815,801 Seasonal Commodity Trades & Spreads - Blue Forest Seasonal Trader's Lab

Sample Seasonal Trading System #3

Short Dec Corn & Long Dec Oats Spread (Entry Apr 7-9/Exit May 10-12)

The following trading rule was developed with the Blue Forest Seasonal Trader's Lab 2000Ô 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 Dec Corn & Long Dec Oats / Entry Apr 7-9 / Exit May 10-12 / Stop Loss 7 points or $350

Summary

There were 24 trades total, 19 winners, 4 losers, and 1 breakeven trade. 2 of the 4 losers were due to the stop loss of $350.

The hypothetical account below started with a balance of $30,000 on April 9, 1975. If the account holder had traded one contract and had placed a spread order on the last close of the period April 7 through 9 and exited the position on the last close of the period May 10 through 12, the account would have grown to $37,300 (assuming order executions at the closing prices).

Optimal F would dramatically improve the results and would require the trader hold the maximum amount of contracts allowed with current margin requirements.

These hypothetical results were obtained by only being in the market an average of 31 calendar days per year.

Year	Entry Date	Entry Price	Exit Date	Exit Price	Profit	Total Profits	Equity $ 1 Contract
1975	4/9/75	$123.25	5/12/75	$99.50	$23.75	$23.75	$31,187.5
1976	4/9/76	$115.00	5/12/76	$112.50	$2.50	$26.25	$31,312.5
1977	4/7/77	$103.75	5/12/77	$89.50	$14.25	$40.50	$32,025.0
1978	4/7/78	$98.50	5/12/78	$93.00	$5.50	$46.00	$32,300.0
1979	4/9/79	$105.25	5/11/79	$103.75	$1.50	$47.50	$32,375.0
1980	4/9/80	$133.00	5/12/80	$120.50	$12.50	$60.00	$33,000.0
1981	4/9/81	$163.50	5/12/81	$150.50	$13.00	$73.00	$33,650.0
1982	4/8/82	$99.50	5/12/82	$90.50	$9.00	$82.00	$34,100.0
1983	4/8/83	$112.75	4/22/83	$120.25	($7.50)	$74.50	$33,725.0
1984	4/9/84	$120.75	5/11/84	$107.25	$13.50	$88.00	$34,400.0
1985	4/9/85	$103.50	5/10/85	$103.50	$0.00	$88.00	$34,400.0
1986	4/9/86	$94.00	5/12/86	$77.50	$16.50	$104.50	$35,225.0
1987	4/9/87	$44.75	5/12/87	$43.50	$1.25	$105.75	$35,287.5
1988	4/8/88	$50.50	5/12/88	$50.25	$0.25	$106.00	$35,300.0
1989	4/7/89	$53.75	4/12/89	$60.75	($7.00)	$99.00	$34,950.0
1990	4/9/90	$89.75	5/11/90	$96.25	($6.50)	$92.50	$34,625.0
1991	4/9/91	$116.25	5/10/91	$101.25	$15.00	$107.50	$35,375.0
1992	4/9/92	$100.25	5/12/92	$101.75	($1.50)	$106.00	$35,300.0
1993	4/8/93	$97.25	5/12/93	$93.75	$3.50	$109.50	$35,475.0
1994	4/8/94	$121.00	5/12/94	$117.00	$4.00	$113.50	$35,675.0
1995	4/7/95	$113.75	5/12/95	$110.50	$3.25	$116.75	$35,837.5
1996	4/9/96	$119.75	5/10/96	$113.25	$6.50	$123.25	$36,162.5
1997	4/9/97	$124.75	5/12/97	$106.75	$18.00	$141.25	$37,062.5
1998	4/9/98	$125.00	5/12/98	$120.25	$4.75	$146.00	$37,300.0

Performance Statistics

24 Total Trades / 79.17% Profitable Trades / 7.49 Gain To Loss Ratio / 31 Days Avg Trade Length / 6.08 Avg Profit Per Trade / 8.87 Avg Gain on Profitable Trades / 4.50 Avg Loss on Unprofitable Trades / 23.75 Largest Gain / 7.50 Largest Loss / 146 Total Profits

Money Management Statistics

Single Contract - $8,425 Total Gains / $1,125 Total Losses /$7,300 Total Profits

Applying Optimal F 76% (Trade 1 Contract Per $9.87 Equity) yielded a geometric average return per trade of 34.50% or approximately 2 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.