Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home Sample Pages
Print
New Windows

MRCI's Seasonal Trade Review

MRCI Logo
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
Attention: Some browsers and pop-up blockers may be experiencing difficulties with our new software update. While we are working to resolve those issues, we appreciate both your patience and your feedback.

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 May:
April Close: 28.17 May Close: 27.85 (69%)
May Range: High 28.47 Low 26.50
Tested: 45 Setups: 24 Actions: 22 (91%)
Objective: 26.50
Avg Objective: 24.10
Closed Lower Scenario for May:
April Close: 2.637 May Close: 2.450 (1%)
May Range: High 2.741 Low 2.447
Tested: 29 Setups: 16 Actions: 14 (87%)
Objective: 2.447
Avg Objective: 2.085
Closed Higher Scenario for June:
May Close: 69.61 June Close: 70.36 (97%)
June Range: High 70.41 Low 68.49
Tested: 32 Setups: 19 Actions: 16 (84%)
Objective: 72.87
Avg Objective: 2.09
Closed Higher Scenario for May:
April Close: 2370 May Close: 2406 (73%)
May Range: High 2472 Low 2228
Tested: 45 Setups: 17 Actions: 15 (88%)
Objective: 2472
Avg Objective: 2730
Closed Higher Scenario for June:
May Close: 69.61 June Close: 70.36 (97%)
June Range: High 70.41 Low 68.49
Tested: 32 Setups: 19 Actions: 16 (84%)
Objective: 72.87
Avg Objective: 2730.00
Closed Higher Scenario for June:
May Close: 69.61 June Close: 70.36 (97%)
June Range: High 70.41 Low 68.49
Tested: 32 Setups: 19 Actions: 16 (84%)
Objective: 72.87
Avg Objective: 2730.00
Closed Lower Scenario for June:
May Close: 2.588 June Close: 2.399 (44%)
June Range: High 2.605 Low 2.240
Tested: 29 Setups: 17 Actions: 15 (88%)
Objective: 2.240
Avg Objective: 1.973
Closed Lower Scenario for June:
May Close: 436.00 June Close: 424.75 (16%)
June Range: High 468.75 Low 416.50
Tested: 45 Setups: 29 Actions: 25 (86%)
Objective: 361.80
Avg Objective: 1.97
Closed Lower Scenario for June:
May Close: 436.00 June Close: 424.75 (16%)
June Range: High 468.75 Low 416.50
Tested: 45 Setups: 29 Actions: 25 (86%)
Objective: 361.80
Avg Objective: 1.97
Closed Higher Scenario for June:
May Close: 103.900 June Close: 105.430 (45%)
June Range: High 108.085 Low 103.280
Tested: 45 Setups: 23 Actions: 22 (95%)
Objective: 108.085
Avg Objective: 114.019
Closed Higher Scenario for June:
May Close: 264.10 June Close: 271.35 (75%)
June Range: High 275.10 Low 259.95
Tested: 45 Setups: 23 Actions: 22 (95%)
Objective: 295.86
Avg Objective: 114.02
Seasonal Trade Review - July 8, 2019
 
 

Mkt

Status
Entry
Date
Entry
Price
Exit
Date
Last
Price
Last
Equity
Best
Equity
Worst
Equity
Win
Pct
Win
Yrs
Tot
Yrs
Hist
Avg
5233 TYU9 Long 5/22 124~230 8/20 127~160 2781.25 3531.25   87 13 15 1905
5245 BOU9 Short 6/7 27.63 8/14 28.12 -294.00 96.00 -720.00 80 12 15 1463
5246 RBQ9 Long 6/10 170.26 7/10 190.13 8345.40 9592.80 -1789.20 87 13 15 2664
5251 NGU9 Short 6/18 2.296 7/9 2.384 -880.00 1530.00 -930.00 93 14 15 5013
5252 EDH0 Long 6/19 98.330 8/30 98.140 -475.01 87.49 -500.01 93 14 15 642
5253 ADU9 Long 6/20 69.40 7/22 69.87 470.00 1140.00   87 13 15 1421
5254 CCU9 Long 6/24 2487 7/12 2577 900.00 900.00 -620.00 87 13 15 743
5255 YMU9 Long 6/27 26546 7/19 26793 1235.00 2120.00   87 13 15 1969
5257 ESU9 Long 7/2 2979.50 7/22 2978.50 -50.00 1037.50 -50.00 87 13 15 1483
5258 ADU9 Long 7/5 69.96 7/22 69.87 -90.00   -90.00 93 14 15 1505
5259 TYZ9 Long 7/5 127~265 8/30 127~280 46.88 46.88   93 14 15 2165
5260 JOU9 Short 7/8 105.55 8/8 105.55 0.00     80 12 15 755
5261 SIU9 Long 7/8 1505.0 8/9 1505.0 0.00     80 12 15 1766
5262 BPU9 Long 7/8 125.55 8/2 125.55 0.00     80 12 15 1625
5263 NGX9 Sell 7/15   9/6         93 14 15 4453
5264 CU9 Sell 7/15   7/25         87 13 15 1036
5265 BOQ9 Sell 7/15   7/26         87 13 15 677
5266 JYU9 Buy 7/15   8/22         87 13 15 1443
5267 FCX9 Buy 7/16   8/1         80 12 15 956
5268 USZ9 Buy 7/24   8/12         93 14 15 1956
5269 HEV9 Sell 7/25   8/23         80 12 15 986
5270 LCV9 Sell 7/30   9/5         80 12 15 985
5271 HGU9 Sell 7/31   8/20         80 12 15 2349
5272 ADU9 Sell 8/5   8/26         93 14 15 1343
5273 CCZ9 Sell 8/5   10/4         87 13 15 1275
5274 KCZ9 Sell 8/5   8/23         87 13 15 1394
5275 USZ9 Buy 8/5   8/30         100 15 15 2638
5276 FCV9 Sell 8/5   8/30         80 12 15 1450
5277 WZ9 Sell 8/5   9/18         93 14 15 1657
Open Equity Total 11989.53  
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.

Banner

Newsflash