October 2010
Beginner to intermediate
192 pages
9h 23m
English
Content preview from Commodity Trader's Almanac 2O11
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126
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
Trader’s 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 ...
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