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Seasonal Trades


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Seasonal Trades

  #231 (permalink)
mosalem2003
Toronto
 
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How to get an electronic PDF version of the Spread trading book from MRCI?

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  #232 (permalink)
 myrrdin 
Linz Austria
 
Experience: Advanced
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mosalem2003 View Post
How to get an electronic PDF version of the Spread trading book from MRCI?

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I suggest you contact MRCI. They respond very quickly.

Best regards, Myrrdin

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  #233 (permalink)
mosalem2003
Toronto
 
Posts: 102 since Apr 2019
Thanks Given: 106
Thanks Received: 23



myrrdin View Post
I suggest you contact MRCI. They respond very quickly.

Best regards, Myrrdin

I have contacted MRCI and they are very responsive.
Does any one have statistical performance for the monthly picks of the seasonal spreads over the past few years to help me compare the performance versus other type of trading? This is important to decide the capital needed for the investment and its return annually.

Also does any one have a strategy, like when to exit a losing trade at a certain maximum drawdown, targets, re-entry? Do you use options or outrights to form the spread... ?

I am planning to use IB as a broker for this trading, does IB has most of these spreads as a single ticket ? or you need to form the spread? which tool at IB u r using for seasonal spreads ? Spreadtrader ?
Is there any source for fundamentals for the different spreads than the treasury spreads as it is new area for me, specially agriculture, I am mainly a technical trader and need to know the fundamental background for all the monthly spreads in different sectors, energy, ags, etc
Does the exchange recognize spreads in two different commodities like corn vs soybeans or it recognizes only calendar spreads in same commodity like CL front and back month ?
I noticed there is other sites like MRCI like seasonal algo , is it enough to use one or you need both ?
Does any one still trade this style as the thread is a bit inactive? we can form a Skype or Discord group to discuss the trades too in addition to the forum?

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  #234 (permalink)
 myrrdin 
Linz Austria
 
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mosalem2003 View Post
I have contacted MRCI and they are very responsive.
Does any one have statistical performance for the monthly picks of the seasonal spreads over the past few years to help me compare the performance versus other type of trading? This is important to decide the capital needed for the investment and its return annually.

Also does any one have a strategy, like when to exit a losing trade at a certain maximum drawdown, targets, re-entry? Do you use options or outrights to form the spread... ?

I am planning to use IB as a broker for this trading, does IB has most of these spreads as a single ticket ? or you need to form the spread? which tool at IB u r using for seasonal spreads ? Spreadtrader ?
Is there any source for fundamentals for the different spreads than the treasury spreads as it is new area for me, specially agriculture, I am mainly a technical trader and need to know the fundamental background for all the monthly spreads in different sectors, energy, ags, etc
Does the exchange recognize spreads in two different commodities like corn vs soybeans or it recognizes only calendar spreads in same commodity like CL front and back month ?
I noticed there is other sites like MRCI like seasonal algo , is it enough to use one or you need both ?
Does any one still trade this style as the thread is a bit inactive? we can form a Skype or Discord group to discuss the trades too in addition to the forum?

I am still doing quite a lot of seasonal trades. But as I did not receive many answers to my comments regarding trades, I stopped posting them. But of course I can begin again. I would prefer posting the trades here, and not use other media.

I will answer your other questions tomorrow.

Best regards, Myrrdin

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  #235 (permalink)
 
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 SMCJB 
Houston TX
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I've always enjoyed reading your trades @myrrdin

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  #236 (permalink)
 myrrdin 
Linz Austria
 
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mosalem2003 View Post
I have contacted MRCI and they are very responsive.
Does any one have statistical performance for the monthly picks of the seasonal spreads over the past few years to help me compare the performance versus other type of trading? This is important to decide the capital needed for the investment and its return annually.

Also does any one have a strategy, like when to exit a losing trade at a certain maximum drawdown, targets, re-entry? Do you use options or outrights to form the spread... ?

I am planning to use IB as a broker for this trading, does IB has most of these spreads as a single ticket ? or you need to form the spread? which tool at IB u r using for seasonal spreads ? Spreadtrader ?
Is there any source for fundamentals for the different spreads than the treasury spreads as it is new area for me, specially agriculture, I am mainly a technical trader and need to know the fundamental background for all the monthly spreads in different sectors, energy, ags, etc
Does the exchange recognize spreads in two different commodities like corn vs soybeans or it recognizes only calendar spreads in same commodity like CL front and back month ?
I noticed there is other sites like MRCI like seasonal algo , is it enough to use one or you need both ?
Does any one still trade this style as the thread is a bit inactive? we can form a Skype or Discord group to discuss the trades too in addition to the forum?

I never measured statistical performance for my own trading systematically. I check, if the profit is satisfying, and this is it. But on the MRCI-site you find somewhere the profit you would make in case you follow all of their suggestions. But of course this does not include your own measures to optimize entry / exit points. You could also contact Jerry Toepke from MRCI, who publishes a Newsletter including trade suggestions. I am sure he will be able to give you a good answer.

I use outrights or spreads to follow seasonal trades, rarely short options.

IB does have most of the spreads as single tickets, some not guaranteed.

There are many sources for fundamental data. David Hightower covers all commodities usually traded in the US by retail traders. In my opinion, it does make sense to start with one commodity (or a small group of similar commodities). There is a lot to learn.

Yes, most spreads are recognized, and you will receive significantly reduced margins. Exceptions are spreads with two legs from different exchanges.

I work with MRCI, and I am happy with this site. You could buy the "Weekly Spread Commentary", published by Jerry. I am sure he will give you information on the fundamentals of the trades he suggests.

Please do not hesitate to ask further questions.

Best regards, Myrrdin

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  #237 (permalink)
 myrrdin 
Linz Austria
 
Experience: Advanced
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Currently, I do not hold any trade that is fully based on seasonal data. For more than a year, the consequences of COVID 19 overlap seasonal effects. If you look at the seasonal charts there are not many good agreements with the daily charts.

The few trades I entered, eg. Orange Juice some weeks ago, did not work well. A successful trade was the RBN-HON.

Best regards, Myrrdin

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  #238 (permalink)
mosalem2003
Toronto
 
Posts: 102 since Apr 2019
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I received feedback from MRCI that 2020 results were odd.
This brings the next question, what are the major spreads in each sector that we can trade as a spread irrespective of seasonality.
For example , I trade yield spreads independent from seasonality but it has all advantages of spread trading as reduce margin and non directionality of price move.. what are the main major spreads in each sector as energy, agriculture, grains, meat, soft, etc...

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  #239 (permalink)
 myrrdin 
Linz Austria
 
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mosalem2003 View Post
I received feedback from MRCI that 2020 results were odd.
This brings the next question, what are the major spreads in each sector that we can trade as a spread irrespective of seasonality.
For example , I trade yield spreads independent from seasonality but it has all advantages of spread trading as reduce margin and non directionality of price move.. what are the main major spreads in each sector as energy, agriculture, grains, meat, soft, etc...

Sent using the NexusFi mobile app

As I mentioned before, 2020 was a very difficult year for seasonal trades because of COVID 19. Seasonal trades should come back in a couple of months.

Examples for popular spreads, which are independent of the price movement of the underlyings, include RB-HO, CL-HO, CL-RB, CL-NG, S-2C, C-W, KW-W, LC-LH. I do not know of a good example for softs.

Best regards, Myrrdin

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  #240 (permalink)
 
Kruger's Avatar
 Kruger 
Cape Town South Africa
 
Experience: Intermediate
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Trading: Commodities:Grains, Meats, Energy
Posts: 52 since Jun 2015
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myrrdin View Post
Currently, I do not hold any trade that is fully based on seasonal data. For more than a year, the consequences of COVID 19 overlap seasonal effects. If you look at the seasonal charts there are not many good agreements with the daily charts.

The few trades I entered, eg. Orange Juice some weeks ago, did not work well. A successful trade was the RBN-HON.

Best regards, Myrrdin

I can confirm this. This year the only spreads I traded were Lean Hogs and Nat Gas. Lean Hogs not successful while Nat Gas mitigated some of the loss on Lean Hogs. April has been quiet wrt spreads.
Regards

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Last Updated on May 4, 2021


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