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MRCI's Seasonal Spread Review

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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
KCBT
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.

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Newsflash

Most quote charts don't cover this period on their long-term charts...  Amazing, the dollar went from 85 area in 1979-1980 to 164 area in early 1985..
Dollar index just traded at 110.25: https://mrci.com/pdf/dxc.pdf