Class III Milk(CME) - gpvec

Class III Milk Strategy Summary
Seasonal
Strategy
Class III Milk Seasonal & Spread Strategies
Entry
Date
Note: These trade strategies have worked with historical consistency. No representation is being made that they will work this year or in the
future. Please check current market fundamentals and technical conditions before considering these trades. This information is not a
recommendation to buy or sell at this time, but merely a historical presentation of trade strategies. Past results are not necessarily indicative
of future results. No representation is being made that an account will or is likely to achieve profits or incur losses similar to those shown.
Exit
Date
SEASONAL TENDENCIES ARE A COMPOSITE OF SOME OF THE MORE CONSISTENT COMMODITY FUTURES SEASONALS THAT HAVE OCCURRED OVER THE PAST 15 YEARS. THERE ARE USUALLY UNDERLYING
FUNDAMENTAL CIRCUMSTANCES THAT OCCUR ANNUALLY THAT TEND TO CAUSE THE FUTURES MARKETS TO REACT IN A SIMILAR DIRECTIONAL MANNER DURING A CERTAIN CALENDAR PERIOD OF THE YEAR. EVEN
IF A SEASONAL TENDENCY OCCURS IN THE FUTURE, IT MAY NOT RESULT IN A PROFITABLE TRANSACTION AS FEES, AND THE TIMING OF THE ENTRY AND LIQUIDATION MAY IMPACT ON THE RESULTS. NO
REPRESENTATION IS BEING MADE THAT ANY ACCOUNT HAS IN THE PAST OR WILL IN THE FUTURE ACHIEVE PROFITS UTILIZING THESE STRATEGIES. NO REPRESENTATION IS BEING MADE THAT PRICE PATTERNS WILL
RECUR IN THE FUTURE. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR
IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS
SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF
HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL
TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL
TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED
FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. RESULTS NOT ADJUSTED FOR COMMISSION AND SLIPPAGE.
Win
Pct
Win
Years
Loss
Years
Copyright ©1989-2008 Moore Research Center, Inc.
Total
Years
Average
Profit
Ave Pft
Per Day
1 Buy Class III Milk(CME)—May 1/02 1/17 80 8 2 10 438 27/16 41
2 Buy Apr Class III Milk(CME)
Sell Jul Class III Milk(CME)
3 Buy Apr Class III Milk(CME)
Sell Jun Class III Milk(CME)
4 Buy Apr Class III Milk(CME)
Sell Mar Class III Milk(CME)
2/04 4/03 90 9 1 10 988 16/60 42
2/23 4/06 90 9 1 10 714 16/44 42
2/25 3/26 90 9 1 10 1086 35/31 43
5 Sell Class III Milk(CME)—April 2/26 3/05 90 9 1 10 416 46/9 43
6 Buy Class III Milk(CME)—April 3/07 4/07 80 8 2 10 1502 47/32 44
7 Buy May Class III Milk(CME)
Sell Jun Class III Milk(CME)
3/10 5/07 90 9 1 10 904 15/59 44
8 Buy Class III Milk(CME)—August 3/17 6/13 90 9 1 10 2084 23/89 45
9 Buy Sep Class III Milk(CME)
Sell Dec Class III Milk(CME)
3/17 6/13 90 9 1 10 1312 15/89 45
10 Buy Class III Milk(CME)—April 3/18 4/09 90 9 1 10 734 32/23 46
11 Buy May Class III Milk(CME)
Sell Jun Class III Milk(CME)
3/20 4/28 90 9 1 10 782 20/40 46
12 Buy Class III Milk(CME)—April 3/21 4/05 100 10 0 10 568 35/16 47
13 Buy May Class III Milk(CME)
Sell Jun Class III Milk(CME)
14 Buy Sep Class III Milk(CME)
Sell Jun Class III Milk(CME)
3/25 4/28 90 9 1 10 826 24/35 47
4/15 4/28 80 8 2 10 510 36/14 48
15 Buy Class III Milk(CME)—September 4/26 6/13 90 9 1 10 1512 31/49 48
16 Buy Oct Class III Milk(CME)
Sell Jul Class III Milk(CME)
17 Buy Aug Class III Milk(CME)
Sell Oct Class III Milk(CME)
18 Buy Sep Class III Milk(CME)
Sell Dec Class III Milk(CME)
19 Buy Jul Class III Milk(CME)
Sell Jun Class III Milk(CME)
5/04 5/16 90 9 1 10 524 40/13 49
5/15 6/09 100 10 0 10 916 35/26 49
5/20 6/13 90 9 1 10 1222 49/25 50
5/20 6/19 80 8 2 10 874 28/31 50
40 HISTORICAL DAIRY REPORT
Pg
No