MRCI's Seasonal Spread Review

MRCI's Seasonal Spread Review

Trading spreads can involve certain difficulties. Not all seasonal spreads published by MRCI are recognized and granted reduced margins by the relevant exchange(s). Even if recognized by the exchanges, others may not be accepted by all brokerage or clearing firms or by floor brokers. Few, if any, brokerage firms or floor brokers will accept single orders for equity spreads. Market liquidity or conditions may also limit the types of spread orders accepted by floor brokers.

Be aware of possible anomalies. View the locations below for current information related to exchange-recognized spreads and minimum margins. Spreads not recognized by the exchange, and even some that are, may require placing a separate order to enter or exit each side of the spread position.

CME Margins	CBOT Margins	ICE Margins	NYMEX Margins	MGE Margins

MRCI encourages all traders to employ appropriate money-management techniques at all times.

Report Seasonal Spread Review or Spread Action Report Problem

HELPFUL HINTS......
1. CLICK the 4 digit strategy number to see detailed analysis including daily, weekly and monthly charts.
2. CLICK the individual market position under the Spread column to view an interactive daily chart for that contract.
3. CLICK the last price value each contract for a daily chart with volume for that contract.
4. MRCI neither receives nor provides GLOBEX/electronic Live Cattle(CME) prices. The symbols HE and LE refer to Lean Hogs(CME).

Seasonal Spread Review - as of March 19, 2021
	Sprd	Status	Entry Date	Entry Prices	Entry Spread	Exit Date	Last Prices	Last Spread	Last Equity	Best Equity	Worst Equity	Win Pct	Win Yrs	Tot Yrs	Hist Avg
5286	Long SBV1 Short SBK1	Open	12/28	13.74 14.23	-0.49	3/31	15.40 15.76	-0.36	146	146	-806	93	14	15	741
5296	Long SBK2 Short SBK1	Open	1/25	14.00 15.02	-1.02	4/28	15.04 15.76	-0.72	336	336	-1378	100	15	15	2259
5305	Long HEQ1 Short HEM1	Open	2/4	88.600 88.780	-0.180	4/16	98.830 100.600	-1.770	-636	152	-636	100	15	15	1093
5307	Long FCQ1 Short LCQ1	Open	2/8	151.400 118.900	28140	4/16	154.935 117.785	30354	2214	2453		80	12	15	1352
5310	Long SBV1 Short SBN1	Open	2/16	15.23 15.39	-0.16	4/29	15.40 15.45	-0.05	123	123	-314	93	14	15	532
5312	Long LCV1 Short LCM1	Open	2/19	121.350 120.535	0.815	4/5	121.500 118.680	2.820	802	1254		93	14	15	586
5313	Long CTZ1 Short CTN1	Open	2/19	85.50 91.21	-5.71	5/14	82.51 85.72	-3.21	1250	1250	-480	80	12	15	1159
5315	Long EUM1 Short JYM1	Open	2/22	121.96 95.33	26.63	4/12	119.30 91.92	27.38	938	1788		80	12	15	2407
5316	Long NGX1 Short NGK1	Open	2/23	3.051 2.885	0.166	4/12	2.775 2.566	0.209	430	560		93	14	15	1684
5317	Long CZ1 Short CN1	Open	2/23	469.75 542.50	-72.75	4/16	471.50 538.75	-67.25	275	1438		87	13	15	504
5320	Long CLQ1 Short CLK1	Open	3/9	62.61 63.99	-1.38	4/5	60.57 61.44	-0.87	510	570	-190	93	14	15	708
5322	Long NGZ1 Short NGM1	Open	3/11	3.023 2.760	0.263	4/9	2.907 2.624	0.283	200	300		93	14	15	1315
5323	Long EDZ2 Short EDM1	Open	3/11	99.585 99.835	-0.250	4/16	99.545 99.835	-0.290	-100	13	-100	87	13	15	278
5324	Long FCJ1 Short LCM1	Open	3/16	143.330 121.450	23085	3/26	139.435 118.680	22245	-840	426	-840	93	14	15	734
5325	Long RBN1 Short CLN1	Open	3/16	204.86 64.25	21791	4/23	192.06 61.01	19655	-2136		-2136	87	13	15	1862
5326	Long SX1 Short KWZ1	Open	3/17	1235.50 618.50	617.00	4/1	1220.00 605.25	614.75	-113		-825	87	13	15	1027
5327	Long CDM1 Short JYM1	Open	3/18	79.96 91.82	-34815	4/20	80.04 91.92	-34860	-45		-45	87	13	15	2464
5328	Buy LCZ1 Sell LCM1		3/22			4/9						87	13	15	691
5329	Buy BPM1 Sell JYM1		3/22			4/22						100	15	15	2365
5330	Buy BOZ1 Sell SMZ1		3/23			4/9						93	14	15	706
5331	Buy 2 PLN1 Sell GCM1		3/24			5/4						80	12	15	1830
5332	Buy ADM1 Sell SFM1		3/29			4/9						87	13	15	1315
5333	Buy SMV1 Sell SMK1		3/29			4/7						93	14	15	466
5334	Buy SN1 Sell SX1		4/5			4/23						87	13	15	751
5335	Buy SN1 Sell WN1		4/7			4/29						87	13	15	1698
5336	Buy RBN1 Sell HON1		4/8			6/3						80	12	15	2806
5337	Buy RBN1 Sell RBZ1		4/12			4/26						87	13	15	640
5338	Buy SMK1 Sell SMV1		4/12			4/27						93	14	15	649
5339	Buy BPM1 Sell SFM1		4/12			4/27						93	14	15	1339
5340	Buy FCV1 Sell LCV1		4/12			4/27						87	13	15	558
5341	Buy LCG2 Sell LCV1		4/14			6/16						100	15	15	555
5342	Buy CLZ1 Sell CLN1		4/15			5/4						87	13	15	549
5343	Buy SMZ1 Sell SX1		4/16			4/28						93	14	15	582
5344	Buy EUM1 Sell SFM1		4/16			4/30						87	13	15	744
5345	Buy RBQ1 Sell CLQ1		4/16			5/28						87	13	15	1896
5346	Buy CTZ1 Sell CTN1		4/19			6/7						93	14	15	1476
Open Equity Total									3353.81

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.

Moore Research Center, Inc.

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