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План сезонных стратегий на сентябрь 2009

дата публикации: 2009-09-09 06:18:00


 
Сезонные стратегии
Entry
Date
Exit
Date
Win
Pct
Win
Years
Loss
Years
Total
Years
Average
Profit
199
Buy Dec British Pound(CME) - BPZ9
Sell Dec Japanese Yen(CME) - JYZ9
11/9
4/10
93
14
1
15
2446
200
Buy Dec Wheat(KCBT) - KWZ9
Sell Dec Wheat(CBOT) - WZ9
11/9
12/10
87
13
2
15
352
201
Buy Dec Canadian Dollar(CME) - CDZ9
Sell Dec Australian Dollar(CME) - ADZ9
12/9
23/9
87
13
2
15
873
202
Buy Dec Wheat(KCBT) - KWZ9
Sell Dec Corn(CBOT) - CZ9
14/9
28/9
93
14
1
15
671
203
Buy Dec Wheat(KCBT) - KWZ9
Sell Nov Soybeans(CBOT) - SX9
14/9
1/10
93
14
1
15
1285
204
Buy Feb Live Cattle(CME) - LCG0
Sell Nov Feeder Cattle(CME) - FCX9
14/9
11/11
93
14
1
15
1106
205
Buy Dec Swiss Franc(CME) - SFZ9
Sell Dec Japanese Yen(CME) - JYZ9
18/9
2/10
93
14
1
15
1465
206
Buy Dec 30-Year T-Bonds(CBOT) - USZ9
Sell Dec 10-Year T-Notes(CBOT) - TYZ9
20/9
22/11
87
13
2
15
1094
207
Buy Mar Natural Gas(NYM) - NGH0
Sell Dec Natural Gas(NYM) - NGZ9
23/9
8/11
93
14
1
15
1321
218
Buy Dec Crude Oil(NYM) - CLZ9
Sell Dec Heating Oil(NYM) - HOZ9
24/9
4/11
93
14
1
15
1196
219
Buy Apr Lean Hogs(CME) - LEJ0
Sell Dec Lean Hogs(CME) - LEZ9
26/9
29/10
100
15
0
15
826
210
Buy Mar Heating Oil(NYM) - HOH0
Sell Mar Gasoline(NYMEX) - RBH0
30/9
16/10
80
12
3
15
719
211
Buy Mar Corn(CBOT) - CH0
Sell Mar Wheat(CBOT) - WH0
30/9
11/12
93
14
1
15
1286

2009-09-09 06:18:00
Александр Борисович Борц

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