Historical Live Cattle/Feeder Cattle Report - gpvec

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Live Cattle Strategy Tables CONT YEAR ENTRY DATE Buy Feb Live Cattle(CME) / Sell Aug Live Cattle(CME) Enter on approximately 12/12 - Exit on approximately 12/24 ENTRY PRICE EXIT DATE EXIT PRICE PROFIT PROFIT AMOUNT BEST EQUITY DATE BEST EQUITY AMOUNT WORST EQUITY DATE WORST EQUITY AMOUNT 2008 12/12/07 1.84 12/24/07 -0.37 -2.22 -888.00 12/24/07 -888.00 2007 12/12/06 2.20 12/22/06 3.04 0.85 340.00 12/19/06 468.00 2006 12/12/05 9.07 12/23/05 9.95 0.87 348.00 12/16/05 756.00 2005 12/13/04 7.54 12/23/04 10.34 2.80 1120.00 12/23/04 1120.00 12/14/04 -152.00 2004 12/12/03 14.71 12/24/03 15.92 1.20 480.00 12/23/03 480.00 12/18/03 -256.00 2003 12/12/02 7.62 12/23/02 9.03 1.40 560.00 12/17/02 688.00 2002 12/12/01 0.00 12/24/01 0.62 0.62 248.00 12/24/01 248.00 12/13/01 -68.00 2001 12/12/00 3.32 12/22/00 3.75 0.42 168.00 12/22/00 168.00 12/14/00 -240.00 2000 12/13/99 -0.09 12/23/99 -0.03 0.07 28.00 12/14/99 60.00 12/20/99 -108.00 1999 12/14/98 -3.23 12/24/98 -3.10 0.13 52.00 12/24/98 52.00 12/15/98 -348.00 1998 12/12/97 -4.25 12/24/97 -2.68 1.57 628.00 12/24/97 628.00 1997 12/12/96 1.08 12/24/96 2.40 1.32 528.00 12/24/96 528.00 1996 12/12/95 5.23 12/22/95 5.37 0.14 56.00 12/15/95 160.00 12/21/95 -44.00 1995 12/12/94 6.41 12/23/94 6.60 0.18 72.00 12/14/94 180.00 1994 12/13/93 0.45 12/23/93 1.15 0.70 280.00 12/16/93 488.00 Percentage Correct 93 Average Profit on Winning Trades 0.88 350.57 Winners 14 Average Loss on Trades -2.22 -888.00 Losers 1 Average Net Profit Per Trade 0.67 268.00 Total trades 15 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. CONT YEAR BUY DATE Buy on approximately 12/12 - Exit on approximately 01/17 BUY PRICE EXIT DATE Live Cattle(CME)—February EXIT PRICE PROFIT PROFIT AMOUNT BEST EQUITY DATE BEST EQUITY AMOUNT Contract Size: 40,000 lbs WORST EQUITY DATE WORST EQUITY AMOUNT 2008 12/12/07 96.80 01/17/08 90.90 -5.90 -2360.00 01/16/08 -2700.00 2007 12/12/06 88.45 01/17/07 92.55 4.10 1640.00 01/10/07 2200.00 12/14/06 -52.00 2006 12/12/05 95.20 01/17/06 96.55 1.35 540.00 12/20/05 828.00 01/11/06 -392.00 2005 12/13/04 87.45 01/14/05 91.32 3.87 1548.00 01/12/05 1840.00 12/14/04 -372.00 2004 12/12/03 88.62 01/16/04 78.70 -9.92 -3968.00 12/23/03 820.00 12/31/03 -6040.00 2003 12/12/02 77.35 01/17/03 79.67 2.32 928.00 01/09/03 1768.00 2002 12/12/01 67.97 01/17/02 71.07 3.10 1240.00 01/15/02 1472.00 12/13/01 -308.00 2001 12/12/00 77.50 01/17/01 80.20 2.70 1080.00 01/16/01 1428.00 01/08/01 -532.00 2000 12/13/99 68.37 01/14/00 70.82 2.45 980.00 01/07/00 1000.00 1999 12/14/98 59.12 01/15/99 63.20 4.08 1632.00 01/15/99 1632.00 12/15/98 -600.00 1998 12/12/97 65.67 01/16/98 66.42 0.75 300.00 12/26/97 512.00 01/05/98 -700.00 1997 12/12/96 63.70 01/17/97 65.60 1.90 760.00 01/14/97 908.00 12/17/96 -180.00 1996 12/12/95 66.65 01/17/96 65.80 -0.85 -340.00 12/15/95 460.00 01/10/96 -492.00 1995 12/12/94 69.52 01/17/95 73.62 4.10 1640.00 01/17/95 1640.00 1994 12/13/93 72.87 01/17/94 74.12 1.25 500.00 12/20/93 592.00 01/03/94 -120.00 Percentage Correct 80 Average Profit on Winning Trades 2.66 1065.67 Winners 12 Average Loss on Trades -5.56 -2222.67 Losers 3 Average Net Profit Per Trade 1.02 408.00 Total trades 15 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. 36 HISTORICAL LIVE CATTLE/FEEDER CATTLE REPORT
CONT YEAR BUY DATE Buy on approximately 12/12 - Exit on approximately 12/24 BUY PRICE EXIT DATE Live Cattle(CME)—February EXIT PRICE PROFIT PROFIT AMOUNT BEST EQUITY DATE BEST EQUITY AMOUNT Contract Size: 40,000 lbs WORST EQUITY DATE WORST EQUITY AMOUNT 2008 12/12/07 96.80 12/24/07 94.58 -2.22 -888.00 12/24/07 -888.00 2007 12/12/06 88.45 12/22/06 89.82 1.37 548.00 12/18/06 808.00 12/14/06 -52.00 2006 12/12/05 95.20 12/23/05 95.72 0.52 208.00 12/20/05 828.00 2005 12/13/04 87.45 12/23/04 91.55 4.10 1640.00 12/23/04 1640.00 12/14/04 -372.00 2004 12/12/03 88.62 12/24/03 89.17 0.55 220.00 12/23/03 820.00 12/18/03 -228.00 2003 12/12/02 77.35 12/23/02 79.15 1.80 720.00 12/23/02 720.00 2002 12/12/01 67.97 12/24/01 70.47 2.50 1000.00 12/24/01 1000.00 12/13/01 -308.00 2001 12/12/00 77.50 12/22/00 77.75 0.25 100.00 12/18/00 288.00 12/14/00 -280.00 2000 12/13/99 68.37 12/23/99 69.42 1.05 420.00 12/23/99 420.00 1999 12/14/98 59.12 12/24/98 60.32 1.20 480.00 12/24/98 480.00 12/15/98 -600.00 1998 12/12/97 65.67 12/24/97 66.32 0.65 260.00 12/17/97 392.00 12/15/97 -140.00 1997 12/12/96 63.70 12/24/96 64.95 1.25 500.00 12/24/96 500.00 12/17/96 -180.00 1996 12/12/95 66.65 12/22/95 67.67 1.02 408.00 12/15/95 460.00 1995 12/12/94 69.52 12/23/94 70.67 1.15 460.00 12/23/94 460.00 1994 12/13/93 72.87 12/23/93 73.40 0.53 212.00 12/20/93 592.00 Percentage Correct 93 Average Profit on Winning Trades 1.28 512.57 Winners 14 Average Loss on Trades -2.22 -888.00 Losers 1 Average Net Profit Per Trade 1.05 419.20 Total trades 15 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. CONT YEAR BUY DATE Buy on approximately 12/27 - Exit on approximately 01/16 BUY PRICE EXIT DATE EXIT PRICE PROFIT Live Cattle(CME)—April PROFIT AMOUNT BEST EQUITY DATE BEST EQUITY AMOUNT Contract Size: 40,000 lbs WORST EQUITY DATE WORST EQUITY AMOUNT 2008 12/27/07 98.35 01/16/08 93.40 -4.95 -1980.00 01/02/08 280.00 01/16/08 -1980.00 2007 12/27/06 93.62 01/16/07 94.17 0.55 220.00 01/10/07 460.00 01/04/07 -8.00 2006 12/27/05 93.90 01/13/06 94.40 0.50 200.00 01/10/06 628.00 01/11/06 -320.00 2005 12/27/04 88.40 01/14/05 89.15 0.75 300.00 01/11/05 640.00 12/30/04 -1112.00 2004 12/29/03 73.72 01/16/04 76.07 2.35 940.00 01/16/04 940.00 12/31/03 -888.00 2003 12/27/02 77.82 01/16/03 77.85 0.03 12.00 01/03/03 860.00 01/15/03 -40.00 2002 12/27/01 73.32 01/16/02 74.10 0.78 312.00 01/15/02 532.00 01/04/02 -28.00 2001 12/27/00 78.72 01/16/01 80.65 1.93 772.00 01/16/01 772.00 01/08/01 -340.00 2000 12/27/99 71.27 01/14/00 72.80 1.53 612.00 01/07/00 692.00 12/29/99 -28.00 1999 12/28/98 63.55 01/15/99 65.97 2.42 968.00 01/15/99 968.00 01/04/99 -380.00 1998 12/29/97 68.87 01/16/98 68.95 0.08 32.00 01/16/98 32.00 01/12/98 -928.00 1997 12/27/96 65.42 01/16/97 66.35 0.93 372.00 01/14/97 592.00 01/02/97 -40.00 1996 12/27/95 66.65 01/16/96 65.87 -0.78 -312.00 01/05/96 80.00 01/16/96 -312.00 1995 12/27/94 72.00 01/16/95 73.90 1.90 760.00 01/12/95 788.00 12/28/94 -100.00 1994 12/27/93 75.30 01/14/94 76.87 1.57 628.00 01/14/94 628.00 12/28/93 -152.00 Percentage Correct 87 Average Profit on Winning Trades 1.18 471.38 Winners 13 Average Loss on Trades -2.86 -1146.00 Losers 2 Average Net Profit Per Trade 0.64 255.73 Total trades 15 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. MOORE RESEARCH CENTER, INC. 37 Live Cattle Strategy Tables
Page 1 and 2: COMMODITY PRODUCTS 2008 Moore Resea
Page 3 and 4: Live Cattle (LC) Historical Daily M
Page 5 and 6: Seasonal Pattern Chart Explanation
Page 7 and 8: Page Contract Information (refer to
Page 9 and 10: 105.000 100.000 95.000 90.000 85.00
Page 11 and 12: 110.000 100.000 90.000 80.000 70.00
Page 13 and 14: 110.000 100.000 90.000 80.000 70.00
Page 15 and 16: 100.000 90.000 80.000 70.000 60.000
Page 17 and 18: 100.000 90.000 80.000 70.000 60.000
Page 19 and 20: 110.000 100.000 90.000 80.000 70.00
Page 21 and 22: 110.000 100.000 90.000 80.000 70.00
Page 23 and 24: Seasonal Strategy 21 Buy Oct Live C
Page 25 and 26: CONT YEAR ENTRY DATE Buy Feb Live C
Page 27 and 28: CONT YEAR SELL DATE Sell on approxi
Page 29 and 30: CONT YEAR ENTRY DATE Buy Dec Live C
Page 31 and 32: CONT YEAR SELL DATE Sell on approxi
Page 33 and 34: CONT YEAR BUY DATE Buy on approxima
Page 35 and 36: CONT YEAR ENTRY DATE Buy Oct Live C
Page 37: CONT YEAR BUY DATE Buy on approxima
Page 41 and 42: Page Contract Specifications (refer
Page 43 and 44: What is the CME Index? The Feeder C
Page 45 and 46: 120.000 110.000 100.000 90.000 80.0
Page 47 and 48: 120.000 110.000 100.000 90.000 80.0
Page 49 and 50: 8.00 6.00 4.00 2.00 0.00 -2.00 -4.0
Page 51 and 52: 5.00 4.00 3.00 2.00 1.00 0.00 -1.00
Page 53 and 54: 7.00 6.00 5.00 4.00 3.00 2.00 1.00
Page 55 and 56: 8.00 6.00 4.00 2.00 0.00 -2.00 -4.0
Page 65 and 66: CONT YEAR ENTRY DATE Buy May Feeder
Page 67 and 68: Inter-Market Spreads (FC/LC) Page S
Page 69 and 70: 25.00 20.00 15.00 10.00 5.00 0.00 -
Page 71 and 72: 25.00 20.00 15.00 10.00 5.00 0.00 -
Page 73 and 74: 40.00 35.00 30.00 25.00 20.00 15.00
Page 75 and 76: 30.00 25.00 20.00 15.00 10.00 5.00
Page 77 and 78: CONT YEAR ENTRY DATE Buy Jun Live C
Page 83 and 84: CONT YEAR ENTRY DATE Buy Feb Live C
Page 85 and 86: Cash & Historical Basis Page Basis:
Page 87 and 88: 15 Year Pattern 5 Year Pattern 15 Y
Page 89 and 90:
15 Year Pattern 5 Year Pattern 15 Y
Page 91 and 92:
Page 93 and 94:
Page 95 and 96:
Page 97 and 98:
Page 99 and 100:
Page 101 and 102:
Page 103 and 104:
Page 105 and 106:
Page Live Cattle February (1992 - 2
Page 107 and 108:
71.50 71.00 70.50 70.00 69.50 69.00
Page 109 and 110:
75.00 74.00 73.00 72.00 71.00 70.00
Page 111 and 112:
71.00 70.50 70.00 69.50 69.00 68.50
Page 113 and 114:
71.50 71.00 70.50 70.00 69.50 69.00
Page 115 and 116:
74.00 73.00 72.00 71.00 70.00 69.00
Page 117 and 118:
81.00 80.00 79.00 78.00 77.00 76.00
Page 119 and 120:
88.00 87.00 86.00 85.00 84.00 83.00
Page 121 and 122:
88.00 87.00 86.00 85.00 84.00 83.00
Page 123 and 124:
88.00 87.00 86.00 85.00 84.00 83.00
Page 125 and 126:
88.00 87.00 86.00 85.00 84.00 83.00
Page 127 and 128:
89.00 88.00 87.00 86.00 85.00 84.00
Page 129 and 130:
88.50 88.00 87.50 87.00 86.50 86.00
Page 131 and 132:
89.00 88.50 88.00 87.50 87.00 86.50
Page 133 and 134:
89.50 89.00 88.50 88.00 87.50 87.00
Page 135 and 136:
Page Bull/Bear Charts Live Cattle .
Page 137 and 138:
Bear Pattern Bull Pattern Bear Patt
Page 139 and 140:
Bear Pattern Bull Pattern Bear Patt
Page 141 and 142:
+1 STD Above Central Tendency -1 ST
Page 143 and 144:
+1 STD Above Central Tendency -1 ST
Page 145 and 146:
Page 147 and 148:
Over recent years, tremendous strid
Page 149 and 150:
Seasonal Strategy Entry Date Season
Page 151 and 152:
Seasonal Strategy Entry Date Season
Page 153 and 154:
MRCI Staff President: Steve Moore s
Page 155 and 156:
Futures trading is not suitable for
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