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MRCI's Spread Strategy #5424
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MRCI's Seasonal Spread Strategy #5424
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
Continuation
Weekly
Continuation
Monthly
Continuation
30-Year/
Max Results
10-Year T-Notes
Strategies
30-Year T-Bonds
Strategies
10-Year
Quotes
Bond
Quotes
 
Buy Dec 21 10-Year T-Notes(CBOT) / Sell Dec 21 30-Year T-Bonds(CBOT)
Enter on approximately 10/02 - Exit on approximately 10/10

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
2020 10/02/20 -36~150 10/09/20 -35~065 1~085 1265.63 10/07/20 1531.25    
2019 10/02/19 -32~055 10/10/19 -31~175 0~200 625.00 10/10/19 625.00 10/04/19 -921.88
2018 10/02/18 -21~220 10/10/18 -19~160 2~060 2187.50 10/08/18 2359.38    
2017 10/02/17 -27~140 10/10/17 -27~075 0~065 203.13 10/06/17 562.50    
2016 10/03/16 -37~035 10/10/16 -34~115 2~240 2750.00 10/10/16 2750.00    
2015 10/02/15 -29~150 10/09/15 -28~135 1~015 1046.88 10/08/15 1531.25    
2014 10/02/14 -13~220 10/10/14 -14~235 -1~015 -1046.88     10/10/14 -1046.88
2013 10/02/13 -6~285 10/10/13 -6~215 0~070 218.75 10/10/13 218.75 10/08/13 -250.00
2012 10/02/12 -16~085 10/10/12 -15~160 0~245 765.63 10/05/12 1687.50    
2011 10/03/11 -14~095 10/10/11 -11~030 3~065 3203.13 10/10/11 3203.13 10/04/11 -125.00
2010 10/04/10 -7~140 10/08/10 -7~000 0~140 437.50 10/08/10 437.50 10/06/10 -281.25
2009 10/02/09 -3~020 10/09/09 -1~220 1~120 1375.00 10/09/09 1375.00 10/07/09 -93.75
2008 10/02/08 -3~290 10/10/08 -3~025 0~265 828.13 10/09/08 906.25 10/06/08 -93.75
2007 10/02/07 -2~125 10/10/07 -2~025 0~100 312.50 10/05/07 375.00 10/04/07 -78.13
2006 10/02/06 -4~105 10/10/06 -3~250 0~175 546.88 10/10/06 546.88 10/04/06 -93.75
Percentage Correct 93   Protective Stop (1276)
Average Profit on Winning Trades 1~040 1126.12   Winners 14
Average Loss on Trades -1~015 -1046.88   Losers 1
Average Net Profit Per Trade 0~314 981.25   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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