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План сезонных стратегий на май 2009.

дата публикации: 2009-04-12 14:21:00


 
Сезонные стратегии
Entry
Date
Exit
Date
Win
Pct
Win
Years
Loss
Years
Total
Years
Average
Profit
154
Buy Dec Soybean Oil(CBOT) - BOZ9
Sell Aug Soybean Oil(CBOT) - BOQ9
5/3
7/28
100
15
0
15
308
155
Buy Jun Canadian Dollar(CME) - CDM9
Sell Jun Japanese Yen(CME) - JYM9
5/5
6/5
87
13
2
15
1555
156
Buy Dec Natural Gas(NYM) - NGZ9
Sell Sep Natural Gas(NYM) - NGU9
5/10
7/22
93
14
1
15
1840
157
Buy Jan Heating Oil(NYM) - HOF0
Sell Aug Heating Oil(NYM) - HOQ9
5/13
6/21
93
14
1
15
435
158
Buy Dec Crude Oil(NYM) - CLZ9
Sell Aug Crude Oil(NYM) - CLQ9
5/15
6/5
87
13
2
15
308
159
Buy Dec Coffee "C"(ICE) - KCZ9
Sell Jul Coffee "C"(ICE) - KCN9
5/15
6/11
87
13
2
15
866
160
Buy Jun Live Cattle(CME) - LCM9
Sell Jun Lean Hogs(CME) - LEM9
5/17
5/28
93
14
1
15
1263
161
Buy Aug Lean Hogs(CME) - LEQ9
Sell Jun Lean Hogs(CME) - LEM9
5/19
6/3
100
15
0
15
550
162
Buy Dec Corn(CBOT) - CZ9
Sell Jul Corn(CBOT) - CN9
5/19
6/14
93
14
1
15
255
163
Buy Jun British Pound(CME) - BPM9
Sell Jun Swiss Franc(CME) - SFM9
5/26
6/3
93
14
1
15
762
164
Buy Jul Soybeans(CBOT) - SN9
Sell Jul Wheat(CBOT) - WN9
5/27
6/7
93
14
1
15
741
165
Buy Jul Soybean Meal(CBOT) - SMN9
Sell Jul Soybean Oil(CBOT) - BON9
5/27
6/17
87
13
2
15
1098
166
Buy Dec Copper(CMX) - HGZ9
Sell Sep Copper(CMX) - HGU9
5/29
8/23
100
15
0
15
562
167
Buy Jun Eurodollars(CME) - EDM0
Sell Sep Eurodollars(CME) - EDU9
5/30
7/11
87
13
2
15
311

 

Средний профит выражен в долларах США.

2009-04-12 14:21:00
Александр Борисович Борц

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