MRCI's Spread Strategy #6009

MRCI's Seasonal Spread Strategy #6009

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 Continuation	Weekly Continuation	Monthly Continuation	15-Year/ Results
Wheat(KCBT) Strategies	Wheat Strategies	KC Wheat Quotes	Wheat Quotes

Avg Best/Worst Equity:
778.33/-290.00

Buy Sep 25 Wheat(KCBT) / Sell Sep 25 Wheat(CBOT)
Enter on approximately 01/02 - Exit on approximately 03/08
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
2024	01/02/24	8.00	03/08/24	16.75	8.75	437.50	03/08/24	437.50	02/22/24	-950.00
2023	01/03/23	66.00	03/08/23	85.50	19.50	975.00	02/21/23	1712.50	01/10/23	-500.00
2022	01/03/22	34.00	03/08/22	52.00	18.00	900.00	03/04/22	975.00	01/14/22	-875.00
2021	01/04/21	-22.50	03/08/21	-7.50	15.00	750.00	02/08/21	1437.50	01/08/21	-212.50
2020	01/02/20	-62.25	03/06/20	-61.00	1.25	62.50	01/14/20	325.00	02/04/20	-450.00
2019	01/02/19	-3.75	03/08/19	-3.50	0.25	12.50	01/08/19	287.50	02/22/19	-712.50
2018	01/02/18	6.75	03/08/18	35.00	28.25	1412.50	03/05/18	1612.50
2017	01/03/17	5.50	03/08/17	14.00	8.50	425.00	03/01/17	575.00
2016	01/04/16	7.75	03/08/16	12.75	5.00	250.00	03/05/16	375.00	02/17/16	-537.50
2015	01/02/15	38.75	03/06/15	43.75	5.00	250.00	01/16/15	450.00	02/18/15	-287.50
2014	01/02/14	29.50	03/07/14	54.50	25.00	1250.00	02/27/14	1762.50
2013	01/02/13	52.75	03/08/13	47.50	-5.25	-262.50	01/14/13	700.00	02/26/13	-625.00
2012	01/03/12	34.50	03/08/12	37.75	3.25	162.50	02/16/12	687.50	01/09/12	-87.50
2011	01/03/11	30.75	03/08/11	51.75	21.00	1050.00	03/01/11	1575.00
2010	01/04/10	-9.00	03/08/10	1.75	10.75	537.50	02/03/10	837.50	01/08/10	-62.50
2009	01/02/09	12.25	03/06/09	28.00	15.75	787.50	03/06/09	787.50	01/08/09	-162.50
2008	01/02/08	29.00	03/07/08	49.00	20.00	1000.00	02/08/08	4225.00
2007	01/03/07	11.00	03/08/07	17.25	6.25	312.50	02/15/07	500.00	01/17/07	-75.00
2006	01/03/06	15.75	03/08/06	45.25	29.50	1475.00	02/28/06	1675.00
2005	01/03/05	4.00	03/08/05	-4.75	-8.75	-437.50	01/04/05	275.00	02/28/05	-537.50
2004	01/02/04	6.25	03/08/04	3.25	-3.00	-150.00	02/18/04	37.50	03/01/04	-425.00
2003	01/02/03	22.00	03/07/03	23.00	1.00	50.00	01/09/03	75.00	01/28/03	-600.00
2002	01/02/02	13.25	03/08/02	8.75	-4.50	-225.00	02/25/02	62.50	01/30/02	-387.50
2001	01/02/01	43.50	03/08/01	43.50	0.00	0.00	01/11/01	50.00	02/16/01	-200.00
2000	01/03/00	26.50	03/08/00	25.75	-0.75	-37.50	02/23/00	150.00	02/09/00	-175.00
1999	01/04/99	29.50	03/08/99	24.25	-5.25	-262.50	01/22/99	250.00	03/08/99	-262.50
1998	01/02/98	8.50	03/06/98	11.75	3.25	162.50	02/27/98	200.00	01/06/98	-100.00
1997	01/02/97	4.00	03/07/97	7.00	3.00	150.00	02/25/97	475.00	01/07/97	-175.00
1996	01/02/96	7.00	03/08/96	22.75	15.75	787.50	03/07/96	787.50	01/30/96	-75.00
1995	01/03/95	4.75	03/08/95	3.50	-1.25	-62.50	03/02/95	50.00	01/12/95	-225.00
Percentage Correct			73					Protective Stop		(510)
Average Profit on Winning Trades					12.00	600.00		Winners		22
Average Loss on Trades					-3.59	-179.69		Losers		8
Average Net Profit Per Trade					7.84	392.08		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 barchart

Moore Research Center, Inc.

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