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План сезонных стратегий на октябрь 2008.

дата публикации: 2008-10-06 19:52:00


 
Seasonal
Strategy
Entry
Date
Exit
Date
Win
Pct
Win
Years
Loss
Years
Total
Years
Average
Profit
59
Buy Feb Lean Hogs(CME) - LEG9
Sell Dec Lean Hogs(CME) - LEZ8
10/1
10/29
100
15
0
15
608
60
Buy Jan Crude Oil(NYM) - CLF9
Sell Jan Heating Oil(NYM) - HOF9
10/1
11/1
93
14
1
15
826
61
Buy 2 Jan Platinum(NYMEX) - PLF9
Sell Dec Gold(CMX) - GCZ8
10/2
11/16
93
14
1
15
2179
62
Buy Dec Soybean Meal(CBOT) - SMZ8
Sell Jul Soybean Meal(CBOT) - SMN9
10/7
11/6
93
14
1
15
476
63
Buy Nov Natural Gas(NYM) - NGX8
Sell Dec Natural Gas(NYM) - NGZ8
10/11
10/26
100
15
0
15
1674
64
Buy Dec 30-Year T-Bonds(CBOT) - USZ8
Sell Dec 10-Year T-Notes(CBOT) - TYZ8
10/16
11/18
93
14
1
15
706
65
Buy Dec Corn(CBOT) - CZ8
Sell Dec Wheat(CBOT) - WZ8
10/19
11/10
93
14
1
15
811
66
Buy Feb Live Cattle(CME) - LCG9
Sell Nov Feeder Cattle(CME) - FCX8
10/20
11/15
93
14
1
15
723
67
Buy Jul Soybeans(CBOT) - SN9
Sell Jul Corn(CBOT) - CN9
10/21
11/17
93
14
1
15
881
68
Buy Mar Soybeans(CBOT) - SH9
Sell Mar Wheat(CBOT) - WH9
10/22
12/12
100
15
0
15
1732
69
Buy Jul Wheat(CBOT) - WN9
Sell Mar Wheat(CBOT) - WH9
10/22
1/28
93
14
1
15
1264
70
Buy Jul Cotton(ICE) - CTN9
Sell Dec Cotton(ICE) - CTZ8
10/27
11/23
87
13
2
15
561
71
Buy May Wheat(CBOT) - WK9
Sell Mar Wheat(CBOT) - WH9
10/29
2/11
100
15
0
15
733

 

2008-10-06 19:52:00
Александр Борисович Борц

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