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Trading Hold Success # # Total Best Worst
Commodity Contract Years Day Days Rate Gains Losses Gain Gain Loss
COMMODITY SEASONALITY: TOP PERCENTAGE PLAYS
(Continued on next page)
COMMODITY SEASONALITY: TOP PERCENTAGE PLAYS
Below and continued on page 127 are the seasonal trades that are the backbone of the Commodity
Traders Almanac. After parsing the data compiled from the continuously linked, non-adjusted front-
month contracts, seasonal strength and weakness was identified. Armed with these observations, the
best contract to trade, the best time to execute, and the number of days to hold are determined for
both the long and short. Inclusion of the trade is based primarily on the success rate, but new or
developing trades were also included, such as the long wheat trade in December (page 110).
The hold period begins the day after the purchase. Hold days correlate to the trading days, not
calendar days. Weekends and days on with which the CME trading floor is closed, as depicted in
the Strategy Calendars on pages 10 –11 and 118–119 and throughout the Almanac on the weekly
planner pages, are not counted in the hold period.
Whether you are buying or shorting the commodity or a correlating stock or ETF, the same
logic applies; buy on or about the trading day listed and hold for the specified period. This is
intended to be a guide for your trades, not gospel. If you are satisfied with your gain or have reached
your threshold for losses, get out of the trade.
Results are based on trading one contract of the month specified; commissions, fees, and taxes
are omitted. Moreover, when a trade results in no gain, it is counted as a loss. The trades are also
conveniently mapped to the weekly planner pages to alert you of activity throughout the year.
A graphical representation of these trades is located on pages 128 and 129. A one month view
of this graphic is also on each monthly almanac page. Each commodity has been listed in the same
order as the databank, with their respective long and short trade opportunities mapped to provide
a month-by-month snapshot of upcoming and currently active trades.
January
S&P 500 Peaks (Short) H 1983–2010 2 12 57.1% 16 12 $86,300 $37,350 $10,475
Euro Peaks (Short) H 1999–2010 3 24 91.7 11 1 41,263 8,413 3,625
Wheat Peaks (Short) N 1970–2010 3 85 68.3 28 13 20,744 5,775 5,775
S&P 500 Bottoms (Long) H 1983–2010 15 7 71.4 20 8 59,688 13,900 6,125
February
30-Year Bond Bottoms (Short) M 1978–2010 3 44 66.7 22 11 21,781 10,125 18,375
Yen Bottoms (Long) M 1977–2010 6 62 55.9 19 15 12,025 22,350 10,688
Soybeans Bottom (Long) N 1969–2010 9 73 54.8 23 19 69,481 24,638 5,563
Crude Oil Bottoms (Long) N 1984–2010 10 60 85.2 23 4 96,410 29,210 3,490
Gold Peaks (Short) J 1975–2010 13 17 63.9 23 13 36,350 14,300 6,170
Silver Peaks (Short) K 1973–2010 13 45 76.3 29 9 125,185 103,500 17,550
Sugar Peaks (Short) N 1973–2010 14 39 55.3 21 17 29,546 8,669 2,083
Natural Gas Bottoms (Long) N 1991–2010 16 41 75.0 15 5 49,650 17,310 8,380
March
Cocoa Peaks (Short) N 1973–2010 10 23 76.3 29 9 13,750 4,060 4,940
Yen Peaks (Short) M 1977–2010 10 14 73.5 25 9 16,075 4,963 7,713
Euro Peaks (Short) M 1999–2010 11 9 66.7 8 4 9,537 4,938 4,013
British Pound Bottoms (Long) M 1976–2010 15 22 71.4 25 10 21,038 5,063 5,219
April
30–Year Bond Bottoms (Long) U 1978–2009 18 81 68.8 22 10 62,141 8,563 5,906
S&P 500 Bottoms (Long) U 1982–2009 18 28 71.4 20 8 74,550 23,075 14,875
May
Cattle Peaks (Short) V 1976–2009 2 30 61.8 21 13 8,860 2,780 2,470
Copper Peaks (Short) N 1973–2009 8 13 62.2 23 14 17,313 6,575 5,825
Silver Peaks (Short) N 1973–2009 10 29 64.9 24 13 58,045 19,750 13,000
Coffee Peaks (Short) U 1974–2009 16 54 72.2 26 10 147,979 37,556 17,119
British Pound Peaks (Short) U 1975–2009 20 8 65.7 23 12 16,013 7,125 1,938
c02_CTA_2011_pgs_120-182_c02_CTA_2011_pgs_120-182 7/19/10 10:45 PM Page 126

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