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MRCI's Spread Strategy #5229
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MRCI's Seasonal Spread Strategy #5229
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
Canadian Dollar
Strategies
Japanese Yen
Strategies
Can $
Quotes
Jap. Yen
Quotes
 
Buy Dec 20 Canadian Dollar(IMM) / Sell Dec 20 Japanese Yen(IMM)
Enter on approximately 09/02 - Exit on approximately 09/18

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 09/03/19 -43585 09/18/19 -40778   2807.50 09/12/19 3075.00    
2018 09/04/18 -36945 09/18/18 -34802   2142.50 09/18/18 2142.50 09/06/18 -362.50
2017 09/05/17 -34765 09/18/17 -31323   3442.50 09/15/17 3692.50    
2016 09/02/16 -43823 09/16/16 -46805   -2982.50     09/16/16 -2982.50
2015 09/02/15 -28858 09/18/15 -28610   247.50 09/17/15 1135.00 09/04/15 -975.00
2014 09/02/14 -27678 09/18/14 -23935   3742.50 09/18/14 3742.50    
2013 09/03/13 -31055 09/18/13 -29963   1092.50 09/10/13 2842.50    
2012 09/04/12 -58248 09/18/12 -56273   1975.00 09/18/12 1975.00 09/05/12 -617.50
2011 09/02/11 -61723 09/16/11 -60945   777.50 09/06/11 1262.50 09/14/11 -757.50
2010 09/02/10 -53935 09/17/10 -49053   4882.50 09/16/10 5257.50 09/07/10 -147.50
2009 09/02/09 -45295 09/18/09 -43385   1910.00 09/04/09 2930.00 09/14/09 -2.50
2008 09/02/08 -22240 09/18/08 -26990   -4750.00 09/03/08 170.00 09/18/08 -4750.00
2007 09/04/07 -13548 09/18/07 -10768   2780.00 09/18/07 2780.00 09/07/07 -3315.00
2006 09/05/06 -19083 09/18/06 -17660   1422.50 09/18/06 1422.50    
2005 09/02/05 -30750 09/16/05 -28315   2435.00 09/16/05 2435.00 09/06/05 -267.50
2004 09/02/04 -37918 09/17/04 -37240   677.50 09/03/04 1140.00    
2003 09/02/03 -36368 09/18/03 -35538   830.00 09/15/03 2605.00    
2002 09/03/02 -43080 09/18/02 -39735   3345.00 09/17/02 3515.00    
2001 09/04/01 -41652 09/18/01 -43900   -2247.50 09/06/01 1542.50 09/18/01 -2247.50
2000 09/05/00 -52253 09/18/00 -51385   867.50 09/14/00 1582.50 09/07/00 -952.50
1999 09/02/99 -49280 09/17/99 -50310   -1030.00 09/08/99 2430.00 09/15/99 -4355.00
1998 09/02/98 -27380 09/18/98 -29943   -2562.50 09/09/98 477.50 09/11/98 -3290.00
1997 09/02/97 -31782 09/18/97 -31640   142.50 09/18/97 142.50 09/09/97 -2005.00
1996 09/03/96 -42858 09/18/96 -42805   52.50 09/13/96 1532.50 09/04/96 -460.00
1995 09/05/95 -55550 09/18/95 -49530   6020.00 09/15/95 6670.00    
1994 09/02/94 -54080 09/16/94 -53228   852.50 09/15/94 1342.50 09/06/94 -740.00
1993 09/02/93 -43073 09/17/93 -43963   -890.00 09/10/93 1105.00 09/07/93 -1837.50
1992 09/02/92 -18250 09/18/92 -18445   -195.00 09/03/92 737.50 09/10/92 -1230.00
1991 09/03/91 -4765 09/18/91 -5452   -687.50 09/06/91 47.50 09/12/91 -1135.00
1990 09/04/90 -1968 09/18/90 -5213   -3245.00     09/13/90 -4490.00
Percentage Correct 70   Protective Stop (1034)
Average Profit on Winning Trades   2021.19   Winners 21
Average Loss on Trades   -2065.56   Losers 9
Average Net Profit Per Trade   795.17   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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