|
• | 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). |
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.
|
Login
Newsflash
Quotes and Charts! https://www.mrci.com/ohlc/ohlc-all.php There are now links not only to the Nearby Weekly and Monthly charts for each particular commodity but also to the daily Superchart for each delivery month --- over which you can even hover! No more toggling from one section to another. Now MRCI's tables of daily OHLC, volume, and open interest data offer you immediate access to the relevant charts
--- all in one place and at your fingertips. Try it --- you'll like it! |