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MRCI's Spread Strategy #5169
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MRCI's Seasonal Spread Strategy #5169

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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Daily Chart
w/Studies
Daily
SuperChart
Weekly
Continuation
Monthly
Continuation
15-Year/
Results
Gasoline
Strategies
Gasoline
Quotes
     
Buy Jul 20 Gasoline(NYM) / Sell Dec 20 Gasoline(NYM)
Enter on approximately 05/07 - Exit on approximately 05/27

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 05/07/19 25.20 05/24/19 28.35 3.15 1323.00 05/17/19 1881.60    
2018 05/07/18 21.59 05/25/18 22.20 0.61 256.20 05/16/18 705.60    
2017 05/08/17 16.37 05/26/17 17.74 1.37 575.40 05/12/17 831.60 05/09/17 -260.40
2016 05/09/16 19.97 05/27/16 22.00 2.03 852.60 05/24/16 1839.60 05/10/16 -226.80
2015 05/07/15 23.86 05/27/15 27.18 3.32 1394.40 05/21/15 1944.60 05/08/15 -88.20
2014 05/07/14 29.34 05/27/14 31.02 1.68 705.60 05/23/14 1285.20 05/08/14 -231.00
2013 05/07/13 22.73 05/24/13 23.25 0.52 218.40 05/17/13 1314.60 05/21/13 -323.40
2012 05/07/12 26.30 05/25/12 28.88 2.58 1083.60 05/22/12 1348.20    
2011 05/09/11 36.94 05/27/11 24.12 -12.82 -5384.40 05/10/11 1310.40 05/20/11 -7043.40
2010 05/07/10 7.66 05/27/10 9.04 1.38 579.60 05/14/10 1432.20    
2009 05/07/09 9.83 05/27/09 17.55 7.72 3242.40 05/19/09 3649.80 05/12/09 -365.40
2008 05/07/08 20.10 05/27/08 22.00 1.90 798.00 05/27/08 798.00 05/21/08 -1281.00
2007 05/07/07 33.97 05/25/07 39.45 5.48 2301.60 05/17/07 3288.60 05/08/07 -71.40
2006 05/08/06 31.60 05/26/06 33.85 2.25 945.00 05/12/06 3003.00 05/24/06 -609.00
2005 05/09/05 8.85 05/27/05 8.53 -0.32 -134.40 05/19/05 462.00 05/23/05 -600.60
2004 05/07/04 24.90 05/27/04 24.35 -0.55 -231.00 05/20/04 1713.60 05/10/04 -630.00
2003 05/07/03 7.30 05/27/03 12.40 5.10 2142.00 05/23/03 2646.00    
2002 05/07/02 8.45 05/24/02 9.40 0.95 399.00 05/22/02 630.00 05/09/02 -411.60
2001 05/07/01 23.45 05/25/01 19.45 -4.00 -1680.00     05/16/01 -2751.00
2000 05/08/00 18.88 05/26/00 20.79 1.91 802.20 05/25/00 1625.40 05/22/00 -810.60
1999 05/07/99 3.74 05/27/99 1.98 -1.76 -739.20     05/25/99 -982.80
1998 05/07/98 1.77 05/27/98 1.03 -0.74 -310.80 05/12/98 252.00 05/20/98 -550.20
1997 05/07/97 5.07 05/27/97 5.75 0.68 285.60 05/22/97 348.60    
1996 05/07/96 12.89 05/24/96 10.20 -2.69 -1129.80     05/17/96 -1390.20
1995 05/08/95 6.81 05/26/95 6.75 -0.06 -25.20 05/17/95 546.00 05/09/95 -130.20
1994 05/09/94 -1.40 05/27/94 -0.46 0.94 394.80 05/27/94 394.80 05/11/94 -243.60
1993 05/07/93 4.80 05/27/93 3.33 -1.47 -617.40     05/27/93 -617.40
1992 05/07/92 8.00 05/27/92 6.87 -1.13 -474.60     05/19/92 -613.20
1991 05/07/91 12.00 05/24/91 8.98 -3.02 -1268.40 05/09/91 361.20 05/22/91 -1470.00
1990 05/07/90 6.51 05/25/90 7.65 1.14 478.80 05/25/90 478.80 05/11/90 -117.60
Percentage Correct 63   Protective Stop (294)
Average Profit on Winning Trades 2.35 988.33   Winners 19
Average Loss on Trades -2.60 -1090.47   Losers 11
Average Net Profit Per Trade 0.54 226.10   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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