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MRCI encourages all traders to employ appropriate money-management techniques at all times. | |
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1. CLICK on the 4 digit strategy number to see the detailed analysis including a daily, weekly and monthly chart. 2. CLICK the Seasonal Strategy to view a Seasonal Pattern Chart with Bull and Bear Years. Note: Please be advised that this seasonal spread pattern may or may not illustrate the inverse of the strategy it accompanies and of the seasonal spread pattern overlaid with the current price activity (found by clicking on the 4-digit strategy number). 3. CLICK the Symbol after the hyphen in the Seasonal Strategy column for in-progress and pending (up to 20 trading days in the future) MRCI Online strategies for that market. 4. CLICK the Win Pct to view MRCI SuperCharts. These charts plot daily prices for all available historical data. Expand/contract the window. Run cursor over screen for Spread date. |
February 2024 Spreads | |||||||||
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Seasonal Strategy |
Entry Date |
Exit Date |
Win Pct |
Win Years |
Loss Years |
Total Years |
Average Profit |
Avg PPD/ Days |
5844 | Buy Mar Australian Dollar(CME) - ADH4 Sell Mar EuroFX(CME) - EUH4 |
2/1 | 2/26 | 93 | 14 | 1 | 15 | 1556 | 60/26 |
5845 | Buy Jul RBOB Gasoline(NYM) - RBN4 Sell Jul NY Harbor ULSD(NYM) - HON4 |
2/3 | 2/26 | 100 | 15 | 0 | 15 | 1676 | 70/24 |
5846 | Buy Sep RBOB Gasoline(NYM) - RBU4 Sell Dec RBOB Gasoline(NYM) - RBZ4 |
2/4 | 2/23 | 93 | 14 | 1 | 15 | 599 | 30/20 |
5847 | Buy Sep RBOB Gasoline(NYM) - RBU4 Sell Sep Crude Oil(NYM) - CLU4 |
2/7 | 2/20 | 100 | 15 | 0 | 15 | 1397 | 100/14 |
5848 | Buy Jun Crude Oil(NYM) - CLM4 Sell Dec Crude Oil(NYM) - CLZ4 |
2/7 | 3/5 | 93 | 14 | 1 | 15 | 1174 | 42/28 |
5849 | Buy Nov Soybeans(CBOT) - SX4 Sell Dec Wheat(KCBT) - KWZ4 |
2/8 | 2/21 | 87 | 13 | 2 | 15 | 573 | 41/14 |
5850 | Buy Mar Canadian Dollar(CME) - CDH4 Sell Mar Japanese Yen(CME) - JYH4 |
2/8 | 3/12 | 87 | 13 | 2 | 15 | 1944 | 57/34 |
5851 | Buy Aug Lean Hogs(CME) - HEQ4 Sell Jun Lean Hogs(CME) - HEM4 |
2/13 | 4/30 | 93 | 14 | 1 | 15 | 739 | 9/78 |
5852 | Buy Dec Wheat(CBOT) - WZ4 Sell May Wheat(CBOT) - WK4 |
2/16 | 4/25 | 100 | 15 | 0 | 15 | 395 | 6/70 |
5853 | Buy Jun 30-Year T-Bonds(CBOT) - USM4 Sell Jun 10-Year T-Notes(CBOT) - TYM4 |
2/17 | 4/1 | 87 | 13 | 2 | 15 | 1508 | 34/45 |
5854 | Buy Mar Mexican Peso(CME) - MPH4 Sell Mar British Pound(CME) - BPH4 |
2/19 | 3/10 | 93 | 14 | 1 | 15 | 1187 | 57/21 |
5855 | Buy Dec Live Cattle(CME) - LCZ4 Sell Jun Live Cattle(CME) - LCM4 |
2/19 | 5/2 | 87 | 13 | 2 | 15 | 1088 | 15/74 |
5856 | Buy May Cotton(ICE) - CTK4 Sell Dec Cotton(ICE) - CTZ4 |
2/20 | 3/23 | 87 | 13 | 2 | 15 | 557 | 17/33 |
5857 | Buy Dec Natural Gas(NYM) - NGZ4 Sell Jun Natural Gas(NYM) - NGM4 |
2/24 | 4/12 | 93 | 14 | 1 | 15 | 1380 | 28/49 |
5858 | Buy Dec Copper(CMX) - HGZ4 Sell May Copper(CMX) - HGK4 |
2/25 | 4/8 | 100 | 15 | 0 | 15 | 380 | 9/44 |
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.
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