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План сезонных стратегий на февраль 2008.

дата публикации: 2008-02-07 11:25:00


 
Seasonal
Strategy
Entry
Date
Exit
Date
Win
Pct
Win
Years
Loss
Years
Total
Years
Average
Profit
1
Buy Jul Wheat(CBOT) - WN8
Sell Mar Wheat(CBOT) - WH8
2/2
2/27
93
14
1
15
334
2
Buy Jun Lean Hogs(CME) - LEM8
Sell Apr Lean Hogs(CME) - LEJ8
2/2
4/9
93
14
1
15
996
3
Buy Jul Soybeans(CBOT) - SN8
Sell Jul Soybean Meal(CBOT) - SMN8
2/8
3/29
93
14
1
15
629
4
Buy Jun Gasoline(NYMEX) - RBM8
Sell Jun Crude Oil(NYM) - CLM8
2/13
3/30
100
15
0
15
1556
5
Buy Jun 10-Year T-Notes(CBOT) - TYM8
Sell Jun 30-Year T-Bonds(CBOT) - USM8
2/14
4/14
87
13
2
15
903
6
Buy May Orange Juice(ICE) - JOK8
Sell Nov Orange Juice(ICE) - JOX8
2/18
3/7
100
15
0
15
271
7
Buy Dec Cotton(ICE) - CTZ8
Sell May Cotton(ICE) - CTK8
2/20
4/3
87
13
2
15
723
8
Buy Mar Japanese Yen(CME) - JYH8
Sell Mar Swiss Franc(CME) - SFH8
2/22
3/2
87
13
2
15
1205
9
Buy Mar Canadian Dollar(CME) - CDH8
Sell Mar British Pound(CME) - BPH8
2/23
3/10
80
12
3
15
799
10
Buy Jul Soybeans(CBOT) - SN8
Sell Jul Wheat(KCBT) - KWN8
2/23
3/20
87
13
2
15
1138
11
Buy 2 Jul Platinum(NYMEX) - PLN8
Sell Jun Gold(CMX) - GCM8
2/24
4/19
93
14
1
15
2604
12
Buy Jul Soybean Meal(CBOT) - SMN8
Sell Dec Soybean Meal(CBOT) - SMZ8
2/24
5/1
87
13
2
15
681
13
Buy Jul Copper(CMX) - HGN8
Sell Dec Copper(CMX) - HGZ8
2/24
5/24
87
13
2
15
394
14
Buy Jun Lean Hogs(CME) - LEM8
Sell Jun Live Cattle(CME) - LCM8
2/25
4/20
80
12
3
15
1129
15
Buy May Gasoline(NYMEX) - RBK8
Sell May Heating Oil(NYM) - HOK8
2/27
3/25
100
15
0
15
1460

2008-02-07 11:25:00
Александр Борисович Борц

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