Seasonal Trades - Commodities Futures Trading | futures io social day trading
futures io futures trading


Seasonal Trades
Updated: Views / Replies:5,091 / 96
Created: by myrrdin Attachments:22

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 22  
 
Thread Tools Search this Thread
 

Seasonal Trades

  #1 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, TWS, Vantage
Broker/Data: DeCarley, IAB, RJO
Favorite Futures: Commodities
 
Posts: 1,101 since Nov 2014
Thanks: 1,452 given, 1,305 received
Forum Reputation: Legendary

Seasonal Trades

I just entered the NGH-NGF spread. This spread makes profit according to MRCI in the most recent 15 years if entered on September 30th, and held until 1st of December.

The spread is at approx. -0.04, and moved up to + 0.04 in all recent years during the fourth quarter.

I entered early this year, as the spread moved to the lower bound of ist recent trading range. I do not expect much higher NG prices in the near future.

Best regards, Myrrdin

Reply With Quote
The following user says Thank You to myrrdin for this post:
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Market Wizard
Cleveland, OH
 
Futures Experience: Advanced
Platform: QST
Broker/Data: QST, DeCarley Trading, Gain
Favorite Futures: Options on Futures
 
Posts: 2,730 since Jul 2011
Thanks: 794 given, 4,779 received


I am refining my list of seasonals. I will post it when I am done. Have about 100 trades per year right now. 32 of them are spreads but I probably will be adding more of them while doing research at Seasonalgo.com.

I am wondering how this list will perform in the future. My current list has 81.6% winners the past 10 years (a trade is considered a loser if it has a EOD draw down of >$4,000 even if it ends profitable). I am wondering how much that % winners will drop in the future.

Reply With Quote
The following 5 users say Thank You to ron99 for this post:
 
  #4 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, TWS, Vantage
Broker/Data: DeCarley, IAB, RJO
Favorite Futures: Commodities
 
Posts: 1,101 since Nov 2014
Thanks: 1,452 given, 1,305 received
Forum Reputation: Legendary

I currently hold the following positions in relation to seasonal trading:

NGH7-NGF7: see below,

HOZ-RBZ: According to MRCI (they use the January contract), this spread was successful in 13 of the most recent 15 years, if entered early August and exited late October. Only once there is a loss of more than $4,000, Ron's exit criterium. Looks like an interesting time to enter this spread with a rather close stop below the January or April low.

LHG7-LHZ6, LHV6-LHZ6: The latter I will enter at the open today, according to MRCI it is successful in 14 of the most recent 15 years. The first one was recommended by MRCI for many years, but failed during the hog desease some years ago.

The December contract looks much weaker than the other contracts. I am bearish for the December contract this year for fundamental reasons. There is a high probability that hog supplies will exceed expectations this fall. And low cattle prices might draw some supply to this market.

Best regards, Myrrdin

Reply With Quote
The following 2 users say Thank You to myrrdin for this post:
 
  #5 (permalink)
Market Wizard
Cleveland, OH
 
Futures Experience: Advanced
Platform: QST
Broker/Data: QST, DeCarley Trading, Gain
Favorite Futures: Options on Futures
 
Posts: 2,730 since Jul 2011
Thanks: 794 given, 4,779 received


myrrdin View Post
I currently hold the following positions in relation to seasonal trading:

NGH7-NGF7: see below,

HOZ-RBZ: According to MRCI (they use the January contract), this spread was successful in 13 of the most recent 15 years, if entered early August and exited late October. Only once there is a loss of more than $4,000, Ron's exit criterium. Looks like an interesting time to enter this spread with a rather close stop below the January or April low.

LHG7-LHZ6, LHV6-LHZ6: The latter I will enter at the open today, according to MRCI it is successful in 14 of the most recent 15 years. The first one was recommended by MRCI for many years, but failed during the hog desease some years ago.

The December contract looks much weaker than the other contracts. I am bearish for the December contract this year for fundamental reasons. There is a high probability that hog supplies will exceed expectations this fall. And low cattle prices might draw some supply to this market.

Best regards, Myrrdin

Here is how HOz-RBz performed the last 15 years from today to Oct 30. 10 out of 15 winners.
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


The performance of this spread from early Aug to late Oct is a very low profit per day average of $19.

The LHv6-LHz6 performed very well. I have had it on since 8/31.

Reply With Quote
The following 4 users say Thank You to ron99 for this post:
 
  #6 (permalink)
Market Wizard
Cleveland, OH
 
Futures Experience: Advanced
Platform: QST
Broker/Data: QST, DeCarley Trading, Gain
Favorite Futures: Options on Futures
 
Posts: 2,730 since Jul 2011
Thanks: 794 given, 4,779 received

Sold ESz6 today. It usually drops starting the morning of the 3rd Friday when futures contract expires (ESu6). Planning on keeping until Oct 3.

Edit Actually I just see that selling at the close on Thu is better than selling at open on Friday. Average +5.75 per quarter the last 6 quarters.


Last edited by ron99; September 16th, 2016 at 03:15 PM.
Reply With Quote
The following user says Thank You to ron99 for this post:
 
  #7 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, TWS, Vantage
Broker/Data: DeCarley, IAB, RJO
Favorite Futures: Commodities
 
Posts: 1,101 since Nov 2014
Thanks: 1,452 given, 1,305 received
Forum Reputation: Legendary


ron99 View Post
Here is how HOz-RBz performed the last 15 years from today to Oct 30. 10 out of 15 winners.
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


The performance of this spread from early Aug to late Oct is a very low profit per day average of $19.

The LHv6-LHz6 performed very well. I have had it on since 8/31.

I agree that it does not make sense to include the HOZ-RBZ in an automatic trading system. Performance is not good enough.

What I like abouot this trade:

1. The seasonal is still upwards.

2. There is a near stop, based on the chart (annual low). The risk is in the order of magnitude of $ 1500 per spread.

3. The spread has not been this low in September since 2010.

Unfortunately I did not get into the LHV-LHZ in early September. Today the price was higher.

Best regards, Myrrdin

Reply With Quote
The following user says Thank You to myrrdin for this post:
 
  #8 (permalink)
Elite Member
Madison, Wi
 
Futures Experience: Intermediate
Platform: Ninja Trader, Trade Navigator
Favorite Futures: CL,GC, HG
 
dbarno's Avatar
 
Posts: 68 since Jul 2012
Thanks: 143 given, 56 received

Have had better results using Jake Bernsteins data than MRCI. He also shows you how to use it correctly.

Reply With Quote
 
  #9 (permalink)
Market Wizard
Linz Austria
 
Futures Experience: Advanced
Platform: Zaner360, TWS, Vantage
Broker/Data: DeCarley, IAB, RJO
Favorite Futures: Commodities
 
Posts: 1,101 since Nov 2014
Thanks: 1,452 given, 1,305 received
Forum Reputation: Legendary


dbarno View Post
Have had better results using Jake Bernsteins data than MRCI. He also shows you how to use it correctly.

MRCI also offers a consulting service. They select individual trades from their data base, and explain how to trade them in the actual year. You have to pay for this information. I do not use this service.

Best regards, Myrrdin

Reply With Quote
 
  #10 (permalink)
Trading Apprentice
Chicago IL USA
 
Futures Experience: Master
Platform: Firetip / InsigniaTrader
Broker/Data: Insignia Futures & Options
Favorite Futures: All Major Sectors
 
Posts: 8 since Sep 2016
Thanks: 3 given, 10 received


I've been a subscriber to MRCI for many, many years and find their info very valuable.

However, seasonal trades are never a guarantee for profits. Although a trade may have been profitable 14 of the last 15 years, this could be the year it's a loser. Also, you have to really look at the yearly stats on each trade rec they give.

For example, they may show an average profit of $1200 on a trade but the drawdown may have been $3500. Most traders I know would not hold on to a trade like that and thus, would never have profited.

As I said I do like the service but you have to use it in conjunction with your other traders tools. I use their recommendations as a starting point and then apply my own analysis to determine if I'm going to take the trade or not.

Best wishes,


Joe

Reply With Quote
The following 3 users say Thank You to IFO Joe for this post:

Reply



futures io > > > > Seasonal Trades

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Seasonal Commodity Spreads Bakes Trading Journals 7 January 19th, 2017 06:05 AM
Good trades, bad trades, winning trades & losing trades AsymOlly Trading Journals 42 July 11th, 2016 11:08 AM
Seasonal futures calendar spreads trading proman Trading Journals 4 September 10th, 2014 09:55 AM
Seasonal Trading for success year after year ESFXtrader Stocks and ETFs Trading 4 December 7th, 2012 02:10 PM
'Tis The Season For Seasonal Obfuscation Quick Summary News and Current Events 0 October 29th, 2011 07:30 PM


All times are GMT -4. The time now is 10:02 AM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-17 in 0.11 seconds with 19 queries on phoenix via your IP 107.20.115.174