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How to get seasonal probabilities?


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  #1 (permalink)
 
s0mmi's Avatar
 s0mmi 
Sydney, Australia
 
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I am very intrigued how some members here are able to grab some juicy probabilities on some commodity trades.

For example, its sometimes cited something like "the Jan-Mar spread has paid 14/15 times in the past 15 years, average win is $1500 holding to end of month and max heat is -$1000 with a loss"

These types of seasonal probabilities are what I'm looking for. Can somebody please help me and guide me in the right direction?


(Note: I have access to any Commodity available and I use CQG)

But for simplicity, I guess it would be nice to start with Brent (QO) or WTI (CL)?




Thanks for the help

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  #3 (permalink)
 myrrdin 
Linz Austria
 
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I get seasonal charts from MRCI for many years. They offer seasonals for outright Futures and for spreads as well as for the volatility of commoditiy futures.

But be aware that trading their trade suggestions blindly might not be the most successful way to trade seasonals. You might want to have a look at the thread "Seasonal Trades" in the Commodity Section.

Best regards, Myrrdin

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  #4 (permalink)
 hobbys11 
eindhoven, the Netherlands
 
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You could also start looking at cycle analysis (like the work of John Ehlers)

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  #5 (permalink)
 myrrdin 
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Seasonalgo also offers seasonal charts.

Best regards, Myrrdin

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  #6 (permalink)
 Alexander Savin 
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I like Investor RT for statistical work. PM me if you need any help.

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  #7 (permalink)
 myrrdin 
Linz Austria
 
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Alexander Savin View Post
I like Investor RT for statistical work. PM me if you need any help.

What does this software package offer in regard to seasonal trading ?

Best regards, Myrrdin

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  #8 (permalink)
 
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 s0mmi 
Sydney, Australia
 
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There's a reason for each seasonal trade paying/not-paying right ??

For example, some super hot-months or low-supply of crop yields may come in various years?

How likely are you to stay ahead of the game by going off seasonal data since youre just assuming past-predicts-future ?

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  #9 (permalink)
 myrrdin 
Linz Austria
 
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s0mmi View Post
There's a reason for each seasonal trade paying/not-paying right ??

For example, some super hot-months or low-supply of crop yields may come in various years?

How likely are you to stay ahead of the game by going off seasonal data since youre just assuming past-predicts-future ?

1. For me it works for many years.

2. Have a look at the thread "Seasonal Trades". Here the most important criteria are explained.

And: Yes, there is a fundamental reason for each seasonal trade.

Best regards, Myrrdin

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  #10 (permalink)
 thblees 
Berlin, Germany
 
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s0mmi View Post
I am very intrigued how some members here are able to grab some juicy probabilities on some commodity trades.

For example, its sometimes cited something like "the Jan-Mar spread has paid 14/15 times in the past 15 years, average win is $1500 holding to end of month and max heat is -$1000 with a loss"

These types of seasonal probabilities are what I'm looking for. Can somebody please help me and guide me in the right direction?


(Note: I have access to any Commodity available and I use CQG)

But for simplicity, I guess it would be nice to start with Brent (QO) or WTI (CL)?




Thanks for the help

Hi, you may try out a software called "Trademiner" (https://trademiner.com/) which is not too expensive. But I wouldn't use it as single base for trading, although helpful regarding seasonals.

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Last Updated on January 2, 2018


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