|
|
Сезонные стратегии |
Сезонный вход |
Сезонный выход |
Win
% |
Win
Years |
Loss
Years |
Total
Years |
Average
Profit |
|
13 |
Buy Aug Feeder Cattle(CME) - FCQ8
Sell Aug Live Cattle(CME) - LCQ8 |
6/2 |
7/9 |
87 |
13 |
2 |
15 |
939 |
|
14 |
Buy Oct Gasoline(NYMEX) - RBV8
Sell Jul Gasoline(NYMEX) - RBN8 |
6/3 |
6/21 |
93 |
14 |
1 |
15 |
839 |
|
15 |
Buy Dec Corn(CBOT) - CZ8
Sell Sep Corn(CBOT) - CU8 |
6/3 |
8/20 |
93 |
14 |
1 |
15 |
312 |
|
16 |
Buy Dec Cotton(ICE) - CTZ8
Sell Jul Cotton(ICE) - CTN8 |
6/7 |
6/20 |
87 |
13 |
2 |
15 |
469 |
|
17 |
Buy Dec Copper(CMX) - HGZ8
Sell Sep Copper(CMX) - HGU8 |
6/12 |
8/22 |
93 |
14 |
1 |
15 |
525 |
|
18 |
Buy Mar Natural Gas(NYM) - NGH9
Sell Sep Natural Gas(NYM) - NGU8 |
6/19 |
7/22 |
100 |
15 |
0 |
15 |
2532 |
|
19 |
Buy Aug Soybean Meal(CBOT) - SMQ8
Sell Dec Soybean Meal(CBOT) - SMZ8 |
6/20 |
7/9 |
87 |
13 |
2 |
15 |
359 |
|
20 |
Buy Oct Lean Hogs(CME) - LEV8
Sell Jul Lean Hogs(CME) - LEN8 |
6/23 |
7/2 |
93 |
14 |
1 |
15 |
494 |
|
21 |
Buy Sep Silver(CMX) - SIU8
Sell Aug Gold(CMX) - GCQ8* |
6/27 |
7/31 |
93 |
14 |
1 |
15 |
1029 |
|
22 |
Buy Aug Soybeans(CBOT) - SQ8
Sell Mar Soybeans(CBOT) - SH9 |
6/29 |
7/9 |
93 |
14 |
1 |
15 |
537 |
|
23 |
Buy Dec Wheat(CBOT) - WZ8
Sell Dec Corn(CBOT) - CZ8 |
6/30 |
7/23 |
87 |
13 |
2 |
15 |
735 |
