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MRCI's Seasonal Trade Review

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MRCI's Seasonal Trade Review

Daily tabulation displaying current status of trading strategies, as published along with supporting charts and historical detail in the Moore Research Center Report
Potential trading ideas based on quantified historical fact
Not recommendations; should be entered only after further considering technical and/or fundamental indicators For a complete description of the content, click here or the Help button above
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MRCI encourages all traders to employ appropriate money-management techniques at all times.
HELPFUL HINTS......
1. CLICK the 4 digit strategy number to see detailed analysis including daily, weekly and monthly charts.
2. CLICK the market symbol under the trade column to view possible correlation chart.
3. CLICK the last price for an interactive daily chart.
4. MRCI neither receives nor provides GLOBEX/electronic Live Cattle(CME) prices. The symbols HE and LE refer to Lean Hogs(CME).
Closed Lower Scenario for September:
August Close: 168.985 September Close: 154.180 (5%)
September Range: High 170.450 Low 153.235
Tested: 44 Setups: 18 Actions: 18 (100%)
Objective: 153.235
Avg Objective: 145.426
Closed Higher Scenario for November:
October Close: 156.135 November Close: 161.385 (96%)
November Range: High 161.850 Low 150.780
Tested: 44 Setups: 25 Actions: 21 (84%)
Objective: 168.583
Avg Objective: 145.426
Closed Lower Scenario for September:
August Close: 79.31 September Close: 78.99 (57%)
September Range: High 80.09 Low 77.54
Tested: 44 Setups: 14 Actions: 12 (85%)
Objective: 77.54
Avg Objective: 76.24
Closed Lower Scenario for October:
September Close: 736.50 October Close: 731.75 (12%)
October Range: High 774.50 Low 725.75
Tested: 45 Setups: 19 Actions: 16 (84%)
Objective: 670.06
Avg Objective: 76.24
Closed Lower Scenario for October:
September Close: 736.50 October Close: 731.75 (12%)
October Range: High 774.50 Low 725.75
Tested: 45 Setups: 19 Actions: 16 (84%)
Objective: 670.06
Avg Objective: 76.24
Closed Higher Scenario for November:
October Close: 434.00 November Close: 435.95 (44%)
November Range: High 448.60 Low 426.00
Tested: 45 Setups: 24 Actions: 21 (87%)
Objective: 490.06
Avg Objective: 76.24
Closed Higher Scenario for November:
October Close: 134.235 November Close: 137.250 (89%)
November Range: High 137.680 Low 133.780
Tested: 45 Setups: 28 Actions: 24 (85%)
Objective: 144.907
Avg Objective: 76.240
Closed Higher Scenario for November:
October Close: 156.135 November Close: 161.385 (96%)
November Range: High 161.850 Low 150.780
Tested: 44 Setups: 25 Actions: 21 (84%)
Objective: 168.583
Avg Objective: 76.240
Closed Higher Scenario for November:
October Close: 15842.75 November Close: 16315.25 (92%)
November Range: High 16379.00 Low 15602.00
Tested: 25 Setups: 19 Actions: 18 (94%)
Objective: 17677.18
Avg Objective: 76.24
Seasonal Trade Review - November 19, 2021
 
 

Mkt

Status
Entry
Date
Entry
Price
Exit
Date
Last
Price
Last
Equity
Best
Equity
Worst
Equity
Win
Pct
Win
Yrs
Tot
Yrs
Hist
Avg
5659 LCJ2 Long 9/22 136.350 11/26 141.300 1980.00 1980.00 -1060.00 80 12 15 477
5665 FCF2 Short 10/4 155.550 12/9 160.935 -2692.50 1407.50 -3617.50 80 12 15 1901
5667 LCJ2 Long 10/5 136.100 12/29 141.300 2080.00 2080.00   87 13 15 1209
5669 CDZ1 Short 10/14 80.85 11/29 78.99 1860.00 1860.00 -350.00 93 14 15 1720
5672 YMZ1 Long 10/25 35620 12/6 35549 -355.00 3460.00 -1155.00 93 14 15 3206
5674 JOF2 Long 10/27 125.15 12/1 127.30 322.50 1080.00 -1312.50 93 14 15 867
5676 SBH2 Short 11/1 19.37 12/8 19.99 -694.40   -1176.00 93 14 15 762
5677 WH2 Closed(S) 11/4 786.25 11/19 834.25 -2400.00 325.00 -2525.00 93 14 15 972
5678 CDZ1 Closed(S) 11/8 80.35 11/19 78.99 1360.00 1360.00 -60.01 93 14 15 1501
5679 CK2 Short 11/8 566.00 12/7 581.25 -762.50   -1137.50 80 12 15 766
5680 JOF2 Long 11/9 123.65 11/26 127.30 547.50 1305.00 -165.00 87 13 15 742
5681 CLF2 Short 11/9 82.56 11/29 75.94 6620.00 6620.00   80 12 15 2508
5682 HEG2 Long 11/15 81.180 11/26 82.480 520.00 880.00   87 13 15 715
5683 SN2 Long 11/17 1302.25 12/30 1291.25 -550.00   -550.00 93 14 15 2195
5684 HGH2 Buy 11/22   12/1         87 13 15 1824
5685 RBG2 Buy 11/22   12/30         80 12 15 1756
5686 ESZ1 Buy 11/22   12/6         100 15 15 1939
5687 CTH2 Buy 11/22   1/4         93 14 15 2309
5688 LCG2 Sell 11/29   12/7         93 14 15 1033
5689 TYH2 Sell 11/29   12/23         87 13 15 776
5690 SFH2 Buy 11/29   1/28         87 13 15 1928
5691 PLJ2 Buy 11/30   1/25         100 15 15 4042
5692 BPH2 Sell 12/3   12/23         87 13 15 1295
5693 HEQ2 Buy 12/6   1/18         80 12 15 600
5694 CTH2 Buy 12/8   1/4         87 13 15 1406
5695 RBG2 Buy 12/9   12/23         80 12 15 1583
5696 LCJ2 Buy 12/9   12/30         100 15 15 1495
5697 FCF2 Buy 12/9   1/3         87 13 15 1448
5698 JOH2 Sell 12/13   1/28         93 14 15 894
5699 NQH2 Buy 12/14   1/10         87 13 15 2016
5700 SBN2 Buy 12/14   1/14         93 14 15 904
5701 CCH2 Sell 12/17   1/6         87 13 15 679
Open Equity Total 7835.60  
1Note: due to number of years trading historical research is performed on a blended full size/mini contract.

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.

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