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MRCI's Spread Strategy #5019

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MRCI's Seasonal Spread Strategy #5019
MRCI encourages all traders to employ appropriate money-management techniques at all times.
Daily Chart
w/Studies
15-Year/
Results
Weekly
Continuation
Live Cattle
Strategies
Monthly
Continuation
 
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.
Cattle
Quotes
Buy Apr 20 Live Cattle(CME) / Sell Oct 19 Live Cattle(CME)
Enter on approximately 07/01 - Exit on approximately 09/22

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 07/02/18 8.05 09/21/18 10.35 2.30 920.00 07/11/18 1172.00 08/07/18 -240.00
2018 07/03/17 0.28 09/22/17 10.37 10.09 4036.00 09/19/17 4648.00 07/14/17 -92.00
2017 07/01/16 -0.85 09/22/16 -0.25 0.60 240.00 09/06/16 1428.00 08/04/16 -600.00
2016 07/01/15 0.00 09/22/15 1.92 1.92 768.00 07/24/15 1208.00 08/06/15 -288.00
2015 07/01/14 1.13 09/22/14 4.50 3.37 1348.00 08/20/14 1548.00 07/25/14 -1832.00
2014 07/01/13 3.92 09/20/13 6.80 2.88 1152.00 09/13/13 1324.00 07/05/13 -8.00
2013 07/02/12 8.08 09/21/12 10.20 2.12 848.00 08/27/12 1368.00    
2012 07/01/11 5.43 09/22/11 6.55 1.12 448.00 08/30/11 1880.00    
2011 07/01/10 5.50 09/22/10 5.58 0.08 32.00 07/06/10 248.00 08/24/10 -1300.00
2010 07/01/09 0.23 09/22/09 2.63 2.40 960.00 09/01/09 1136.00 07/17/09 -512.00
2009 07/01/08 4.90 09/22/08 2.27 -2.63 -1052.00 07/18/08 600.00 08/06/08 -2032.00
2008 07/02/07 3.28 09/21/07 4.55 1.27 508.00 09/12/07 1008.00 07/31/07 -1152.00
2007 07/03/06 -1.35 09/22/06 0.05 1.40 560.00 07/25/06 1348.00 08/11/06 -740.00
2006 07/01/05 2.27 09/22/05 1.57 -0.70 -280.00 08/16/05 812.00 09/16/05 -428.00
2005 07/01/04 -1.72 09/22/04 2.30 4.02 1608.00 09/09/04 1708.00 07/06/04 -292.00
2004 07/01/03 4.43 09/22/03 -8.02 -12.45 -4980.00     09/19/03 -5044.00
2003 07/01/02 2.98 09/20/02 3.55 0.57 228.00 08/26/02 900.00 07/18/02 -280.00
2002 07/02/01 1.80 09/21/01 5.53 3.73 1492.00 09/21/01 1492.00    
2001 07/03/00 5.35 09/22/00 4.65 -0.70 -280.00 07/25/00 292.00 08/23/00 -292.00
2000 07/01/99 4.33 09/22/99 2.92 -1.41 -564.00 07/20/99 48.00 09/16/99 -840.00
1999 07/01/98 4.55 09/22/98 3.97 -0.58 -232.00 08/21/98 360.00 09/15/98 -640.00
1998 07/01/97 5.98 09/22/97 5.97 -0.01 -4.00 07/08/97 348.00 07/28/97 -852.00
1997 07/01/96 -1.23 09/20/96 -5.90 -4.67 -1868.00     09/17/96 -2120.00
1996 07/03/95 1.38 09/22/95 0.68 -0.70 -280.00 08/25/95 876.00 09/22/95 -280.00
1995 07/01/94 1.83 09/22/94 -1.35 -3.18 -1272.00 07/06/94 360.00 08/03/94 -1480.00
1994 07/01/93 1.40 09/22/93 2.83 1.43 572.00 07/23/93 792.00 09/03/93 -280.00
1993 07/01/92 -0.80 09/22/92 -2.65 -1.85 -740.00 07/28/92 260.00 09/18/92 -760.00
1992 07/01/91 0.33 09/20/91 1.45 1.12 448.00 08/08/91 1256.00 07/08/91 -252.00
1991 07/02/90 0.85 09/21/90 -3.27 -4.12 -1648.00     09/19/90 -1808.00
1990 07/03/89 -0.70 09/22/89 2.28 2.98 1192.00 09/20/89 1320.00 07/26/89 -528.00
Percentage Correct 60   Protective Stop (180)
Average Profit on Winning Trades 2.41 964.44   Winners 18
Average Loss on Trades -2.75 -1100.00   Losers 12
Average Net Profit Per Trade 0.35 138.67   Total trades 30
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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