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MRCI's Spread Strategy #5349
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MRCI's Seasonal Spread Strategy #5349

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.
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1. Scroll down to view daily, weekly and monthly charts.
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Daily Chart
w/Studies
Daily
Continuation
Weekly
Continuation
Monthly
Continuation
30-Year/
Max Results
Gasoline
Strategies
Crude Oil
Strategies
Gasoline
Quotes
Crude
Quotes
 
Buy Oct 21 Gasoline(NYM) / Sell Oct 21 Crude Oil(NYM)
Enter on approximately 05/06 - 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
2020 05/06/20 5700 05/28/20 5825   125.20 05/07/20 1542.80    
2019 05/06/19 12090 05/28/19 12563   473.60 05/16/19 494.40 05/07/19 -969.00
2018 05/07/18 14219 05/25/18 17595   3376.40 05/25/18 3376.40    
2017 05/08/17 10758 05/26/17 12128   1369.60 05/25/17 1468.40 05/09/17 -342.40
2016 05/06/16 10022 05/27/16 11434   1412.20 05/23/16 2568.60 05/09/16 -657.80
2015 05/06/15 14336 05/28/15 15088   752.00 05/21/15 1798.60 05/11/15 -682.40
2014 05/06/14 15100 05/28/14 15195   95.20 05/15/14 180.20 05/27/14 -651.20
2013 05/06/13 15651 05/28/13 17315   1663.60 05/28/13 1663.60 05/08/13 -392.00
2012 05/07/12 14922 05/25/12 17365   2442.80 05/25/12 2442.80    
2011 05/06/11 15424 05/27/11 17003   1579.00 05/11/11 1637.20 05/18/11 -1157.20
2010 05/06/10 4106 05/28/10 4340   233.40 05/14/10 828.80 05/10/10 -149.60
2009 05/06/09 3845 05/28/09 5659   1813.80 05/27/09 2251.00 05/12/09 -434.80
2008 05/06/08 2729 05/28/08 3112   383.20 05/28/08 383.20 05/07/08 -748.60
2007 05/07/07 13666 05/25/07 16475   2809.20 05/17/07 3372.40 05/08/07 -78.80
2006 05/08/06 9191 05/26/06 10905   1713.80 05/11/06 3667.80 05/18/06 -1373.00
Percentage Correct 100   Protective Stop (1754)
Average Profit on Winning Trades   1349.53   Winners 15
Average Loss on Trades   Losers  
Average Net Profit Per Trade   1349.53   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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