|
|
Сезонные стратегии |
Entry
Date |
Exit
Date |
Win
Pct |
Win
Years |
Loss
Years |
Total
Years |
Average
Profit |
|
154 |
Buy Dec Soybean Oil(CBOT) - BOZ9
Sell Aug Soybean Oil(CBOT) - BOQ9 |
5/3 |
7/28 |
100 |
15 |
0 |
15 |
308 |
|
155 |
Buy Jun Canadian Dollar(CME) - CDM9
Sell Jun Japanese Yen(CME) - JYM9 |
5/5 |
6/5 |
87 |
13 |
2 |
15 |
1555 |
|
156 |
Buy Dec Natural Gas(NYM) - NGZ9
Sell Sep Natural Gas(NYM) - NGU9 |
5/10 |
7/22 |
93 |
14 |
1 |
15 |
1840 |
|
157 |
Buy Jan Heating Oil(NYM) - HOF0
Sell Aug Heating Oil(NYM) - HOQ9 |
5/13 |
6/21 |
93 |
14 |
1 |
15 |
435 |
|
158 |
Buy Dec Crude Oil(NYM) - CLZ9
Sell Aug Crude Oil(NYM) - CLQ9 |
5/15 |
6/5 |
87 |
13 |
2 |
15 |
308 |
|
159 |
Buy Dec Coffee "C"(ICE) - KCZ9
Sell Jul Coffee "C"(ICE) - KCN9 |
5/15 |
6/11 |
87 |
13 |
2 |
15 |
866 |
|
160 |
Buy Jun Live Cattle(CME) - LCM9
Sell Jun Lean Hogs(CME) - LEM9 |
5/17 |
5/28 |
93 |
14 |
1 |
15 |
1263 |
|
161 |
Buy Aug Lean Hogs(CME) - LEQ9
Sell Jun Lean Hogs(CME) - LEM9 |
5/19 |
6/3 |
100 |
15 |
0 |
15 |
550 |
|
162 |
Buy Dec Corn(CBOT) - CZ9
Sell Jul Corn(CBOT) - CN9 |
5/19 |
6/14 |
93 |
14 |
1 |
15 |
255 |
|
163 |
Buy Jun British Pound(CME) - BPM9
Sell Jun Swiss Franc(CME) - SFM9 |
5/26 |
6/3 |
93 |
14 |
1 |
15 |
762 |
|
164 |
Buy Jul Soybeans(CBOT) - SN9
Sell Jul Wheat(CBOT) - WN9 |
5/27 |
6/7 |
93 |
14 |
1 |
15 |
741 |
|
165 |
Buy Jul Soybean Meal(CBOT) - SMN9
Sell Jul Soybean Oil(CBOT) - BON9 |
5/27 |
6/17 |
87 |
13 |
2 |
15 |
1098 |
|
166 |
Buy Dec Copper(CMX) - HGZ9
Sell Sep Copper(CMX) - HGU9 |
5/29 |
8/23 |
100 |
15 |
0 |
15 |
562 |
|
167 |
Buy Jun Eurodollars(CME) - EDM0
Sell Sep Eurodollars(CME) - EDU9 |
5/30 |
7/11 |
87 |
13 |
2 |
15 |
311 |
