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Seasonal Trades


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Seasonal Trades

  #161 (permalink)
cornnut
Muncie, IN
 
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ron99 View Post
Back on Jan 16, 2017 I posted my list of my seasonal trades.

Here are the results of those seasonal trades (one contract per trade. $4,000 stop loss). It is only 4 months in 2018

Over the years I have deleted some trades that quit working. But I left the losses in before deleting in the trades.

It is doing OK. In 2018 it had 54% winners.

For myself I am picking and choosing which ones to trade. Some are obvious, like not getting long ES in Dec 2018. Others I

Sometimes I use these to pick which OTM short option spreads I enter.


Ron99- would you be willing to share your updated spreadsheet? I am trying to create a list, like yours, of seasonal strategies worth pursuing. Have been using MRCI already, saw your spreadsheet and thought I would ask since you shared the results if you would share the updates! New here but really enjoyed your posts so far

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  #162 (permalink)
 ron99 
Cleveland, OH
 
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cornnut View Post
Ron99- would you be willing to share your updated spreadsheet? I am trying to create a list, like yours, of seasonal strategies worth pursuing. Have been using MRCI already, saw your spreadsheet and thought I would ask since you shared the results if you would share the updates! New here but really enjoyed your posts so far

Thanks.

Attached is excel with results of 2019 seasonal trades. 49.4% winners. Gross profit $64,967 if you did one contract each and used $4,000 stop loss limit. 2019 had a lot of large winners and a lot of large losers.

There are a lot that I have marked to "Delete". They had too many years of losers for me.

Below is chart of my seasonal trades (I did not trade most of these.) These are paper trades.

First half of 2019 was great. Second half many losers.

Attached Files
Elite Membership required to download: Trades.xlsx
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  #163 (permalink)
cornnut
Muncie, IN
 
Posts: 11 since Jan 2020
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Thanks!

I am in the process of scouring through as much as I can through the threads on this forum, but do you actually trade any of these Ron? If so, how do you choose?

It looks like you prefer using options, so do you then use these seasonal patterns and make options trades to limit risk?

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  #164 (permalink)
 ron99 
Cleveland, OH
 
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cornnut View Post
Thanks!

I am in the process of scouring through as much as I can through the threads on this forum, but do you actually trade any of these Ron? If so, how do you choose?

It looks like you prefer using options, so do you then use these seasonal patterns and make options trades to limit risk?

I have traded those seasonals off and on using futures. I have also used that data to do options.

I found that if I tried to choose specific trades I did worse than just trading all of them. But there are times where there is a major fundamental that would offset the seasonal and I would definitely avoid those.

Looking at what happened in 2019, I didn't trade any to start year because I was wary of extreme volatility and futures not following seasonals because of current US White House. After seeing how well they did first half of year I started trading them in Oct and hit the time of many losing seasonal trades. But 2019 on the whole was more profitable than prior years.

It takes great strength to put on all trades for entire years and withstand the months long losing periods.

When I trade them I put on stops to get me out if losses for that trade hit $4,000. So for each contract I keep $4,500 plus initial margin in account to prevent getting wiped out totally.

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  #165 (permalink)
 myrrdin 
Linz Austria
 
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cornnut View Post
Thanks!

I am in the process of scouring through as much as I can through the threads on this forum, but do you actually trade any of these Ron? If so, how do you choose?

It looks like you prefer using options, so do you then use these seasonal patterns and make options trades to limit risk?

I choose the trades from the list of MRCI. I enter a trade if

the daily chart looks similar than the seasonal chart for the most recent months,
COT data is not in contradiction with the trade,
supply & demand is not in contradiction with the trade.

Best regards, Myrrdin

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  #166 (permalink)
cornnut
Muncie, IN
 
Posts: 11 since Jan 2020
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myrrdin View Post
I choose the trades from the list of MRCI. I enter a trade if

the daily chart looks similar than the seasonal chart for the most recent months,
COT data is not in contradiction with the trade,
supply & demand is not in contradiction with the trade.

Best regards, Myrrdin

I have been doing pretty much the same process with MRCI's suggestions for about 6 months now. Do you have any favorite trades that you try to make every year? (pending no contradictions)

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  #167 (permalink)
 myrrdin 
Linz Austria
 
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cornnut View Post
I have been doing pretty much the same process with MRCI's suggestions for about 6 months now. Do you have any favorite trades that you try to make every year? (pending no contradictions)

I do not take any trades regarding currencies and indices, they never worked out for me in the long run.

Among the others, I look at all of them.

Among my longterm favorites is the RB-HO from fall onwards.

Best regards, Myrrdin

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  #168 (permalink)
cornnut
Muncie, IN
 
Posts: 11 since Jan 2020
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Looking at MRCI spread rec of Buy Sep NG sell Mar NG. Enter 1/24 exit 2/11.

Has been profitable 15/15 years with avg profit of $1,600, max DD of $3,550.

It looks like a quick trade and awfully consistent.

Any reason to shy away from this trade?

I am a bit hesitant with Nat gas at such low prices entering into a bear spread, but this even worked in 2014.

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  #169 (permalink)
 myrrdin 
Linz Austria
 
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cornnut View Post
Looking at MRCI spread rec of Buy Sep NG sell Mar NG. Enter 1/24 exit 2/11.

Has been profitable 15/15 years with avg profit of $1,600, max DD of $3,550.

It looks like a quick trade and awfully consistent.

Any reason to shy away from this trade?

I am a bit hesitant with Nat gas at such low prices entering into a bear spread, but this even worked in 2014.

I do not like to be short the March contract for NG. Usually it works, but if not ...

Best regards, Myrrdin

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  #170 (permalink)
cornnut
Muncie, IN
 
Posts: 11 since Jan 2020
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myrrdin View Post
I do not like to be short the March contract for NG. Usually it works, but if not ...

Best regards, Myrrdin

I had read some warnings here about shorting NG F-H, which makes sense.

This spread seems to have worked amazingly well considering. Maybe it will not continue. Will be watching it either way.

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Last Updated on May 4, 2021


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