MRCI's Seasonal Strategy #6097 - 30-Year T-Bonds(CBOT)-June

MRCI's Seasonal Strategy #6097

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)-June
Buy on approximately 03/10 - Exit on approximately 04/01								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
2023	03/10/23	129~11	03/31/23	131~05	1~26	1812.50	03/17/23	3375.00
2022	03/10/22	154~23	04/01/22	149~26	-4~29	-4906.25	03/11/22	343.75	03/25/22	-7656.25
2021	03/10/21	158~05	04/01/21	156~07	-1~30	-1937.50			03/18/21	-4156.25
2020	03/10/20	179~19	04/01/20	181~04	1~17	1531.25	04/01/20	1531.25	03/18/20	-11625.00
2019	03/11/19	145~20	04/01/19	148~07	2~19	2593.75	03/27/19	4437.50	03/14/19	-125.00
2018	03/12/18	143~23	03/29/18	146~20	2~29	2906.25	03/29/18	2906.25	03/21/18	-218.75
2017	03/10/17	146~27	03/31/17	150~27	4~00	4000.00	03/27/17	4625.00	03/13/17	-468.75
2016	03/10/16	162~12	04/01/16	164~12	2~00	2000.00	03/29/16	2125.00	03/11/16	-1156.25
2015	03/10/15	158~22	04/01/15	165~26	7~04	7125.00	04/01/15	7125.00
2014	03/10/14	131~06	04/01/14	132~20	1~14	1437.50	03/27/14	3031.25
2013	03/11/13	140~30	04/01/13	144~28	3~30	3937.50	04/01/13	3937.50
2012	03/12/12	140~17	03/30/12	137~24	-2~25	-2781.25			03/19/12	-5156.25
2011	03/10/11	120~10	04/01/11	120~12	0~02	62.50	03/16/11	2187.50	03/29/11	-562.50
2010	03/10/10	116~20	04/01/10	116~26	0~06	187.50	03/22/10	2312.50	03/25/10	-1562.50
2009	03/10/09	125~30	04/01/09	131~06	5~08	5250.00	04/01/09	5250.00	03/17/09	-1437.50
2008	03/10/08	119~02	04/01/08	118~10	-0~24	-750.00	03/20/08	2875.00	03/11/08	-2062.50
2007	03/12/07	113~18	03/30/07	111~16	-2~02	-2062.50	03/21/07	375.00	03/30/07	-2062.50
2006	03/10/06	110~30	03/31/06	109~10	-1~20	-1625.00	03/27/06	937.50	03/31/06	-1625.00
2005	03/10/05	111~24	04/01/05	112~18	0~26	812.50	04/01/05	812.50	03/24/05	-1437.50
2004	03/10/04	115~18	04/01/04	113~30	-1~20	-1625.00	03/17/04	1375.00	03/30/04	-1812.50
2003	03/10/03	115~22	04/01/03	113~16	-2~06	-2187.50	03/12/03	500.00	03/21/03	-5312.50
2002	03/11/02	99~24	04/01/02	98~16	-1~08	-1250.00	03/26/02	187.50	03/22/02	-1500.00
2001	03/12/01	106~16	03/30/01	104~18	-1~30	-1937.50	03/22/01	812.50	03/27/01	-2500.00
2000	03/10/00	94~14	03/31/00	98~12	3~30	3937.50	03/31/00	3937.50
1999	03/10/99	100~20	04/01/99	100~00	-0~20	-625.00	03/17/99	1312.50	04/01/99	-625.00
1998	03/10/98	100~00	04/01/98	100~12	0~12	375.00	03/16/98	1437.50	03/30/98	-250.00
1997	03/10/97	91~24	04/01/97	89~10	-2~14	-2437.50	03/12/97	187.50	03/27/97	-2562.50
1996	03/11/96	93~12	04/01/96	93~14	0~02	62.50	03/25/96	750.00	03/18/96	-1062.50
1995	03/10/95	86~14	03/31/95	86~12	-0~02	-62.50	03/16/95	1375.00	03/23/95	-62.50
1994	03/10/94	90~24	04/01/94	87~20	-3~04	-3125.00	03/22/94	875.00	04/01/94	-3125.00
Percentage Correct			53
Average Profit on Winning Trades					2~12	2376.95		Winners		16
Average Loss on Trades					-1~30	-1950.89		Losers		14
Average Net Profit Per Trade					0~11	357.29		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 barchart

Moore Research Center, Inc.

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