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MRCI's Seasonal Strategy #5527 - Feeder Cattle(CME)-March
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MRCI's Seasonal Strategy #5527
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.
Feeder
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
Feeder Cattle(CME)-March
Sell on approximately 01/03 - Exit on approximately 02/09 Contract Size: 50,000 lbs

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 01/03/20 142.68 02/07/20 135.20 7.48 3740.00 01/29/20 3850.00 01/10/20 -2385.00
2019 01/03/19 144.45 02/08/19 144.10 0.35 175.00 01/22/19 1475.00 01/08/19 -500.00
2018 01/03/18 146.83 02/09/18 146.20 0.63 315.00 01/11/18 2725.00 02/02/18 -2050.00
2017 01/03/17 125.03 02/09/17 123.63 1.40 700.00 02/01/17 1475.00 01/20/17 -3125.00
2016 01/04/16 164.68 02/09/16 149.00 15.68 7840.00 02/09/16 7840.00 01/06/16 -385.00
2015 01/05/15 223.38 02/09/15 203.63 19.75 9875.00 02/05/15 13865.00    
2014 01/03/14 168.10 02/07/14 167.80 0.30 150.00 01/13/14 810.00 01/22/14 -1140.00
2013 01/03/13 154.90 02/08/13 145.00 9.90 4950.00 02/08/13 4950.00 01/04/13 -710.00
2012 01/03/12 149.43 02/09/12 155.15 -5.72 -2860.00     02/01/12 -3210.00
2011 01/03/11 123.02 02/09/11 122.92 0.10 50.00 01/04/11 310.00 01/31/11 -2490.00
2010 01/04/10 96.32 02/09/10 99.97 -3.65 -1825.00     02/09/10 -1825.00
2009 01/05/09 96.72 02/09/09 95.55 1.17 585.00 01/27/09 3225.00    
2008 01/03/08 103.92 02/08/08 105.02 -1.10 -550.00 01/16/08 1475.00 02/07/08 -965.00
2007 01/03/07 99.00 02/09/07 98.77 0.23 115.00 01/22/07 3315.00 02/07/07 -175.00
2006 01/03/06 114.00 02/09/06 108.85 5.15 2575.00 02/03/06 3090.00 01/09/06 -125.00
2005 01/03/05 96.55 02/09/05 100.92 -4.37 -2185.00     01/11/05 -3260.00
2004 01/05/04 81.52 02/09/04 83.25 -1.73 -865.00 01/06/04 110.00 01/21/04 -2140.00
2003 01/03/03 82.87 02/07/03 75.87 7.00 3500.00 02/07/03 3500.00    
2002 01/03/02 84.37 02/08/02 83.85 0.52 260.00 01/22/02 585.00 01/09/02 -640.00
2001 01/03/01 90.75 02/09/01 86.07 4.68 2340.00 01/31/01 2890.00    
2000 01/03/00 85.90 02/09/00 83.45 2.45 1225.00 02/09/00 1225.00 01/07/00 -485.00
1999 01/04/99 68.67 02/09/99 74.42 -5.75 -2875.00     02/08/99 -3100.00
1998 01/05/98 73.90 02/09/98 75.27 -1.37 -685.00     01/23/98 -2575.00
1997 01/03/97 67.90 02/07/97 68.02 -0.12 -60.00 01/07/97 240.00 01/31/97 -885.00
1996 01/03/96 58.32 02/09/96 58.62 -0.30 -150.00 01/30/96 975.00 01/08/96 -400.00
1995 01/03/95 74.62 02/09/95 72.15 2.47 1235.00 02/08/95 1550.00 01/04/95 -50.00
1994 01/03/94 80.45 02/09/94 80.80 -0.35 -175.00     01/28/94 -1225.00
1993 01/04/93 84.92 02/09/93 85.80 -0.88 -440.00 02/01/93 560.00 01/11/93 -1025.00
1992 01/03/92 74.65 02/07/92 78.62 -3.97 -1985.00     01/29/92 -2385.00
1991 01/03/91 86.32 02/08/91 88.47 -2.15 -1075.00 01/15/91 1350.00 02/07/91 -1200.00
Percentage Correct 57      
Average Profit on Winning Trades 4.66 2331.18   Winners 17
Average Loss on Trades -2.42 -1210.00   Losers 13
Average Net Profit Per Trade 1.59 796.67   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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