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MRCI's Spread Strategy #5214
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MRCI's Seasonal Spread Strategy #5214
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
SuperChart
Weekly
Continuation
Monthly
Continuation
15-Year/
Results
Live Cattle
Strategies
Feeder Cattle
Strategies
Cattle
Quotes
Feeder
Quotes
 
Buy Dec 20 Live Cattle(CME) / Sell Oct 20 Feeder Cattle(CME)
Enter on approximately 08/01 - Exit on approximately 08/26

Cont
Year
 
Entry
Date
 
Entry
Price
 
Exit
Date
 
Exit
Price
 
 
 
 
Profit
Amount
Best
Equity
Date
Best
Equity
Amount
Worst
Equity
Date
Worst
Equity
Amount
2019 08/01/19 -25625 08/26/19 -24798   827.00 08/13/19 3430.00    
2018 08/01/18 -30503 08/24/18 -28885   1618.00 08/24/18 1618.00    
2017 08/01/17 -28745 08/25/17 -27503   1242.00 08/21/17 2215.00 08/04/17 -148.00
2016 08/01/16 -25100 08/26/16 -24735   365.00 08/26/16 365.00 08/09/16 -1523.00
2015 08/03/15 -44655 08/26/15 -40103   4552.00 08/24/15 4957.00    
2014 08/01/14 -47228 08/26/14 -45740   1488.00 08/22/14 2428.00 08/11/14 -447.00
2013 08/01/13 -28700 08/26/13 -25853   2847.00 08/26/13 2847.00 08/06/13 -320.00
2012 08/01/12 -20290 08/24/12 -21063   -773.00 08/09/12 1440.00 08/14/12 -1030.00
2011 08/01/11 -21727 08/26/11 -19795   1932.00 08/08/11 2312.00    
2010 08/02/10 -18492 08/26/10 -18465   27.00 08/13/10 1710.00 08/03/10 -123.00
2009 08/03/09 -15160 08/26/09 -14707   453.00 08/25/09 488.00 08/07/09 -157.00
2008 08/01/08 -15277 08/26/08 -12912   2365.00 08/26/08 2365.00 08/06/08 -583.00
2007 08/01/07 -18992 08/24/07 -18862   130.00 08/07/07 830.00 08/17/07 -470.00
2006 08/01/06 -21987 08/25/06 -21935   52.00 08/02/06 507.00 08/11/06 -640.00
2005 08/01/05 -19347 08/26/05 -20555   -1208.00     08/26/05 -1208.00
2004 08/02/04 -20577 08/26/04 -20210   367.00 08/03/04 560.00 08/18/04 -630.00
2003 08/01/03 -14185 08/26/03 -14475   -290.00 08/13/03 308.00 08/25/03 -312.00
2002 08/01/02 -10827 08/26/02 -11452   -625.00 08/14/02 390.00 08/23/02 -838.00
2001 08/01/01 -14925 08/24/01 -14705   220.00 08/10/01 320.00    
2000 08/01/00 -15235 08/25/00 -15010   225.00 08/25/00 225.00 08/15/00 -447.00
1999 08/02/99 -12155 08/26/99 -12825   -670.00 08/04/99 390.00 08/26/99 -670.00
1998 08/03/98 -8960 08/26/98 -9197   -237.00     08/07/98 -785.00
1997 08/01/97 -11722 08/26/97 -12187   -465.00 08/12/97 605.00 08/26/97 -465.00
1996 08/01/96 -4552 08/26/96 -4490   62.00 08/26/96 62.00 08/06/96 -598.00
1995 08/01/95 -6835 08/25/95 -6170   665.00 08/25/95 665.00 08/07/95 -442.00
1994 08/01/94 -10265 08/26/94 -9750   515.00 08/26/94 515.00 08/04/94 -780.00
1993 08/02/93 -12772 08/26/93 -13057   -285.00 08/03/93 142.00 08/10/93 -440.00
1992 08/03/92 -12535 08/26/92 -12442   93.00 08/17/92 228.00 08/07/92 -270.00
1991 08/01/91 -12325 08/26/91 -12600   -275.00 08/12/91 675.00 08/23/91 -487.00
1990 08/01/90 -12620 08/24/90 -12372   248.00 08/24/90 248.00 08/08/90 -260.00
Percentage Correct 70   Protective Stop (670)
Average Profit on Winning Trades   966.33   Winners 21
Average Loss on Trades   -536.44   Losers 9
Average Net Profit Per Trade   515.50   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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