/13/02 -812.50
2001 09/04/01 104~12 09/14/01 106~08 -1~28 -1875.00     09/11/01 -2312.50
2000 09/05/00 101~08 09/15/00 98~26 2~14 2437.50 09/15/00 2437.50    
1999 09/03/99 95~24 09/15/99 94~22 1~02 1062.50 09/09/99 1750.00    
1998 09/03/98 105~26 09/15/98 106~30 -1~04 -1125.00 09/08/98 687.50 09/10/98 -1687.50
1997 09/03/97 94~14 09/15/97 94~04 0~10 312.50 09/11/97 1375.00 09/12/97 -437.50
1996 09/03/96 89~06 09/13/96 90~12 -1~06 -1187.50 09/05/96 625.00 09/13/96 -1187.50
1995 09/05/95 94~26 09/15/95 95~00 -0~06 -187.50 09/07/95 812.50 09/12/95 -625.00
1994 09/06/94 84~26 09/15/94 84~06 0~20 625.00 09/13/94 1812.50    
1993 09/03/93 100~02 09/15/93 99~08 0~26 812.50 09/15/93 812.50 09/08/93 -875.00
1992 09/03/92 87~28 09/15/92 88~02 -0~06 -187.50     09/08/92 -1500.00
1991 09/03/91 81~16 09/13/91 82~10 -0~26 -812.50 09/05/91 562.50 09/12/91 -1000.00
1990 09/04/90 73~18 09/14/90 74~00 -0~14 -437.50     09/13/90 -1312.50
Percentage Correct 57      
Average Profit on Winning Trades 2~10 2301.47   Winners 17
Average Loss on Trades -1~08 -1250.00   Losers 13
Average Net Profit Per Trade 0~24 762.50   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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