|
|
Seasonal
Strategy |
Entry
Date |
Exit
Date |
Win
Pct |
Win
Years |
Loss
Years |
Total
Years |
Average
Profit |
|
36 |
Buy May Copper(CMX) - HGK9
Sell Sep Copper(CMX) - HGU8 |
8/2 |
8/22 |
87 |
13 |
2 |
15 |
525 |
|
37 |
Buy Dec Live Cattle(CME) - LCZ8
Sell Dec Lean Hogs(CME) - LEZ8 |
8/2 |
8/31 |
93 |
14 |
1 |
15 |
554 |
|
38 |
Buy Feb Lean Hogs(CME) - LEG9
Sell Dec Lean Hogs(CME) - LEZ8 |
8/6 |
11/7 |
100 |
15 |
0 |
15 |
1187 |
|
39 |
Buy Dec Wheat(KCBT) - KWZ8
Sell Dec Wheat(CBOT) - WZ8 |
8/11 |
11/4 |
87 |
13 |
2 |
15 |
476 |
|
40 |
Buy Dec 30-Year T-Bonds(CBOT) - USZ8
Sell Dec 5-Year T-Notes(CBOT) - FVZ8 |
8/12 |
8/31 |
93 |
14 |
1 |
15 |
809 |
|
41 |
Buy Sep Heating Oil(NYM) - HOU8
Sell Sep Gasoline(NYMEX) - RBU8 |
8/14 |
8/23 |
87 |
13 |
2 |
15 |
905 |
|
42 |
Buy Dec Wheat(KCBT) - KWZ8
Sell Dec Corn(CBOT) - CZ8 |
8/14 |
9/27 |
93 |
14 |
1 |
15 |
1468 |
|
43 |
Buy Nov Natural Gas(NYM) - NGX8
Sell Oct Natural Gas(NYM) - NGV8 |
8/16 |
9/8 |
100 |
15 |
0 |
15 |
772 |
|
44 |
Buy Dec Wheat(KCBT) - KWZ8
Sell Jul Wheat(KCBT) - KWN9 |
8/19 |
10/22 |
80 |
12 |
3 |
15 |
802 |
|
45 |
Buy Dec Soybean Meal(CBOT) - SMZ8
Sell Jul Soybean Meal(CBOT) - SMN9 |
8/26 |
11/14 |
87 |
13 |
2 |
15 |
403 |
|
46 |
Buy Dec Gold(CMX) - GCZ8
Sell Dec Silver(CMX) - SIZ8 |
8/28 |
9/15 |
93 |
14 |
1 |
15 |
732 |
