|
|
Seasonal
Strategy |
Entry
Date |
Exit
Date |
Win
Pct |
Win
Years |
Loss
Years |
Total
Years |
Average
Profit |
|
1 |
Buy Jun Australian Dollar(CME) - ADM8
Sell Jun Swiss Franc(CME) - SFM8 |
4/1 |
4/12 |
87 |
13 |
2 |
15 |
1318 |
|
2 |
Buy Jun British Pound(CME) - BPM8
Sell Jun Swiss Franc(CME) - SFM8 |
4/5 |
4/16 |
93 |
14 |
1 |
15 |
721 |
|
3 |
Buy Jun Australian Dollar(CME) - ADM8
Sell Jun Canadian Dollar(CME) - CDM8 |
4/6 |
4/17 |
87 |
13 |
2 |
15 |
501 |
|
4 |
Buy Jun Gasoline(NYMEX) - RBM8
Sell Jun Heating Oil(NYM) - HOM8 |
4/12 |
4/23 |
87 |
13 |
2 |
15 |
629 |
|
5 |
Buy May Gasoline(NYMEX) - RBK8
Sell Sep Gasoline(NYMEX) - RBU8 |
4/12 |
4/27 |
93 |
14 |
1 |
15 |
901 |
|
6 |
Buy Jul Soybeans(CBOT) - SN8
Sell Jul Wheat(CBOT) - WN8 |
4/12 |
5/3 |
87 |
13 |
2 |
15 |
754 |
|
7 |
Buy Aug Lean Hogs(CME) - LEQ8
Sell Jun Lean Hogs(CME) - LEM8 |
4/16 |
6/6 |
93 |
14 |
1 |
15 |
576 |
|
8 |
Buy Aug Feeder Cattle(CME) - FCQ8
Sell Feb Live Cattle(CME) - LCG9 |
4/16 |
7/12 |
93 |
14 |
1 |
15 |
1431 |
|
9 |
Buy Dec Natural Gas(NYM) - NGZ8
Sell Jun Natural Gas(NYM) - NGM8 |
4/18 |
5/18 |
93 |
14 |
1 |
15 |
1646 |
|
10 |
Buy Dec Crude Oil(NYM) - CLZ8
Sell Jul Crude Oil(NYM) - CLN8 |
4/23 |
6/8 |
80 |
12 |
3 |
15 |
522 |
|
11 |
Buy Dec Cotton(ICE) - CTZ8
Sell Jul Cotton(ICE) - CTN8 |
4/23 |
6/24 |
87 |
13 |
2 |
15 |
997 |
|
12 |
Buy Jul Wheat(KCBT) - KWN8
Sell Jul Wheat(CBOT) - WN8 |
4/24 |
6/13 |
93 |
14 |
1 |
15 |
349 |
|
13 |
Buy Jul Corn(CBOT) - CN9
Sell Sep Corn(CBOT) - CU8 |
4/26 |
8/6 |
87 |
13 |
2 |
15 |
570 |
|
14 |
Buy Jun Canadian Dollar(CME) - CDM8
Sell Jun British Pound(CME) - BPM8 |
4/27 |
5/11 |
87 |
13 |
2 |
15 |
1183 |
|
15 |
Buy Jul Soybean Meal(CBOT) - SMN8
Sell Jul Soybean Oil(CBOT) - BON8 |
4/29 |
6/24 |
100 |
15 |
0 |
15 |
1124 |
