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Seasonal Trading Strategy Details
Long December OATS
Entry Period: Nov 25-27 (11.8)
Exit Period: Dec 4-6 (12.1)
Based on entering/exiting as late as possible on the above periods.
This is typically the close of the latest of the three trading days.
| Entry Date | Entry Price | Exit Date | Exit Price | Profit | Cum Profit | | 1980-11-26 | 221.50 | 1980-12-05 | 226.50 | 5.00 | 5.00 | | 1981-11-27 | 225.75 | 1981-12-04 | 225.75 | 0.00 | 5.00 | | 1982-11-26 | 155.75 | 1982-12-06 | 158.50 | 2.75 | 7.75 | | 1983-11-25 | 177.50 | 1983-12-06 | 178.00 | 0.50 | 8.25 | | 1984-11-27 | 183.50 | 1984-12-06 | 186.75 | 3.25 | 11.50 | | 1985-11-27 | 120.50 | 1985-12-06 | 129.25 | 8.75 | 20.25 | | 1986-11-26 | 160.75 | 1986-12-05 | 159.00 | -1.75 | 18.50 | | 1987-11-27 | 209.00 | 1987-12-04 | 199.50 | -9.50 | 9.00 | | 1988-11-25 | 215.00 | 1988-12-06 | 198.25 | -16.75 | -7.75 | | 1989-11-27 | 143.00 | 1989-12-06 | 143.50 | 0.50 | -7.25 | | 1990-11-27 | 107.25 | 1990-12-06 | 111.75 | 4.50 | -2.75 | | 1991-11-27 | 122.00 | 1991-12-06 | 125.75 | 3.75 | 1.00 | | 1992-11-27 | 140.00 | 1992-12-04 | 141.75 | 1.75 | 2.75 | | 1993-11-26 | 130.75 | 1993-12-06 | 132.25 | 1.50 | 4.25 | | 1994-11-25 | 113.25 | 1994-12-06 | 108.25 | -5.00 | -0.75 | | 1995-11-27 | 206.00 | 1995-12-06 | 228.50 | 22.50 | 21.75 | | 1996-11-27 | 151.75 | 1996-12-06 | 147.50 | -4.25 | 17.50 | | 1997-11-26 | 148.25 | 1997-12-05 | 149.50 | 1.25 | 18.75 | | 1998-11-27 | 107.25 | 1998-12-04 | 106.50 | -0.75 | 18.00 | | 1999-11-26 | 101.75 | 1999-12-06 | 104.50 | 2.75 | 20.75 | | 2000-11-27 | 100.75 | 2000-12-06 | 101.75 | 1.00 | 21.75 | | 2001-11-27 | 212.50 | 2001-12-06 | 226.50 | 14.00 | 35.75 | | 2002-11-27 | 194.00 | 2002-12-06 | 197.50 | 3.50 | 39.25 | | 2003-11-26 | 133.50 | 2003-12-05 | 140.50 | 7.00 | 46.25 | | 2004-11-26 | 149.75 | 2004-12-06 | 168.25 | 18.50 | 64.75 | | 2005-11-25 | 180.50 | 2005-12-06 | 208.50 | 28.00 | 92.75 | | 2006-11-27 | 260.25 | 2006-12-06 | 251.25 | -9.00 | 83.75 |
PEFORMANCE SUMMARY
| Total Net Profit | 83.75 | | Approx Trade Length (Days) | 9 |
| Gross Profit | 130.75 | | Gross Loss | -47.00 |
| Total Number of Trades | 27 | | Percent Profitable | 70% |
| Number of Winning Trades | 19 | | Number of Losing Trades | 8 |
| Largest Winning Trade | 28.00 | | Largest Losing Trade | -16.75 |
| Average Winning Trade | 6.88 | | Average Losing Trade | -5.88 |
| Avg Win / Avg Loss | 1.17 | | Average Trade (Win & Loss) | 3.10 |
| Profit Factor | 2.78 | | | |
IMPORTANT DISCLAIMER: Past performance does not guarantee future results. The trading of futures contracts is inherently risky. We are not recommending the purchase or sale of any futures contract. The data provided is gathered from sources we believe to be reliable, but no representation is made as to it's accuracy. Investors should use their own judgment in making investment decisions. We assume no liability for any losses incurred when using our tools for trading futures contracts.
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