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  1. H

    Seasonal spreads

    Entered a new NG spread yesterday: Long 1 Nov NG, Short 1 Oct NG Natural Gas @ 0.970 Unfortunately, this spread jumped more than 0.200 just in the last week or so - making the entry not that good. I actually forgot all about this spread and discovered it today as it was to be put on -...
  2. H

    Seasonal spreads

    I'm unable to find a Dec/Jun Lean Hog spread in MRCIs Encyclopedia - there is a Dec/Jun Live Cattle coming up around now. I don't have any strategies in meats in my gameplan, although I'm right now in the Oct/Feb08 LE spread from -3.4 and also traded the Oct/Apr08 HE spread in mid-July - I...
  3. H

    Seasonal spreads

    Absolutely - having several non-correlated systems is much safer and keeps you in the game when you have a drawdown in one of your systems.
  4. H

    Seasonal spreads

    I had a limit order in the Nov07/Feb08 RBOB spread which got filled on Friday at -0.0150. The first contract was exited at -0.0200, so the avg of the two is -0.0175. So for the record: Sold 2 Nov 07, Bought 2 Feb 08 RB RBOB Gasoline @ -0.0175 - CLOSED - PROFIT of 0.0055 or 462 usd. This...
  5. H

    Seasonal spreads

    I don't think they have a definite account size, thus you cannot really blow up. However, in the real world money management and position sizing is key.
  6. H

    Seasonal spreads

    Yes, I probably should sign up for Joe Ross' newsletter - but I don't intend to take more trades on this thread than the ones I planned in spring. As for Kansas Wheat, I don't think it's tradable with IB? There's probably some good potential between the different types of Wheat, but I've...
  7. H

    Seasonal spreads

    rcanfiel I have you on ignore (gone now), but I was browsing the forum without being logged in - and whoops, there you were :) Yes, I agree with that and I had a sell order about 0.0080 away from high bid in the Oct/Feb08 on Friday - the distance was further for the Nov/Feb. I also use...
  8. H

    Seasonal spreads

    Today I've entered the Corn spread I mentioned on August 16th. Since then it's fallen from the 48-50 area to about 41 1/2. Although it's against the trend I've put on two contracts now hoping that the seasonality will bring it back up. Long 2 Dec 08 ZC Corn, Short 2 Dec 07 ZC Corn @ 41 3/4...
  9. H

    Seasonal spreads

    Today I've closed out the second contract of the Oct07/Feb08 RBOB spread at -0.100. So the final tally for this trade is: Sold 2 Oct 07, Bought 2 Feb 08 RB RBOB Gasoline @ -0.0050 - CLOSED - LOSS of 0.0090 which is 756 usd. I had this trade pegged for exit Monday August 20th, and...
  10. H

    Seasonal spreads

    I was to enter another trade in Corn yesterday, but since it seems the spread is pretty close to full carry (correct me if I'm wrong) I've decided to skip it. The spread would have been Long 1 Dec 08 ZC, Short 1 Dec 07 ZC, holding it until around September 15-20th.
  11. H

    Seasonal spreads

    I use TWS-charting, and then chart a bit with scarrtrading.com and barchart.com. I haven't tried Track and Trade although I've ogled it. I started out blindly following, not MRCIs dates in their encyclopedia but dates I figured were better than theirs just from looking at seasonality...
  12. H

    Seasonal spreads

    Much appreciated, SupremeTrader. If you find the opportunity or change your mind I would be glad if you continued to contribute to the thread - or at least checked in on it once in a while. Yes, I realize the ZNZ7-ZFZ7 isn't recognized - but at least the contracts are the same size which...
  13. H

    Seasonal spreads

    The Eurodollar spread which I started to build on May 30th today reached my profit-target: Sold 3 Mar 08 GE Eurodollars, Bought 3 Sep 07 GE Eurodollars @ 0.735 - CLOSED - PROFIT 0.637 or 4.775 usd. I can only say: Wow! This spread has accellerated over the last couple of weeks, and today...
  14. H

    Seasonal spreads

    Without making too much of a fuss about who's right or wrong, I would appreciate if the thread could be edited a bit tighter from the moderators so it stays more on topic - this isn't chit chat. I'll pm Magna about this.
  15. H

    Seasonal spreads

    Ok, I've just put on a new spread right now - and it feels kind of crazy because I don't really understand the implications. Bought 1 Dec ZN 10 Year Treasury Note, Sold 1 Dec ZF 5 Year Treasury Note @ 1 and 50/64 (I think, hehe). Now, with the recent market volatility and possible change...
  16. H

    Seasonal spreads

    I've sold half of my position in both of the spreads in gasoline: Sold 1 Oct 07, Bought 1 Feb 08 RB RBOB Gasoline @ 0.000 (even) - which is -0.0040 from the average entry. Sold 1 Nov 07, Bought 1 Feb 08 RB RBOB Gasoline @ -0.200 - which is +0.0030 from the average entry. The total...
  17. H

    Seasonal spreads

    After chasing the Wheat spread with limit orders for a couple of weeks, and sitting through a "massive" (relative) drawdown I closed the last 3 contracts of the spread today: Sold 3 May 08, Bought 3 Sep 07 ZW Wheat @ -14 1/4 The average price of the total five contracts was -10.55: Sold...
  18. H

    Seasonal spreads

    I've taken a partial exit of the spread in wheats (stoploss, although a bit late): Sold 2 May 08, Bought 2 Sep 07 ZW Wheat @ -5
  19. H

    Seasonal spreads

    I just entered into a new spread in Eurodollars: Long 1 Jun 08, Short 1 Dec 07 GE Eurodollars @ 0.225 I only took on one contract right now, but intend to add.
  20. H

    Seasonal spreads

    You may be right about this (I haven't looked at it since I've been very busy with the volatility in the equities market lately). The spreads I'm trading on this thread are all from the MRCI encyclopedia, and I don't have a problem recommending this book to people following this thread or...
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