|
|
Сезонные стратегии |
Entry
Date |
Exit
Date |
Win
Pct |
Win
Years |
Loss
Years |
Total
Years |
Average
Profit |
|
125 |
Buy Dec Wheat(CBOT) - WZ9
Sell May Wheat(CBOT) - WK9 |
3/1 |
4/3 |
100 |
15 |
0 |
15 |
628 |
|
126 |
Buy May Soybean Meal(CBOT) - SMK9
Sell Oct Soybean Meal(CBOT) - SMV9 |
3/2 |
3/29 |
100 |
15 |
0 |
15 |
447 |
|
127 |
Buy May Gasoline(NYMEX) - RBK9
Sell May Heating Oil(NYM) - HOK9 |
3/4 |
3/25 |
100 |
15 |
0 |
15 |
1224 |
|
128 |
Buy Dec Live Cattle(CME) - LCZ9
Sell Jun Live Cattle(CME) - LCM9 |
3/6 |
3/25 |
100 |
15 |
0 |
15 |
481 |
|
129 |
Buy Aug Natural Gas(NYM) - NGQ9
Sell Jun Natural Gas(NYM) - NGM9 |
3/7 |
5/17 |
100 |
15 |
0 |
15 |
939 |
|
130 |
Buy Mar Corn(CBOT) - CH0
Sell Jul Corn(CBOT) - CN9 |
3/11 |
6/5 |
93 |
14 |
1 |
15 |
315 |
|
131 |
Buy May Feeder Cattle(CME) - FCK9
Sell Jun Live Cattle(CME) - LCM9 |
3/14 |
5/20 |
93 |
14 |
1 |
15 |
1358 |
|
132 |
Buy Jun 5-Year T-Notes(CBOT) - FVM9
Sell Jun 30-Year T-Bonds(CBOT) - USM9 |
3/16 |
3/28 |
93 |
14 |
1 |
15 |
685 |
|
133 |
Buy Dec Cotton(ICE) - CTZ9
Sell Jul Cotton(ICE) - CTN9 |
3/16 |
3/31 |
93 |
14 |
1 |
15 |
648 |
|
134 |
Buy Jun British Pound(CME) - BPM9
Sell Jun Swiss Franc(CME) - SFM9 |
3/17 |
4/27 |
100 |
15 |
0 |
15 |
1977 |
|
135 |
Buy Jun Australian Dollar(CME) - ADM9
Sell Jun Swiss Franc(CME) - SFM9 |
3/19 |
4/12 |
93 |
14 |
1 |
15 |
1720 |
|
136 |
Buy Jun Australian Dollar(CME) - ADM9
Sell Jun Canadian Dollar(CME) - CDM9 |
3/19 |
4/17 |
87 |
13 |
2 |
15 |
679 |
|
137 |
Buy Aug Lean Hogs(CME) - LEQ9
Sell Jul Lean Hogs(CME) - LEN9 |
3/22 |
6/7 |
100 |
15 |
0 |
15 |
539 |
|
138 |
Buy 2 Jul Platinum(NYMEX) - PLN9
Sell Jun Gold(CMX) - GCM9 |
3/29 |
4/19 |
87 |
13 |
2 |
15 |
1708 |
|
139 |
Buy May Wheat(KCBT) - KWK9
Sell May Wheat(CBOT) - WK9 |
3/29 |
4/20 |
93 |
14 |
1 |
15 |
512 |
