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MRCI's Spread Strategy #5124
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MRCI's Seasonal Spread Strategy #5124
MRCI encourages all traders to employ appropriate money-management techniques at all times.
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2. CLICK the link immediately above the daily chart to apply technical studies.
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Daily Chart
w/Studies
Daily
SuperChart
Weekly
Continuation
Monthly
Continuation
30-Year/
Max Results
Australian Dollar
Strategies
EuroFX
Strategies
Aus $
Quotes
EuroFX
Quotes
 
Buy Mar 20 Australian Dollar(IMM) / Sell Mar 20 EuroFX(CME)
Enter on approximately 02/01 - Exit on approximately 02/26

Cont
Year
 
Entry
Date
 
Entry
Price
 
Exit
Date
 
Exit
Price
 
 
 
 
Profit
Amount
Best
Equity
Date
Best
Equity
Amount
Worst
Equity
Date
Worst
Equity
Amount
2019 02/01/19 -71225 02/26/19 -70740   485.00 02/15/19 1130.00 02/06/19 -110.00
2018 02/01/18 -76385 02/26/18 -75610   775.00 02/09/18 1015.00 02/15/18 -900.00
2017 02/01/17 -59093 02/24/17 -55425   3667.50 02/23/17 3975.00    
2016 02/01/16 -65450 02/26/16 -65440   10.00 02/26/16 10.00 02/09/16 -5320.00
2015 02/02/15 -64025 02/26/15 -62108   1917.50 02/26/15 1917.50 02/03/15 -1862.50
2014 02/03/14 -81838 02/26/14 -81558   280.00 02/12/14 2032.50 02/21/14 -372.50
2013 02/01/13 -67043 02/26/13 -61020   6022.50 02/26/13 6022.50    
2012 02/01/12 -58065 02/24/12 -61500   -3435.00 02/15/12 1237.50 02/24/12 -3435.00
2011 02/01/11 -71963 02/25/11 -70183   1780.00 02/14/11 3437.50 02/02/11 -97.50
2010 02/01/10 -85300 02/26/10 -80693   4607.50 02/24/10 5257.50 02/02/10 -1067.50
2009 02/02/09 -97403 02/26/09 -94318   3085.00 02/18/09 4310.00 02/03/09 -17.50
2008 02/01/08 -94800 02/26/08 -93903   897.50 02/11/08 3577.50    
2007 02/01/07 -85823 02/26/07 -85600   222.50 02/05/07 1437.50 02/15/07 -300.00
2006 02/01/06 -75858 02/24/06 -74663   1195.00 02/24/06 1195.00 02/02/06 -367.50
2005 02/01/05 -85975 02/25/05 -86958   -982.50 02/11/05 3512.50 02/25/05 -982.50
Percentage Correct 87   Protective Stop (1779)
Average Profit on Winning Trades   1918.85   Winners 13
Average Loss on Trades   -2208.75   Losers 2
Average Net Profit Per Trade   1368.50   Total trades 15
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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