|
|
Seasonal
Strategy |
Entry
Date |
Exit
Date |
Win
Pct |
Win
Years |
Loss
Years |
Total
Years |
Average
Profit |
|
59 |
Buy Feb Lean Hogs(CME) - LEG9
Sell Dec Lean Hogs(CME) - LEZ8 |
10/1 |
10/29 |
100 |
15 |
0 |
15 |
608 |
|
60 |
Buy Jan Crude Oil(NYM) - CLF9
Sell Jan Heating Oil(NYM) - HOF9 |
10/1 |
11/1 |
93 |
14 |
1 |
15 |
826 |
|
61 |
Buy 2 Jan Platinum(NYMEX) - PLF9
Sell Dec Gold(CMX) - GCZ8 |
10/2 |
11/16 |
93 |
14 |
1 |
15 |
2179 |
|
62 |
Buy Dec Soybean Meal(CBOT) - SMZ8
Sell Jul Soybean Meal(CBOT) - SMN9 |
10/7 |
11/6 |
93 |
14 |
1 |
15 |
476 |
|
63 |
Buy Nov Natural Gas(NYM) - NGX8
Sell Dec Natural Gas(NYM) - NGZ8 |
10/11 |
10/26 |
100 |
15 |
0 |
15 |
1674 |
|
64 |
Buy Dec 30-Year T-Bonds(CBOT) - USZ8
Sell Dec 10-Year T-Notes(CBOT) - TYZ8 |
10/16 |
11/18 |
93 |
14 |
1 |
15 |
706 |
|
65 |
Buy Dec Corn(CBOT) - CZ8
Sell Dec Wheat(CBOT) - WZ8 |
10/19 |
11/10 |
93 |
14 |
1 |
15 |
811 |
|
66 |
Buy Feb Live Cattle(CME) - LCG9
Sell Nov Feeder Cattle(CME) - FCX8 |
10/20 |
11/15 |
93 |
14 |
1 |
15 |
723 |
|
67 |
Buy Jul Soybeans(CBOT) - SN9
Sell Jul Corn(CBOT) - CN9 |
10/21 |
11/17 |
93 |
14 |
1 |
15 |
881 |
|
68 |
Buy Mar Soybeans(CBOT) - SH9
Sell Mar Wheat(CBOT) - WH9 |
10/22 |
12/12 |
100 |
15 |
0 |
15 |
1732 |
|
69 |
Buy Jul Wheat(CBOT) - WN9
Sell Mar Wheat(CBOT) - WH9 |
10/22 |
1/28 |
93 |
14 |
1 |
15 |
1264 |
|
70 |
Buy Jul Cotton(ICE) - CTN9
Sell Dec Cotton(ICE) - CTZ8 |
10/27 |
11/23 |
87 |
13 |
2 |
15 |
561 |
|
71 |
Buy May Wheat(CBOT) - WK9
Sell Mar Wheat(CBOT) - WH9 |
10/29 |
2/11 |
100 |
15 |
0 |
15 |
733 |
