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План сезонных стратегий на май 2008.

дата публикации: 2008-05-01 13:09:00


 
Seasonal
Strategy
Entry
Date
Exit
Date
Win
Pct
Win
Years
Loss
Years
Total
Years
Average
Profit
1
Buy Dec Soybean Oil(CBOT) - BOZ8
Sell Aug Soybean Oil(CBOT) - BOQ8
5/3
7/28
100
15
0
15
293
2
Buy Aug Gold(CMX) - GCQ8
Sell Sep Silver(CMX) - SIU8
5/8
6/30
87
13
2
15
1415
3
Buy Nov Soybeans(CBOT) - SX8
Sell Aug Soybeans(CBOT) - SQ8
5/9
6/30
80
12
3
15
539
4
Buy Aug Lean Hogs(CME) - LEQ8
Sell Jul Lean Hogs(CME) - LEN8
5/10
6/7
100
15
0
15
499
5
Buy Sep British Pound(CME) - BPU8
Sell Sep Swiss Franc(CME) - SFU8
5/10
6/18
87
13
2
15
1148
5
Buy Sep 30-Year T-Bonds(CBOT) - USU8
Sell Sep 5-Year T-Notes(CBOT) - FVU8
5/11
6/6
93
14
1
15
1020
6
Buy Dec Heating Oil(NYM) - HOZ8
Sell Jul Heating Oil(NYM) - HON8
5/11
6/8
87
13
2
15
442
7
Buy Jun Canadian Dollar(CME) - CDM8
Sell Jun Australian Dollar(CME) - ADM8
5/12
6/2
87
13
2
15
1185
8
Buy Aug Feeder Cattle(CME) - FCQ8
Sell Feb Live Cattle(CME) - LCG9
5/16
7/8
93
14
1
15
1109
9
Buy Jun Live Cattle(CME) - LCM8
Sell Jun Lean Hogs(CME) - LEM8
5/17
5/28
87
13
2
15
1166
10
Buy Mar Natural Gas(NYM) - NGH9
Sell Sep Natural Gas(NYM) - NGU8
5/19
7/22
100
15
0
15
2569
11
Buy Aug Gasoline(NYMEX) - RBQ8
Sell Jul Gasoline(NYMEX) - RBN8
5/25
6/27
100
15
0
15
536
12
Buy Jul Soybeans(CBOT) - SN8
Sell Jul Wheat(CBOT) - WN8
5/27
6/7
87
13
2
15
498
13
Buy Dec Copper(CMX) - HGZ8
Sell Sep Copper(CMX) - HGU8
5/29
8/23
93
14
1
15
545
14
Buy Jun Canadian Dollar(CME) - CDM8
Sell Jun Swiss Franc(CME) - SFM8
5/30
6/12
93
14
1
15
1048

 

2008-05-01 13:09:00
Александр Борисович Борц

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