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План сезонных стратегий на август 2008.

дата публикации: 2008-07-30 00:19:00


 
Seasonal
Strategy
Entry
Date
Exit
Date
Win
Pct
Win
Years
Loss
Years
Total
Years
Average
Profit
36
Buy May Copper(CMX) - HGK9
Sell Sep Copper(CMX) - HGU8
8/2
8/22
87
13
2
15
525
37
Buy Dec Live Cattle(CME) - LCZ8
Sell Dec Lean Hogs(CME) - LEZ8
8/2
8/31
93
14
1
15
554
38
Buy Feb Lean Hogs(CME) - LEG9
Sell Dec Lean Hogs(CME) - LEZ8
8/6
11/7
100
15
0
15
1187
39
Buy Dec Wheat(KCBT) - KWZ8
Sell Dec Wheat(CBOT) - WZ8
8/11
11/4
87
13
2
15
476
40
Buy Dec 30-Year T-Bonds(CBOT) - USZ8
Sell Dec 5-Year T-Notes(CBOT) - FVZ8
8/12
8/31
93
14
1
15
809
41
Buy Sep Heating Oil(NYM) - HOU8
Sell Sep Gasoline(NYMEX) - RBU8
8/14
8/23
87
13
2
15
905
42
Buy Dec Wheat(KCBT) - KWZ8
Sell Dec Corn(CBOT) - CZ8
8/14
9/27
93
14
1
15
1468
43
Buy Nov Natural Gas(NYM) - NGX8
Sell Oct Natural Gas(NYM) - NGV8
8/16
9/8
100
15
0
15
772
44
Buy Dec Wheat(KCBT) - KWZ8
Sell Jul Wheat(KCBT) - KWN9
8/19
10/22
80
12
3
15
802
45
Buy Dec Soybean Meal(CBOT) - SMZ8
Sell Jul Soybean Meal(CBOT) - SMN9
8/26
11/14
87
13
2
15
403
46
Buy Dec Gold(CMX) - GCZ8
Sell Dec Silver(CMX) - SIZ8
8/28
9/15
93
14
1
15
732

 

2008-07-30 00:19:00
Александр Борисович Борц

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