Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Spread Strategy #5170
MRCI Logo
MRCI's Seasonal Spread Strategy #5170

Note: MRCI has blended Gasoline prices in order to continue pursuing historical research. All price history through the June 2006 contract is HU; that from July 2006 forward is RBOB. Click here

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.
Daily Chart
w/Studies
Daily
SuperChart
Weekly
Continuation
Monthly
Continuation
30-Year/
Max Results
Gasoline
Strategies
Crude Oil
Strategies
Gasoline
Quotes
Crude
Quotes
 
Buy Jul 20 Gasoline(NYM) / Sell Jul 20 Crude Oil(NYM)
Enter on approximately 05/08 - Exit on approximately 05/28

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 05/08/19 19394 05/28/19 22172   2777.60 05/28/19 2777.60    
2018 05/08/18 19797 05/25/18 23441   3643.60 05/25/18 3643.60    
2017 05/08/17 17021 05/26/17 18496   1475.20 05/19/17 1516.60 05/09/17 -576.60
2016 05/09/16 16971 05/27/16 19458   2486.80 05/23/16 4198.80    
2015 05/08/15 23075 05/28/15 25060   1985.40 05/20/15 3079.40 05/11/15 -200.40
2014 05/08/14 21647 05/28/14 22780   1133.40 05/28/14 1133.40 05/21/14 -586.20
2013 05/08/13 22468 05/28/13 24497   2029.00 05/17/13 2676.80    
2012 05/08/12 26085 05/25/12 28071   1986.60 05/22/12 2151.60 05/17/12 -694.00
2011 05/09/11 29805 05/27/11 26725   -3080.20 05/10/11 2384.80 05/18/11 -7472.80
2010 05/10/10 11095 05/28/10 11147   52.60 05/14/10 2901.80 05/27/10 -157.80
2009 05/08/09 11353 05/28/09 13632   2278.80 05/19/09 3117.60 05/12/09 -1230.00
2008 05/08/08 7947 05/28/08 11102   3155.60 05/28/08 3155.60    
2007 05/08/07 26289 05/25/07 31841   5552.00 05/17/07 5886.20    
2006 05/08/06 21766 05/26/06 23718   1951.80 05/11/06 5382.80 05/18/06 -1476.00
2005 05/09/05 9855 05/27/05 10058   202.80 05/19/05 1485.80 05/16/05 -494.40
Percentage Correct 93   Protective Stop (2395)
Average Profit on Winning Trades   2193.66   Winners 14
Average Loss on Trades   -3080.20   Losers 1
Average Net Profit Per Trade   1842.07   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

Banner

Login

Newsflash

Amid explosive interest in China, MRCI will now update charts of the Shanghai and Shenzen stock indices daily! http://www.mrci.com/client/hilite/hl001.php