|
|
Сезонные стратегии. |
Entry
Date |
Exit
Date |
Win
Pct |
Win
Years |
Loss
Years |
Total
Years |
Average
Profit |
|
72 |
Buy Dec Heating Oil(NYM) - HOZ8
Sell Dec Crude Oil(NYM) - CLZ8 |
11/4 |
11/19 |
87 |
13 |
2 |
15 |
980 |
|
73 |
Buy Jun Eurodollars(CME) - EDM1
Sell Jun Eurodollars(CME) - EDM9 |
11/5 |
12/11 |
93 |
14 |
1 |
15 |
259 |
|
74 |
Buy May Wheat(CBOT) - WK9
Sell Mar Wheat(CBOT) - WH9 |
11/5 |
2/11 |
100 |
15 |
0 |
15 |
688 |
|
75 |
Buy Mar 30-Year T-Bonds(CBOT) - USH9
Sell Mar 5-Year T-Notes(CBOT) - FVH9 |
11/6 |
12/4 |
87 |
13 |
2 |
15 |
898 |
|
76 |
Buy Jun Lean Hogs(CME) - LEM9
Sell Feb Lean Hogs(CME) - LEG9 |
11/7 |
1/13 |
100 |
15 |
0 |
15 |
1217 |
|
77 |
Buy Mar Australian Dollar(CME) - ADH9
Sell Mar Canadian Dollar(CME) - CDH9 |
11/10 |
1/19 |
93 |
14 |
1 |
15 |
2138 |
|
78 |
Buy Feb Natural Gas(NYM) - NGG9
Sell Jan Natural Gas(NYM) - NGF9 |
11/19 |
12/11 |
93 |
14 |
1 |
15 |
607 |
|
79 |
Buy Feb Gasoline(NYMEX) - RBG9
Sell Feb Heating Oil(NYM) - HOG9 |
11/21 |
1/8 |
87 |
13 |
2 |
15 |
2067 |
|
80 |
Buy Dec British Pound(CME) - BPZ8
Sell Dec Canadian Dollar(CME) - CDZ8 |
11/25 |
12/13 |
93 |
14 |
1 |
15 |
1545 |
|
81 |
Buy Mar British Pound(CME) - BPH9
Sell Mar Japanese Yen(CME) - JYH9 |
11/25 |
12/21 |
93 |
14 |
1 |
15 |
2187 |
|
82 |
Buy 2 Apr Platinum(NYMEX) - PLJ9
Sell Apr Gold(CMX) - GCJ9 |
11/25 |
1/25 |
93 |
14 |
1 |
15 |
2995 |
|
83 |
Buy Jul Wheat(KCBT) - KWN9
Sell Mar Wheat(KCBT) - KWH9 |
11/26 |
1/18 |
93 |
14 |
1 |
15 |
741 |
|
84 |
Buy May Copper(CMX) - HGK9
Sell Mar Copper(CMX) - HGH9 |
11/27 |
2/23 |
100 |
15 |
0 |
15 |
306 |
|
85 |
Buy Apr Live Cattle(CME) - LCJ9
Sell Mar Feeder Cattle(CME) - FCH9 |
11/27 |
2/25 |
87 |
13 |
2 |
15 |
1129 |
|
86 |
Buy Oct Soybean Oil(CBOT) - BOV9
Sell May Soybean Oil(CBOT) - BOK9 |
11/29 |
1/28 |
100 |
15 |
0 |
15 |
266 |
