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MRCI's Spread Strategy #5304
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MRCI's Seasonal Spread Strategy #5304
MRCI encourages all traders to employ appropriate money-management techniques at all times.
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Daily Chart
w/Studies
Daily
SuperChart
Weekly
Continuation
Monthly
Continuation
30-Year/
Max Results
Australian Dollar
Strategies
Swiss Franc
Strategies
Aus $
Quotes
Sw. Franc
Quotes
 
Buy Mar 21 Australian Dollar(IMM) / Sell Mar 21 Swiss Franc(IMM)
Enter on approximately 02/01 - Exit on approximately 02/19

Cont
Year
 
Entry
Date
 
Entry
Price
 
Exit
Date
 
Exit
Price
 
 
 
 
Profit
Amount
Best
Equity
Date
Best
Equity
Amount
Worst
Equity
Date
Worst
Equity
Amount
2020 02/03/20 -62833 02/19/20 -60440   2392.50 02/14/20 2410.00    
2019 02/01/19 -53550 02/19/19 -53480   70.00 02/05/19 452.50 02/08/19 -975.00
2018 02/01/18 -54860 02/16/18 -56003   -1142.50 02/07/18 112.50 02/15/18 -1562.50
2017 02/01/17 -50455 02/17/17 -48175   2280.00 02/15/17 3130.00    
2016 02/01/16 -51963 02/19/16 -55085   -3122.50     02/09/16 -6332.50
2015 02/02/15 -57150 02/19/15 -53945   3205.00 02/19/15 3205.00 02/03/15 -862.50
2014 02/03/14 -51513 02/19/14 -50908   605.00 02/12/14 2770.00    
2013 02/01/13 -34018 02/19/13 -32050   1967.50 02/19/13 1967.50 02/06/13 -632.50
2012 02/01/12 -30190 02/17/12 -29295   895.00 02/15/12 1312.50    
2011 02/01/11 -32850 02/18/11 -31078   1772.50 02/11/11 4295.00    
2010 02/01/10 -29488 02/19/10 -26418   3070.00 02/18/10 3502.50 02/04/10 -1595.00
2009 02/02/09 -44715 02/19/09 -42168   2547.50 02/09/09 4745.00    
2008 02/01/08 -24863 02/19/08 -22473   2390.00 02/19/08 2390.00    
2007 02/01/07 -23660 02/16/07 -22900   760.00 02/08/07 1090.00    
2006 02/01/06 -22095 02/17/06 -21720   375.00 02/16/06 375.00 02/07/06 -550.00
Percentage Correct 87   Protective Stop (1566)
Average Profit on Winning Trades   1717.69   Winners 13
Average Loss on Trades   -2132.50   Losers 2
Average Net Profit Per Trade   1204.33   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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