|
|
Seasonal
Strategy |
Entry
Date |
Exit
Date |
Win
Pct |
Win
Years |
Loss
Years |
Total
Years |
Average
Profit |
|
1 |
Buy Dec Soybean Oil(CBOT) - BOZ8
Sell Aug Soybean Oil(CBOT) - BOQ8 |
5/3 |
7/28 |
100 |
15 |
0 |
15 |
293 |
|
2 |
Buy Aug Gold(CMX) - GCQ8
Sell Sep Silver(CMX) - SIU8 |
5/8 |
6/30 |
87 |
13 |
2 |
15 |
1415 |
|
3 |
Buy Nov Soybeans(CBOT) - SX8
Sell Aug Soybeans(CBOT) - SQ8 |
5/9 |
6/30 |
80 |
12 |
3 |
15 |
539 |
|
4 |
Buy Aug Lean Hogs(CME) - LEQ8
Sell Jul Lean Hogs(CME) - LEN8 |
5/10 |
6/7 |
100 |
15 |
0 |
15 |
499 |
|
5 |
Buy Sep British Pound(CME) - BPU8
Sell Sep Swiss Franc(CME) - SFU8 |
5/10 |
6/18 |
87 |
13 |
2 |
15 |
1148 |
|
5 |
Buy Sep 30-Year T-Bonds(CBOT) - USU8
Sell Sep 5-Year T-Notes(CBOT) - FVU8 |
5/11 |
6/6 |
93 |
14 |
1 |
15 |
1020 |
|
6 |
Buy Dec Heating Oil(NYM) - HOZ8
Sell Jul Heating Oil(NYM) - HON8 |
5/11 |
6/8 |
87 |
13 |
2 |
15 |
442 |
|
7 |
Buy Jun Canadian Dollar(CME) - CDM8
Sell Jun Australian Dollar(CME) - ADM8 |
5/12 |
6/2 |
87 |
13 |
2 |
15 |
1185 |
|
8 |
Buy Aug Feeder Cattle(CME) - FCQ8
Sell Feb Live Cattle(CME) - LCG9 |
5/16 |
7/8 |
93 |
14 |
1 |
15 |
1109 |
|
9 |
Buy Jun Live Cattle(CME) - LCM8
Sell Jun Lean Hogs(CME) - LEM8 |
5/17 |
5/28 |
87 |
13 |
2 |
15 |
1166 |
|
10 |
Buy Mar Natural Gas(NYM) - NGH9
Sell Sep Natural Gas(NYM) - NGU8 |
5/19 |
7/22 |
100 |
15 |
0 |
15 |
2569 |
|
11 |
Buy Aug Gasoline(NYMEX) - RBQ8
Sell Jul Gasoline(NYMEX) - RBN8 |
5/25 |
6/27 |
100 |
15 |
0 |
15 |
536 |
|
12 |
Buy Jul Soybeans(CBOT) - SN8
Sell Jul Wheat(CBOT) - WN8 |
5/27 |
6/7 |
87 |
13 |
2 |
15 |
498 |
|
13 |
Buy Dec Copper(CMX) - HGZ8
Sell Sep Copper(CMX) - HGU8 |
5/29 |
8/23 |
93 |
14 |
1 |
15 |
545 |
|
14 |
Buy Jun Canadian Dollar(CME) - CDM8
Sell Jun Swiss Franc(CME) - SFM8 |
5/30 |
6/12 |
93 |
14 |
1 |
15 |
1048 |
