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Sample Seasonal Trading System #1 |
Short March Oats (Entry Feb 10-12/Exit Feb 22-24)
The following trading rule was developed with the Blue Forest Seasonal Trader's Lab 2000
Ô in less than 5 minutes. You can get your own copy by downloading the FREE trial version or ordering the full version.Seasonal Trading Rule
Short March Oats / Entry Feb 10-12 / Exit Feb 22-24 / No Stop Loss
Summary
The hypothetical account below started with a balance of $30,000 on February 12, 1975. If the account holder had traded one contract and had placed an order to short March Oats on the last close of the period February 10 through 12 and exited the position on the last close of the period February 22 through 24, the account would have grown to $34,838 (assuming order executions at the closing prices).
To illustrate the power of using the money management statistic Optimal F (which is 85% for the following trade), the account holder who traded 1 contract for every $485 in equity would have seen the account grow to $9,229,978.
These hypothetical results were obtained by only being in the market an average of 12 calendar days per year.
|
Year |
Entry Date |
Entry Price |
Exit Date |
Exit Price |
Profit |
Total Profits |
Equity $ 1 Contr |
Equity $ Optimal F |
|
1975 |
2/12/75 |
162.75 |
2/24/75 |
160.25 |
2.50 |
2.50 |
$30,125 |
$37,727 |
|
1976 |
2/12/76 |
163.50 |
2/24/76 |
159.25 |
4.25 |
6.75 |
30,338 |
54,247 |
|
1977 |
2/11/77 |
181.00 |
2/24/77 |
182.00 |
(1.00) |
5.75 |
30,288 |
48,658 |
|
1978 |
2/10/78 |
131.00 |
2/24/78 |
121.25 |
9.75 |
15.50 |
30,775 |
97,537 |
|
1979 |
2/12/79 |
141.50 |
2/23/79 |
138.50 |
3.00 |
18.50 |
30,925 |
127,685 |
|
1980 |
2/12/80 |
149.25 |
2/22/80 |
137.00 |
12.25 |
30.75 |
31,538 |
288,840 |
|
1981 |
2/12/81 |
233.25 |
2/24/81 |
228.00 |
5.25 |
36.00 |
31,800 |
445,076 |
|
1982 |
2/12/82 |
219.25 |
2/24/82 |
206.50 |
12.75 |
48.75 |
32,438 |
1,029,744 |
|
1983 |
2/11/83 |
161.00 |
2/24/83 |
147.00 |
14.00 |
62.75 |
33,138 |
2,515,071 |
|
1984 |
2/10/84 |
164.25 |
2/24/84 |
163.50 |
0.75 |
63.50 |
33,175 |
2,709,418 |
|
1985 |
2/12/85 |
176.50 |
2/22/85 |
174.75 |
1.75 |
65.25 |
33,263 |
3,197,934 |
|
1986 |
2/12/86 |
125.75 |
2/24/86 |
125.25 |
0.50 |
65.75 |
33,288 |
3,362,676 |
|
1987 |
2/12/87 |
162.75 |
2/24/87 |
150.00 |
12.75 |
78.50 |
33,925 |
7,780,009 |
|
1988 |
2/12/88 |
190.50 |
2/24/88 |
190.25 |
0.25 |
78.75 |
33,938 |
7,980,403 |
|
1989 |
2/10/89 |
206.75 |
2/24/89 |
206.25 |
0.50 |
79.25 |
33,963 |
8,391,515 |
|
1990 |
2/12/90 |
139.50 |
2/23/90 |
137.50 |
2.00 |
81.25 |
34,063 |
10,120,675 |
|
1991 |
2/12/91 |
108.00 |
2/22/91 |
107.50 |
0.50 |
81.75 |
34,088 |
10,642,043 |
|
1992 |
2/12/92 |
159.25 |
2/24/92 |
147.50 |
11.75 |
93.50 |
34,675 |
23,525,366 |
|
1993 |
2/12/93 |
140.25 |
2/24/93 |
136.50 |
3.75 |
97.25 |
34,863 |
32,614,711 |
|
1994 |
2/11/94 |
130.25 |
2/24/94 |
129.50 |
0.75 |
98.00 |
34,900 |
35,134,939 |
|
1995 |
2/10/95 |
120.00 |
2/24/95 |
120.75 |
(0.75) |
97.25 |
34,863 |
32,419,967 |
|
1996 |
2/12/96 |
210.75 |
2/23/96 |
219.00 |
(8.25) |
89.00 |
34,450 |
4,862,995 |
|
1997 |
2/12/97 |
185.75 |
2/24/97 |
179.50 |
6.25 |
95.25 |
34,763 |
7,994,469 |
|
1998 |
2/12/98 |
144.50 |
2/24/98 |
143.00 |
1.50 |
96.75 |
34,838 |
9,229,978 |
Performance Statistics
24 Total Trades / 87.5% Profitable Trades / 10.68 Gain To Loss Ratio / 12 Days Avg Trade Length / 4.03 Avg Profit Per Trade / 5.08 Avg Gain on Profitable Trades / 3.33 Avg Loss on Unprofitable Trades / 14.00 Largest Gain / 8.25 Largest Loss / 96.75 Total Profits
Money Management Statistics
Single Contract - $5,337.50 Total Gains / $500.00 Total Losses /$4,837.50 Total Profits
Applying Optimal F 85% (Trade 1 Contract Per $485.29 Equity) - $9,199,978 Total Profits / 3 Trades Required To Double Account Equity
Important Note
Blue Forest Software makes no recommendations with regards to any financial transactions and users who undertake any financial transactions do so at their own risk. The sample above is simply an analysis developed with the benefit of hindsight. In addition, while every effort is made to insure the accuracy of data, such accuracy cannot be guaranteed. Blue Forest Software shall be held harmless for any damages, which result in connection with the information, provided by the software or its accuracy. PLEASE REMEMBER THAT THERE IS RISK OF LOSS IN FUTURES TRADING.
With respect to all systems, we agree with the Commodity Futures Trading Commission that: HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER- OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.
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Blue Forest Software All Rights Reserved.
