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План сезонных стратегий на ноябрь 2008.

дата публикации: 2008-11-11 20:53:00


 
Сезонные стратегии.
Entry
Date
Exit
Date
Win
Pct
Win
Years
Loss
Years
Total
Years
Average
Profit
72
Buy Dec Heating Oil(NYM) - HOZ8
Sell Dec Crude Oil(NYM) - CLZ8
11/4
11/19
87
13
2
15
980
73
Buy Jun Eurodollars(CME) - EDM1
Sell Jun Eurodollars(CME) - EDM9
11/5
12/11
93
14
1
15
259
74
Buy May Wheat(CBOT) - WK9
Sell Mar Wheat(CBOT) - WH9
11/5
2/11
100
15
0
15
688
75
Buy Mar 30-Year T-Bonds(CBOT) - USH9
Sell Mar 5-Year T-Notes(CBOT) - FVH9
11/6
12/4
87
13
2
15
898
76
Buy Jun Lean Hogs(CME) - LEM9
Sell Feb Lean Hogs(CME) - LEG9
11/7
1/13
100
15
0
15
1217
77
Buy Mar Australian Dollar(CME) - ADH9
Sell Mar Canadian Dollar(CME) - CDH9
11/10
1/19
93
14
1
15
2138
78
Buy Feb Natural Gas(NYM) - NGG9
Sell Jan Natural Gas(NYM) - NGF9
11/19
12/11
93
14
1
15
607
79
Buy Feb Gasoline(NYMEX) - RBG9
Sell Feb Heating Oil(NYM) - HOG9
11/21
1/8
87
13
2
15
2067
80
Buy Dec British Pound(CME) - BPZ8
Sell Dec Canadian Dollar(CME) - CDZ8
11/25
12/13
93
14
1
15
1545
81
Buy Mar British Pound(CME) - BPH9
Sell Mar Japanese Yen(CME) - JYH9
11/25
12/21
93
14
1
15
2187
82
Buy 2 Apr Platinum(NYMEX) - PLJ9
Sell Apr Gold(CMX) - GCJ9
11/25
1/25
93
14
1
15
2995
83
Buy Jul Wheat(KCBT) - KWN9
Sell Mar Wheat(KCBT) - KWH9
11/26
1/18
93
14
1
15
741
84
Buy May Copper(CMX) - HGK9
Sell Mar Copper(CMX) - HGH9
11/27
2/23
100
15
0
15
306
85
Buy Apr Live Cattle(CME) - LCJ9
Sell Mar Feeder Cattle(CME) - FCH9
11/27
2/25
87
13
2
15
1129
86
Buy Oct Soybean Oil(CBOT) - BOV9
Sell May Soybean Oil(CBOT) - BOK9
11/29
1/28
100
15
0
15
266

 

2008-11-11 20:53:00
Александр Борисович Борц

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