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MRCI's Spread Strategy #5049

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MRCI's Seasonal Spread Strategy #5049
MRCI encourages all traders to employ appropriate money-management techniques at all times.
Daily Chart
w/Studies
15-Year/
Results
Weekly
Continuation
Australian Dollar
Strategies
Monthly
Continuation
Swiss Franc
Strategies
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.
Aus $
Quotes
Sw. Franc
Quotes
Buy Dec 19 Australian Dollar(IMM) / Sell Dec 19 Swiss Franc(IMM)
Enter on approximately 09/02 - Exit on approximately 11/07

Cont
Year
 
Entry
Date
 
Entry
Price
 
Exit
Date
 
Exit
Price
 
 
 
 
Profit
Amount
Best
Equity
Date
Best
Equity
Amount
Worst
Equity
Date
Worst
Equity
Amount
2018 09/04/18 -57595 11/07/18 -52485   5110.00 11/07/18 5110.00 09/17/18 -1500.00
2017 09/05/17 -51980 11/07/17 -48960   3020.00 11/01/17 3695.00 09/08/17 -600.00
2016 09/02/16 -52770 11/07/16 -51435   1335.00 10/19/16 3097.50 09/14/16 -1762.50
2015 09/02/15 -59470 11/06/15 -54103   5367.50 11/06/15 5367.50 09/04/15 -542.50
2014 09/02/14 -44030 11/07/14 -43125   905.00 09/05/14 2725.00 09/23/14 -1290.00
2013 09/03/13 -43670 11/07/13 -42140   1530.00 09/10/13 2377.50 09/30/13 -1902.50
2012 09/04/12 -29755 11/07/12 -28555   1200.00 11/07/12 1200.00 10/05/12 -3802.50
2011 09/02/11 -54160 11/07/11 -35518   18642.50 11/07/11 18642.50    
2010 09/02/10 -33328 11/05/10 -29113   4215.00 11/01/10 5320.00 09/07/10 -490.00
2009 09/02/09 -35100 11/06/09 -31535   3565.00 10/27/09 3967.50 09/24/09 -352.50
2008 09/02/08 -30380 11/07/08 -39063   -8682.50 09/12/08 1147.50 10/27/08 -17385.00
2007 09/04/07 -22015 11/07/07 -17638   4377.50 10/31/07 6747.50 09/10/07 -1920.00
2006 09/05/06 -25395 11/07/06 -23005   2390.00 11/06/06 2535.00 09/22/06 -1777.50
2005 09/02/05 -26588 11/07/05 -22890   3697.50 10/04/05 6022.50    
2004 09/02/04 -30530 11/05/04 -30188   342.50 10/07/04 3755.00 09/09/04 -527.50
2003 09/02/03 -25350 11/07/03 -21233   4117.50 11/06/03 4805.00 09/30/03 -2052.50
2002 09/03/02 -30810 11/07/02 -29853   957.50 10/21/02 3092.50 09/05/02 -720.00
2001 09/04/01 -21555 11/07/01 -24755   -3200.00 09/05/01 72.50 09/21/01 -9377.50
2000 09/05/00 -15268 11/07/00 -18055   -2787.50 09/06/00 905.00 10/17/00 -3715.00
1999 09/02/99 -20078 11/05/99 -17183   2895.00 09/10/99 3895.00 10/15/99 -1647.50
1998 09/02/98 -29120 11/06/98 -27275   1845.00 11/06/98 1845.00 10/06/98 -5650.00
1997 09/02/97 -11163 11/07/97 -20870   -9707.50 09/04/97 237.50 11/07/97 -9707.50
1996 09/03/96 -25568 11/07/96 -20183   5385.00 11/06/96 6410.00 09/04/96 -115.00
1995 09/05/95 -30095 11/07/95 -35070   -4975.00 09/13/95 3167.50 10/23/95 -7087.50
1994 09/02/94 -21723 11/07/94 -23385   -1662.50     10/20/94 -6405.00
1993 09/02/93 -20828 11/05/93 -16038   4790.00 11/02/93 5615.00 09/10/93 -4002.50
1992 09/02/92 -28050 11/06/92 -16903   11147.50 11/06/92 11147.50 09/29/92 -1845.00
1991 09/03/91 -4292 11/07/91 -7915   -3622.50 09/05/91 690.00 11/01/91 -4427.50
1990 09/04/90 -14573 11/07/90 -22650   -8077.50 09/21/90 2017.50 10/18/90 -8190.00
1989 09/05/89 988 11/07/89 203   -785.00 09/22/89 1480.00 10/24/89 -3507.50
Percentage Correct 70   Protective Stop (1878)
Average Profit on Winning Trades   4135.00   Winners 21
Average Loss on Trades   -4833.33   Losers 9
Average Net Profit Per Trade   1444.50   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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