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MRCI's Spread Strategy #5168
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MRCI's Seasonal Spread Strategy #5168
MRCI encourages all traders to employ appropriate money-management techniques at all times.
HELPFUL HINTS......
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Daily Chart
w/Studies
Daily
SuperChart
Weekly
Continuation
Monthly
Continuation
30-Year/
Max Results
30-Year T-Bonds
Strategies
10-Year T-Notes
Strategies
Bond
Quotes
10-Year
Quotes
 
Buy Sep 20 30-Year T-Bonds(CBOT) / Sell Sep 20 10-Year T-Notes(CBOT)
Enter on approximately 04/29 - Exit on approximately 07/08

Cont
Year
 
Entry
Date
 
Entry
Price
 
Exit
Date
 
Exit
Price
 
 
Profit
 
Profit
Amount
Best
Equity
Date
Best
Equity
Amount
Worst
Equity
Date
Worst
Equity
Amount
2019 04/29/19 22~215 07/08/19 27~290 5~075 5234.38 07/03/19 5734.38    
2018 04/30/18 23~230 07/06/18 25~100 1~190 1593.75 07/06/18 1593.75 05/17/18 -2250.00
2017 05/01/17 25~215 07/07/17 26~260 1~045 1140.63 06/26/17 4453.13 05/11/17 -875.00
2016 04/29/16 32~005 07/08/16 43~045 11~040 11125.00 07/08/16 11125.00 05/02/16 -750.00
2015 04/29/15 30~095 07/08/15 26~240 -3~175 -3546.88     06/26/15 -7750.00
2014 04/29/14 10~160 07/08/14 11~270 1~110 1343.75 05/28/14 1703.13    
2013 04/29/13 15~050 07/08/13 8~070 -6~300 -6937.50 05/02/13 437.50 07/05/13 -7156.25
2012 04/30/12 10~305 07/06/12 15~165 4~180 4562.50 06/01/12 6406.25 05/01/12 -484.38
2011 04/29/11 1~070 07/08/11 1~080 0~010 31.25 05/17/11 1453.13 07/05/11 -687.50
2010 04/29/10 1~030 07/08/10 4~200 3~170 3531.25 07/01/10 4296.88    
2009 04/29/09 1~275 07/08/09 2~200 0~245 765.63 07/08/09 765.63 06/01/09 -2718.75
2008 04/29/08 1~020 07/08/08 1~195 0~175 546.88 07/02/08 843.75 06/05/08 -875.00
2007 04/30/07 3~120 07/06/07 1~155 -1~285 -1890.63 05/07/07 265.63 06/12/07 -2203.13
2006 05/01/06 1~005 07/07/06 1~305 0~300 937.50 06/13/06 1328.13 05/12/06 -203.13
2005 04/29/05 3~045 07/08/05 4~245 1~200 1625.00 06/27/05 2171.88 05/06/05 -546.88
Percentage Correct 80   Protective Stop (1739)
Average Profit on Winning Trades 2~225 2703.13   Winners 12
Average Loss on Trades -4~040 -4125.00   Losers 3
Average Net Profit Per Trade 1~108 1337.50   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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