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MRCI's 2022 Indices Special Report Hypothetical Results

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MRCI's 2022 Indices Special Report Hypothetical Results

Take a look how last year's Historical Indices Report helped traders during this past year's up-&-down market the past 12 Months!
The table below features the factual results of the 62 strategies presented for US stock index futures in last year's Historical Indices Report.
Good News! MRCI just released a brand new 2023 HISTORICAL INDICES REPORT for 2024! Order your copy today!
QR Russell 2000
ES S&P 500 E-mini
NQ Nasdaq 100 E-mini
MZ S&P Midcap 400
YM DJIA E-mini

MRCI encourages all traders to employ appropriate money-management techniques at all times.
HELPFUL HINTS......
1. CLICK the last price for an interactive daily chart.
2022 Indices Special Report Hypothetical Results - February 28, 2024
 
 

Mkt

Status
Entry
Date
Entry
Price
Exit
Date
Last
Price
Last
Equity
Best
Equity
Worst
Equity
Win
Pct
Win
Yrs
Tot
Yrs
Hist
Avg
0001 QRH3 Closed(L) 12/1 1899.20 12/23 1772.60 -6330.00 545.00 -7485.00 87 13 15 1482
0002 ESH3 Closed(L) 12/5 4036.00 12/27 3855.00 -9050.00 962.50 -9525.00 93 14 15 1362
0003 QRH3 Closed(L) 12/14 1834.80 12/23 1772.60 -3110.00   -4265.00 93 14 15 1584
0004 NQH3 Closed(L) 12/14 11869.00 12/23 11075.25 -15875.00   -16295.00 87 13 15 1392
0005 ESH3 Closed(L) 12/14 4030.75 12/27 3855.00 -8787.50   -9262.50 87 13 15 1563
0006 MZH3 Closed(L) 12/14 2518.40 1/11 2559.30 4090.01 4090.01 -11389.99 87 13 15 15493
0007 QRH3 Closed(S) 1/12 1885.80 1/30 1893.50 -385.00 2030.00 -1685.00 80 12 15 1194
0008 ESH3 Closed(L) 1/27 4084.25 2/17 4087.50 162.50 5362.50 -2587.50 87 13 15 2140
0009 QRH3 Closed(L) 1/30 1893.50 2/16 1945.30 2590.00 5720.00   87 13 15 1693
0010 MZH3 Closed(L) 1/30 2601.00 2/16 2675.50 7450.00 13480.00   87 13 15 15709
0011 NQH3 Closed(L) 2/3 12624.00 2/16 12482.50 -2830.00 3055.00 -5555.00 87 13 15 2836
0012 YMH3 Closed(L) 2/3 33962 2/17 33866 -480.00 1530.00 -1140.00 80 12 15 1687
0013 MZM3 Closed(L) 2/3 2736.10 4/19 2523.30 -21280.00   -34570.02 93 14 15 14933
0014 ESH3 Closed(L) 2/6 4123.50 2/16 4099.75 -1187.50 2612.50 -1587.50 87 13 15 1760
0015 MZM3 Closed(L) 3/8 2609.40 3/31 2529.70 -7970.00   -21900.00 87 13 15 11088
0016 NQM3 Closed(L) 3/8 12368.75 4/25 12809.50 8815.00 18660.00 -7995.00 87 13 15 5712
0017 YMM3 Closed(L) 3/8 33086 4/28 34200 5570.00 5570.00 -5155.00 93 14 15 3218
0018 ESM3 Closed(L) 3/8 4032.75 5/4 4075.75 2150.00 7787.50 -7200.00 93 14 15 4446
0019 NQM3 Closed(L) 3/13 12055.00 4/10 13158.00 22060.00 24935.00   87 13 15 4765
0020 YMM3 Closed(L) 3/14 32402 3/30 33044 3210.00 3210.00 -1655.00 87 13 15 1886
0021 NQM3 Closed(L) 3/14 12337.00 3/31 13301.75 19295.00 19295.00   87 13 15 3885
0022 ESM3 Closed(L) 3/14 3954.25 4/28 4188.50 11712.50 11712.50 -1462.50 93 14 15 4484
0023 YMM3 Closed(L) 3/14 32402 4/28 34200 8990.00 8990.00 -1655.00 93 14 15 3488
0024 ESM3 Closed(L) 3/23 3978.00 4/28 4188.50 10525.00 10525.00   93 14 15 4278
0025 YMM3 Closed(L) 3/23 32319 4/28 34200 9405.00 9405.00   93 14 15 3625
0026 ESM3 Closed(L) 4/10 4136.25 4/28 4188.50 2612.50 2612.50 -3012.50 93 14 15 1646
0027 QRM3 Closed(L) 4/10 1785.60 4/28 1774.80 -540.00 1430.00 -2390.00 87 13 15 1388
0028 MZM3 Closed(L) 4/10 2493.40 4/28 2500.60 720.02 3010.01 -5229.98 87 13 15 14411
0029 QRU3 Closed(S) 5/1 1792.60 5/11 1765.00 1380.00 2685.00   80 12 15 1170
0030 NQU3 Closed(L) 5/19 14014.50 7/28 15847.50 36660.00 39205.00 -4100.00 93 14 15 8089
0031 QRM3 Closed(L) 5/22 1800.90 6/8 1883.30 4120.00 4575.00 -2455.00 80 12 15 2056
0032 MZU3 Closed(S) 6/1 2447.60 6/29 2627.60 -18000.00   -18000.00 80 12 15 5971
0033 NQU3 Closed(L) 6/1 14643.50 7/28 15847.50 24080.00 26625.00 -2805.00 93 14 15 6592
0034 NQU3 Closed(L) 6/12 14986.75 7/28 15847.50 17215.00 19760.00 -2605.00 93 14 15 7306
0035 ESU3 Closed(L) 6/12 4388.00 7/28 4606.50 10925.00 10925.00 -887.50 93 14 15 4220
0036 ESU3 Closed(L) 6/27 4418.75 7/21 4564.75 7300.00 8912.50 -62.50 100 15 15 3668
0037 ESU3 Closed(L) 6/27 4418.75 8/16 4420.00 62.50 9787.50 -62.50 87 13 15 4827
0038 YMU3 Closed(L) 6/28 34101 7/21 35398 6485.00 6500.00 -820.00 100 15 15 2815
0039 NQU3 Closed(L) 6/28 15130.00 7/21 15540.00 8200.00 16895.00 -595.00 100 15 15 5255
0040 YMU3 Closed(L) 7/6 34131 7/21 35398 6335.00 6350.00 -970.00 100 15 15 1943
0041 MZZ3 Closed(L) 9/5 2636.70 12/8 2633.40 -330.00 1250.00 -30089.99 87 13 15 20429
0042 ESZ3 Closed(L) 9/11 4539.50 12/8 4607.50 3400.00 3400.00 -20087.50 87 13 15 3595
0043 NQZ3 Closed(L) 10/2 14984.75 12/8 16098.25 22270.00 22270.00 -15815.00 80 12 15 5862
0044 YMZ3 Closed(L) 10/10 33936 12/11 36438 12510.00 12510.00 -7160.00 87 13 15 3318
0045 ESH4 Closed(L) 10/10 4440.50 1/4 4729.50 14450.00 19650.00 -12900.00 87 13 15 4709
0046 NQZ3 Closed(L) 10/16 15289.50 11/7 15374.25 1695.00 1695.00 -21910.00 80 12 15 3768
0047 ESZ3 Closed(L) 10/16 4401.00 11/9 4362.25 -1937.50 37.50 -13162.50 87 13 15 2389
0048 ESZ3 Closed(L) 10/25 4209.75 11/9 4362.25 7625.00 9487.50 -3600.00 87 13 15 2083
0049 YMZ3 Closed(L) 10/25 33150 11/10 34338 5940.00 5940.00 -3230.00 87 13 15 2179
0050 ESZ3 Closed(L) 10/25 4209.75 12/6 4556.00 17312.50 19550.00 -3600.00 93 14 15 3134
0051 NQZ3 Closed(L) 10/26 14194.00 11/27 16008.75 36295.00 37850.00   87 13 15 3067
0052 QRZ3 Closed(L) 10/27 1645.10 12/8 1882.10 11850.00 11990.00   80 12 15 2395
0053 YMZ3 Closed(L) 10/27 32504 12/8 36280 18880.00 18995.00   93 14 15 3236
0054 QRH4 Closed(L) 10/27 1661.80 12/27 2089.10 21365.00 21365.00   80 12 15 2985
0055 NQZ3 Closed(L) 11/10 15596.25 12/7 16038.75 8850.00 9805.00 -985.00 87 13 15 2508
0056 ESZ3 Closed(L) 11/13 4425.25 12/7 4589.50 8212.50 8775.00   93 14 15 1870
0057 MZZ3 Closed(L) 11/13 2443.70 12/7 2622.50 17880.00 20550.00   87 13 15 9656
0058 NQH4 Closed(L) 11/13 15743.00 12/22 16980.00 24740.00 25600.00   87 13 15 2720
0059 QRZ3 Closed(L) 11/20 1812.10 12/6 1854.80 2135.00 3640.00 -1170.00 93 14 15 1141
0060 YMZ3 Closed(L) 11/20 35225 12/6 36112 4435.00 5390.00 -385.00 93 14 15 1888
0061 ESH4 Closed(L) 11/20 4612.00 12/7 4640.50 1425.00 1950.00 -537.50 87 13 15 2161
0062 QRH4 Closed(L) 11/20 1831.10 12/22 2056.40 11265.00 11265.00 -1180.00 80 12 15 2008
Open Equity Total 396562.54  
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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