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План сезонных стратегий на март 2008.

дата публикации: 2008-03-04 20:37:00


 
Сезонные спрэд-стратегии март 2008
Entry
Date
Exit
Date
Win
Pct
Win
Years
Loss
Years
Total
Years
Average
Profit
1
Buy Apr Gasoline(NYMEX) - RBJ8
Sell Apr Heating Oil(NYM) - HOJ8
3/2
3/26
93
14
1
15
1646
2
Buy May Soybean Meal(CBOT) - SMK8
Sell Oct Soybean Meal(CBOT) - SMV8
3/2
3/29
100
15
0
15
410
3
Buy 2 Apr Platinum(NYMEX) - PLJ8
Sell Apr Gold(CMX) - GCJ8
3/3
3/17
93
14
1
15
983
4
Buy May Soybeans(CBOT) - SK8
Sell May Wheat(KCBT) - KWK8
3/5
3/28
100
15
0
15
1012
5
Buy Jul Copper(CMX) - HGN8
Sell Dec Copper(CMX) - HGZ8
3/5
5/25
87
13
2
15
421
6
Buy May Soybeans(CBOT) - SK8
Sell Nov Soybeans(CBOT) - SX8
3/7
3/30
80
12
3
15
595
7
Buy May Gasoline(NYMEX) - RBK8
Sell May Crude Oil(NYM) - CLK8
3/7
3/30
93
14
1
15
1405
8
Buy Jun Lean Hogs(CME) - LEM8
Sell Jun Live Cattle(CME) - LCM8
3/10
3/23
93
14
1
15
627
9
Buy Dec Live Cattle(CME) - LCZ8
Sell Jun Live Cattle(CME) - LCM8
3/10
4/16
93
14
1
15
581
10
Buy Aug Natural Gas(NYM) - NGQ8
Sell Jun Natural Gas(NYM) - NGM8
3/12
5/21
100
15
0
15
794
11
Buy Oct Sugar #11(ICE) - SBV8
Sell May Sugar #11(ICE) - SBK8
3/14
4/16
87
13
2
15
429
12
Buy Jun 5-Year T-Notes(CBOT) - FVM8
Sell Jun 30-Year T-Bonds(CBOT) - USM8
3/16
3/28
93
14
1
15
692
13
Buy Dec Cotton(ICE) - CTZ8
Sell Jul Cotton(ICE) - CTN8
3/16
3/31
93
14
1
15
659
13
Buy Jun Canadian Dollar(CME) - CDM8
Sell Jun Japanese Yen(CME) - JYM8
3/18
3/30
93
14
1
15
866
14
Buy Jun British Pound(CME) - BPM8
Sell Jun Swiss Franc(CME) - SFM8
3/19
4/12
100
15
0
15
1274

 

2008-03-04 20:37:00
Александр Борисович Борц

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