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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 Higher Scenario for March:
February Close: 189.91 March Close: 191.15 (23%)
March Range: High 209.81 Low 185.55
Tested: 35 Setups: 26 Actions: 22 (84%)
Objective: 230.84
Avg Objective: 0.00
Closed Higher Scenario for January:
December Close: 2511 January Close: 2517 (67%)
January Range: High 2564 Low 2422
Tested: 45 Setups: 17 Actions: 16 (94%)
Objective: 2819
Avg Objective: 0
Closed Higher Scenario for January:
December Close: 72.250 January Close: 76.650 (86%)
January Range: High 77.600 Low 70.650
Tested: 45 Setups: 25 Actions: 21 (84%)
Objective: 77.600
Avg Objective: 83.383
Closed Lower Scenario for January:
December Close: 606.25 January Close: 598.50 (23%)
January Range: High 619.75 Low 592.00
Tested: 44 Setups: 21 Actions: 19 (90%)
Objective: 556.44
Avg Objective: 83.38
Closed Higher Scenario for February:
January Close: 87.300 February Close: 94.180 (77%)
February Range: High 96.380 Low 86.800
Tested: 45 Setups: 23 Actions: 20 (86%)
Objective: 96.380
Avg Objective: 105.116
Closed Lower Scenario for February:
January Close: 167~000 February Close: 159~000 (26%)
February Range: High 167~000 Low 156~000
Tested: 43 Setups: 21 Actions: 18 (85%)
Objective: 156~000
Avg Objective: 151~000
Closed Lower Scenario for February:
January Close: 167~000 February Close: 159~000 (26%)
February Range: High 167~000 Low 156~000
Tested: 43 Setups: 21 Actions: 18 (85%)
Objective: 156~000
Avg Objective: 151~000
Closed Higher Scenario for February:
January Close: 51.34 February Close: 60.12 (80%)
February Range: High 62.47 Low 50.85
Tested: 37 Setups: 22 Actions: 20 (90%)
Objective: 62.47
Avg Objective: 68.72
Closed Higher Scenario for March:
February Close: 60.12 March Close: 64.05 (70%)
March Range: High 66.61 Low 58.20
Tested: 37 Setups: 24 Actions: 22 (91%)
Objective: 72.95
Avg Objective: 68.72
Closed Higher Scenario for March:
February Close: 151.950 March Close: 155.680 (64%)
March Range: High 158.985 Low 149.885
Tested: 45 Setups: 20 Actions: 18 (90%)
Objective: 168.117
Avg Objective: 68.720
Closed Higher Scenario for March:
February Close: 139.51 March Close: 139.92 (88%)
March Range: High 140.21 Low 137.84
Tested: 45 Setups: 21 Actions: 18 (85%)
Objective: 144.70
Avg Objective: 68.72
Closed Higher Scenario for February:
January Close: 12898.00 February Close: 12900.00 (20%)
February Range: High 13888.25 Low 12654.00
Tested: 24 Setups: 11 Actions: 11 (100%)
Objective: 13888.25
Avg Objective: 14748.68
Closed Higher Scenario for March:
February Close: 12900.00 March Close: 13189.00 (89%)
March Range: High 13316.75 Low 12200.00
Tested: 24 Setups: 14 Actions: 12 (85%)
Objective: 14187.25
Avg Objective: 14748.68
Closed Lower Scenario for February:
January Close: 95.61 February Close: 93.89 (2%)
February Range: High 95.89 Low 93.84
Tested: 44 Setups: 20 Actions: 17 (85%)
Objective: 89.61
Avg Objective: 14748.68
Closed Lower Scenario for March:
February Close: 93.89 March Close: 91.82 (12%)
March Range: High 94.12 Low 91.52
Tested: 44 Setups: 25 Actions: 21 (84%)
Objective: 88.46
Avg Objective: 14748.68
Closed Higher Scenario for February:
January Close: 78.13 February Close: 78.70 (39%)
February Range: High 80.21 Low 77.72
Tested: 44 Setups: 20 Actions: 18 (90%)
Objective: 80.21
Avg Objective: 82.46
Closed Higher Scenario for February:
January Close: 163.97 February Close: 189.91 (86%)
February Range: High 194.24 Low 162.92
Tested: 35 Setups: 17 Actions: 17 (100%)
Objective: 194.24
Avg Objective: 220.11
Closed Higher Scenario for March:
February Close: 189.91 March Close: 191.15 (23%)
March Range: High 209.81 Low 185.55
Tested: 35 Setups: 26 Actions: 22 (84%)
Objective: 230.84
Avg Objective: 220.11
Closed Lower Scenario for March:
February Close: 182.50 March Close: 178.86 (18%)
March Range: High 197.57 Low 174.83
Tested: 41 Setups: 14 Actions: 12 (85%)
Objective: 159.60
Avg Objective: 220.11
Closed Lower Scenario for March:
February Close: 182.50 March Close: 178.86 (18%)
March Range: High 197.57 Low 174.83
Tested: 41 Setups: 14 Actions: 12 (85%)
Objective: 159.60
Avg Objective: 220.11
Closed Higher Scenario for March:
February Close: 189.91 March Close: 191.15 (23%)
March Range: High 209.81 Low 185.55
Tested: 35 Setups: 26 Actions: 22 (84%)
Objective: 230.84
Avg Objective: 220.11
Closed Higher Scenario for March:
February Close: 139.51 March Close: 139.92 (88%)
March Range: High 140.21 Low 137.84
Tested: 45 Setups: 21 Actions: 18 (85%)
Objective: 144.70
Avg Objective: 220.11
Closed Higher Scenario for March:
February Close: 139.51 March Close: 139.92 (88%)
March Range: High 140.21 Low 137.84
Tested: 45 Setups: 21 Actions: 18 (85%)
Objective: 144.70
Avg Objective: 220.11
Closed Lower Scenario for March:
February Close: 139.30 March Close: 131.95 (26%)
March Range: High 141.60 Low 128.60
Tested: 45 Setups: 22 Actions: 19 (86%)
Objective: 117.76
Avg Objective: 220.11
Seasonal Trade Review - March 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
5533 RBN1 Long 1/15 162.70 4/9 192.06 12331.20 18967.20   87 13 15 5853
5535 WK1 Short 1/26 664.25 3/31 627.00 1862.50 1862.50 -1062.50 93 14 15 1473
5536 SBK1 Short 1/26 15.04 4/9 15.76 -806.40 112.00 -2688.00 87 13 15 2218
5544 CCN1 Long 2/5 2462 4/30 2506 440.00 1890.00 -900.00 80 12 15 776
5549 HEJ1 Short 2/10 81.830 4/8 94.250 -4968.00   -4988.00 80 12 15 751
5551 HOK1 Long 2/11 173.39 4/15 182.20 3700.20 9655.80   87 13 15 5101
5552 USM1 Long 2/16 162~170 4/13 154~030 -8437.50 437.50 -8531.25 93 14 15 2708
5554 KWK1 Short 2/17 630.25 3/26 585.50 2237.50 2237.50 -1637.50 87 13 15 1301
5557 SBK1 Short 3/3 16.14 4/8 15.76 425.60 425.60 -291.20 93 14 15 1816
5558 HEM1 Short 3/9 96.830 4/6 100.600 -1508.00   -2200.00 87 13 15 884
5559 USM1 Long 3/10 158~050 3/23 154~030 -4062.50   -4156.25 87 13 15 1590
5560 CK1 Short 3/15 549.50 3/30 557.75 -412.50 150.00 -425.00 87 13 15 373
5561 CLN1 Long 3/15 64.71 4/9 61.01 -3700.00   -5050.00 93 14 15 4563
5562 SMN1 Long 3/16 405.90 4/1 407.60 170.00 170.00 -760.00 87 13 15 550
5563 FCQ1 Long 3/17 157.985 4/16 154.935 -1525.00   -1525.00 80 12 15 1114
5564 CCZ1 Long 3/18 2540 5/10 2499 -410.00   -410.00 87 13 15 757
5565 PLN1 Buy 3/23   4/9         80 12 15 1732
5566 BPM1 Buy 3/23   4/16         93 14 15 1465
5567 NQM1 Buy 3/23   4/27         93 14 15 4417
5568 NGZ1 Buy 3/23   5/10         87 13 15 2445
5569 JYM1 Sell 3/29   4/6         87 13 15 1448
5570 CDM1 Buy 3/29   4/14         100 15 15 1196
5571 RBN1 Buy 3/30   4/15         93 14 15 3252
5572 HON1 Buy 4/1   4/15         87 13 15 2873
5573 NGZ1 Buy 4/1   5/14         87 13 15 2109
5574 ADM1 Buy 4/5   4/14         100 15 15 1116
5575 RBN1 Buy 4/5   5/10         80 12 15 3298
5576 WU1 Sell 4/7   4/28         80 12 15 631
5577 ESM1 Buy 4/7   4/29         100 15 15 2523
5578 BPM1 Buy 4/7   4/30         87 13 15 1699
5579 CCN1 Buy 4/8   6/11         87 13 15 1273
5580 KCN1 Sell 4/9   5/21         93 14 15 2710
5581 SMN1 Buy 4/12   4/30         80 12 15 1303
5582 CK1 Sell 4/15   4/23         100 15 15 403
5583 PLN1 Sell 4/16   6/15         87 13 15 1387
Open Equity Total -4662.90  
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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The focus on a single market each month can provide you more in-depth knowledge of how it trades. What if you knew such things as ...
(1) average daily ranges by day of week
(2)  how often it tends to close higher/lower by day of week
(3)  how often it tends to gap up/down
(4)  historical summary of daily % of price change

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