Jake Bernstein's Seasonal Trader's Bible - The Best of the Best in Seasonal Trades - Jake Bernstein (1996).pdf - PDFCOFFEE.COM (2024)

Jake Bernstein's

SEASONAL TRADER'S BIBLE By Jake Bernstein

THE CFTC REQUIRES WE STATE THAT -- NOTICE: HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HA VE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD. SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER OR OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROCRAMSIN GENERAL, ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNTS WILL OR ISL IKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. THE RISK OF LOSS IN FUTURES TRADING CAN BE SUBSTANTIAL. YOU SHOULD CAREFULLY CONSIDER WHETHER SUCH TRADING IS SUITABLE FOR YOU IN LIGHT OF YOUR FINANCIAL CONDITION. PAST PROFITS ARE NOT NECESSARILY INDICATIVE OF FUTURE PERFORMANCE. THERE IS A RISK OF LOSS IN FUTURES TRADING. REMEMBER, THERE IS A RISK OF LOSS IN FUTURES TRADING.

THE INFORMATION CONTAINED HEREIN HAS BEEN OBTAINED FROM SOURCES BELIEVED TO BE RELIABLE, HOWEVER IT CANNOT BE GUARANTEED AS TO ACCURACY OR COMPLETENESS, AND IT IS SUBJECT TO CHANGE WITHOUT NOTICE. ITS HOULD NOT BE ASSUMED THAT THE SEASONAL PRICE TENDENCIES SHOWN HEREIN OR THAT THE SUGGESTIONS REGARDING THEIR USE WILL BE PROFITABLE OR THAT THEY WILL NOT RESULT IN LOSSES. MBH COMMODITY ADVISORS, ITS DIRECTORS, SHAREHOLDERS OR EMPLOYEES ASSUME NO LIABILITY IN CONNECTION WITH THE USE OF THE INFORMATION CONTAINED HEREIN.

© Copyright 1996 MBH Commodity Advisors Inc. Reproduction or duplication by any means whatsoever, photographic, electronic, facsimile or otherwise is strictly prohibited by law without written permission of MBH Commodity Advisors, Inc.

MBH Commodity Advisors Inco P.O. Box 353 • Winnetka, Illinois 847-291-1870 • FAX847-291-9435

Acknowledgments Compiling and typesetting this vast book was an immense task. It took many more hours and days than expected but I believe that it is my magnum opus of seasonality. Naturally all of my associates and office staff deserve thanks for their assistance. In particular, I am indebted to Nan Barnum for her hours of slaving away at the computer, deciphering my notes and scribbles and setting up the book in an organized and visually appealing format. To Elizabeth Jones I extend my thanks for attentive proof reading, and to Marilyn Kinney, my right hand, I offer thanks for keeping the pressure on me to finish this massive project.

A Word About the Risk of Seasonals

Seasonals are not the 'Holy Grail' of futures trading. They are just as fallible as any other trading method. Yet, seasonals to me represent a much more stable and sensible approach to trading since they are based on the well established tendency for history to repeat. There is nothing as good as having the weight of history on your side. And that's what seasonals can do for you. But remember, no matter WHAT the seasonals say, you MUST exercise effective risk management if you want seasonals to work for you. ALWAYS limit losses. If you don't then you'll ride losses which will eventually eat up all your profits and much, much more.

Jake Bemstein

Northbrook, Illinois May 1996

TABLE OF CONTENTS Table of Contents ............................................................... 7 Introduction ................................................................ 9 - 21 Defining A "No-Breiner" ........................................... 23 - 30 High Accuracy Key Date Trades ............................ 31 - 179 High Accuracy KeyDate Seasonal Spreads ...... 181 - 267 Hit & Run Seasonals .............................................. 269 - 351 Hot Seasonal Day Trades ..................................... 353 - 366 High Odds Seasonal Charts ................................ 36 7 - 400 High Odds Seasonal Spread Charts ................... 40 l - 440 Critical Month Indicator ...................................... 441 - 450 Additional Seasonal Comments ......................... 451 - 453 Best Seasonal Cash Patterns ............................... 455 - 468 Array Analysis ....................................................... 469 - 484 High Profit/Loss Ratio Seasonals .......................... 485 - 500 Daily Seasonal Odds ............................................ 50 l - 551 Seasonal Timing .................................................. 553 - 555 Final Comments & Conclusions .......................... 557 - 559

SEASONAL TRADER'S BIBLE

Introduction Welcome to the Seasonal Trader's Bible (STB). You are about to embark on a journey of seasonal discovery that will prove to be the most thorough and comprehensive you have ever seen. In this vital reference work for seasonal traders you will find a vast amount of information on seasonals: everything from short term seasonals to spread seasonals and daily seasonals to seasonal array analyses. The information is specific and very amenable to use in the markets. Given my experience as a futures trader since 1968 I know what traders want, how traders trade, and how to provide the research that will help you profit, not only in the short run but in the long run as well. But NEVER forget that profitable futures trading is as much a function of solid risk management and discipline as it is of good research and recommendations. No matter how good the seasonal patterns in this book maybe, they will not bring profits unless they are implemented in a comprehensive program of risk management which limits losses. I hope you enjoy reading and using this book as much as I enjoyed writing it. And I hope you are as excited about the seasonals as I am. In closing, one caveat: BEWARE OF MISLEADING SEASONAL RESEARCH. There are several purveyors of seasonal research who offer for sale seasonal trades which appear to have an outstanding record of accuracy. They claim that some of their seasonals are 100% correct. And in this claim they are correct. The other side of the coin, however, is that these "amazing" seasonals only contain from 5 to 10 trades. Hence, they are really NO BETTER THAN A TOSS OF THE COIN. Limited data history is one of the greatest limitations of seasonals. Even the seasonals I offer, which are based on nearly 30 years worth of price history in many cases are not as statistically valid as we would like. But we are limited by the history that is available. Please do not fall victim to the outrageous claims of these operators! I assure you that the result of following such "bogus" seasonals will cost you money, time and time again. As always, a word to the wise should be sufficient.

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INTRODUCTION

What Is A Seasonal? Commodity markets move in fairly regular price patterns. To most traders these periodic movements are not meaningful since they are not obvious. This is truly unfortunate since regularity and repetition are the cornerstones of profitable trading. All trading systems seek to isolate signals or indicators which repeat themselves frequently enough and with sufficient reliability to permit profitable trading. Seasonals and cycles are the quintessential factors underlying market regularity. Those who have read my COMMODITIES NOW THROUGH 1984, FUTURES - NOW THROUGH 2001 and CYCLES: NOW THROUGH 2010 studies, should be familiar with the basic long term cycles in each market. Although some of the forecasts have not yet come to pass, many have be-come realities during the last few years, including some of the more radical expectations. This further attests to the validity of cycles. Within the long term cyclical patterns we find shorter term repetitions in price trend. Among these are seasonal price patterns and short term cycles. The price of virtually every commodity is affected by weather, season, and growing conditions. Supply and demand are a function of seasonal fluctuations. When crops are large following harvest, it would be natural to assume that prices may be low due to farmers selling. When demand for grain feeds is high, during winter months, we might expect prices to be high. But there are many other factors which affect prices. Certainly all of these, if known, would permit the errorless forecasting of prices. Our ability to recognize and utilize all of the price inputs is limited. Hence, our forecasting ability is limited. Inasmuch as seasonal factors affect prices, it is possible, or should be, to determine if and when a given market will move up or down due to seasonality. A seasonal pattern is, therefore, the tendency of a given futures market to trend in a given direction at certain times of the year. We do not always know the reasons for seasonal price movements. Personally, I have no need to know why a market moves up or down at a given time of the year. Certainly, knowing 'why' makes some traders more secure. My concern is not with the WHY of things but rather with the THAT of things. It was W. D. Gann who underscored the importance of seasonal price tendencies in commodity futures prices. His book HOW TO MAKE PROFITS TRADING IN COMMODITIES (1942) devoted considerable attention to this concept. Today with the assistance of computer technology, it is possible to determine accurately and with specificity most seasonal factors in the commodity futures markets. Whereas Gann was primarily interested in using seasonal highs and lows, the present study came about as an effort to fill a great void in shorter term data. 11

SEASONAL TRADER'S BIBLE

How The Seasonals Were Determined It is not necessary to have a background in computer programming to understand the manner in which the statistical data for this study was prepared. In order for you to more fully comprehend the results and the intensity of effort which was involved in their production, I suggest you familiarize yourself with the methodology. Here, in step form, is the basic procedure used in our computer analyses of seasonals: 1) Read the daily history file for each market and month for every year on file, i.e., June Live Cattle '67, '68, '69, '70 ... '94. 2) Align each contract as closely as possible by date. The last day of trading is treated as day 1, the second to the of last day as day 2, etc. This is done since not all contracts terminate on the same precise calendar day. There are specific rules for determining last day of trading as set by the exchange, however, and most contracts will terminate on or about the same week. 3) Calculate the price change for each week using the Friday price as the last price, or the last trading day of the week price if Friday was not a trading day. In so doing we arrive at a weekly price change for each market and year. 4) Standardize or normalize the price changes for each year. This is done to limit the effect of unusually large or unusually small price swings. We are primarily interested in direction of move, or trend from one week to the next. 5) Once data has been normalized calculate the algebraic average for each week. This yields an index of average weekly fluctuation. 6) Determine the percentage of years during which price was up or down for the given week. 7) Plot cumulative price trend line and weekly % readings. 8) Determine bull, bear or neutral status for each contract month for each market. 9) Repeat above procedures to plot optimized weekly bull and bear market seasonals. There are other ways in which the data could have been analyzed. If you plan to replicate this study with your own data base, you may wish to experiment with different techniques of aligning the data, or with different indexing methods.

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INTRODUCTION

These Charts Are Not Perfect No price charts are 100% accurate. We have, however, validated the data both in real time and on computer to test for accuracy. To the best of my knowledge the data is reliable and reflects the true seasonal situation for each commodity. Note that the weekly UP and DOWN percentages for a given contract month are applicable only to that contract month. I do not suggest, for example, that you use the plot for November beans to trade July beans.

Before Using These Charts . . . Before you use these charts it's important to understand exactly what they mean and what they are saying. It is for this reason that I urge you to read the instructions and explanations provided below prior to these charts. My main caveat is that you understand what you're looking at so that you will not misuse it by reading too much meaning into this study. By reading the instructions you can also save yourself a great deal of frustration and confusion. The old saying "if all else fails, read the instructions" comes to mind. In this case I'd like you to read the instructions before all else fails.

How To Read The Seasonal Futures Charts I've provided a sample chart on page 14 which indicates the meaning of each chart item. Some specific uses will be discussed later on. Here is a general overview of each chart. PLEASE READ THESE INSTRUCTIONS CAREFULLY. It will save considerable time and frustration if you read the instructions before attempting to use or understand these charts. I have already discussed many of the key points. Refer to the sample chart on page 14 as you read these instructions. 1. This line lists the contract month and market which is plotted below. 2. YEARS COVERED for this seasonal chart are shown accordingly. For example 67-92 means that these years were used in preparing this chart. Where a market has not been actively traded for too many years, there is less of a data base, and therefore less reliability. 3. SCALE: This is the normalized rate of change index which is used as a reference point. The scale values are not shown since they would be essentially meaningless inasmuch as they are of no specific value in using the seasonal trends other than to indicate average magnitude of change. 4. % OF YEARS UP/DOWN and ARROWS: These figures show the WEEKLY% of time up or down on a percentage basis, for the specific 13

INTRODUCTION

5.

week number listed under the % reading. If the data plot (see #9) for a given week is UP from the previous plot, and the reading is +75%, for example, then this is an indication of upward seasonality. Percentage readings from +60% to +100% indicate reliable bullish seasonals and percentage readings from -60% to -100% indicate reliable bearish seasonals. Arrows up mark strong periods of bullish seasonality and arrows down mark periods of bearish seasonality. Note also the following conditions: a) PLOT IS DOWN and % reading is +60% or higher: This means that the market tends to move UP during this approximate week more years than it moves down; however, the usual down move is much larger than the net up move, thereby accounting for the down plot. Upside potential during such weeks may be small in terms of magnitude although upside moves can be large . b) IF PLOT IS DOWN AND % reading is -60% or more negative: This means that the market has moved DOWN 60% or more of the time for this approximate week during the years examined and that the size of the decline during down years is generally larger than the size of the rally during up years. c) PLOT IS UP AND % reading is -60% or more negative: This is an indication that even though most years are down for this approximate week, during those years which were up, the moves were relatively large. If you sell short on this type of combination then you may take a very large risk for a potentially small, but reliable profit. d) PLOT IS UNCHANGED (SIDEWAYS) from previous week: It is an indication that the magnitude, or size of the move for this approximate week, is in equal balance between up and down. This does not necessarily mean a sideways trend for the week. Trend can only be determined by the accompanying% reading. If it is 60% or more, then you can expect generally higher prices. If it is -60% or more negative you can expect a down move. The sideways plot means only that the up and down moves are about equal in size. WEEK NUMBER is indicated under the% probability reading. The week number tells us how many weeks are left to contract expiration. These are full weeks. The last full week of trading would read "1" since it is the final full week in the life of the contract. A reading of 34, for example, means that this is approximately the 34th week prior to contract expiration. These figures are important in calculating the week number according to exchange expiration dates for any given year. Note that these week numbers will allow you to determine relative time for any year. Remember that the month listings and# of weeks per month are approxi15

SEASONAL TRADER'S BIBLE mate and that the actual weeks will change somewhat each year. 6. MONTH AND WEEK are indicated by the listings shown. Please note that the number of weeks in any given month, using Friday as the last day of a week will vary from year to year. Sometimes November will have 5 Fridays, and other years it will have 4. The weeks listed are only reference points. If you wish to adapt your chart for other trading years then simply determine when the given contract is due to expire and work backwards using the trading week as a guide. Once you have learned to use these charts you will find that it is not necessary to pinpoint the exact week. If a given market is conforming well to its seasonal trend you can superimpose actual weekly price onto the seasonal chart, and you can see whether there is a timing lead or lag. A clear acetate sheet can be used for this purpose. 7. AVERAGE SEASONAL HIGH is indicated by the highest plot on the chart. This means that during the years under study there has been a tendency for prices to hit their contract high around this week and/or month. If a high is made during the last few weeks of a contract then prices may move even higher several months thereafter, and the next contract month should be checked for this possibility. If a seasonal high is associated with high readings in the% column, and if a subsequent move to the downside occurs with equally reliable readings, then this is most likely a highly reliable seasonal top. 8. AVERAGE SEASONAL LOW: The same holds true for seasonal low, only in reverse. 9. PLOT: These lines show the seasonal tendency for all years, bull year and bear years. The solid line is the most important one. The percentage up/down readings (item #4 on page 14) relate to the solid line (all years) plot.

Some Additional Details You must remember that these charts are composites, or a combination of many years of prices. As such, extreme highs and extreme lows during the same period of time in different years tend to balance each other out. The net result will be a relatively even line on the seasonal chart. This is valuable information since it shows us that the market is not seasonal at given times of the year. We can then reasonably assume that the existing trend will be the single most reliable factor as opposed to seasonality. We can also assume that once a trend starts it should continue. It is best not to rely on seasonals when this occurs. Examples will be cited later in the text. Note also that relative highs and lows within the composite chart are not necessarily repeated in any actual year's market. Some years may look 16

exactly like the seasonal composite charts and others may not. A low may or may not occur at a given time period. But this does not mean that the seasonal chart is not valid. In using these charts there are several things you should look for. 1) VERY STRONG UP OR DOWN WEEKS. When I say strong, I mean reliabilities in excess of 70% over 10 years or more. 2) DURING LONG TERM UP OR DOWN TRENDS seasonals consistent with the existing trend should perform well. 3) SEASONAL HIGHS AND LOWS can be estimated by reference to the chart and in accordance with the guidelines outlined previously. 4) CONTRA-SEASONAL MOVES in the actual market can be spotted. If a particular market shows highly reliable seasonality on the composite, and if this pattern fails to appear in the actual market for any given year, then a further move in the contraseasonal direction can be expected. This is perhaps one of the most important uses of a seasonal chart. 5) MARKET TURNS can be expected at certain times of the year. If the market is moving down, and the seasonal chart shows a very high % reliability down move followed by a large up move reliability, then one should be on the lookout for a trend change in the market. There are many other uses. Applications of this data are limited perhaps only by the imagination and resourcefulness of the trader. I believe that they are best used in conjunction with trading systems, technical or fundamental. Some market students have asked me whether I consider this type of information to be technical or fundamental in nature. My response is that this is perhaps the most important fundamental information one can obtain in technical language.

High Reliability Weekly Runs Many of the seasonal composites show a several week span of high reliability percentage readings. I call such periods "seasonal runs". They are typically a good period of time for high probability seasonal trends. An example of such a seasonal run might be as follows: (weekly readings), 69%, 75%, 68%, 45%, 78%, 69%, 50%, 33%, 79%. This is a very strong seasonal up trend which is interrupted only by a few low reliability readings. The longer term trader might establish and hold a position through this seasonal uptrend. Watch for these runs. They often pinpoint the most reliable seasonal moves. Seasonal price patterns are by no means the only reliable market cycles. At major long term tops and bottoms seasonal cycles may be distorted. If you are aware of the long cyclical term patterns within which seasonals function, you can be prepared well in advance for a period of time during which 17

SEASONAL TRADER'S BIBLE seasonals may become unreliable. You must remember, above all, that when one extracts a part from the whole, an unnatural distortion of the original data may result. Consequently, when the analysis is over, and we have gleaned the necessary information, the part must be replaced within the whole. A total picture is necessary in the formulation of any long range decision. A student of seasonals should also strive to be a student of cycles.

Limit Your Losses Regardless Of What The Seasonals Say!

One of the worst errors a trader can make is to become totally dependent upon a method or technique. We do not, as yet, have seasonal trading tools which are totally reliable. I urge you to use good sense when making trades. Use stop losses; limit risk.

Using The Bull And Bear Market Plot Charts

You will observe that most of the charts have three price plots; bullish years, bearish years, and all years. The box at the top of each chart shows the bullish and bearish years which were selected by the computer as ideal bull or bear markets. I stress that this selection was made entirely by computer using specific rules (see page 12) which define bull and bear markets. While you may have your own rules for determining the trend of a market, we applied our rules consistently in order to produce uniform results.

What it Takes to Succeed

If you have even the most limited experience as a trader then you know that the system or method you use is only part of the overall formula for success. The fact is that lasting success as a trader depends on a combination of three primary ingredients.

The essential elements for profitable trading, as I've come to discover them, are: 1. An effective system. By this I mean a trading system or methodology which has a demonstrated history of success through all types of markets and which contains definitive, objective, operational rules. 2. Risk Management. I define this aspect of profitable trading as a method which takes you out of losing trades and keeps you in winning trades for as long as possible. Ordinarily this task is part of the trading system, however, traders often override their trading systems and need a failsafe procedure. And last, but certainly not at all least, 3. Discipline, under which I include all aspects of trader psychology, self control, persistence, positive attitude, and more. 18

But these categories are very broad and require additional clarification. I feel that if you can master or even come close to mastering all three then you will achieve consistent success as a trader. Moreover, you will avoid the boom or bust syndrome which afflicts so many traders.

How to Begin Whether you're a newcomer to futures trading or an old hand at this risky business, you are most likely one of the many individuals who would like to improve, who is motivated to improve, but who doesn't know how to begin the arduous task of changing your behaviors. Here are some suggestions as to how you. may embark on the road to lasting profits. 1. Examine your trading results by looking at your statements and attempting to determine why you made the trades you did. This will let you know at once whether your trades were at all systematic or if they were based on a whim, on emotion, on tips, rumors, fear, or greed. 2. If you're like most traders then you'll find that a relatively small percentage of your trades were the result of a system and that most of your trades were prompted by other factors, most of which were totally unrelated to any definitive system, method, or indicator. This will alert you to the first problem area in your trading. It will let you know, without a doubt, that you are not basing your decisions on a consistent approach.

What to Do? Begin looking for a system which has simple, unambiguous rules of application. In finding a system consider the following aspects of paramount importance: a. Simplicity. The rules must be simple to understand, simple to follow, and not subject to interpretation. b. Historical accuracy should be 55% or more. While it is entirely possible to profit using systems that have less than 40% accuracy, it makes things more difficult. So shoot for a higher percentage. c. Longevity. Use a system that has been tested in various markets - bull, bear, sideways, choppy, etc. At least several hundred trades should be included in the test. The fewer the trades, the less likely the results are to be representative of reality. d. Drawdown. Find a system that has shown reasonable drawdown. By this I mean no more than 35% from its equity peak. If you decide to select a system that has had more drawdown, but which you like due to 19

SEASONAL TRADER'S BIBLE its accuracy and total net profits, then do not begin trading such a system until it has experienced a period of drawdown. e. Consecutive Losers. Most traders cannot accept more than 6 losers in a row. Many profitable systems have shown over 15 consecutive losers. Before you trade any system, know the historical facts. A high number of consecutive losers will cause you to abandon your discipline and the result will be a loss. f. Study the worst case scenario, not the best case. System promoters naturally portray their systems at their best. In reality many systems deteriorate. Hence, you are far better off looking at a system in its worst light as opposed to its best light. g. Make certain that the profits of a system were not generated by one or two or three large trades. Such a system will be very difficult trade. It will cause you to lose your discipline.

Risk Management Risk management is an especially important issue. Many a good trading system has been rendered a losing proposition by ineffective risk management. While your trading system is supposed to take care of managing risk, it is YOU, the trader who must implement the stop losses and actually take the losses. And this is where the system breaks down all too often. Perhaps the simplest and most effective way to take care of this problem is to hand it over to someone else. While a great deal has been said in favor of developing your own methods of discipline, the sad fact is that many traders will NEVER develop the necessary discipline to keep them on a winning track. They will always ride losers and close out winners quickly. The simplest, fastest, most fool proof way to get the job done is to relinquish the power to someone else. Whether that other person be a broker, spouse, business associate, or partner, this is by far the best solution I know. Let's face it, some of us were born to be disciplined traders. Others were born to be great systems developers. And still others were born to be losers. But we can all be winners if we apply the right techniques which admit to our limitations and maximize on our strengths.

What You Should Know About Stastisical Reliability And My Seasonal Charts The study of statistics is primarily concerned with such issues as determining whether given events are random or chance occurrences, or if they are predictable events which are a function of some underlying causal or correlational factor(s). A good statistician will tell you that the more observations you make of a given event, the more information you will have 20

regarding the repetitive or random nature of that event. In the case of a coin toss, for example, the outcome of each toss is independent of the outcome of previous tosses assuming an unbiased coin. Therefore, even if you have tossed ten successive heads, there is NO GUARANTEE THAT THE NEXT TOSS WILL BE A HEAD OR THAT IT WILL BE A TAIL. Assuming that the coin is not improperly weighted or intentionally designed to show a preference, then the results of each toss are purely random. Certain events, however, are not random. They do, in fact, show repetitive patterns. But it is impossible to know exactly how repetitive they are until we closely examine them mathematically. In order to do so we need considerable data. This poses an interesting problem for the futures market inasmuch as there is only limited data available in many of the markets. In the meat and livestock markets, for example futures trading began in the mid 1960's. In the grain and soybean complex there is considerable data as far back as the late 1800's, however, trading volume was, in some years very thin. Contract months differ somewhat from current standards, and daily price ranges were very small in many cases. In the financials such as TBond futures and currency futures the historical data is very limited although cash data is available. Clearly the issue is to test as much valid data as we have, to devise a different type of test, or to not use the data at all. To not use the data for assistance in making trading decisions is out of the question. To somehow use and test the data we have available is our only alternative. While there are purists and rigid pedagogues who may not be pleased with the limitations of my study, I respond by stating that I have chosen the only viable alternative of the few available choices. If there are those who can advance the goals of my work by using more refined techniques, I would be among the first to encourage their research. In the interim I remind you that there are distinct statistical limitations to the present study and that you must, therefore, use the results with these limitations clearly in mind. If I develop more statistically reliable methods I'll let you know. In the interim we must employ what we have with the appropriate degree of caution, and we must continue to study the actual seasonal trends to see how closely they conform to previous seasonal analyses and expectations.

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SEASONAL TRADER'S BIBLE

22

SEASONAL TRADER'S BIBLE

The Anatomy and Wisdom of "No-Breiner" Trades It is a known fact in the world of speculation that emotion is one of the greatest enemies of the speculator. Jesse Livermore one of the most well known speculators in American history, writing as Edwin Lefebvre, stressed this point repeatedly. The fact is, sad but true, that the weak link in any trading system or investment program is the trader, or the investor. What is it that causes traders to err? In plain and simple English it's "too much thinking" that causes traders to make mistakes. After many years of trading, I've come to the firm conclusion that too much thinking can be destructive to traders. The best way to trade, in my humble opinion, is to use mechanical systems and methods which rely as little as possible on trader judgment or analysis. Seasonal key date analysis, a method I developed many years ago, is just such an approach. At a glance, you know everything you need to know about a given trade or market. Key date seasonals answer the following vital questions for the trader: 1. What market( s) to trade 2. Whether to buy or sell 3. The exact date to enter and exit 4. The exact stop loss to use 5. The complete performance history of the trade(s) 6. The exact time of day to enter or exit, and 7. The odds of success This important list can go a long way toward decreasing the number of losses and the dollar amount of each loss you take, by keeping you focussed on a set of defined parameters, as provided by the key date rules. As you can see, Key Seasonal Date trading requires no judgment and hence, I call these trades "no-brainers". They do not depend on A N Y external sources of information, fundamental or technical. Here are my no brainers. Enjoy them. Study them. But above all, profit from them!"•

Northbrook, Illinois May 1996

24

DEFINING A "NO-BRAINER"

Definition A no-brainer" then, is a trade that requires no thought. All of the key date seasonal trades in this book are considered "no-brainers". It is my considered opinion that the more you think about these trades, and the more you try to analyze them, the less likely you are to actually trade them. Now, before you continue with the "no-brainers", take a little time to read the following discussion which explains and defends the "value of ignorance" approach to trading. 11

The Value of Ignorance Meeting the Enemy Even the most inexperienced of traders are aware of the fact that futures trading is a psychological game. After all the research is done, after all the trading systems have had their turn at bat, and after all the EXPERTS have given their forecasts, the fact remains that what traders actually DO in comparison to what they SHOULD do are two very different things. For too many years, traders have considered the markets to be their chief enemy. Yet, in fact, it is the trader that is his, or her, worst enemy.

20/20 Hindsight We are all guilty of using 20/20 hindsight. We are guilty of the "I Should Have" syndrome. Consider the following statements, all of which should be familiar to you, either in their stated form, or in countless variations on their themes: I knew the market was bottoming, I should have gone long when I wanted to. I should have used a stop loss. My system was right. I should have added to my position. I knew it was the right thing to do. I should have done what the charts told me to do. Getting out of my position because of the bearish news was clearly not the right thing. I should have put on my position and closed my eyes to the day to day news developments. I should have sold short and gone fishing. I should have done my homework. Two days after I stopped following my technical indicators the market started one of its largest moves in history. I should have traded with blinders on . . . my own feelings and analyses are best. 25

SEASONAL TRADER'S BIBLE This is just a partial list of the "SHOULD HAVES" which are part and parcel of the 20 /20 hindsight that all traders have. There are thousands of traders who KNEW when stocks would top, who knew when interest rate futures would top, who KNEW when gold would bottom, butwhodidn't d o a thing about it. In fact, these same individuals may, to make matters worse, have lost money in spite of the fact that they KNEW what the right action was and KNEW what was going to happen. Why didn't they do what they should have done? This is, to be sure, the key issue. This is the issue that has haunted traders and investors for hundreds, if not for thousands of years. And it will continue to plague us all for hundreds of years to come. What's the answer? What follows will, I hope, help shed some light on at least one aspect of the problem.

Information Overload Way back in the early 1980's, as the gold market was making its long term top, the market was, as you can well imagine, extremely volatile. Emotion ran high. Forecasts were flying right and left. Talk of $1000, even $2000 gold was common. Expectations of $100 silver (then about $45/oz) were also common, perpetuated in part by the very bullish public prognostications of Bunker Hunt. One of the most well attended investment seminars was held in Dallas near the peak of the gold market. RealMoney I featured dozens of traders, advisors and other market experts commenting on the precious metals. As you can surmise, most analysts were bullish. As bullish as they were, they differed in how high they expected gold and silver to go. Once the seminar was over and I had delivered my opinion to the crowd, I entered the elevator. As I waited for the elevator doors to close another man entered. He look dazed and confused. We spoke briefly. I commented that he looked upset. He told me that he had come to the conference expecting answers. Instead, he got so many different opinions that he was more confused than ever. In fact, he was frozen with indecision. This situation is not unique. All too often w e make mistakes by getting too much information as opposed to too little information. The more information we have, the more confusing things become. The fact is, there is no one-to-one relationship between the amount of_information you have about a market and your ability to successfully trade it! Consistent with this fact of market life are several other facts I've observed, not only in my own trading, but with other traders as well. Consider the following downside with respect to too much market related information: 1. The more information you have about the markets, the more confused 26

DEFINING A "NO-BRAINER" you'll be particularly if the information is contradictory. The fact is that given a plethora of information, traders will naturally attempt to integrate all of it into a meaningful decision. But this doesn't guarantee that the decision will be correct. In fact, the opinions often balance each other out and leave the trader just as confused as ever. Furthermore, even an agreement by the majority may be wrong since it's a well known fact that the stronger group opinions are, the more likely they are to be wrong. 2. The more information a trader has, the more likely it is that the trader will use it to justify an already established opinion or position. Hence, the information has no value other than, perhaps, giving the trader a false sense of security. 3. The more information a trader has, the more inclined the trader will be to get caught up in the emotional tornado of trading. Too many traders are incapable of dealing with the tick by tick response of prices. Just watching the prices come across the ticker machine is enough to force them into action; action which may be totally contrary to their trading systems or methods. 4. The more information a trader has, the more likely it is that the trader will find reasons to be insecure about his or her current position. If the information is considered 'EXPERT' opinion, then the odds are that it will have a very negative impact and may, therefore, cause the trader to make errors.

Why Traders Crave Information Given the above, we must ask why it is that traders seek information. Why is it that traders cannot appreciate the value of ignorance in the markets? The simple fact of the matter is that traders have been mentally and emotionally brainwashed by Western traditions which are themselves part and parcel of the Judaeo-Christian work ethic. We've been taught that in order to be successful we need to work hard, we need to have as much information as possible, and we need to understand the why of things. While this may be true in some areas of life, none of it is necessarily true in futures trading. The fact is that w e don't need to know the whys and wherefores of things in the markets, nor do we need to gather a wealth of information on the markets in order to make money. And all of this means that we DON'T have to work hard in order to trade profitably. In fact, I've found that there is often an inverse relationship between how hard you work and how much money you make. In fact, there is a point of diminishing returns when it comes to hard work in the markets. 27

SEASONAL TRADER'S BIBLE

My Suggestions After my many and varied experiences in the futures markets I've arrived at several conclusions, all of which will, I feel, benefit you markedly if you suffer from the "INFORMATION OVERLOAD" syndrome. Here they are: 1. Think long and hard about whether you really need a live quotation service in your home or office. All too often I've seen good traders tum into bad traders as soon as they've added live quotes to their repertoire. Aside from being costly, these services tend to give you much more information than you need. They will encourage you to trade markets you don't need to trade or which you don't understand. They will encourage you to trade in time frames you don't want to trade (i.e. a position trader becomes a day-trader). 2. Don't get too many chart services. In fact, think about whether you want to get a chart service at all. I've found that traders who do things the good old fashioned way, by keeping their own charts, tend to be more serious and in better touch with the technical considerations they' re trying to keep track of. 3. And this brings me to the area of newsletters and advisory services. The simple truth is that you don't need more than one or two services. Find a newsletter or advisory service you like and stick with it. If you get too many opinions from too many trading advisors you'll get confused and you won't do well. 4. Information overload from brokers. All too many traders become "SITTING DUCKS" for talkative brokers. By letting your broker jawbone you repeatedly, you'll be overloaded with all sorts of useless information. Whether willingly or unwillingly, brokers know that the more information they throw at a client, the more likely it is that the client will trade more often. 5. Compare your performance in the markets when you had a wealth of information to what it was when you were trading in relative isolation. If my theory is correct then you'll find that you achieved your best results when you had the least amount of outside information. 6. Keep a diary in which you record the results of each trade as well as a brief commentary about your results. When you study them I'm sure you'll find that those trades which were carried out most closely in line with your system, served you much better than those trades which were interfered with as a result of information overload. 7. Do a little experiment and see for yourself. Make the commitment to avoid all input other than your trading system signals for a given period of time (for 2 months or so). See for yourself how much of a difference this practice can make. If you do, then I think you'll be convinced that in the futures markets a certain amount of ignorance is best.

28

DEFINING A "NO-BRAINER"

In Conclusion I'll leave you with a few closing thoughts extolling the virtues of ignorance. These are thoughts gathered from many years of first hand experience as a stock and futures trader. What I say may run contrary to your every fiber as a thinking person, yet you must remember that the futures game is not necessarily a game which is won by brain power. Rather, the futures game is won by following your rules, letting your profits run and closing out your losers quickly. Consider also the following thoughts:

1. Most traders are sorely lacking in discipline. In fact, discipline is the single most pervasive and costly problem facing futures traders. This has been the case for many years. By adding more information to his or her repertoire, the already undisciplined trader will need to process even more information. The end result will be more confusion, not less confusion. 2. Once you've decided on a course of action based on a trading system, don't change it, unless the system changes or unless your stop loss is hit. The only thing additional input can do for you is to shake your discipline. 3. If you're following a technical trading system, then the only input you need is the input which comes from your trading system. When your system was designed and tested it KNEW nothing about the news, nothing about the fundamentals and above all, it had no emotion. 4. Remember that emotion is the chief enemy of the futures trader, always lurking in the deep dark often inaccessible comers of the mind. The more you can do to beat back emotion, the more likely you will be to succeed. Cutting off information is just one of the things you can do to facilitate success. 5. I encourage you to make a choice as soon as possible. The choice is a simple one indeed. Whether you'll be a technical trader or a fundamental trader, it's a rare individual who can be both. As a technical trader you'll have no need for the news. While there will be some news items which concern you, the vast majority of events, reports, etc. will be of no value to you. As a fundamental trader you WILL be interested in the news, reports, etc. But even a fundamental trader is still the potential victim of rumor, innuendo, worthless tips and an entire army of emotional responses. A fundamental trader will also need to be "IGNORANT" ofcertain facts -- specifically, facts which fall outside the realm of acceptable fundamental input.

29

SEASONAL TRADER'S BIBLE Why do I suggest aligning yourself with one side or another? Because the technical trader who also accepts fundamental input will often find his or her intended actions diametrically opposed to what the fundamentals are saying. This ADDS TO CONFUSION. The same is true of fundamental traders. All too often the fundamen-tals are bullish, while the technicals are turning bearish. This poses a problem for the trader who is making decisions using both types of information. As you can see, the value of rejecting excessive input, whether you're a technical or a fundamental trader is significant. Take only what you need and accept no more, otherwise you'll be overloaded with worthless information which will hurt you instead of help you. 6.

30

Last, but byno means least, studying the behaviors of highly successful traders will show you without a doubt that their discipline in not being "TOO SMART" in not second guessing trades was one of the key ingredients, if not in fact the single most important factor contributing to their success. This issue of ignorance can be expressed as one of "CLOSENESS TO THE MARKETS". While some information is necessary, too much information is destruc-tive. In my recent book Market Masters, I interviewed well known traders and market analysts. The following sage advise was given to us by Robert Prechter when he was asked if a trader needed to have close contact with the markets in order to succeed: ... if you're not close enough to the markets, you lose money. If you're too close to the markets you lose money twice as fast. You should be just as close to the markets as you need to be in order to monitor and protect your trade ...

SEASONAL TRADER'S BIBLE

High Accuracy KeyDate Trades The Trades which follow are high accuracy keydate seasonals. They are among the most reliable of all seasonals I have ever found. Please note the following guide to reading the printouts. They are organized chronologically. ld :rv Long/Short Entry Exit Er:itrv Date Date Price

Contract MonttyYear DO

stop Loss Close Only in%

Ideal Exit Date Profit/loss Points Price

C

JONES

Con ract

6708D9 6808D9 6908D9 7008D9 7108D9 7208D9 7308D9 7408D9 7508D9 7608D9 7708D9 7808D9 7908D9 8008D9 8108D9 8208D9 8308D9 8408D9 8508D9 8608D9 8708D9 8808D9 8908D9 9008D9 9108D9 9208D9 9308D9 9408D9

Date In

07/07/67 07/08/68 07/07/69 07/07/70 07/07/71 07/07/72 07/09/73 07/08/74 07/07/75 07/07/76 07/07/77 07/07/78 07/09/79 07/07/80 07/07/81 07/07/82 07/07/83 07/09/84 07/08/85 07/07/86 07/07/87 07/07/88 07/07/89 07/09/90 07/08/91 07/07/92 07/07/93 07/07/94

Pr ce

869.05 912.62 883.21 669.40 895.90 938.10 877.30 770.60 861.10 991.20 909.50 812.50 853.00 898.20 954.10 799.70 1210.40 1134.10 1328.40 1839.00 2449.80 2122.70 2487.90 2914.10 2962.00 3295.20 3475.70 3688.40

Date Out

07/17/67 07/16/68 07/10/69 07/16/70 07 /16/71 07/17/72 07/16/73 07 /16/74 07/16/75 07/16/76 07/18/77 07/17/78 07/16/79 07/16/80 07/16/81 07/16/82 07/18/83 07/16/84 07/16/85 07/16/86 07/16/87 07/18/88 07/17/89 07/16/90 07/16/91 07/16/92 07/16/93 07/18/94

·ce

882.74 921.20 847.79* 723.40 888.50 915.00 897.60 776.00 872.10 993.20 910.60 839.00 834.90 904.40 955.50 828.70 1189.90 1116.80 1347.90 1774.20 2497.00 2117.90 2553.50 2999.70 2983.90 3361.60 3528.30 3755.40

P/L 13.69 8.58 -35.42 54.00 -7.40 -23.10 20.30 05.40 11.00 2.00 1.10 26.50 -18.10 6.20 1.40 29.00 -20.50 -17.30 19.50 -64.80 47.20 -4.80 65.60 85.60 21.90 66.40 52.60 67.00

1.58 .94 -4.01 8.07 -.83 -2.46 2.31 .70 1.28 .20 .12 3.26 -2.12 .69

.15

3.63 -1.69 -1.53 1.47 -3.52 1.93 -.23 2.64 2.94 .74 2.02 1.51 1.82

Tota

13.69 22.27 -13.15 40.85 33.45 10.35 30.65 36.05 47.05 49.05 50.15 76.65 58.55 64.75 66.15

95.15

74.65 57.35 76.85 12.05 59.25 54.45 120.05 205.65 227.55 293.95 346.55 413.55

% Winners: 71.4 % Avg loss: -2.0

Total # Total # Total# of Trades of Winners of Average Average Losers Winner Loser Points Points

*=Stopped Out Trade

Total#

Average % Profit

% Correct

Average %Loss

Note that trades which exit b fore the ideal exit date, were stopped out at the indicated stap. 32

JANUARY KEYDATE SEASONALS

33

SEASONAL TRADER'S BIBLE MAY

FEEDER CATTLE

Contract Date In

7705FC 7805FC 7905FC 8005FC 8105FC 8205FC 8305FC 8405FC 8505FC 8605FC 8705FC 8805FC 8905FC 9005FC 9105FC 9205FC 9305FC 9405FC

01/03/77 01/03/78 01/02/79 01/02/80 Ol /02/81 01/04/82 01/03/83 01/03/84 01/02/85 01/02/86 01/02/87 01/04/88 01/03/89 01/02/90 01/02/91 01/02/92 01/04/93 01/03/94

Trades: Avg prof: MAR

WHEAT

Contract

6703W 6803W 6903W 7003W 7103W 7203W 7303W 7403W 7503W 7603W 7703W 7803W 7903W 8003W 8103W 8203W 8303W 8403W 8503W 8603W 8703W 8803W 8903W 9003W 9103W 9203W 9303W 9403W

Trades: Avg prof:

34

18 4.00

Date In

1/03/67 l /02/68 l /02/69 1/05/70 1/04/71 l /03/72 l /02/73 1/02/74 1/02/75 1/02/76 1/03/77 1/03/78 l /02/79 l /02/80 1/02/81 1/04/82 1/03/83 1/03/84 1/02/85 1/02/86 1/02/87 1/04/88 1/03/89 l /02/90 1/02/91 1/02/92 1/04/93 1/03/94

Price

40.44 45.85 76.42 86.35 76.95 56.40 66.67 66.75 70.17 64.05 58.95 74.25 82.90 81.35 83.60 73.75 82.57 79.55

Winners: Avg loss:

BUY Price

174.5 146.2 135.2 145.4 167.9 161.9 259.2 554.5 457.7 338.0 274.6 275.0 340.7 445.5 508.5 390.7 324.2 354.0 346.2 339.5 273.0 314.3 439.3 408.7 263.6 400.9 361.4 373.0

BUY

Enter: 01/01

Date Out

03/14/77 03/13/78 03/12/79 03/12/80 03/02/81 03/12/82 03/14/83 03/12/84 03/12/85 03/12/86 03/12/87 03/14/88 03/13/89 03/12/90 03/12/91 03/12/92 03/12/93 03/14/94

14 -3.98

Date Out

1/11/67 1/11/68 1/10/69 1/09/70 1/11/71 1/11/72 1/11/73 1/11/74 1/06/75 1/09/76 1/11/77 1/11/78 1/11/79 1/09/80 l /09/81 1/11/82 1/11/83 1/11/84 1/11/85 1/10/86 1/09/87 1/l l /88 1/11/89 1/11/90 l /08/91 l /10/92 1/l l /93 1111194

42.05 55.90 87.67 81.20 69.90 64.72 69.22 67.90 70.50 62.37 64.67 79.40 80.87 82.05 87.22 77.02 84.15 80.27

Losers:

01/02 Price

174.9 148.4 134.0 145.6 170.7 162.7 263.4 573.0 441.0 351.8 281.0 279.0 354.5 425.5 492.3 394.0 335.5 360.5 349.0 336.7 277.8 327.8 444.5 404.8 251.2 403.0 369.6 386.0

28 Winners: 21 Losers: -9.96 6.55 Avg loss: % Avg prof:

19.03 21.58 22.73 23.06 21.38 27.10 32.25 30.22 30.92 34.54 37.81 39.39 40.11

% Winners: % Avg loss:

77.8 -5.0

1.61 10.05 11.25 -5.15 -7.05 8.32 2.55 1.15 .33 -1.68 5.72 5.15 -2.03 .70 3.62 3.27 1.58 .72 4 6.5

Exit:

01/11

P/L .4 2.1 -1. 3 .3 2.9 .9

4.1 18.5 -16. 7 13.7 6.4 4.0 13.7 -20.0 -16.2 3.3 11.2 6.5 2.8 -2.8 4.8 13.5 5.3 -4.0 -12.4 2.1 8.3 13.0 7 1.97

Stop: 9.0

% P/L 3.98 21.92 14.72 -5.96 -9.16 14.75 3.82 1.72 .47 -2.62 9.70 6.94 -2.45 .86 4.33 4.43 1.91 .91

P/L

Price

% Avg prof:

Enter:

Exit: 03/12

%

Stop:

P/L .21 1.45 -.92 .17 1.71 .54 1.59 3.34 -3.66 4.07 2.32 1.45 4.04 -4.49 -3.20 .83 3.47 1.84 .79 -.81 1.74 4.30 1.20 -.98 -4.69 .53 2.28 3.49

% Winners: % Avg loss:

Total

1.61 11.66 22.91 17.76 10.71

3.00 Total

.4 2.5 1.3 1.5 4.4 5.3 9.4 27.9 11.1 24.9 31.2 35.2 49.0 29.0 12.7 16.0 27.2 33.7 36.5 33.7 38.5 52.0 57.2 53.2 40.9 43.0 51.2 64.2

73.6 -2.46

HIGH ACCURACY KEYDATE TRADES APR

LIVE

Contract 6704LH 6804LH 6904LH 7004LH 7104LH 7204LH 7304LH 7404LH 7504LH 7604LH 7704LH 7804LH 7904LH 8004LH 8104LH 8204LH 8304LH 8404LH 8504LH 8604LH 8704LH 8804LH 8904LH 9004LH 9I04LH 9204LH 9304LH 9404LH 9504LH Trades: Avg prof:

HOGS Date In 1/ 3/67 1/ 3/68 1/ 3/69 1/ 5/70 1/ 4/71 1/ 3/72 1/ 3/73 1/ 3/74 1/ 3/75 1/ 5/76 1/ 3/77 1/ 3/78 1/ 3/79 1/ 3/80 l / 5/81 1/ 4/82 1/ 3/83 1/ 3/84 1/ 3/85 1/ 3/86 1/ 5/87 1/ 4/88 1/ 3/89 1/ 3/90 l / 3/91 1/ 3/92 1/ 4/93 1/ 3/94 1/ 3/94 29 .82

BUY Price 21.40 18.80 18.55 26.80 16.39 24.14 29.55 46.25 41.67 46.05 34.21 39.21 46.45 42.10 48.67 43.25 54.37 47.45 49.72 42.15 44.17 39.12 45.25 45.72 46.47 37.30 42.35 47.02 48.00

Trades: Avg prof:

Date In 1 / 3/67 1/ 3/68 1/ 3/69 1/ 5/70 1/ 4/71 1/ 3/72 1/ 3/73 1/ 3/74 1/ 3/75 1/ 5/76 1/ 3/77 1/ 3/78 1/ 3/79 1/ 3/80 l / 5/81 1/ 4/82 1/ 3/83 1/ 3/84 J/ 3/85 1/ 3/86 1/ 5/87 1/ 4/88 l / 3/89 1/ 3/90 1/ 3/91 1/ 3/92 1 / 4/93 11 3194 29 1.42

Date Out 1/ 6/67 1/ 5/68 1/ 6/69 l / 6/70 l / 6/71 1/ 6/72 1/ 5/73 1/ 4/74 1/ 6/75 1/ 6/76 1/ 6/77 1/ 6/78 1/ 5/79 1/ 4/80 1/ 6/81 1/ 6/82 1 / 6/83 1/ 6/84 1/ 4/85 1/ 6/86 1 / 6/87 1/ 6/88 1/ 6/89 1/ 5/90 l / 4/91 11 6/92 1/ 6/93 1/ 6/94 1/ 6/94

01/03 Price 21.80 18.80 18.55 27.50 16.39 24.76 29.14 47.22 41.82 46.22 34.39 40.42 47.35 41.45 49.75 44.57 54.87 48.90 49.80 42.55 44.15 40.32 45.90 48.20 47.15 38.39 41.82 48.30 48.45

Losers: Winners: 22 Avg loss: -.40 % Avg prof:

MAR PORK B E L L I E S Contract 6703PB 6803PB 6903PB 7003PB 7103PB 7203PB 7303PB 7403PB 7503PB 7603PB 7703PB 7803PB 7903PB 8003PB 8I03PB 8203PB 8303PB 8403PB 8503PB 8603PB 8703PB 8803PB 8903PB 9003PB 9I03PB 9203PB 9303PB 9403PB

Enter:

BUY

Price 34.75 32.07 31.60 45.25 25.60 37.50 50.40 63.62 62.10 75.20 55.60 57.57 55.72 50.05 55.77 60.97 81.57 60.40 75.87 64.27 68.00 51.35 43.07 49.40 62.02 35.80 38.12 57.42 Winners: Avg loss:

Enter: 01/03

Date Out 1/ 6/67 1/ 5/68 1/ 6/69 1/ 6/70 l / 6/71 1/ 6/72 1/ 5/73 1/ 4/74 1/ 6/75 1/ 6/76 l / 6/77 1/ 6/78 1/ 5/79 1/ 4/80 l / 6/81 1/ 6/82 1/ 6/83 1/ 6/84 1/ 4/85 1/ 6/86 1/ 6/87 1/ 6/88 1/ 6/89 1/ 5/90 l / 4/91 1/ 6/92 1/ 6/93 11 6/94

Price 34.77 32.20 32.00 46.00 25.14 39.25 50.50 64.60 63.60 76.32 54.90 59.20 57.92 49.17 57.77 63.10 81.55 64.20 75.35 65.20 67.90 52.40 45.07 53.40 63.92 36.14 37.92 58.47

Losers: 21 % Avg prof: -.46

Exit: P/L .40 .00 .00 .70 .00 .62 -.41 .97 .15 .17 .18 1.21 .90 -.65 1.08 1.32 .50 1.45 .08 .40 -.02 1.20 .65 2.48 .68 1.09 -.53 1.28 .45 4 1.99

Total .40 .40 .40 I.IO I.IO 1.72 1.31 2.28 2.43 2.60 2.78 3.99 4.89 4.24 5.32 6.64 7.14 8.59 8.67 9.07 9.05 10.25 10.90 13.38 14.06 15.15 14.62 15.90 16.35

% Winners: % Avg loss:

75.86 -1.06

P/L .02 .13 .40 .75 -.46 1.75 .10 .98 1.50 1.12 -.70 1.63 2.20 -.88 2.00 2.13 -.02 3.80 -.52 .93 -.10 1.05 2.00 4.00 1.90 .34 -.20 1.05

%

2.0

P/L 1.87 .00 .00 2.61 .00 2.57 -1.39 2.10 .36 .37 .53 3.09 1.94 -1.54 2.22 3.05 .92 3.06 .16 .95 -.05 3.07 1.44 5.42 1.46 2.92 -1.25 2.72 .94

Exit:

8 2.66

Stop:

01/06

01/06 %

Stop: 2.50

P/L .06 .41 1.27 1.66 -1.80 4.67 .20 1.54 2.42 1.49 -1.26 2.83 3.95 -1.76 3.59 3.49 -.02 6.29 -.69 1.45 -.15 2.04 4.64 8.10 3.06 .95 -.52 1.83

% Winners: % Avg loss:

Total .02 .15 .55 1.30 .84 2.59 2.69 3.67 5.17 6.29 5.59 7.22 9.42 8.54 10.54 12.67 12.65 16.45 15.93 16.86 16.76 17.81 19.81 23.81 25.71 26.05 25.85 26.90 73.2 -.59

35

SEASONAL TRADER'S BIBLE APR

Contract 6704LC 6804LC 6904LC 7004LC 7104LC 7204LC 7304LC 7404LC 7504LC 7604LC 7704LC 7804LC 7904LC 8004LC 8104LC 8204LC 8304LC 8404LC 8504LC 8604LC 8704LC 8804LC 8904LC 9004LC 9104LC 9204LC 9304LC 9404LC

Date In 1/ 9/67 1/ 8/68 1/ 8/69 1/ 8/70 1/ 8/71 1/10/72 1/ 8/73 1/ 8/74 1/ 8/7 5 1/ 8/76 1/10/77 1/ 9/78 1/ 8/79 1/ 8/80 1/ 8/81 1/ 8/82 1/10/83 1/ 9/84 1/ 8/85 1/ 8/86 1/ 8/87 1/ 8/8 8 1/ 9/89 1/ 8/90 1/ 8/91 1/ 8/92 1/ 8/93 1/10/94

Trades: Avg prof: DOW

28 2.60

JONES

Contract

670409 680409 690409 700409 710409 720409 730409 740409 750409 760409 770409 780409 790409 800409 810409 820409 830409 840409 850409 860409 870409 880409 890409 900409 910409 920409 930409 940409

Trades: 28 Avg prof:

36

BUY

LIVE CATTLE

Date In

01 /09/67 01/09/68 01 /09/69 01/09/70 01/11/71 01/10/72 01/09/73 01/09/74 01/09/75 01/09/76 01/10/77 01/09/78 01/09/79 01 /09/80 01/09/81 01/11/82 01/10/83 01/09/84 01/09/85 01/09/86 01/09/87 01/11/88 01/09/89 01/09/90 01/09/91 01/09/92 01/11/93 01/10/94

Price 27.67 24.87 27.15 30.30 28.94 33.80 41.80 53.87 39.94 39.80 37.76 41.20 63.80 69.97 69.67 57.92 61.92 67.92 66.07 59.20 57.97 67.47 75.27 75.52 76.12 74.15 78.20 76.37

Enter: Date Out 1/18/67 2/20/68 2/20/69 2/20/70 2/19/71 2/18/72 2/20/73 1/24/74 1/15/75 1/22/76 2/18/77 2/17/78 2/20/79 1/17/80 1/22/81 2/19/82 2/18/83 2/17 /84 2/20/85 2/20/86 2/20/87 2/19/88 2/17 /89 2/20/90 2/20/91 2/20/92 2/19/93 2/18/94

01/08

Exit:

Price 26.72 26.50 28.52 31.27 32.10 35.25 43.97 52.07 37.69 37.85 38.46 45.45 67.95 67.75 67.57 64.25 64.22 67.62 66.32 59.30 64.82 72.95 76.92 77.12 78.97 77.97 79.15 75.52

Price

813.47 908.29 927.46 798.10 837.20 908.00 1047.10 834.80 645.30 911.10 986.90 784.60 831.40 850.10 968.70 850.50 1092.40 1286.20 1202.70 1518.20 2005.90 1945.10 2199.50 2766.00 2470.30 3209.50 3262.70 3865.50

Winners: 21 27.36 Avg loss:

Enter: Date Out

01/18/67 01/18/68 01/20/69 01/19/70 01/18/71 01/18/72 01/18/73 01/18/74 01/20/75 01/19/76 01/18/77 01/18/78 01/18/79 01/18/80 01/19/81 01/18/82 01/18/83 01/18/84 01/18/85 01/20/86 01/19/87 01/18/88 01/18/89 01/18/90 01/18/91 01/20/92 01/18/93 01/18/94

01/09

8 5.17 Exit:

Price

847.49 882.80 931.25 776.10 847.80 917.20 1029.10 855.50 647.50 943.70 962.40 786.30 839.10 867.20 971.00 855.10 1079.70 1269.40 1227.40 1529.10 2102.50 1963.90 2238.80 2666.40 2646.80 3254.00 3274.60 3870.30

Losers: 7 -31.30 % Avg prof:

Stop:

3.0

P/L -3.43 6.55 5.05 3.20 10.92 4.29 5.19 -3.34 -5.63 -4.90 1.85 10.32 6.50 -3.17 -3.01 10.93 3.71 -.44 .38 .17 11.82 8.12 2.19 2.12 3.74 5.15 1.21 -1.11

Total -.95 .68 2.05 3.02 6.18 7.63 9.80 8.00 5.75 3.80 4.50 8.75 12.90 10.68 8.58 14.91 17.21 16.91 17.16 17.26 24.11 29.59 31.24 32.84 35.69 39.51 40.46 39.61

% Winners: % Avg loss:

71.43 -3.13

P/L -.95 1.63 1.37 .97 3.16 1.45 2.17 -1.80 -2.25 -1.95 .70 4.25 4.15 -2.22 -2.10 6.33 2.30 -.30 .25 .10 6.85 5.48 1.65 1.60 2.85 3.82 .95 -.85

Winners: 20 Losers: Avg loss: -1.55 % Avg prof:

BUY

02/20 %

01/18 %

Stop:

5.0

P/L

Total 34.02 8.53 12.32 -9.68 .92 10.12 -7.88 12.82 15.02 47.62 23.12 24.82 32.52 49.62 51.92 56.52 43.82 27.02 51.72 62.62 159.22 178.02 217.32 117.72 294.22 338.72 350.62 355.42

% Winners: 1.7 % Avg loss:

75.0 -2.3

P/L

34.02 -25.49 3.79 -22.00 10.60 9.20 -18.00 20.70 2.20 32.60 -24.50 1.70 7.70 17.10 2.30 4.60 -12.70 -16.80 24.70 10.90 96.60 18.80 39.30 -99.60 176.50 44.50 11.90 4.80

4.18 -2.81 .41 -2.76 1.27 1.01 -1.72 2.48 .34 3.58 -2.48 .22 .93 2.01 .24 .54 -1.16 -1.31 2.05 .72 4.82 .97 1.79 -3.60 7.14 1.39 .36 .12

HIGH ACCURACY KEYDATE TRADES APR

LIVE

Contract 6704LH 6804LH 6904LH 7004LH 7104LH 7204LH 7304LH 7404LH 7504LH 7604LH 7704LH 7804LH 7904LH 8004LH 8104LH 8204LH 8304LH 8404LH 8504LH 8604LH 8704LH 8804LH 8904LH 9004LH 9104LH 9204LH 9304LH 9404LH 9504LH

Date In 1/11/67 1/11/68 1/13/69 1/12/70 1/11/71 1/11/72 1/11/73 1/11/74 1/13/75 1/12/76 1/11/77 1/11/78 1/11/79 1/11/80 1/12/81 1/11/82 1/11/83 1/11/84 1/11/85 1/13/86 1/12/87 1/11/88 1/11/89 1/11 /90 1/ l l /91 1/13/92 1/11 /93 1/11/94 1/ l l /94

Trades: Avg prof: MAR

HOGS

29 .73

COPPER

Contract 6703CP 6803CP 6903CP 7003CP 7103CP 7203CP 7303CP 7403CP 7503CP 7603CP 7703CP 7803CP 7903CP 8003CP 8103CP 8203CP 8303CP 8403CP 8503CP 8603CP 8703CP 8803CP 8903CP 9003CP 9103CP 9203CP 9303CP 9403CP

Date In 01/13/67 01/15/68 01/13/69 01/13/70 01/13/71 01/13/72 01/15/73 01/14/74 01/13/75 01/13/76 01/13/77 01/13/78 01/15/79 01/14/80 01/13/81 01/13/82 01 /13/83 01/13/84 01/14/85 01/13/86 01/13/87 01/13/88 01/13/89 01 /15/90 01/14/91 01/13/92 01 /13/93 01/13/94

Trades: Av rof:

28 5.82

BUY Price 21.75 18.65 18.55 27.05 15.85 25.62 29.30 45.60 41.20 44.25 33.62 39.85 47.72 39.01 47.30 44.30 54.90 48.77 49.75 40.50 42.97 43.92 44.57 48.40 49.55 39.26 44.25 48.72 48.40

Enter: Date Out 1/16/67 1/16/68 1/16/69 1/16/70 1/15/71 1/14/72 1/16/73 1/16/74 1/15/75 1/16/76 1/14/77 1/16/78 1/16/79 1/16/80 1/16/81 l /15/82 l /14/83 1/16/84 1/16/85 1/16/86 1/16/87 1/15/88 1/16/89 1/16/90 1/16/91 1/16/92 1/15/93 1/14/94 1/14/94

01/11 Price 21.95 18.75 19.00 27.10 16.62 26.19 30.32 47.25 39.60 44.40 33.50 40.12 48.65 39.60 47.82 46.65 56.95 49.57 48.67 41.35 43.85 44.70 43.77 47.37 49.37 39.76 43.50 49.20 48.50

Winners: 22 Losers: Avg loss: -.79 % Avg prof:

BUY

Enter:

Price 52.80 58.80 51.85 70.50 45.00 49.65 52.45 87.85 53.00 56.50 63.10 60.00 73.35 110.30 86.60 72.15 73.75 62.85 57.50 66.95 61.75 108.85 147.10 104.00 110.60 94.80 98.65 82.95

Date Out 02/21 /67 02/21/68 02/24/69 02/24/70 02/22/71 02/22/72 02/21/73 02/21/74 02/21/75 02/23/76 02/22/77 02/21/78 02/21 /79 02/21 /80 02/23/81 02/22/82 02/22/83 02/21/84 02/21/85 02/21 /86 02/23/87 01/27/88 02/06/89 02/21190 02/21/91 02/21/92 02/22/93 02/22/94

Winners: Av loss:

21 -5.73

01/13 Price 50.40 74.00 52.65 70.65 47.85 52.25 57.90 113.10 57.70 58.50 65.90 57.40 89.70 127.40 81.55 71.80 75.75 64.75 59.15 64.10 62.65 96.20 132.90 114.20 111.15 101.10 98.70 86.30

Losers: % Av rof:

Exit:

01/16

P/L .20 .10 .45 .05 .77 .57 1.02 1.65 -1.60 .15 -.12 .27 .93 .59 .52 2.35 2.05 .80 -1.08 .85 .88 .78 -.80 -1.03 -.18 .50 -.75 .48 .10

%

Stop:

2.0

P/L .92 .54 2.43 .18 4.86 2.22 3.48 3.62 -3.88 .34 -.36 .68 1.95 1.51 I.IO 5.30 3.73 1.64 -2.17 2.10 2.05 1.78 -1.79 -2.13 -.36 1.27 -1.69 .99 .21

7.90 9.95 10.75 9.67 10.52 11.40 12.18 11.38 10.35 10.17 10.67 9.92 10.40 10.50

1.95

% Winners: % Avg loss:

75.86 -177

Exit:

02/21

7

P/L -2.40 15.20 .80 .15 2.85 2.60 5.45 25.25 4.70 2.00 2.80 -2.60 16.35 17.10 -5.05 -.35 2.00 1.90 1.65 -2.85 .90 -12.65 -14.20 10.20

.55

6.30 .05 3.35 7 7.8

Total .20 .30 .75 .80 1.57 2.14 3.16 4.81 3.21 3.36 3.24 3.51 4.44 5.03

5.55

- - - - Stop: - - - - - 9.0

% P/L -4.55 25.85 1.54 .21 6.33 5.24 10.39 28.74 8.87 3.54 4.44 -4.33 22.29 15.50 -5.83 -.49 2.71 3.02 2.87 -4.26 1.46 -11.62 -9.65 9.81 .50 6.65 .05 4.04

% Winners: % Av loss:

Total -2.40 12.80 13.60 13.75 16.60 19.20 24.65 49.90 54.60 56.60 59.40 56.80 73.15 90.25 85.20 84.85 86.85 88.75 90.40 87.55 88.45 75.80 61.60 71.80 72.35 78.65 78.70 82.05

----

75.0 -5.8

37

SEASONAL TRADER'S BIBLE MAR

WHEAT

Contract 6703W 6803W 6903W 7003W 7103W 7203W 7303W 7403W 7503W 7603W 7703W 7803W 7903W 8003W 8103W 8203W 8303W 8403W 8503W 8603W 8703W 8803W 8903W 9003W 9103W 9203W 9303W 9403W

Date In 01/13/67 01/15/68 01/13/69 01/13/70 01/13/71 01/13/72 01/15/73 01/14/74 01/13/75 01/13/76 01/13/77 01/13/78 01/15/79 01/14/80 01/13/81 01/13/82 01/13/83 01/13/84 01/14/85 01/13/86 01/13/87 01/13/88 01/13/89 01/15/90 01/14/91 01/13/92 01/13/93 01 /13/94

Trades: Avg prof:

28 11.0

SELL Price 170.5 148.5 134.7 144.9 170.2 163.9 267.3 589.0 421.0 359.5 278.9 276.8 354.8 426.8 498.7 388.5 345.7 361.5 350.8 325.0 281.2 329.0 441.0 399.5 248.9 411.6 375.4 392.0

Trades: Avg prof:

38

Date In 1/16/67 1/15/68 1/15/69 1/15/70 1/15/71 1/17/72 1/15/73 1/15/74 1/15/75 1/15/76 1/17/77 1/16/78 1/15/79 1/15/80 1/15/81 1/15/82 1/17/83 1/16/84 1/15/85 1/15/86 1/15/87 1/15/88 1/16/89 1/15/90 1/15/91 1/15/92 1/15/93 1/17/94 28 3.83

Date Out 02/02/67 02/02/68 02/03/69 02/02/70 02/02/71 02/02/72 02/02/73 02/04/74 02/03/75 02/02/76 02/02/77 02/02/78 02/02/79 01/30/80 02/02/81 02/02/82 02/02/83 02/02/84 02/04/85 02/03/86 02/02/87 02/02/88 02/02/89 02/02/90 02/04/91 02/03/92 02/02/93 02/02/94

Winners: Avg loss:

MAR SOYBEAN MEAL Contract 6703SM 6803SM 6903SM 7003SM 7103SM 7203SM 7303SM 7403SM 7503SM 7603SM 7703SM 7803SM 7903SM 8003SM 8103SM 8203SM 8303SM 84035M 8503SM 8603SM 8703SM 8803SM 8903SM 9003SM 9103SM 9203SM 9303SM 9403SM

Enter:

22 -16.2

SELL

Price 74.4 75.2 72.7 75.8 80.1 86.0 157 .7 173.5 135.0 136.7 213.3 157.2 193.8 185. l 228.8 194.1 181.2 197.3 146.6 157 .1 144.9 183.3 254.7 176.2 164.2 174.7 183.8 197.7 Winners: Avg loss:

Exit:

Price 164.4 149.2 134.5 143.6 169.7 159.2 252.0 551.5 385.5 357.2 272.9 268.5 354.5 462.0 468.7 381.5 345.2 333.0 358.2 322.2 287.7 326.8 427.2 379.0 259.9 448.0 373.4 375.0

Losers: % Avg prof: Enter: 01/15

Date Out 1/26/67 1/26/68 1/27/69 1/21/70 1/27 /71 l /27 /72 1/17/73 1/25/74 l /27 /75 1/27/76 1/27 /77 1/27 /78 1/26/79 1/25/80 l /2 7/81 1/27/82 1/27 /83 l /27 /84 1/25/85 1/27/86 1/27 /87 1/27 /88 1/27/89 1/26/90 1/25/91 1/27/92 1/27 /93 l /27 /94 23 -4.01

01/13

Price 75.6 75.0 72.4 79.8 78.7 86.7 167.7 172.7 119.8 131.2 208.9 153.0 187.4 184.4 218.2 192.8 179.0 194.4 143.3 154.8 143.2 178.3 246.5 168.9 162.2 177.3 183.7 195.6

Losers: % Avg prof:

02/02

8.0

% P/L 3.59 -.51 .19 .86 .29 2.82 5.71 6.37 8.43 .63 2.15 2.98 .07 -8.26 6.02 1.80 .14 7.88 -2.14 .85 -2.31 .68 3.12 5.13 -4.42 -8.84 .53 4.34

Total 6.1 5.4 5.6 6.9 7.4 12.0 27.2 64.7 100.2 102.5 108.5 116.7 117.0 81.7 111.7 118.7 119.2 147.7 140.3 143.0 136.5 138.7 152.5 173.0 162.0 125.6 127.6 144.6

% Winners: % Avg Joss:

78.6 -4.4

P/L 6.1 -.8 .3 1.3 .5 4.6 15.2 37.5 35.5 2.3 6.0 8.3 .3 -35.2 30.0 7.0 .5 28.5 -7.5 2.8 -6.5 2.3 13.7 20.5 -11.0 -36.4 2.0 17.0 6 2.9

Stop:

Exit: 01/27

%

Stop: 4.0

P/L -1.61 .27 .41 -5.28 1.75 -.81 -6.34 .46 11.26 4.02 2.06 2.67 3.30 .38 4.63 .67 1.21 1.47 2.25 1.46 1.17 2.73 3.22 4.14 1.22 -1.49 .05 1.06

Total -1.2 -1.0 -.7 -4.7 -3.3 -4.0 -14.0 -13.2 2.0 7.5 11.9 16.1 22.5 23.2 33.8 35.1 37.3 40.2 43.5 45.8 47.5 52.5 60.7 68.0 70.0 67.4 67.5 69.6

5 % Winners: 2.26 % Avg Joss:

80.02 -3.36

P/L -1.2 .2 .3 -4.0 1.4 -.7 -10.0 .8 15.2 5.5 4.4 4.2 6.4 .7 10.6 1.3 2.2 2.9 3.3 2.3 1.7 5.0 8.2 7.3 2.0 -2.6 .1 2.1

HIGH ACCURACY KEYDATE TRADES JULY

SOYBEANS

Contract

Date In

6707S 6807S 6907S 7007S 7107S 7207S 7307S 7407S 7507S 7607S 7707S 7807S 7907S 8007S 8107S 8207S 8307S 8407S 8507S 8607S 8707S 8807S 8907S 9007S 9107S 9207S 9307S 9407S 9507S

4/17/67 4/15/68 4/15/69 4/15/70 4/15/71 4/17/72 4/16/73 4/15/74 4/15/75 4/15/76 4/15/77 4/17/78 4/16/79 4/15/80 4/15/81 4/15/82 4/15/83 4/16/84 4/15/85 4/15/86 4/15/87 4/15/88 4/17 /89 4/16/90 4/15/91 4/15/92 4/15/93 4/15/94 4/15/94

Trades: Avg prof:

29

BUY Price

284.6 272.5 269.0 267.6 296.5 362.5 618.3 554.5 577.5 494.6 994.0 717.0 737.6 621.0 797.7 660.0 639.0 781.7 602.2 522.7 516.9 671.0 757.5 605.2 597.9 583.2 594.0 651.0 627.6 Winners:

6.73 Avg loss:

Enter: Date Out

Losers: 21 -6.02 % Avg prof:

Contract Date In

Date Out

Price

90.99 83.90 86.18 84.24 83.51 81.55 80.32 75.28 70.87 73.19 77.48 83.24 85.36 86.38 86.22 77.99 75.71

17 .64

Winners: Avg loss:

13 -1.10

P/L

.18 .87 .42 .19 .08 -1.59 -.85 2.48 -.43 .40 2.41 -3.49 .58 -.72 2.10 .72 .27 1.4 7 .33 -.24 .99 .86 -.43 2.35 1.00 .62 -.11 2.09 1.18

Exit: 01/30

Price

P/L

90.35 83.68 86.13 83.68 83.09 80.80 80.05 75.13 70.12 74.67 78.32 84.44 83.59 85.67 84.79 78.88 75.09

Losers: % Avg prof:

Stop:

8 % Winners: 1.03 % Avg loss:

-------------------------------------Trades: Avg prof:

%

.5 2.4 1.1 .5 .3 -5.8 -5.3 13.7 -2.5 2.0 24.0 -25.0 4.3 -4.5 16.7 4.8 1.8 11.5 2.0 -1.3 5 .1 5.8 -3.3 14.2 6.0 3.6 -.6 13.6 7.4

Enter: 01/16

01/30/78 01/30/79 01/30/80 01/30/81 02/01/82 01/31/83 01/30/84 01/30/85 01/30/86 01/30/87 02/01/88 01/30/89 01/30/90 01/30/91 01/30/92 02/01/93 01/31/94

01/27

P/L

285.1 274.9 270.1 268.1 296.7 356.7 613.0 568.3 575.0 496.6 1018.0 692.0 741.9 616.5 814.5 664.7 640.7 793.3 604.2 521.5 522.0 676.8 754.2 619.5 603.9 586.9 593.4 664.6 635.0

SELL

01/16/78 01/16/79 01/16/80 01/16/81 01/18/82 01/17 /83 01/16/84 01/16/85 01/16/86 01/16/87 01/18/88 01/16/89 01/16/90 01/16/91 01 /16/92 01 /18/93 01/17/94

Exit:

Price

4/20/67 4/19/68 4/18/69 4/20/70 4/20/71 4/20/72 4/19/73 4/19/74 4/18/75 4/20/76 4/20/77 4/20/78 4/20/79 4/18/80 4/20/81 4/20/82 4/20/83 4/19/84 4/19/85 4/18/86 4/20/87 4/20/88 4/20/89 4/20/90 4/19/91 4/20/92 4/20/93 4/20/94 4/20/94

MAR CANADIAN DOLLAR 7803CD 7903CD 8003CD 8103CD 8203CD 8303CD 8403CD 8503CD 8603CD 8703CD 8803CD 8903CD 9003CD 9103CD 9203CD 9303CD 9403CD

01/15

4 .8

4.0 Total

.5 2.9 4.0 4.5 4.8 -1.0 -6.3 7.5 5.0 7.0 31.0 6.0 10.2 5.8 22.5 27.2 29.0 40.5 42.5 41.2 46.4 52.1 48.9 63.1 69.1 72.7 72.1 85.7 93.1

72.41 -.98

Stop: 8.0

% P/L

Total

% Winners: % Avg loss:

76.5 -1.4

.64 .22 .05 .56 .42 .75 .27 .15 .75 -1.48 -.84 -1.20 1.77 .71 1.43 -.89 .62

.70 .26 .06 .66 .50 .92 .34 .20 1.06 -2.02 -1.08 -1.44 2.07 .82 1.66 -1.14 .82

.64 .86 .91 1.4 7 1.89 2.64 2.91 3.06 3.81 2.33 1.49 .29 2.06 2.77 4.20 3.31 3.93

39

SEASONAL TRADER'S BIBLE MAR

CRUDE LIGHT

Contract 8403CL 8503CL 8603CL 8703CL 8803CL 8903CL 9003CL 9103CL 9203CL 9303CL 9403CL

Date In 01/16/84 01/16/85 01/16/86 01/16/87 01/18/88 01/16/89 01/16/90 01/16/91 01/16/92 01/18/93 01/17/94

Trades: Avg prof:

JUN

Contract 8006HO 8106HO 82061-IO 8306HO 8406HO 8506HO 8606HO 8706HO 8806HO 8906HO 9006HO 9106HO 9206HO 9306HO 9406HO

OIL

15 2.15

9 -.72

SELL Price 77.00 105.00 90.60 79.16 75.70 65.50 57.90 47.80 45.06 45.12 53.20 67.91 52.16 53.01 45.33

\Vinners: A,·g loss:

Enter: 01/16

Date Out 01/24/84 01/24/85 01/24/86 01/26/87 01/25/88 01/18/89 0 l /24/90 01/24/91 0 l /24/92 01 /25/93 01/24/94

Winners: Avg loss:

Date In 01/16/80 01/16/81 01/18/82 0 l / l 7/83 01/16/84 01/16/85 01/16/86 01/16/87 01/18/88 01/16/89 01/16/90 01/16/91 01/16/92 01/18/93 01/17/94

Trades: Avg prof:

40

Price 29.80 25.57 22.85 18.78 17.30 17.94 21.73 30.28 19.03 18.99 15.19

11 1.43

HEATING

SELL

Date Out 01/21/80 01/26/81 01/25/82 01/24/83 01/24/84 01/24/85 01/24/86 01/26/87 01/25/88 01/18/89 0 l /24/90 01/24/91 01/24/92 01/25/93 0 l /24/94 12 -2.32

Price 29.69 25.28 19.50 18.64 17.09 18. 71 21.59 21.71 19.00 19.66 15.17

Losers: % Avg prof:

Enter:

Exit: 01/24

01/16

P/L .11 .29 3.35 .14 .21 -.77 .14 8.57 .03 -.67 .02 2 5.3

Exit:

% P/L .37

1.13

14.66 .75 1.21 -4.29 .64 28.30 .16 -3.53 .13

11.40 11.42

% Winners: % Avg loss:

81.8 -3.9

01/24

1.55

1.16

.80

.40

3.89 4.10

3.33 3.47

12.04

12.07

Stop:

1.71 1.47 1.06 .61

3.89

6.72

14.76

21.73

-1.59 .53

1.17

.52 .84 .38 -2.11 -4.68 .88 1.65 .25

.08

3 3.2

4.0

Total .11 .40 3.75

P/L % P/L -3.25 -4.22 1.15 I.IO

Price 80.25 103.85 89.05 78.00 74.90 65.10 54.01 47.55 44.68 47.23 52.32 53.15 52.08 54.60 44.80

Losers: % Avg prof:

Stop:

.15 -3.00

% Winners: % Avg loss:

4.0

Total

-3.25 -2.10 -.55 .61 1.41 1.81 5.70 5.95 6.33 4.22 5.10 19.86 19.94 18.35 18.88 80.0 -4.0

HIGH ACCURACY KEYDATE TRADES MAY

CORN

SELL

Contract Date In 6705C

01/17/67 01/17/68 01/17/69 01/19/70 01/18/71 01/17/72 01/17/73 01/17/74 01/17/75 01/19/76 01/17/77 01/17/78 01/17/79 01/17/80 01/19/81 01/18/82 01/17 /83 01/17/84 01/17/85 01/17/86 01/19/87 01/18/88 01/17/89 01/17/90 01/17 /91 01/17 /92 01/18/93 01/17 /94

6805C

6905C 7005C 7105C 7205C 7305C

7405C

7505C

7605C

7705C

7805C 7905C

8005C 8105C 8205C 8305C 8405C 8505C 8605C 8705C

8805C

8905C 9005C 9105C 9205C 9305C 9405C

Trades: Avg prof:

MAR

S&P

28 5.0

INDEX

Contract Date In 8303SP 8403SP 8503SP 8603SP 8703SP 8803SP 8903SP 9003SP 9103SP 9203SP 9303SP 9403SP

01/21/83 01/23/84 01/21 /85 01/21/86 01/21/87 01/21/88 01/23/89 01/22/90 01/21/91 01/21/92 01/21/93 01/21/94

Trades: Avg prof:

12 13.36

01/17

Enter:

Price

142.0 123.6 120.9 125.1 159.2 125.2 148.5 295.2 322.2 279.2 267.9 226.0 238.6 289.3 383.7 282.2 266.3 332.0 277.8 252.2 166.5 207.5 275.0 247.7 248.2 266.6 226.0 311.6

Winners: Avg loss:

BUY Price

143.90 167.00 177.65 205.55 268.90 244.60 286.85 331.40 332.95 414.45 436.30 473.60

Winners: Avg loss:

Date Out

02/13/67 02/13/68 02/13/69 02/13/70 02/16/71 02/14/72 02/13/73 02/13/74 02/13/75 02/13/76 02/14/77 02/13/78 02/13/79 02/13/80 02/13/81 02/16/82 02/10/83 02/13/84 02/13/85 02/13/86 02/13/87 02/16/88 02/13/89 02/13/90 02/13/91 02/13/92 02/16/93 02/14/94

21 -7.0

Date Out

03/01/83 02/03/84 03/01/85 03/03/86 03/02/87 02/29/88 03/01/89 03/01/90 03/01/91 03/02/92 03/01/93 02/24/94

9 -5.52

Price

P/L

01/21 Price

152.50 162.00 183.75 225.45 283.60 267.30 288.20 333.80 371.25 413.00 442.45 463.50

Losers: % Avg prof:

6.0

Stop:

% P/L

Total

7 2.2

% Winners: % Avg loss:

75.0 -2.8

Exit:

02/29

138.7 123.0 119.4 122.6 153.6 123.6 153.0 308.2 313.3 275.6 260.2 230.2 244.9 288.7 374.5 280.2 282.5 324.5 277.5 237.5 150.8 204.5 272.2 248.0 247.9 270.9 220.0 304.0

Losers: % Avg prof:

Enter:

02/13

Exit:

3.3 .6 1.5 2.5 5.6 1.6 -4.5 -13.0 9.0 3.6 7.6 -4.3 -6.3 .5 9.3 2.0 -16.2 7.5 .3 14.7 15.7 3.0 2.8 -.3 .4 -4.3 6.0 7.6

P/L

2.29 .51 1.24 2.00 3.53 1.30 -3.03 -4.40 2.79 1.30 2.85 -1.88 -2.62 .17 2.41 .71 -6.10 2.26 .09 5.85 9.46 1.45 1.00 -.10 .15 -1.59 2.65 2.45

3.3 3.9 5.4 7.9 13.5 15 .1 10.6 -2.4 6.6 10.2 17.9 13.6 7.4 7.9 17 .1 19 .1 2.9 10.4 10.6 25.4 41.1 44.1 46.9 46.6 47.0 42.7 48.7 56.4

Stop:

% P/L

5.98 8.60 -5.00 -2.99 6.10 3.43 19.90 9.68 14.70 5.47 22.70 9.28 .47 1.35 .72 2.40 38.30 11.50 -1.45 -.35 1.41 6.15 -10.10 -2.13

3 5.3

% Winners: % Avg loss:

2.0 Total

8.60 3.60 9.70 29.60 44.30 67.00 68.35 70.75 109.05 107.60 113.75 103.65

75.0 -1.8

41

SEASONAL TRADER'S BIBLE MAY

COTTON

Contract

6805NY 6905NY 7005NY 7105NY 7205NY 7305NY 7405NY 7505NY 7605NY 7705NY 7805NY 7905NY 8005NY 8105NY 8205NY 8305NY 8405NY 8505NY 8605NY 8705NY 8805NY 8905NY 9005NY 9105NY 9205NY 9305NY 9405NY

Trades: Avg prof: JUL

1/22/68 l /22/69 l /22/70 1/22/71 1/24/72 1/22/73 1/22/74 1/22/75 1/22/76 l /24/77 1/23/78 l /22/79 l /22/80 1/22/81 l /22/82 1/24/83 1/23/84 l /22/85 1/22/86 1/22/87 l /22/88 l /23/89 1/22/90 l /22/91 l /22/92 l /22/93 l /24/94 27 .60

COPPER

Contract

6707CP 6807CP 6907CP 7007CP 7107CP 7207CP 7307CP 7407CP 7507CP 7607CP 7707CP 7807CP 7907CP 8007CP 8107CP 8207CP 8307CP 8407CP 8507CP 8607CP 8707CP 8807CP 8907CP 9007CP 9107CP 9207CP 9307CP 9407CP 9507CP

Trades: Avg prof:

42

Date In

Date In

1/23/67 1/23/68 1/23/69 1/23/70 1/25/71 1/24/72 1/23/73 1/23/74 1/23/75 1/23/76 1/24/77 1/23/78 1/23/79 1/23/80 l /23/81 1/25/82 1/24/83 1/23/84 1/23/85 1/23/86 1/23/87 1/25/88 1/23/89 1/23/90 1/23/91 1/23/92 1/25/93 1/24/94 1/24/94

29 1.62

SELL Price

33.17 27.12 25.87 27.29 36.94 38.44 78.80 39.87 61.61 72.13 56.81 66.12 80.86 91.70 66.16 66.80 76.65 66.87 63.55 59.40 65.45 59.38 67.82 76.24 58.05 62.83 73.82

Winners: Avg Joss: BUY Price

51.60 51.00 151.55 64.55 46.45 49.25 54.25 82.50 54.90 56.30 68.80 61.10 76.40 122.70 89.15 75.35 75.60 64.80 60.65 65.40 61.50 82.00 135.20 96.00 102.85 97.40 100.15 86.30 87.60 Winners: Avg Joss:

Enter: Date Out

1/25/68 1/24/69 1/23/70 1/25/71 1/25/72 1/24/73 1/25/74 1/24/75 1/23/76 l /25/77 1/25/78 l /25/79 1/25/80 1/23/81 1/25/82 1/25/83 1/25/84 1/25/85 l /24/86 1/23/87 1/25/88 1/25/89 l /25/90 l /25/91 1/24/92 1/25/93 1125194

01/22 Price

33.05 26.66 25.81 27.25 36.47 38.48 78.70 39.01 61.90 74.13 57.35 66.02 81.88 90.06 66.15 66.62 75.87 66.19 62.10 59.40 64.40 58.80 66.60 77.16 57.20 61.77 74.50

19 Losers: -.78 % Avg prof: Enter: Date Out

1/27/67 1/26/68 1/27/69 1/27/70 1/27/71 1/27/72 1/26/73 1/25/74 1/27/75 1/27/76 1/27/77 1/27/78 1/26/79 1/25/80 1/27 /8 l 1/27/82 1/27/83 1/27/84 1/25/85 1/27/86 1/27/87 1/27/88 1/27/89 1/26/90 1/25/91 1/27/92 1/27/93 1/27/94 1/27/94

01/23 Price

52.35 51.30 52.40 65.00 46.60 50.30 55.20 88.30 56.20 56.10 68.20 59.60 78.15 132.50 90.10 76.70 76.95 66.05 61.75 67.05 62.40 80.60 134.80 96.25 102.55 98.40 101.20 86.25 86.95

21 Losers: -.64 % Avg prof:

01/25

Exit: P/L

.12 .46 .06 .04 .47 -.04 .10 .86 -.29 -2.00 -.54 .10 -1.02 1.64 .01 .18 .78 .68 1.45 .00 1.05 .58 1.22 -.92 .85 1.06 -.68 7 1.01 Exit:

%

Stop: P/L

.36 1.70 .23 .15 1.27 -.10 .13 2.16 -.47 -2.77 -.95 .15 -1.26 1.79 .02 .27 1.02 1.02 2.28 .00 1.60 .98 1.80 -1.21 1.46 1.69 -.92

% Winners: % Avg loss:

01/27

P/L

.75 .30 1.85 .45 .15 1.05 .95 5.80 1.30 -.20 -.60 -1.50 1.75 9.80 .95 1.35 1.35 1.25 1.10 1.65 .90 -1.40 -.40 .25 -.30 1.00 1.05 -.05 -.65

%

Stop: P/L

1.45 .59 1.65 .70 .32 2.13 1.75 7.03 2.37 -.36 -.87 -2.45 2.29 7.99 1.07 1.79 1.79 1.93 1.81 2.52 1.46 -1. 71 -.30 .26 -.29 1.03 1.05 -.06 -.74

% Winners: 8 2.05 % Avg loss:

4.0 Total

1.57 2.03 2.09 2.13 2.60 2.56 2.66 3.52 3.23 1.23 .69 .79 -.23 1.41 1.42 1.60 2.38 3.06 4.51 4.51 5.56 6.14 7.36 6.44 7.29 8.35 7.67

70.17 -.78 7.0 Total

.75 1.05 1.90 2.35 2.50 3.55 4.50 10.30 11.60 11.40 10.80 9.30 11.05 20.85 21.80 23.15 24.50 25.75 26.85 28.50 29.40 28.00 27.60 27.85 27.55 28.55 29.60 29.55 28.90 72.41 -.64

HIGH ACCURACY KEYDATE TRADES APR

LIVE

Date In 1/25/67 1/25/68 1/27 /69 1/26/70 1/25/71 l /25/72 1/26/73 1/25/74 1/27 /75 1/26/76 1/25/77 1/25/78 l /25/79 1/25/80

Contract 6704LC

6804LC 6904LC 7004LC 7I04LC 7204LC 7304LC 7404LC 7504LC 7604LC 7704LC 7804LC 7904LC 8004LC 8I04LC 8204LC 8304LC 8404LC 8504LC 8604LC 8704LC 8804LC 8904LC 9004LC 9I04LC 9204LC 9304LC 9404LC

Price 25.90 25.65 27.52 30.30 31.35 35.30 42.15 53.07 36.00 36.97 39.01 42.70 65.60 68.60 66.70 60.05 61.25 66.75 67.37 63.30 61.10 68.95 73.67 76.87 77.35 76.35 77.47 75.87

1/26/81

1/25/82 1/25/83 1/25/84 1/25/85 1/27/86 1/26/87 1/25/88 1/25/89 l /25/90 l /25/91 1/27 /92 1/25/93 1/25/94

Trades: Avg prof:

BUY

CATTLE

28 1.36

8I03JY 8203JY 8303JY 8403JY 8503JY 8603JY 8703JY 8803JY 8903JY 9003JY 9I03JY 9203JY 9303JY 9403JY

Date In 01/26/77 01/26/78 01/26/79 01/28/80

01/26/81 01/26/82 01/26/83 01/26/84 01/28/85 01/27/86 01/26/87 01/26/88 01/26/89 01/26/90 01/28/91 01/27/92 01/26/93 01/26/94

Trades: Avg prof:

18 .60

Date Out 2/10/67 2/ 9/68 2/11/69 2/11/70 2/11/71 2/11/72 2/ 9/73 2/ 7/74 2/11/75 2/11 /76 2/11/77 2/10/78 2/ 9/79 2/11/80 2/11/81 2/11/82 2/11/83 2/10/84 2/11/85 2/ 4/86 2/11/87 2/11/88 2/10/89 21 9/90 2/11/91 2/11/92 2/11/93 2/11 /94

01/25 Price 25.20 26.20 27.92 31.05 32.87 35.07 43.42 50.85 36.50 39.20 39.19 45.47 66.30 72.62 66.92 62.87 63.25 66.72 67.82 60.35 62.85 71.75 75.05 77.10 77.37 77.80 79.47 75.37

Winners: Losers: 22 Avg loss: -1.10 % Avg prof:

MAR JAPANESE YEN Contract 7703JY 7803JY 7903JY 8003JY

Enter:

SELL

Price 34.73 41.82 50.62 42.03 49.77 44.32 42.56 42.90 39.48 51.21 65.66 78.58 78.41 70.22 75.87 79.72 80.95 91.07 Winners: Avg loss:

Enter:

Date Out 02/01/77 02/01 /78 02/01 /79 02/0 l /80 02/02/81 02/01/82 02/01/83 02/01/84 02/01/85 02/03/86 02/02/87 02/01/88 02/01 /89 02/01/90 02/01/91 02/03/92 02/01/93 02/01/94 14 -.74

01/26

Exit:

02/11

P/L -.70 .55 .40 .75 1.52 -.23 1.27 -2.22 .50 2.23 .18 2.77 .70 4.02 .22 2.82 2.00 -.03 .45 -2.95 1.75 2.80 1.38 .23 .02 1.45 2.00 -.50

%

6 2.63

Total -.70 -.15 .25 1.00 2.52 2.29 3.56 1.34 1.84 4.07 4.25 7.02 7.72 11.74 11.96 14.78 16.78 16.75 17.20 14.25 16.00 18.80 20.18 20.41 20.43 21.88 23.88 23.38

% Winners: % Avg loss:

78.57 -2.15

-4.18 1.39 6.03 .46 6.49 1.07 5.86 .33 4.70 3.27 -.04 .67 -4.66 2.86 4.06 1.87 .30 .03 1.90 2.58 -.66

Stop: 8.0

P/L % P/L .04 .12 .23 .55 .37 .73 .29 .69 .IO .05 .86 1.94 1.01 2.37 .12 .05 .52 1.32 -1.15 -2.25 -.03 -.02 1.01 1.29 1.54 1.21 1.08 1.54 -.03 -.04 .71 .89 .99 1.22 -1. 78 -1.95 4 1.0

4.0

P/L -2.70 2.14 1.45 2.48 4.85 -.65 3.01

Exit: 02/01

Price 34.69 41.59 50.25 41.74 49.72 43.46 41.55 42.85 38.96 52.36 65.68 77.57 77.20 69.14 75.90 79.01 79.96 92.85

Losers: % Avg prof:

Stop:

% Winners: % Avg loss:

Total .04 .27 .64 .93 .98 1.84 2.85 2.90 3.42 2.27 2.25 3.26 4.47 5.55 5.52 6.23 7.22 5.44 77.8 -1.1

43

SEASONAL TRADER'S BIBLE MAY

LUMBER

Contract

Date In

1/27 /70 1/27 /71 1/27/72 1/29/73 1/28/74 1/27 /75 1/27/76 1/27 /77 1/27 /78 1/29/79 1/28/80 1/27 /81 1/27 /82 1/27/83 1/27/84 1/28/85 1/27/86 1/27 /87 1/27/88 1/27 /89 1/29/90 1/28/91 1/27/92 1/27 /93 1/27 /94

7005LB 7105LB 7205LB 7305LB 7405LB 7505LB 7605LB 7705LB 7805LB 7905LB 8005LB 8105LB 8205LB 8305LB 8405LB 8505LB 8605LB 8705LB 8805LB 8905LB -9005LB 9105LB 9205LB 9305LB 9405LB

Trades: Avg prof:

MAR

25 7.11

COFFEE

Contract Date In

7303CF 7403CF 7503CF 7603CF 7703CF 7803CF 7903CF 8003CF 8103CF 8203CF 8303CF 8403CF 8503CF 8603CF 8703CF 8803CF 8903CF 9003CF 9103CF 9203CF 9303CF 9403CF

01/29/73 01/29/74 01/29/75 01 /29/76 01 /31 /77 01/30/78 01/29/79 01/29/80 01/29/81 01 /29/82 01/31/83 01/30/84 01/29/85 01/29/86 01 /29/87 01/29/88 01/30/89 01 /29/90 01129191

01/29/92 01 /29/93 01/31/94

Trades: Avg prof:

44

22 5.67

BUY Price

82.2 93.5 122.0 160.0 141.5 143.7 167.7 184.7 212.3 215.1 240.5 191.7 149.0 198.0 188.5 165.1 148.1 178.9 187.4 188.6 200.2 164.1 236.4 284.3 403.0

Winners: Avg loss:

Enter: Date Out

2/ 4/70 2/ 4/71 2/ 4/72 2/ 2/73 2/ 4/74 2/ 4/75 2/ 4/76 2/ 4/77 2/ 3/78 2/ 2/79 2/ 1/80 2/ 4/81 2/ 4/82 2/ 4/83 2/ 3/84 2/ 4/85 1/30/86 2/ 4/87 2/ 4/88 2/ 3/89 2/ 2/90 2/ 4/91 2/ 4/92 2/ 4/93 2/ 4/94

Enter:

Price

Date Out

Winners: Avg loss:

Price

85.0 99.2 125.3 166.4 143.3 141.0 172.5 191.9 214.7 227.5 232.0 195.3 149.8 199.1 196.6 160.3 143.5 192.7 189.9 188.7 200.5 170.7 233.4 319.3 432.7

19 Losers: -3.46 % Avg prof:

BUY

66.40 73.73 55.30 94.65 222.93 192.00 124.50 165.00 120.31 149.14 122.81 142.61 148.51 208.64 124 .1 1 131.55 136.01 80.80 83.15 73.85 58.30 72.35

01/27

02/13/73 02/13/74 02/13/75 02/13/76 02/14/77 02/14/78 02/13/79 02/13/80 02/13/81 02/16/82 02/14/83 02/13/84 02/13/85 02/13/86 02/13/87 02/16/88 02/13/89 02/13/90 02/13/91 02/13/92 02/16/93 02/14/94

17 -3.14

01/29

Exit:

%

P/L

2.8 5.7 3.3 6.4 1.8 -2.7 4.8 7.2 2.4 12.4 -8.5 3.6 .8 1.1 8.1 -4.8 -4.6 13.8 2.5 .1 .3 6.6 -3.0 35.0 29.7 6 4.02

Exit:

71.45 76.80 56.40 103.35 241.00 197.70 125.02 163.78 123.25 159.13 126.86 143.48 143.36 217. 94 122.98 136.02 132.50 86.55 91.20 69.15 64.25 75.15 5

P/L

3.41 6.10 2.70 4.00 1.27 -1.88 2.86 3.90 1.13 5.76 -3.53 1.88 .54 .56 4.30 -2.91 -3.11 7.71 1.33 .05 .15 4.02 -1.27 12.31 7.37

02/13

Stop:

% P/L

3.0 Total

2.8 8.5 11.8 18.2 20.0 17 .3 22.1 29.3 31.7 44.1 35.6 39.2 40.0 41.1 49.2 44.4 39.8 53.6 56.1 56.2 56.5 63.1 60.1 95.1 124.8 77.10 -2.11

7.0 Total

7.61 4.16 1.99 9.19 8.11 2.97 .42 -.74 2.44 6.70 3.30 .61 -3.47 4.46 -.91 3.40 -2.58 7.12 9.6.8 -6.36 10.21 3.87

5.05 8.12 9.22 17.92 35.99 41.69 42.21 40.99 43.93 53.92 57.97 58.84 53.69 62.99 61.86 66.33 62.82 68.57 76.62 71.92 77.87 80.67

% Winners: % Avg loss:

-77.3 -2.8

5.05 3.07 1.10 8.70 18.07 5.70 .52 -1.22 2.94 9.99 4.05 .87 -5.15 9.30 -1.13 4.4 7 -3.51 5.75 8.05 -4.70 5.95 2.80 5.1

Stop:

% Winners: % Avg loss:

P/L

Price

Losers: % Avg prof:

02/4

HIGH ACCURACY KEYDATE TRADES MAR

COFFEE Date In 1/29/73 1/29/74 1/29/75 1/29/76 1/31 /77 1/30/78 1/29/79 1/29/80 1/29/81 1/29/82 1/31 /83 1/30/84 1/29/85 1/29/86 1/29/87 1/29/88 1/30/89 1/29/90 1/29/91 1/29/92 l /29/93 1/31/94 1/31/94

Contract 7303CF 7403CF 7503CF 7603CF 7703CF 7803CF 7903CF 8003CF 8I03CF 8203CF 8303CF 8403CF 8503CF 8603CF 8703CF 8803CF 8903CF 9003CF 9I03CF 9203CF 9303CF 9403CF 9503CF Trades: Avg prof:

MAY

BUY Price 66.40 73.73 55.30 94.65 222.93 192.00 124.50 165.00 120.31 149.14 122.81 142.61 148.51 208.64 124.11 131.55 136.01 80.80 83.15 73.85 58.30 72.35 80.10

Date In 01/31/80 02/02/81 02/01/82 01/31/83 01/31/84 01/31 /85 01/31/86 02/02/87 02/01 /88 01/31/89 01/31/90 01/31/91 01/31/92 02/01/93 01/31 /94

Trades: Avg prof:

Date Out 2/ 5/73 2/ 5/74 2/ 5/75 2/ 5/76 2/ 4/77 2/ 3/78 2/ 5/79 2/ 5/80 2/ 5/81 2/ 5/82 2/ 4/83 2/ 3/84 2/ 5/85 2/ 5/86 2/ 5/87 2/ 5/88 2/ 3/89 21 5/90 2/ 5/91 2/ 3/92 2/ 5/93 2/ 4/94 2/ 4/94

01/29 Price 67.60 75.50 53.96 98.95 227.64 192.00 127.75 166.00 119.53 150.48 124.62 143.40 152.04 226.12 125.91 136.70 134.61 80.04 84.35 70.50 62.60 76.70 83.50

Winners: Losers: 23 17 3.61 Avg loss: -1.53 % Avg prof:

HEATING OIL

Contract 8005HO 8105HO 8205HO 8305HO 8405HO 8505HO 8605HO 8705HO 8805HO 8905HO 9005HO 9105HO 9205HO 9305HO 9405HO

Enter:

15 3.42

SELL Price 86.50 104.75 81.20 70.72 75.40 67.72 51.48 49.10 44.16 44.69 54.42 55.28 52.90 56.24 44.90

Winners: Avg loss:

Enter:

Date Out 02/19/80 02/18/81 02/18/82 02/18/83 02/21/84 02/19/85 02/18/86 02/18/87 02/18/88 02/21/89 02/20/90 02/19/91 02/18/92 02/18/93 02/18/94

12 -1.48

01/31

Exit: P/L 1.20 1.77 -1.34 4.30 4.71 .00 3.25 1.00 -.78 1.34 1.81 .79 3.53 17.48 1.80 5.15 -1.40 -.76 1.20 -3.35 4.30 4.35 3.40

5 3.61

Exit:

%

Stop: P/L 1.81 2.40 -2.42 4.54 2.11 .00 2.61 .61 .90 1.47

.55

2.38 8.38 1.45 3.91 -1.03 -.94 1.44 -4.54 7.38 6.01 4.24

3

5.2

73.91 -1.92

% Winners: % Avg loss:

02/18

Stop:

% Winners: % Avg loss:

4.0 Total 1.20 2.97 1.63 5.93 10.64 10.64 13.89 14.89 14.11 15.45 17.26 18.05 21.58 39.06 40.86 46.01 44.61 43.85 45.05 41.70 46.00 50.35 53.75

-.65

P/L % P/L 10.25 11.85 6.90 6.59 2.48 2.01 2.19 1.55 .77 1.02 -2.04 -3.01 6.34 12.32 2.44 4.97 .54 1.22 -1.19 -2.66 -1.20 -2.21 4.61 8.34 1.87 3.53 3.40 1.91 4.21 1.89

Price 76.25 97.85 79.19 69.17 74.63 69.76 45.14 46.66 43.62 45.88 55.62 50.67 51.03 54.33 43.01

Losers: % Avg prof:

02/05

6.0

Total 10.25 17 .15 19.16 20.71 21.48 19.44 25.78 28.22 28.76 27.57 26.37 30.98 32.85 34.76 36.65

80.0 -2.6

45

SEASONAL TRADER'S BIBLE

46

FEBRUARY KEYDATE SEASONALS

47

SEASONAL TRADER'S BIBLE MAY FEEDER CATTLE Contract

Date In

41.85 49.05 79.45 84.55 72.95 61.82 67.22 67.10 71.40 65.05 65.17 77.07 83.87 80.97 84.10 75.37 81.67 79.37

Trades: 18 Avg prof:

Winners:

LIVE

CATTLE

JUN

6706LC 6806LC 6906LC 7006LC 7106LC 7206LC 7306LC 7406LC 7506LC 7606LC 7706LC 7806LC 7906LC 8006LC 8106LC 8206LC 8306LC 8406LC 8506LC 8606LC 8706LC 8806LC 8906LC 9006LC 9106LC 9206LC 9306LC 9406LC

02/01/67 02/01/68 02/03/69 02/02/70 02/01/71 02/01/72 02/01/73 02/01/74 02/03/75 02/02/76 02/01 /77 02/01 /78 02/01 /79 02/01/80 02/02/81 02/01/82 02/01/83 02/01/84 02/01/85 02/03/86 02/02/87 02/01/88 02/01/89 02/01 /90 02/01/91 02/03/92 02/01/93 02/01/94

Trades:

Avg prof:

15

1.03

Contract Date In

48

Price

02/01/77 02/01/78 02/01/79 02/01/80 02/02/81 02/01/82 02/01/83 02/01/84 02/01/85 02/03/86 02/02/87 02/01/88 02/01/89 02/01/90 02/01/91 02/03/92 02/01/93 02/01/94

7705FC 7805FC 7905FC 8005FC 8105FC 8205FC 8305FC 8405FC 8505FC 8605FC 8705FC 8805FC 8905FC 9005FC 9105FC 9205FC 9305FC 9405FC

28 3.14

Enter: 02/01

BUY

Avg loss:

Date Out

02/08/77 02/08/78 02/08/79 02/08/80 02/09/81 02/08/82 02/08/83 02/08/84 02/08/85 02/10/86 02/09/87 02/08/88 02/08/89 02/08/90 02/08/91 02/10/92 02/08/93 02/08/94

26.25 25.52 27.07 31.55 32.50 33.50 44.20 54.30 37.25 42.40 41.80 45.27 66.17 72.30 67.22 61.82 63.72 66.10 68.90 61.82 61.15 68.35 75.30 72.02 74.75 72.12 72.52 73.80

Winners:

Avg loss:

41.70 49.17 81.20 87.82 75.12 62.37 66.97 67.52 71.65 65.15 65.12 80.10 83.95 81.25 84.40 76.57 83.50 79.42

Losers: 3 % Avg prof:

-.15

BUY Price

Price

Enter: Date Out

04/10/67 04/08/68 04/08/69 04/08/70 04/08/71 04/10/72 04/09/73 02/20/74 04/08/75 04/08/76 04/11/77 04/10/78 04/09/79 03/24/80 04/08/81 04/08/82 04/08/83 04/09/84 04/08/85 04/01/86 04/08/87 04/08/8 8 04/10/89 04/09/90 04/08/91 04/08/92 04/08/93 04/08/94

21 -3.28

02/01

Exit: 02/08 P/L

-.15 .12 1.75 3.27 2.17 .55 -.25 .42 .25

P/L

-.36

Total

-.15 -.03

.24

2.20 3.87 2.97

1.72 4.99 7.16 7.71 7.46

.89

-.37 .63 .35 .15 -.08 3.93 .10 .35 .36 1.59 2.24 .06

.10

-.05 3.03 .08 .28 .30 1.20 1.83 .05

7.88 8.13 8.23

8.18

11.21 11.29 11.57 11.87 13.07 14.90 14.95

83.3 -.3

% Winners: 1.3 % Avg loss:

Exit:

04/08

P/L

Price

-.43 1.25 3.23

25.82 26.77 30.30 31.80 32.87 34.00 43.35 49.50 42.40 47.60 43.60 52.27 75.37 66.95 69.42 66.97 70.27 67.80 65.42 56.75 64.42 71.32 72.30 73.92 77.35 73.67 75.87 74.60

Losers: % Avg prof:

%

Stop: 5.0

.25

.37 .50

-.85 -4.80 5.15

5.20 1.80 7.00 9.20 -5.35 2.20 5.15 6.55 1.70

Stop:

% P/L -1.64 4.90

11.93 .79

1.14 1.49 -1.92 -8.84 13.83 12.26 4.31 15.46 13.90 -7.40 3.27

8.33 10.28 2.57

-3.48 -5.05 -5.07 -8.20 3.27 2.97 -3.00 1.90 2.60

5.35

4.35 -3.98 2.64 3.48 1.55 2.15 4.62 3.35 1.08 .80

7 6.1

% Winners: % Avg loss:

7.0 Total -.43

.82 4.05 4.30 4.67 5.17 4.32 -.48 4.67 9.87 11.67 18.67

27.87

22.52 24.72 29.87 36.42 38.12 34.64 29.57 32.84 35.81 32.81 34.71 37.31 38.86 42.21 43.01 75.0 --5.3

HIGH ACCURACY KEVDATE TRADES APR

PLATINUM Date In

Contract

6804PL 6904PL 7004PL 7104PL 7204PL 7304PL 7404PL 7504PL 7604PL 7704PL 7804PL 7904PL 8004PL 8104PL 8204PL 8304PL 8404PL 8504PL 8604PL 8704PL 8804PL 8904PL 9004PL 9104PL 9204PL 9304PL 9404PL

02/01/68 02/03/69 02/02/70 02/01/71 02/01/72 02/01/73 02/01/74 02/03/75 02/02/76 02/01/77 02/01/78 02/01/79 02/01/80 02/02/81 02/01/82 02/01/83 02/01/84 02/01/85 02/03/86 02/02/87 02/01/88 02/01/89 02/01/90 02/01/91 02/03/92 02/01/93 02/01/94

Avg prof:

BUY Price

206.5 259.5 167.0 98.5 101.9 137.5 195.0 150.5 139.9 160.0 220.6 386.6 852.0 456.7 364.3 489.1 394.3 277.3 356.0 522.0 460.9 526.1 517.4 387.1 356.8 362.1 392.1

Enter: Date Out

P/L

%

P/L

5.0 Total

Winners: Trades:27 Winners:20Losers:7% 5.0 % Avg loss: 14.4 Avg loss: -9.6 % Avg prof:

74.1 -32.8

Date Out

17 .37

89.97 83.62 86.27 83.63 82.92 81.45 80.28 74.89 69.02 75.36 78.66 84.38 83.77 85.84 84.32 78.91 74.54

Winners: Avg loss:

02/21/78 02/20/79 02/19/80 02/19/81 02/19/82 02/22/83 02/21/84 02/19/85 02/19/86 02/19/87 02/19/88 02/21/89 02/20/90 02/19/91 02/19/92 02/19/93 02/22/94 13

-.95

Exit: 02/19

Enter: 02/04

Contract Date In

Price

2.0 -17.5 1.0 9.4 -2.2 18.5 46.5 9.0 -2.4 .6 15.0 22.0 57.7 25.5 4.3 -27.6 -1.0 1.8 25.8 -14.5 6.7 10.1 5.5 -2.0 5.3 8.9 11.9

Stop:

2.0 -15 .5 -14. 5 -5. 1 -7.3 11.2 57. 7 66. 7 64.3 64.9 79.9 101.9 159.6 185 .1 189 .4 161.8 160. 8 162.6 188.4 173 .9 180.6 190. 7 196 .2 194.2 199.5 208.4 220.3

02/06/78 02/05/79 02/04/80 02/04/81 02/04/82 02/04/83 02/06/84 02/04/85 02/04/86 02/04/87 02/04/88 02/06/89 02/05/90 02/04/91 02/04/92 02/04/93 02/04/94

208.5 242.0* 168.0 107.9 99.7 156.0 241.5 159.5 137.5 160.6 235.6 408.6 909.7 482.2 368.6 461.5* 393.3 279.1 381.8 507.5 467.6 536.2 522.9 385.1 362.1 371.0 404.0

02/15

.97 -6.74 .60 9.54 -2.16 13.45 23.85 5.98 -1.72 .38 6.80 5.69 6.77 5.58 1.18 -5.64 -.25 .65 7.25 -2.78 1.45 1.92 1.06 -.52 1.49 2.46 3.03

SELL

Trades: Avg prof:

Exit:

Price

02/15/68 02/11/69 02/16/70 02/16/71 02/15/72 02/15/73 02/15/74 02/18/75 02/17/76 02/15/77 02/15/78 02/15/79 02/15/80 02/17/81 02/16/82 02/09/83 02/15/84 02/15/85 02/18/86 02/17/87 02/16/88 02/15/89 02/15/90 02/15/91 02/18/92 02/16/93 02/15/94

MAR CANADIAN DOLLAR

7803CD 7903CD 8003CD 8103CD 8203CD 8303CD 8403CD 8503CD 8603CD 8703CD 8803CD 8903CD 9003CD 9103CD 9203CD 9303CD 9403CD

02/01

Total

% Winners: % Avg loss:

76.5 -1.3

.54 .60 .01 .01 .05 .04 .26 .31 .76 .92 .12 .10 .17 .21 .78 1.04 -2.57 -3.72 .35 .46 .22 .28 .64 .76 .95 .80 -.65 -.76 .18 .21 -.41 -.52 -.16 -.21

89.43 83.61 86.23 83.37 82.16 81.35 80.11 74.11 71.59 75.01 78.44 83.74 82.97 86.49 84.14 79.32 74.70

Losers: % Avg prof:

% P/L

P/L

Price

Stop: 6.0

4

.5

.54 .55 .59 .85 1.61 1. 71 1.88 2.66 .09 .44 .66 1.30 2.10 1.45 1.63 1.22 1.06

49

SEASONAL TRADER'S BIBLE MAY

WHEAT

Contract

6705W 6805W 6905W 7005W 7105W 7205W 7305W 7405W 7505W 7605W 7705W 7805W 7905W 8005W 8105W 8205W 8305W 8405W 8505W 8605W 8705W 8805W 8905W 9005W 9105W 9205W 9305W 9405W

Trades: 28 Avg prof:

DOW

Contract

Trades: 28 Avg prof:

Price

166.6 151.8 136.7 141.1 166.5 151.4 241.3 527.5 393.5 357.7 288.0 274.0 336.0 486.5 479.0 389.3 352.5 334.7 349.7 286.0 274.5 333.0 424.2 369.2 268.9 432.2 340.6 356.4

\Vinners: 20 12.0 Avg loss:

JONES

6704D9 6804D9 6904D9 7004D9 7104D9 7204D9 7304D9 7404D9 7504D9 7604D9 7704D9 7804D9 7904D9 8004D9 8104D9 8204D9 8304D9 8404D9 8504D9 8604D9 8704D9 8804D9 8904D9 9004D9 9104D9 9204D9 9304D9 9404D9

50

Date In

02/06/67 02/05/68 02/04/69 02/04/70 02/04/71 02/04/72 02/05/73 02/04/74 02/04/75 02/04/76 02/04/77 02/06/78 02/05/79 02/04/80 02/04/81 02/04/82 02/04/83 02/06/84 02/04/85 02/04/86 02/04/87 02/04/88 02/06/89 02/05/90 02/04/91 02/04/92 02/04/93 02/04/94

BUY

Date In

02/06/67 02/05/68 02/05/69 02/05/70 02/05/71 02/07/72 02/05/73 02/05/74 02/05/75 02/05/76 02/07/77 02/06/78 02/05/79 02/05/80 02/05/81 02/05/82 02/07 /83 02/06/84 02/05/85 02/05/86 02/05/87 02/05/88 02/06/89 02/05/90 02/05/91 02/05/92 02/05/93 02/07/94

BUY Price

855.12 861.13 945.98 750.30 876.60 904.00 978.40 820.60 717.80 964.80 946.30 767.50 824.00 876.60 946.80 851.00 1087.10 1174.30 1285.20 1593.10 2201.50 1910.50 2321.10 2622.50 2788.40 3257.60 3442.10 3906.30

\Vinners: 20 53.87 Avg loss:

Enter:

02/04

Date Out

Exit:

Price

02/21/67 02/26/68 02/26/69 02/16/70 02/26/71 02/28/72 02/26/73 02/08/74 02/26/75 02/10/76 02/28/77 02/27/78 02/21/79 02/26/80 02/26/81 02/26/82 02/28/83 02/27/84 02/26/85 02/26/86 02/26/87 02/26/88 02/27/89 02/26/90 02/26/91 02/26/92 02/26/93 02/28/94

P/L

176.6* 150.8 132.4 147.4* 162.0 157.0 234.0 552.5* 369.2 375.5* 275.0 261.0 350.9* 456.2 462.7 366.7 321.5 330.8 337.0 284.2 276.5 324.7 432.2 366.0 265.9 410.6 333.4 345.4

-10.0 1.0 4.4 -6.3 4.5 -5.6 7.3 -25.0 24.2 -17.7 13.0 13.0 -14.9 30.2 16.2 22.5 31.0 4.0 12.7 1.8 -2.0 8.3 -8.0 3.3 3.0 21.6 7.3 11.0

8 % Avg prof:

Losers:

-11.2

Enter: Date Out

03/20/6787 03/20/68 03/20/69 03/20/70 03/22/71 03/20/72 03/20/73 03/20/74 03/20/75 03/22/76 03/21/77 03/20/78 03/20/79 03/06/80 03/20/81 03/04/82 03/21/83 03/20/84 03/20/85 03/20/86 03/20/87 03/21/88 03/20/89 03/20/90 03/20/91 03/20/92 03/22/93 03/21/94

02/05

02/26

0.43 830.85 920.13 763.70 910.60 941.20 949.40 872.90 764.00 982.30 953.50 773.80 850.30 828.10* 992.80 807.60* 1125.30 1175.80 1265.20 1804.30 2333.50 2067.10 2262.50 2738.70 2872.00 3272.80 3463.20 3864.90

Losers: 8 -37.13 % Avg prof:

P/L

-6.0 .66 3.20 -4.43 2.70 -3.72

3.01 -4.74 6.16 -4.96 4.51 4.74

-4.43 6.22 3.39 5.78

8.79 1.19 3.65 .61 -.73

2.48 -1.89 .88 1.12

5.00

2.13

3.09

% Winners: % Avg loss: 3.5

Exit:

Price

%

Stop:

03/20 P/L

%

Stop:

4.0 Total

-10.0 -9.0 -4.6 -10. 9 -6.4 -12. 0 -4.8 -29. 7 -5.5 -23 .2 -10 .2 2.8 -1 2. 1 1 8. 1 3 4. 4 56. 9 8 7. 9

91. 9 104 .6 106 .4 104 .4 112. 6 104 .6 107 .9 110. 9 13 2 .5 13 9. 7 150. 8

71.4 -3.9 5.0

P/L

Total

% Winners: 3.8 % Avg loss:

71.4 -3.1

15.31 -30.28

-25.85 13.40

34.00 37.20 -29.00 52.30 46.20 17.50 7.20 6.30 26.30 -48.50 46.00 -43.40 38.20 1.50 -20.00 211.20 132.00 156.60 -58.60 116.20 83.60 15.20 21.10 -41.40

15.31 -14.97 -2.73 -40.82 1.79 -27.42 6.58 3.88 4.12 43.78 14.78 -2.96 6.37 67.08 6.44 113.28 1.81 130.78 .76 137.98 .82 144.28 3.19 170.58 -5.53 122.08 4.86 168.08 -5.10 124.68 3.51 162.88 .131 64.38 -1.56 144.38 13.26 355.58 6.00 487.58 8.20 644.18 -2.52 585.58 4.43 701.78 3.00 785.38 .47 800.58 .61 821.68 -1.06 780.28 1.79 -3.52

HIGH ACCURACY KEYDATE TRADES JUN TREASURY BILLS Contract Date In

7606TB 7706TB 7806TB 7906TB

8006TB 8106TB 8206TB 8306TB 8406TB 8506TB 8606TB 8706TB 8806TB 8906TB

9006TB

9106TB

9206TB 9306TB 9406TB

02/05/76 02/07/77 02/06/78 02/05/79 02/05/80 02/05/81 02/05/82 02/07/83 02/06/84 02/05/85 02/05/86 02/05/87 02/05/88 02/06/89 02/05/90 02/05/91 02/05/92 02/05/93 02/07/94

Trades: Avg prof:

19 .44

Price

94.39 94.54 92.91 90.75 88.41

88.71 86.22 91.37 90.65 91.40 93.19 94.60 94.33 91.52 92.54 94.42 96.07 96.93 96.38 Winners: Avg loss:

JUN CANADIAN DOLLAR Contract Date In

7706CD 7806CD 7906CD 8006CD 8106CD 8206CD 8306CD 8406CD 8506CD 8606CD 8706CD 8806CD 8906CD 9006CD 9106CD 9206CD 9306CD 9406CD

02/08/77 02/08/78 02/08/79 02/08/80 02/09/81 02/08/82 02/08/83 02/08/84 02/08/85 02/10/86 02/09/87 02/08/88 02/08/89 02/08/90 02/08/91 02/10/92 02/08/93 02/08/94

Trades: Avg prof:

18 .23

Price

96.69 90.07 83.77 86.46 83.45 82.59 81.64 80.32 74.58 70.80 74.68 78.60 83.81 82.38 85.35 84.04 78.33 74.39

Winners: Avg loss:

SELL

Enter: 02/05

Date Out

03/08/76 03/08/77 03/08/78 03/08/79 03/10/80 03/09/81 03/05/82 03/08/83 03/08/84 03/08/85 03/10/86 03/09/87 03/08/88 03/08/89 03/08/90 03/08/91 03/09/92 03/08/93 03/08/94 15

-.71

SELL

Price

P/L

94.13 94.50 93.17 90.71 85.64 87.93 87.97 91.67 90.29 90.78 93.74 94.42 94.21 91.05 92.34 94.18 95.82 96.91 96.07

Losers: % Avg prof:

.26 .04 -.26 .04 2.77 .78 -1.75 -.30 .36 .62 -.55 .18 .12 .47 .20 .24 .25 .02 .31 4

.5

Enter: 02/08

Date Out

02/14/77 02/13/78 02/13/79 02/13/80 02/13/81 02/16/82 02/14/83 02/13/84 02/13/85 02/13/86 02/13/87 02/16/88 02/13/89 02/13/90 02/13/91 02/13/92 02/16/93 02/14/94

14 -.22

Exit: 03/08

-2.03 -.33 .40 .68 -.59 .19 .13 .51 .22 .25 .26 .02 .32

% Winners: % Avg loss:

78.9 -.8

.88

.3

Stop: 8.0

% P/L

Total

% Winners: % Avg loss:

77.8

.27 .04 -.08 .18 .12 .15 -.04 .09 .33 .17 .22 .17 .06 .35 -.33 .59 -.44 .54

4

Total

.28 .04 -.28 .04 3.13

.26 .30 .04 .08 2.85 3.63 1.88 1.58 1.94 2.56 2.01 2.19 2.31 2.78 2.98 3.22 3.47 3.49 3.80

P/L

96.42 90.03 83.85 86.28 83.33 82.44 81.68 80.23 74.25 70.63 74.46 78.43 83.75 82.03 85.68 83.45 78.77 73.85

Losers: % Avg prof:

% P/L

Exit: 02/13

Price

Stop: 2.0

.28 .04 -.10 .21 .14 .18 -.05 . 11 .44 .24 .29 .22 .07 .42 -.39 .70 -.56 .73

.27 .31 .23 .41 .53 .68 .64 .73 1.06 1.23 1.45 1.62 1.68 2.03 1.70 2.29 1.85 2.39 -.3

51

SEASONAL TRADER'S BIBLE MAY ORANGE JUICE Contract

Date In 02/08/67 02/08/68 02/11/69 02/09/70 02/08/71 02/08/72 02/08/73 02/08/74 02/10/75 02/09/76 02/08/77 02/08/78 02/08/79 02/08/80 02/09/81 02/08/82 02/08/83 02/08/84 02/08/85 02/10/86 02/09/87 02/08/88 02/08/89 02/08/90 02/08/91 02/10/92 02/08/93

610501

680501

690501 100501

710501

120501 130501 140501

750501

160501 110501

780501

190501

800501 810501 820501 830501 840501 850501 860501 870501 880501 890501

900501

910501 920501 930501 Trades: 27 Avg prof: MAY

Date In 02/08/67 02/08/68 02/10/69 02/09/70 02/08/71 02/08/72 02/08/73 02/08/74 02/10/75 02/09/76 02/08/77 02/08/78 02/08/79 02/08/80 02/09/81 02/08/82 02/08/83 02/08/84 02/08/85 02/10/86 02/09/87 02/08/88 02/08/89 02/08/90 02/08/91 02/10/92 02/08/93 02/08/94

Trades: 28 Avg prof:

52

Price 34.65 55.90 68.80 48.30 47.85 58.35 44.10 55.65 48.85 64.20 74.15 115.65 119.75 88.00 138.80 142.35 105.45 158.40 175.00 89.75 124.95 164.35 136.80 195.40 121.65 139.90 71.15

Winners: 20 .79 Avg loss:

Price 33.55 54.70 62.20 39.15 44.35 53.65 43.80 50.35 48.60 63.35 74.00 123.10* 108.50 86.00 146.30* 130.90 110.80* 165.60 169.85 85.25 126.80 159.00 138.25 191.65 113.30 138.25 75.30*

Losers: 7 -4.99 % Avg prof: Enter: 02/08

BUY Price 10.08 8.87 8.39 9.74 11.54 10.99 12.16 26.57 29.55 16.37 23.03 20.26 27.23 24.91 24.28 20.04 17.51 27.47 27.28 19.68 16.28 21.27 22.01 19.67 21.78 19.21 20.64 27.83

Enter: 02/08

Date Out 02/27/67 02/27/68 02/27/69 02/27/70 03/01/71 02/28/72 02/27/73 02/27/74 02/27/75 02/27/76 02/28/77 02/16/78 02/27/79 02/27/80 02/18/81 03/01/82 02/18/83 02/27/84 02/27/85 02/27/86 02/27/87 02/29/88 02/27/89 02/27/90 02/27/91 02/27/92 02/22/93

Winners: 20 4.33 Avg loss:

SOYBEAN OIL

Contract 6705BO 6805BO 6905BO 7005BO 7105BO 7205BO 7305BO 7405BO 7505BO 7605BO 7705BO 7805BO 7905BO 8005BO 8105BO 8205BO 8305BO 8405BO 8505BO 8605BO 8705BO 8805BO 8905BO 9005BO 9105BO 9205BO 9305BO 9405BO

BUY

Date Out 02/24/67 02/26/68 02/24/69 02/24/70 02/24/71 02/24/72 02/26/73 02/25/74 02/18/75 02/24/76 02/24/77 02/24/78 02/26/79 02/15/80 02/24/81 02/19/82 02/24/83 02/13/84 02/25/85 02/18/86 02/24/87 02/24/88 02/24/89 02/26/90 02/25/91 02/24/92 02/24/93 02/24/94 -.91

Price 10.14 9.02 8.71 10.72 11.96 11.10 13.65 30.35 27.93* 16.96 23.41 22.05 27.48 23.87* 24.89 19.18* 17.08 25.54* 27.52 18.72* 16.08 21.36 23.33 20.66 21.53 20.16 20.87 28.85

Losers: 8 % Avg prof:

Exit: 02/27 P/L I.IO 1.20 6.60 9.15 3.50 4.70 .30 5.30 .25 .85 .15 -7.45 11.25 2.00 -7.50 11.45 -5.35 -7.20 5.15 4.50 -1.85 5.35 -1.45 3.75 8.35 1.65 -4.15

%

Stop:

s.o

P/L 3.17 2.15 9.59 18.94 7.31 8.05 .68 9.52 .51 1.3 .20 -6.44 9.39 2.27 -5.40 8.04 -5.07 -4.55 2.94 5.01 -1.48 3.26 -1.06 1.92 6.86 1.18 -5.83

Total 1.10 2.30 8.90 18.05 21.55 26.25 26.55 31.85 32.10 232.95 33.10 25.65 36.90 38.90 31.40 42.85 37.50 30.30 35.45 39.95 38.10 43.45 42.00 45.15 54.10 55.75 51.60

% Winners: 5.1 % Avg loss:

74.1 -4.3

Exit: 02/24 P/L .06 .15 .32 .98 .42 .11 1.49 3.78 -1.62 .59 .38 1.79 .25 -1.04 .61 -.86 -.43 -1.93 .24 -.96 -.20 .09 1.32 .99 -.25 .95 .23 1.02

%

Stop:

4.0

P/L .60 1.69 3.81 10.06 3.64 1.00 12.25 14.23 -5.48 3.60 1.65 8.84 .92 -4.18 2.51 -4.29 -2.46 -7.03 .88 -4.88 -1.23 .42 6.00 5.03 -1.15 4.95 1.11 3.67

Total .06 .21 .53 1.51 1.93 2.04 3.53 7 .31 5.69 6.28 6.66 8.45 8.70 7.66 8.27 7.41 6.98 5.05 5.29 4.33 4.13 4.22 5.54 6.53 6.28 7 .23 7.46 8.48

% Winners: 4.3 % Avg loss:

71.4 -3.8

HIGH ACCURACY KEVDATE TRADES MAY

COTTON

Contract 6805NY 6905NY 7005NY 7105NY 7205NY 7305NY 7405NY 7505NY 7605NY 7705NY 7805NY 7905NY 8005NY 8105NY 8205NY 8305NY 8405NY 8505NY 8605NY 8705NY 8805NY 8905NY 9005NY 9105NY 9205NY 9305NY 9405NY

BUY

Date In

Price 30.30 25.33 25.52 27.20 37.46 38.39 77.57 40.12 60.61 76.41 57.13 66.40 88.84 86.71 65.36 67.04 74.72 66.41 60.58 55.70 61.97 58.85 68.70 82.04 56.07 63.10 77.58

02/26/68 02/26/69 02/26/70 02/26/71 02/28/72 02/26/73 02/13/74 02/26/75 02/26/76 02/28/77 02/13/78 02/26/79 02/15/80 02/26/81 02/26/82 02/28/83 02/27/84 02/21/85 02/26/86 02/18/87 02/23/88 02/27/89 02/26/90 02/26/91 02/26/92 02/26/93 02/28/94

27 1.60

'Winners: Avg loss:

10 -2.02

02/13/68 02/11/69 02/10/70 02/10/71 02/10/72 02/12/73 02/11/74 02/10/75 02/10/76 02/10/77 02/10/78 02/12/79 02/11/80 02/10/81 02/10/82 02/10/83 02/10/84 02/11/85 02/10/86 02/10/87 02/10/88 02/10/89 02/12/90 02/11/91 02/10/92 02/10/93 02/10/94

Trades: Avg prof:

J U L CRUDE LIGHT Contract 8407CL 8507CL 8607CL 8707CL 8807CL 8907CL 9007CL 9107CL 9207CL 9307CL 9407CL

Date In

02/14/84 02/14/85 02/14/86 02/17/87 02/16/88 02/14/89 02/14/90 02/14/91 02/14/92 02/16/93 02/14/94

Trades: Avg prof:

Enter:

11 2.17

Date Out

BUY Price 29.18 25.85 16.37 17.46 16.41 15.98 21.37 18.50 19. 71 19.63 15.09

Winners: Avg loss:

02/10 Price

31.58 26.14 25.53 27.57 37.57 39.21 74.32 * 40.78 62.39 76.95 55.13* 65.87 85.42 90.60 64.94 71.20 78.55 64.28* 63.43 53.80 * 59.43* 60.40 70.08 85.59 56.96 63.32 79.26

Losers: 8 % Avg prof:

Enter: Date Out 05/31/84 05/31/85 02/20/86 06/01/87 05/31/88 05/31/89 04/06/90 05/31/91 06/01/92 06/01/93 05/31/94

9 -1.45

02/14

P/L

Losers:

3.0

Stop: P/L

Total 1.28 2.09 2.10 2.47 2.58 3.40 .15 . 81 2.59 3.13 1.13 .60 -2.82 1.07 .65 4.81 8.64 6.51 9.36 7.46 4.92 6.47 7.85 11.40 12.29 12.51 14.19

% Winners: % Avg loss:

70.4 -3.0

%

1.28 .81 .01 .37 .I I .82 -3.25 .66 1.78 .54 -2.00 -.53 -3.42 3.89 -.42 4.16 3.83 -2.13 2.85 -1.90 -2.54 1.55 1.38 3.55 .89 .22 1.68

4.22 3.20 .04 1.36 .29 2.14 -4.19 1.65 2.94 .71 -3.50 -.80 -3.85 4.49 -.64 6.21 5.13 -3.21 4.70 -3.41 -4.10 2.63 2.01 4.33 1.59 .35 2.17

2.6

Exit:

Price 30.82 27.84 14.99 19.55 17 .51 19.89 19.85 21.12 22.03 20.24 18.31

% Avg prof:

02/26

Exit:

05/31

7.0

% P/L 5.62 7.70 -8.43 11.97 6.70 24.47 -7 .11 14.16 11.77 3 .11 21.34

Total 1.64 3.63 2.25 4.34 5.44 9.35 7.83 10.45 12.77 13.38 16.60

% Winners: % Avg loss:

81.8 -7.8

P/L 1.64 1.99 -1.38 2.09 I. I 0 3.91 -1.52 2.62 2.32 .61 3.22

2 11.9

Stop:

53

SEASONAL TRADER'S BIBLE DOW

Contract 670409 680409 690409 700409 710409 720409 730409 740409 7504D9 760409 770409 780409 790409 800409 810409 820409 830409 840409 850409 860409 870409 880409 890409 900409 910409 920409 930409 940409

Date In 02/16/67 02/16/68 02/17/69 02/16/70 02/16/71 02/16/72 02/16/73 02/19/74 02/18/75 02/17/76 02/16/77 02/16/78 02/16/79 02/19/80 02/17/81 02/16/82 02/16/83 02/16/84 02/19/85 02/18/86 02/17/87 02/16/88 02/16/89 02/16/90 02/19/91 02/18/92 02/16/93 02/16/94

Trades: 28 Avg prof: '.\1AY

Date In 02/16/70 02/16/71 02/16/72 02/16/73 02/19/74 02/18/75 02/17/76 02/16/77 02/16/78 02/16/79 02/19/80 02/17 /8 l 02/16/82 02/16/83 02/16/84 02/19/85 02/18/86 02/17 /87 02/16/88 02/16/89 02/16/90 02/19/91 02/18/92 02/16/93 02/16/94

Trades:

Avg prof:

Price 851.56 836.34 937.72 753.70 890.10 922.90 979.20 819.50 731.30 950.60 948.30 753.30 827.00 876.00 939.70 831.30 1087.40 1154.90 1280.60 1678.80 2237.50 2006.00 2311.40 2635.60 2932.20 3224.70 3309.50 3937.30

Winners: 22 33.18 Avg loss:

LUMBER

Contract 7005LB 7105LB 7205LB 7305LB 7405LB 7505LB 7605LB 7705LB 7805LB 7905LB 8005LB 8105LB 8205LB 8305LB 8405LB 8505LB 8605LB 8705LB 8805LB 8905LB 9005LB 9105LB 9205LB 9305LB 9405LB

54

BUY

JONES

25 5.9

Enter: Date Out 03/15/67 03/15/68 03/17/69 03/16/70 03/15/71 03/15/72 03/15/73 03/15/74 03/17/75 03/15/76 03/15/77 03/15/78 03/15/79 03/06/80 03/16/81 03/15/82 03/15/83 03/15/84 03/15/85 03/17/86 03/16/87 03/15/88 03/15/89 03/15/90 03/15/91 03/16/92 03/15/93 03/15/94

Enter:

Price 85.0 115.0 11 8.1 170.5 155.9 135.0 177.0 198.2 217.3 231.2 232.2 183. l 148.4 195.7 193.1 162.3 149.6 188.8 194.3 191.9 202.4 173.0 233.6 352.5 451.0

Date Out 02/26/70 02/26/71 02/28/72 02/26/73 02/26/74 02/26/75 02/26/76 02/28/77 02/27/78 02/26/79 02/26/80 02/26/81 02/26/82 02/28/83 02/27/84 02/26/85 02/26/86 02/26/87 02/26/88 02/27/89 02/26/90 02/26/91 02/26/92 02/22/93 02/28/94

Winners:

Price 854.06 837.55 904.03 765.10 908.20 937.30 969.80 887.80 786.50 974.50 965.00 758.60 847.00 828.10* 1002.80 801.00 1124.50 1167.40 1247.30 1776.80 2248.40 2047.40 2320.50 2695.70 2948.30 3236.40 3442.40 3849.60

Exit:

03/15

P/L 2.50 1.21 -33.69 11.40 18.10 14.40 -9.40 68.30 55.20 23.90 16.70 5.30 20.00 -47.90 63.10 -30.30 37.10 12.50 -33.30 98.00 10.90 41.40 9.10 60.10 16.10 11.70 132.90 -87.70

%

Stop: P/L .29 .14 -3.59 1.51 2.03 1.56 -.96 8.33 7.55 2.51 1.76 .70 2.42 -5.47 6.71 -3.64 3.41 1.08 -2.60 5.84 .49 2.06 .39 2.28 .55 .36 4.02 -2.23

19 -12.8

02/16

Exit:

Price 84.0 104.9 117 .6 174.8 169.7 127.7 172.8 196.5 212.5 226.2 223.2 170.6 142.9 190.7 192.0 148.4 155.6 187.3 185.7 186.4 196.1 177.9 241.7 392.5 441.8 Losers:

% Avg prof:

02/26

6

Stop:

78.6 -3.1 8.0

% P/L 1.18 8.78 .42 -2.52 -8.85 5.41 2.37 .86 2.21 2.16 3.88 6.83 3.71 2.55 .57 8.56 -4.01 .79 4.43 2.87 3.11 -2.83 -3.47 -11.35 2.04

Total 1.0 11.1 11.6 7.3 -6.5 .8

% Winners: % Avg loss:

76.0

P/L 1.0 10.1 .5 -4.3 -13.8 7.3 4.2 1.7 4.8 5.0 9.0 12.5 5.5 5.0 1.1 13.9 -6.0 1.5 8.6 5.5 6.3 -4.9 -8.1 -40.0 9.2 3.3

5.0

Total 2. 50 3. 7 1 -29.98 -18.58 -.48 13 . 9 2 4. 5 2 7 2 . 82 128 .02 151.92 168.62 173.92 193.92 146.02 209.12 178.82 215.92 228.42 195.12 293.12 304.02 345.42 354.52 414.62 430.72 442.42 575.32 487.62

% Winners: Losers: 6 -40.38 % Avg prof: 2.5 % Avg loss:

SELL

Avg loss:

02/16

5.0

6.7 11.5 16.5 25.5 38.0 43.5 48.5 49.6 63.5 57.5 59.0 67.6 73.1 79.4 74.5 66.4 26.4 35.6 -5.5

HIGH ACCURACY KEYDATE TRADES MAR TREASURY BONDS Contract 7803TR 7903TR 8003TR 8103TR 8203TR 8303TR 8403TR 8503TR 8603TR 8703TR 8803TR 8903TR 9003TR 9103TR 9203TR 9303TR 9403TR

Date In Price 02/23/78 96.81250 02/23/79 89.28125 02/25/80 65.34375 02/23/81 65.71875 02/23/82 61.65625 02/23/83 76.25000 02/23/84 68.59375 02/25/85 69.78125 02/24/86 91.43750 02/23/87 100.65625 02/23/88 94.59375 02/23/89 87.78125 02/23/90 93.03125 02/25/91 97.43750 02/24/92 99.37500 02/23/93 111.71875 02/23/94 112.34375

Trades: Avg prof:

MAY

17 .84375

Contract 6705CP 6805CP 6905CP 7005CP 7105CP 7205CP 7305CP 7405CP 7505CP 7605CP 7705CP 7805CP 7905CP 8005CP 8105CP 8205CP 8305CP 8405CP 8505CP 8605CP 8705CP 8805CP 8905CP 9005CP 9105CP 9205CP 9305CP 9405CP

Date In 02/06/67 02/05/68 02/04/69 02/04/70 02/04/71 02/04/72 02/05/73 02/04/74 02/04/75 02/04/76 02/04/77 02/06/78 02/05/79 02/04/80 02/04/81 02/04/82 02/04/83 02/06/84 02/04/85 02/04/86 02/04/87 02/04/88 02/06/89 02/05/90 02/04/91 02/04/92 02/04/93 02/04/94

Trades: 28 Avg prof: 8.42

Enter: 02/23

Date Out 02/28/78 02/28/79 02/28/80 03/02/81 03/01/82 02/28/83 02/28/84 02/28/85 02/28/86 03/02/87 02/29/88 02/28/89 02/28/90 02/28/91 02/28/92 03/01/93 02/28/94

Winners: 13 Avg loss:-1.07031

BUY

COPPER

BUY

Price 52.20 58.25 52.35 68.30 46.60 50.25 55.70 91.20 53.90 56.40 67.00 58.30 85.50 127.70 85.30 75.80 75.70 65.35 63.05 64.40 61.50 87.25 126.60 97.60 104.70 97.45 100.55 88.10

Winners: Avg loss:

Losers: % Avg prof:

Enter: Date Out 02/27/67 04/01/68 04/01/69 03/30/70 03/30/71 03/30/72 03/30/73 04/01/74 03/31/75 03/30/76 03/30/77 03/30/78 03/30/79 02/25/80 03/02/81 02/26/82 03/21/83 03/30/84 02/25/85 03/31/86 03/30/87 03/30/88 03/30/89 03/30/90 04/01/91 03/30/92 03/01/93 03/30/94 20 -4.96

Price 97.03125 89.46875 67.12500 63.78125 62.06250 77 .28125 68.43750 68.87500 94.81250 101.81250 94.65625 88.09375 93.28125 96.15625 101.3 7500 111.87500 112.37500

%

02/24 Price 49.10* 59.00 56.10 73.95 56.80 52.85 67.35 126.30 62.90 63.30 70.50 61.00 94.60 121.00* 79.50* 71.15* 71.30* 71.75 58.00* 66.15 64.05 106.00 134.40 122.40 106.30 101.30 94.40* 86.45 Losers: 8 Avg prof:

Exit: 02/28 P/L .21875 .18750 1.78125 -1.93750 .40625 1.03125 -.15625 -.90625 3.37500 1.15625 .06250 .31250 .25000 -1.28125 2.00000 .15625 .03125 4 1.0

Exit:

% P/L .23 .21 2.73 -2.95 .66 1.35 -.23 -1.30 3.69 1.15 .07 .36 .27 -1.31 2.01 .14 .03

Total .21875 .40625 2.18750 .25000 .65625 1.68750 1.53125 .62500 4.00000 5.15625 5.21875 5.53125 5.78125 4.50000 6.50000 6.65625 6.68750

% Winners: % Avg loss:

03/30

P/L -3.10 .75 3.75 5.65 10.20 2.60 11.65 35.10 9.00 6.90 3.50 2.70 9.10 -6.70 -5.80 -4.65 -4.40 6.40 -5.05 1.75 2.55 18.75 7.80 24.80 1.60 3.85 -6.15 -1.65 11.4

Stop: 6.0

Stop:

%

% %

76.5 -1.4

P/L -5.94 1.29 7.16 8.27 21.89 5.17 20.92 38.49 16.70 12.23 5.22 4.63 10.64 -5.25 -6.80 -6.13 -5.81 9.79 -8.01 2.72 4.15 21.49 6.16 25.41 1.53 3.95 -6.12 -1.87

5.0

Total -3.10 -2.35 1.40 7.05 17.25 19.85 31.50 66.60 75.60 82.50 86.00 88.70 97.80 91.10 85.30 80.65 76.25 82.65 77.60 79.35 81.90 100.65 108.45 133.25 134.85 138.70 132.55 130.90

Winners: 71.4 Avg loss: -5.7

55

SEASONAL TRADER'S BIBLE DOW

Contract

670409 680409 690409 700409 710409 720409 730409 740409 750409 760409 770409 780409 790409 800409 810409 820409 830409 840409 850409 860409 870409 880409 890409 900409 910409 920409 930409 940409

Avg prof:

LIVE

Contract

6704LH 6804LH 6904LH 7004LH 7104LH 7204LH 7304LH 7404LH 7504LH 7604LH 7704LH 7804LH 7904LH 8004LH 8104LH 8204LH 8304LH 8404LH 8504LH 8604LH 8704LH 8804LH 8904LH 9004LH 9104LH 9204LH 9304LH 9404LH

Trades:

Avg prof:

56

Date In

836.64 841.77 905.77 764.50 878.50 924.30 953.80 859.50 728.10 978.80 936.40 748.40 821.10 864.30 966.80 824.40 1112.60 1180.00 1286.10 1696.90 2216.70 2023.20 2250.40 2602.50 2864.60 3283.30 3370.80 3832.00

Winners:

28.82

HOGS Date In 2/27/67 2/27/68 2/27/69 2/27 /70 3/ 1/71 2/28/72 2/27/73 2/27/74 2/27/75 2/27 /76 2/28/77 2/27/78 2/27/79 2/27 /80 2/27 /81 3/ l /82 2/28/83 2/27 /84 2/27/85 2/27 /86 2/27/87 2/29/88 2/27/89 2/27/90 2/27 /91 2/27/92 3/ 1/93 2/28/94

28

1.16

Enter:

Price

02/27/67 02/26/68 02/26/69 02/26/70 02/26/71 02/28/72 02/26/73 02/26/74 02/26/75 02/26/76 02/28/77 02/27/78 02/26/79 02/26/80 02/26/81 02/26/82 02/28/83 02/27/84 02/26/85 02/26/86 02/26/87 02/26/88 02/27/89 02/26/90 02/26/91 02/26/92 02/26/93 02/28/94

Trades: 28

APR

BUY

JONES

23

Avg loss:

Date Out

Winners: Avg loss:

03/09

Exit:

Price

P/L 7.51 1.27 11.37 13.80 20.60 18.50 18.40 29.20 48.00 14.90 6.50 1.60 21.80 -43.70 9.60 -20.60 20.00 -40.20 -17.50 6.10 43.40 51.10 41.00 80.80 74.80 -68.20 101.30 21.40

%

5.0

Stop: P/L .90 .15 1.26 1.81 2.34 2.00 1.93 3.401 6.59 1.52 .69 .21 2.65 -5.06 .99 -2.501 1.801 -3.411 -1.361 .36 1.96 2.532 1.822 3.10 2.61 -2.083 3.01 .56

Total 7 .51 8.78 20.15 33.95 54.55 73.05 91.45 20.65 168.65 183.55 190.05 191.65 213 .45 169.75 179.35 58.75 78.75 38.55 21.05 127 .15 170.55 21.65 62.65 343.45 418.25 50.05 451.35 4 72.75

5 % Winners: % Avg prof: 1.9 % Avg loss:

82.1 -2.9

03/09/67 03/11/68 03/10/69 03/09/70 03/09/71 03/09/72 03;09n3 03/11/74 03/10/75 03/09/76 03/09/77 03/09/78 03/09/79 03/07/80 03/09/81 03/09/82 03/09/83 03/09/84 03/11/85 03/10/86 03/09/87 03/09/88 03/09/89 03/09/90 03/11/91 03/09/92 03/09/93 03/09/94

844.15 843.04 917.14 778.30 899.10 942.80 972.20 888.70 776.10 993.70 942.90 750.00 842.90 820.60* 976.40 803.80 1132.60 1139.80 1268.60 1703.00 2260.10 2074.30 2291.40 2683.30 2939.40 3215.10 3472.10 3853.40

Losers:

-38.04

BUY Price 20.85 19.00 20.17 27.89 17.64 23.35 35.37 38.01 39.00 43.82 34.69 43.92 52.57 36.82 43.60 45.92 51.35 45.70 46.87 38.21 43.27 43.25 43.47 49.82 50.75 39.30 45.40 49.50

02/26

Enter: Date Out 3/ 7/67 3/ 7/68 3/ 7/69 3/ 6/70 3/ 5/71 3/ 7/72 3/ 7/73 3/ 7/7 4 3/ 7/75 3/ 5/76 3/ 7/77 3/ 7/78 3/ 7/79 3/ 7/80 3/ 6/81 3/ 5/82 3/ 7/83 3/ 7/84 3/ 7/85 3/ 7/86 3/ 6/87 3/ 7/88 3/ 7/89 3/ 7/90 3/ 7/91 3/ 6/92 3/ 5/93 3/ 7/94

21

-.50

02/27 Price

20.75 18.95 20.90 27.35 17.69 24.62 37.89 38.14 38.46 42.87 34.14 46.70 52.65 37.42 44.02 47.82 51.62 4 7.17 4 7.15 38.57 44.72 43.60 44.10 51.42 54.10 41.57 47.25 48.45

Losers: % Avg prof:

03/07

Exit: P/L

-.10 -.05 .73 -.54 .05 1.27 2.52 .13 -.54 -.95 -.55 2.78 .08 .60 .42 1.90 .27 1.47 .28 .36 1.45 .35 .63 1.60 3.35 2.27 1.85 -1.05 7

2.88

%

Stop: P/L

-.48 -.26 3.62 -1.94 .28 5.44 7.12 .34

-1.38

-2.17 -1.59 6.33 .15 1.63 .96

4.14

.53 3.22 .60 .94 3.35

.81 1.45 3.21

6.60 5.78 4.07 -2.12

% Winners: % Avg loss:

5.0

Total -.10 -.15 .58 .04 .09 1.36 3.88 4.01 3.47 2.52 1.97 4.75 4.83 5.43 5.85 7.75 8.02 9.49 9.77 10.13 11.58 11.93 12".56 14.16 17.51 19.78 21.63 20.58

73.61 -1.21

HIGH ACCURACY KEYDATE TRADES DOW

JONES

Contract 6704D9 6804D9 6904D9 7004D9 7104D9 7204D9 7304D9 7404D9 7504D9 7604D9 7704D9 7804D9 7904D9 8004D9 8104D9 8204D9 8304D9 8404D9 8504D9 8604D9 8704D9 8804D9 8904D9 9004D9 9104D9 9204D9 9304D9 9404D9

Date In

BUY Price

02(28/67 02(28/68 02(28/69 03/02/70

839.37 844.72 905.21 780.20

02(28/72 02(28/73 02(28/74 02(28/75 03/01/76 02/28/77 02(28/78 02(28/79 02/28/80 03/02/81 03/01/82 02(28/83 02(28/84 02(28/85 02(28/86 03/02/87 02(29/88 02(28/89 02(28/90 02(28/91 02(28/92 03/01/93 02(28/94

924.30 955.10 860.50 739.10 975.40 936.40 742.10

03/01/71

882.50

808.80

854.40 978.00 828.40 1112.60 1157.10 1284.00 1709.10 2220.50 2071.60 2258.40 2627.20 2882.20 3267.70 3355.40 3832.00

Trades: 28 Winners: Avg prof: 38.08 Avg Joss: APR

LIVE

Contract 6704LH 6804LH 6904LH 7004LH 7104LH 7204LH 7304LH 7404LH 7504LH 7604LH 7704LH 7804LH 7904LH 8004LH 8104LH 8204LH 8304LH 8404LH 8504LH 8604LH 8704LH 8804LH 8904LH 9004LH 9104LH 9204LH 9304LH 9404LH

HOGS

Date In

02/28/67 02/28/68 02/28/69 03/02/70 03/01/71 02/28/72 02/28/73 02/28/74 02/28/75 03/01/76 02/28/77 02/28/78 02/28/79 02/28/80 03/02/81 03/01/82 02/28/83 02/28/84 02/28/85 02/28/86 03/02/87 02/29/88 02/28/89 02/28/90 02/28/91 02/28/92 03/01/93 02/28/94

Trades: Avg prof:

28 1.32

BUY Price 20.60 19.00 20.45 27.75 17.64 23.35 35.87 38.25 38.60 42.35 34.69 44.07 52.30 37.37 42.37 45.92 51.35 45.30 46.62 38.07 44.05 43.25 43.72 50.35 51.87 39.71 45.40 49.50 Winners: Avg Joss:

02/28

Enter: Date Out

Price

870.43 840.09 907.38 768.00 916.80 941.20 952.10 874.20 779.40 979.90 961.00 773.80 857.60 809.60* 994.10 805.30 1117.70 1171.40 1249.70 1789.90 2286.90 2087.40 2262.50 2755.60 2929.90 3254.20 3465.60 3894.80

03(20/67 03/18/68 03/18/69 03/18/70 03/18/71 03(20/72 03/19/73 03/18/74 03/18/75 03/18/76 03/18/77 03(20/78 03/19/79 03/13/80 03/18/81 03/18/82 03/18/83 03/19/84 03/18/85 03/18/86 03/18/87 03/18/88 03(20/89 03/19/90 03/18/91 03/18/92 03/18/93 03/18/94

21 -19.36

03/18 P/L

31.06 -4.63 2.17 -12.20 34.30 16.90 -3.00 13.70 40.30 4.50 24.60 31.70 48.80 -44.80 16.10 -23.10 5.10 14.30 -34.30 80.80 66.40 15.80 4.10 128.40 47.70 -13.50 110.20 62.80

%

Stop: P/L

3.70 -.55 .24

-1.56 3.89 1.83 -.31 1.59 5.45 .46 2.63 4.27 6.03 -5.24 1.65 -2.79 .46 1.24 -2.67 4.73 2.99 .76

.18 4.89 1.65 -.41 3.28 1.64

5.0

Total

31.06 26.43 28.60 16.40 50.70 67.60 64.60 78.30

118.60

123.10 147.70 179.40 228.20 183.40 199.50 176.40 181.50 195.80 161.50 242.30 308.70 324.50 328.60 457.00 504.70 491.20 601.40 664.20

Losers:7 % Winners: % Avg prof: 2.6 % Avg Joss:

Enter: Date Out 03/10/67 03/11/68 03/10/69 03/10/70 03/10/71 03/10/72 03/12/73 03/11/74 03/10/75 03/10/76 03/10/77 03/10/78 03/12/79 03/10/80 03/10/81 03/10/82 03/10/83 03/12/84 03/11/85 03/10/86 03/10/87 03/10/88 03/10/89 03/12/90 03/11/91 03/10/92 03/10/93 03/10/94 21 -1.07

Exit:

02/28

Exit:

Price 20.75 19.00 21.50 27.00 17.75 25.12 38.92 37.57 38.76 44.15 34.71 46.80 49.70 36.46 42.62 49.02 51.45 47.12 47.02 39.60 44.77 43.32 43.65 52.82 54.15 41.02 48.25 48.12

Losers: % Avg prof:

03/10

Stop:

9.0

% P/L .73 .00 5.13 -2.70 .62 7.58 8.50 -1.78 .41 4.25 .06 6.19 -4.97 -2.44 .59 6.75 .19 4.02 .86 4.02 1.63 .16 -.16 4.91 4.40 3.30 6.28 -2.79

Total .15 .15 1.20 .45 .56 2.33 5.38 4.70 4.86 6.66 6.68 9.41 6.81 5.90 6.15 9.25 9.35 11.17 11.57 13.10 13.82 13.89 13.82 16.29 18.57 19.88 22.73 21.35

% Winners: % Avg Joss:

75.0

P/L .15 .00 1.05 -.75 .11 1.77 3.05 -.68 .16 1.80 .02 2.73 -2.60 -.91 .25 3.10 .10 1.82 .40 1.53 .72 .07 -.07 2.47 2.28 1.31 2.85 -1.38 6 3.4

75.0 -1.9

-2.5

57

SEASONAL TRADER'S BIBLE MAY PORK BELLIES Contract 6705PB 6805PB 6905PB 7005PB 7I05PB 7205PB 7305PB 7405PB 7505PB 7605PB 7705PB 7805PB 7905PB 8005PB 8105PB 8205PB 8305PB 8405PB 8505PB 8605PB 8705PB 8805PB 8905PB 9005PB 9105PB 9205PB 9305PB

Date In 02/28/67 02/28/68 02/28/69 03/02/70 03/01/71 02/28/72 02/28/73 02/28/74 02/28/75 03/01/76 02/28/77 02/28/78 02/28/79 02/28/80 03/02/81 03/01/82 02/28/83 02/28/84 02/28/85 02/28/86 03/02/87 02/29/88 02/28/89 02/28/90 02/28/91 02/28/92 03/01/93

Trades: Avg prof:

27 1.69

Price 33.92 33.32 36.81 45.65 27.01 36.10 55.70 54.60 62.10 66.72 51.65 71.55 65.25 42.97 50.55 69.50 74.25 60.22 70.72 55.85 63.10 53.27 38.30 52.45 63.80 34.37 39.67

Trades: Avg prof:

58

Date In 2/28/67 2/28/68 2/28/69 3/ 2/70 3/ 1/71 2/28/72 2/28/73 2/28/74 2/28/75 3/ 1/76 2/28/77 2/28/78 2/28/79 2/2 8/80 3/ 2/81 3/ 1/82 2/28/83 2/28/84 2/28/85 2/28/86 3/ 2/87 2/29/88 2/28/89 2/28/90 2/28/91 2/28/92 3/ l /93 51 2/94 28 3.48

Price 33.92 33.32 36.81 45.65 27.01 36.10 55.70 54.60 62.10 66.72 51.65 71.55 65.25 42.97 50.55 69.50 74.25 60.22 70.72 55.85 63.10 53.27 38.30 52.45 63.80 34.37 39.67 47.85

Enter: 02/28

Date Out 03/06/67 03/05/68 03/04/69 03/05/70 03/05/71 03/06/72 03/05/73 03/04/74 03/05/75 03/05/76 03/07/77 03/06/78 03/05/79 03/05/80 03/05/81 03/05/82 03/07/83 03/05/84 03/05/85 03/05/86 03/05/87 03/07/88 03/06/89 03/02/90 03/05/91 03/05/92 03/05/93

Winners: Avg loss:

MAY PORK BELLIES Contract 6705PB 6805PB 6905PB 7005PB 7I05PB 7205PB 7305PB 7405PB 7505PB 7605PB 7705PB 7805PB 7905PB 8005PB 8105PB 8205PB 8305PB 8405PB 8505PB 8605PB 8705PB 8805PB 8905PB 9005PB 9105PB 9205PB 9305PB 9405PB

BUY

21 -1.46

BUY

Enter: 02/28

Winners: 21 Avg loss: -2.51

Price 35.40 34.30 37.41 45.80 28.32 41.10 57.90 51.30 64.65 74.10 55.70 78.62 61.72 41.22 47.65 74.60 74.40 64.72 72.70 61.55 67.45 56.47 38.17 49.80 64.00 37.10 52.10 45.10

Losers: % Avg prof:

6 3.3

7 6.92

3.0

Total .80 .85 -.41 -.06 .07 2.86 1.71 -.09 1.41 3.09 3.19 9.39 9.86 10.79 9.76 12.73 11.88 14.31 16.39 16.74 17.39 19.74 20.19 17.54 19.14 20.28 26.83

% Winners: % Avg loss:

77.8 -2.8

Exit: 03/18

P/L 1.48 .98 .60 .15 1.31 5.00 2.20 -3.30 2.55 7.38 4.05 7.07 -3.53 -1.75 -2.90 5.10 .15 4.50 1.98 5.70 4.35 3.20 -.13 -2.65 .20 2.73 12.43 -2.75

Stop:

% P/L 2.36 .15 -3.42 .77 .48 7.73 -2.06 -3.30 2.42 2.52 .19 8.67 .72 2.16 -2.04 4.27 -1.14 4.04 2.94 .63 1.03 4.41 1.17 -5.05 2.51 3.32 16.51

P/L .80 .05 -1.26 .35 .13 2.79 -1.15 -1.80 1.50 1.68 .IO 6.20 .47 .93 -1.03 2.97 -.85 2.43 2.08 .35 .65 2.35 .45 -2.65 1.60 1.14 6.55

Price 34.72 33.37 35.55 46.00 27.14 38.89 54.55 52.80 63.60 68.40 51.75 77.75 65.72 43.90 49.52 72.47 73.40 62.65 72.80 56.20 63.75 55.62 38.75 49.80 65.40 35.51 46.22

Losers: % Avg prof:

Date Out 3/17/67 3/18/68 3/18/69 3/18/70 3/18/71 3/17/72 3/16/73 3/ 5/74 3/18/75 3/18/76 3/18/77 3/17/78 31 9/79 3/10/80 3/10/81 3/18/82 3/18/83 3/16/84 3/18/85 3/18/86 3/18/87 3/18/88 3/17 /89 3/ 2/90 3/18/91 3/18/92 3/18/93 51 5/94

Exit: 03/05

%

Stop:

8.0

P/L 4.36 2.94 1.63 .33 4.85 13.85 3.95 -6.04 4.11 11.06 7.84 9.88 -5.41 -4.07 -5.74 7.34 .20 7.47 2.80 10.21 6.89 6.01 -.34 -5.05 .31 7.94 31.33 -5.75

Total 1.48 2.46 3.06 3.21 4.52 9.52 11.72 8.42 10.97 18.35 22.40 29.47 25.94 24.19 21.29 26.39 26.54 31.04 33.02 38.72 43.07 46.27 46.14 43.49 43.69 46.42 58.85 56.10

% Winners: % Avg loss:

73.61 -4.66

HIGH ACCURACY KEYDATE TRADES MAY

SOYBEANS

Contract 6705S 6805S 6905S 7005S 7105S 7205S 7305S 7405S 7505S 7605S 7705S 7805S 7905S 8005S 8105S 8205S 8305S 8405S 8505S 8605S 8705S 8805S 8905S 9005S 9105S 9205S 9305S 9405S

Date In 02/28/67 02/28/68 02/28/69 03/02/70 03/01/71 02/28/72 02/28/73 02/28/74 02/28/75 03/01/76 02/28/77 02/28/78 02/28/79 02/28/80 03/02/81 03/01/82 02/28/83 02/28/84 02/28/85 02/28/86 03/02/87 02/29/88 02/28/89 02/28/90 02/28/91 02/28/92 03/01/93 02/28/94

Trades: Avg prof:

28 16.2

BUY Price 288.3 276.1 266.4 261.6 306.2 335.2 609.2 627.2 507.2 487.9 782.2 590.6 766.0 661.2 731.7 635.0 575.5 743.3 573.0 529.8 485.2 642.6 773.6 580.8 588.0 589.3 584.4 684.0

Winners: Avg loss:

Enter: Date Out 03/07/67 03/07/68 03/07/69 03/09/70 03/08/71 03/07/72 03/07/73 03/07/74 03/07/75 03/08/76 03/07/77 03/07/78 03/07/79 03/07/80 03/09/81 03/08/82 03/07/83 03/07/84 03/07 /85 03/07 /86 03/09/87 03/07/88 03/07/89 03/07/90 03/07 /91 03/09/92 03/08/93 03/07/94

21 -12.1

02/28 Price 290.5 276.8 265.3 258.6 306.7 339.6 660.0 644.9 542.5 488.3 837.0 640.0 772.0 648.5 747.2 611.2 589.0 775.2 582.0 533.7 491.9 619.6 777.0 590.5 601.6 600.2 576.4 671.0

Losers: % Avg prof:

Exit:

7

2.6

03/07

P/L 2.3 .6 -I. I -3.0 .5 4.4 50.7 17.6 35.2 .4 54.7 49.4 6.0 -12.7 15.5 -23.7 13.5 32.0 9.0 4.0 6.6 -23.0 3.4 9.8 13.6 11.0 -8.0 -13.0

% P/L .78 .23 -.42 -1.15 .16 1.30 8.33 2.81 6.95 .08 7.00 8.36 .78 -1.93 2.12 -3.74 2.35 4.31 1.57 .76 1.37 -3.58 .44 I.68 2.32 1.87 -1.37 -1.90

Stop:

% Winners: % Avg Joss:

4.0 Total 2.3 2.9 1.8 -1.3 -.8 3.6 54.4 72.0 107.2 107.6 162.4 211.7 217.7 205.0 220.5 196.7 210.2 242.3 251.2 255.2 261.9 238.9 242.3 252.0 265.6 276.6 268.6 255.6

75.0 -2.0

59

SEASONAL TRADER'S BIBLE

60

61

SEASONAL TRADER'S BIBLE JUN LIVE CATTLE Date In 3/ 1/67 3/ 1/68 3/ 3/69 3/ 2/70 3/ 1/71 3/ 1/72 3/ 1/73 3/ 1/74 3/ 3/75 3/ 1/76 3/ 1/77 3/ 1/78 3/ 1/79 3/ 3/80 3/ 2/81 3/ 1/82 3/ 1/83 3/ 1/84 3/ 1/85 3/ 3/86 3/ 2/87 3/ 1/88 3/ 1/89 3/ 1/90 3/ 1/91 3/ 2/92 3/ 1/93 3/ 1/94

Contract 6706LC 6806LC 6906LC 7006LC 7106LC 7206LC 7306LC 7406LC 7506LC 7606LC 7706LC 7806LC 7906LC 8006LC 8106LC 8206LC 8306LC 8406LC 8506LC 8606LC 8706LC 8806LC 8906LC 9006LC 9106LC 9206LC 9306LC 9406LC Trades: Avg prof:

BUY Price 25.85 26.25 28.40 31.60 30.92 33.62 45.30 47.37 35.39 40.55 40.05 46.67 70.52 73.10 66.70 63.32 65.27 68.82 67.12 59.47 62.47 68.92 74.37 71.27 77.07 73.92 74.37 74.60

Date In 03/01/67 03/01/68 03/03/69 03/02/70 03/01/71 03/01/72 03/01/73 03/01/74 03/03/75 03/01/76 03/01/77 03/01/78 03/01/79 03/03/80 03/02/81 03/01/82 03/01/83 03/01/84 03/01/85 03/03/86 03/02/87 03/01/88 03/01/89 03/01/90 03/01/91 03/02/92 03/01/93

Trades: Avg prof:

62

Date Out 3/ 9/67 3/ 8/68 3/ 7/69 3/ 9/70 3/ 9/71 3/ 9/72 3/ 9/73 3/ 8/74 3/ 7/75 3/ 9/76 3/ 9/77 3/ 9/78 3/ 9/79 3/ 7/80 3/ 9/81 3/ 9/82 3/ 9/83 3/ 9/84 3/ 8/85 3/ 7/86 3/ 5/87 3/ 9/88 3/ 9/89 3/ 9190 3/ 8/91 3/ 9/92 3/ 9/93 3/ 9/94

Price 26.10 26.40 28.97 32.35 30.89 33.80 46.27 48.20 36.10 41.60 41.12 48.65 71.55 72.80 67.82 65.12 65.67 69.15 67.35 58.80 59.87 69.75 73.95 72.52 77.87 75.07 75.90 74.77

29 Winners: 23 Losers: % Avg prof: .83 Avg loss: -1.15

JUL PORK BELLIES Contract 6707PB 6807PB 6907PB 7007PB 7107PB 7207PB 7307PB 7407PB 7507PB 7607PB 7707PB 7807PB 7907PB 8007PB 8107PB 8207PB 8307PB 8407PB 8507PB 8607PB 8707PB 8807PB 8907PB 9007PB 9107PB 9207PB 9307PB

Enter: 03/01

27 3.76

Enter: 03/01

BUY

Price 35.25 33.37 36.40 44.70 27.37 36.60 54.25 55.55 61.20 67 .15 53.35 73.52 66.55 45.57 52.07 70.05 74.17 62.05 72.15 57.57 61.12 53.77 38.62 52.10 63.30 35.75 39.96 Winners: Avg loss:

Date Out 03/21/67 03/21/68 03/21/69 03/23/70 01/22/71 03/21/72 03/21 /73 03/05/74 03/21 /75 03/22/76 03/21 /77 03/21 /78 03/08/79 03/10/80 03/10/81 03/22/82 03/21/83 03/21/84 03/21/85 03/21/86 03/23/87 03/21/88 03/21 /89 03/05/90 03/21 /91 03/23/92 03/22/93 21 -2.61

Exit: 03/09

P/L % P/L .25 .97 .57 .15 2.01 .57 2.37 .75 -.03 -.10 .18 .54 .97 2.14 .83 1.75 .71 2.01 2.59 1.05 2.67 1.07 4.24 1.98 1.03 1.46 -.41 -.30 1.12 1.68 2.84 1.80 .40 .61 .33 .48 .23 .34 -.67 -1.13 -4.16 -2.60 .83 1.20 -.42 -.56 1.25 1.75 .80 1.04 1.15 1.56 1.53 2.06 .17 .23

Total .25 .40 .97 1.72 1.69 1.87 2.84 3.67 4.38 5.43 6.50 8.48 9.51 9.21 10.33 12.13 12.53 12.86 13.09 12.42 9.82 10.65 10.23 11.48 12.28 13.43 14.96 15.13

% Winners:

79.31

6 1.61

Losers:

% Avg loss:

Exit: 03/21

Price 36.55 34.80 39.23 44.07 28.55 39.44 57.65 52.55 68.47 72.17 56.42 77.75 63.05 42.70 49.25 75.45 76.25 67.05 73.42 61.47 67.92 55.50 38.64 49.25 65.15 38.76 55.37

% Avg prof:

Stop: 4.0

Stop: 5.0

% P/L 3.69 4.29 7.77 -1.41 4.31 7.76 6.27 -5.40 11.88 7.48 5.75 5.75 -5.26 -6.30 -5.42 7.71 2.80 8.06 1.76 6.77 11.13 3.22 .05 -5.47 2.92 8.42 38.56

Total 1.30 2.73 5.56 4.93 6.11 8.95 12.35 9.35 16.62 21.64 24.71 28.94 25.44 22.57 19.75 25.15 27.23 32.23 33.50 37.40 44.20 45 93 45.95 43.10 44.95 47.96 63.37

% Winners: % Avg loss:

77.8 -4.9

P/L 1.30 1.43 2.83 -.63 1.18 2.84 3.40 -3.00 7.27 5.02 3.07 4.23 -3.50 -2.87 -2.82 5.40 2.08 5.00 1.27 3.90 6.80 1.73 .02 -2.85 1.85 3.01 15.41 6 7.4

-1.73

HIGH ACCURACY KEYDATE TRADES DOW

BUY

JONES

Contract 6704D9 6804D9 6904D9 7004D9 7104D9 7204D9 7304D9 7404D9 750409 760409 770409 7804D9 790409 8004D9 810409 820409 830409 840409 850409 860409 870409 880409 890409 9004D9 9104D9 920409 930409 9404D9

Date In 03/03/67 03/04/68 03/03/69 03/03/70 03/03/71 03/03/72 03/05/73 03/04/74 03/03/75 03/03/76 03/03/77 03/03/78 03/05/79 03/03/80 03/03/81 03/03/8 03/03/83 03/05/84 03/04/85 03/03/86 03/03/87 03/03/88 03/03/89 03/05/90 03/04/91 03/03/92 03/03/93 03/03/94

Enter:

Price 846.60 830.56 908.63 787.40 882.40 942.40 966.90 853.20 753.10 978.80 948.60 747.30 827.40 854.40 966.00 2815.20 1138.10 1165.20 1289.50 1696.70 2226.50 2063.50 2274.30 2649.60 2914.10 3290.20 3404.00 3824.40

Date Out 03/08/67 03/08/68 03/10/69 03/09/70 03/08/71 03/08/72 03/08/73 03/08/74 03/10/75 03/08/76 03/08/77 03/08/78 03/08/79 03/10/80 03/09/81 03/08/82 03/08/83 03/08/84 03/08/85 03/10/86 03/09/87 03/08/88 03/08/89 03/08/90 03/08/91 03/09/92 03/08/93 03/08/94

Trades: 28 Winners: 20 Avg prof: 19.69 Avg loss: -24.86 JUN HEATING OIL Contract 8006HO 8106HO 8206HO 8306HO 8406HO 8506HO 8606HO 8706HO 8806HO 8906HO 9006HO 9106HO 9206HO 9306HO 9406HO

Date In 03/07/80 03/09/81 03/08/82 03/07/83 03/07/84 03/07/85 03/07/86 03/09/87 03/07/88 03/07/89 03/07/90 03/07 /91 03/09/92 03/08/93 03/07/94

Trades: Avg prof:

15 4.38

BUY Price 76.80 97.30 67.01 69.00 77.24 72.13 37.12 47.53 40.92 46.90 54.10 51.62 51.18 56.79 42.07

Winners: Avg loss:

03/03 Price 843.32 835.24 917.14 778.30 898.60 945.60 976.40 878.10 776.10 988.70 952.00 750.90 844.90 818.90 976.40 795.50 1119.80 1147.10 1269.70 1703.00 2260.10 2081.10 2295.50 2696.20 2955.20 3215.10 3469.40 3851.70

03/08

P/L -3.28 4.68 8.51 -9.10 16.20 3.20 9.50 24.90 23.00 9.90 3.40 3.60 17.50 -35.50 10.40 -19.70 -18.30 -18.10 -19.80 6.30 33.60 17.60 21.20 46.60 41.10 -75.10 65.40 27.30

Losers: 8 % Avg prof: 1.3

Enter: Date Out 04/08/80 04/08/81 04/08/82 04/08/83 04/09/84 04/08/85 03/31/86 04/08/87 04/08/88 04/10/89 04/09/90 04/08/91 04/08/92 04/08/93 04/08/94 12 -2.55

Exit:

03/07

Exit:

P/L -.39 .56 .94 -1.16 1.84 .34 .98 2.92 3.05 1.01 .36 .48 2.12 -4.15 1.08 -2.42 -1.61 -1.55 -1.54 .37 1.51 .85 .93 1.76 1.41 -2.28 1.92 .71

04/08

3 7.4

5.0

Total -3 .28 1.40 9 .91 .8 1 17.01 20.21 29. 71 54 .61 77 .61 87 .51 90.91 94.51 112.01 76.51 86.91 67 .21 48 .91 30.81 11.01 17 .31 50.91 68.51 89. 71 136.31 177.41 102.31 167.71 195.01

% Winners: % Avg loss:

71.4 -1.9

Stop: 5.0

P/L % P/L 2.40 3.12 .63 .65 19.23 28.70 9.73 14.10 .06 .05 3.33 4.62 -3.80 -10.24 .44 .21 3.41 8.33 4.37 9.32 -2.87 -5.30 1.78 3.45 4.60 8.99 -.98 -1. 73 2.87 6.82

Price 79.20 97.93 86.24 78.73 77.29 75.46 33.32 47.74 44.33 51.27 51.23 53.40 55.78 55.81 44.94

Losers: % Avg prof:

%

Stop:

% Winners: % Avg loss:

Total 2.40 3.03 22.26 31.99 32.04 35.37 31.57 31.78 35.19 39.56 36.69 38.47 43.07 42.09 44.96 80.0 -5.8

63

SEASONAL TRADER'S BIBLE JUL

COPPER

Contract

Date In 3/ 8/67 3/ 8/68 3/10/69 3/ 9/70 3/ 8/71 3/ 8/72 3/ 8/73 3/ 8/74 3/10/75 3/ 8/76 3/ 8/77 3/ 8/78 3/ 8/79 3/10/80 3/ 9/81 3/ 8/82 3/ 8/83 3/ 8/84 3/ 8/85 3/10/86 3/ 9/87 3/ 8/88 3/ 8/89 3/ 8/90 3/ 8/91 3/ 9/92 3/ 8/93 3/ 8/94

6707CP 6807CP 6907CP 7007CP 7107CP 7207CP 7307CP 7407CP 7507CP 7607CP 7707CP 7807CP 7907CP 8007CP 8107CP 8207CP 8307CP 8407CP 8507CP 8607CP 8707CP 8807CP 8907CP 9007CP 9107CP 9207CP 9307CP 9407CP

Trades: Avg prof:

28 1.97

BUY Price 47.70 57.65 51.00 69.05 51.40 53.50 67.60 105.50 59. l 0 61.10 70.50 60.50 89.00 104.30 83.90 69.70 75.10 68.90 60.80 66.90 62.90 86.90 136.65 111.60 107.75 100.60 96.40 88.60

Date In 03/10/67 03/11/68 03/10/69 03/10/70 03/10/71 03/10/72 03/12/73 03/11/74 03/10/75 03/10/76 03/10/77 03/10/78 03/12/79 03/10/80 03/10/81 03/10/82 03/10/83 03/12/84 03/11/85 03/10/86 03/10/87 03/10/88 03/10/89 03/12/90 03/11/91 03/10/92 03/10/93 03/10/94

Trades: Avg prof:

64

28 4.5

Date Out 3/17/67 3/14/68 3/17 /69 3/17/70 3/17/71 3/17/72 3/16/73 3/15/74 3/17/75 3/17/76 3/17/77 3/17/78 3/16/79 3/17 /80 3/17 /8 l 3/17 /82 3/17/83 3/16/84 3/15/85 3/17 /86 3/17 /87 3/17/88 3/17 /89 3/16/90 3/15/91 3/17/92 3/17 /93 3/17/94

Winners: 21 Avg loss: -2.81

J U L SOYBEAN MEAL Contract 6707SM 6807SM 6907SM 7007SM 7107SM 7207SM 7307SM 7407SM 7507SM 7607SM 7707SM 7807SM 7907SM 8007SM 8107SM 8207SM 8307SM 8407SM 8507SM 8607SM 8707SM 8807SM 8907SM 9007SM 9107S!v1 9207SM 9307SM 9407SM

Enter:

BUY

Price 73.3 75.5 73.7 72.1 79.7 95. l 197.4 162.8 122.0 137.2 235.7 169.0 199.4 183 .1 216.6 184.6 178.9 209.8 139.0 161.5 136.1 180.6 235.7 175.0 174.2 180.2 181.8 192.6 Winners: Avg loss:

Exit:

Price

45.85 56.50 53.00 72.10 54.05 53.65 65.20 109.20 59.40 63.70 72.80 61.10 92.10 97.00 87.20 71.20 75.45 70.25 60.55 68.45 63.40 92.70 132.10 113.80 105.60 101.55 97.25 91.00

Losers: % Avg prof:

Enter: 03/10

Date Out 03/20/67 03/20/68 03/20/69 03/20/70 03/22/7 I 03/20/72 03/20/73 03/20/74 03/20/75 03/22/76 03/21/77 03/20/78 03/20/79 03/20/80 03/20/81 03/22/82 03/21/83 03/20/84 03/20/85 03/20/86 03/20/87 03/21/88 03/20/89 03/20/90 03/20/91 03/20/92 03/22/93 03/21/94 21 -4. 7

03/08

03/17 P/L

7 2.61

P/L

-3.88 -1.99 3.92 4.42 5.16 .28 -3.55 3.51 .51 4.26 3.26 .99 3.48 -7.00 3.93 2.15 .47 1.96 -.41 2.32 .79 6.67 -3.33 1.97 -2.00 .94

.88

2.71

% Winners: % Avg loss:

Exit: 03/20 P/L .7 .1 1.2 .8 -.9 .3 -19.4 -1.2 6.7 -1.5 6.6 22.3 3.9 -2.8 6.7 3.3 8.5 1.4 5.2 -1.0 2.2 9.7 6.5 1.2 -5.9 1.9 3.0 2.6

Price 74.0 75.6 74.9 72.9 78.8 95.4 178.0 161.6 128.7 135.7 242.3 191.3 203.3 180.3 223.3 187.9 187.4 211.2 144.2 160.5 138.3 190.3 242.2 176.2 168.3 182.1 184.8 195.2

Losers: % Avg prof:

%

-1.85 -1.15 2.00 3.05 2.65 .15 -2.40 3.70 .30 2.60 2.30 .60 3.10 -7.30 3.30 1.50 .35 1.35 -.25 1.55 .50 5.80 -4.55 2.20 -2.15 .95 .85 2.40

Stop:

7 2. 7

6.5 Total -1.85 -3.00 -1.00 2.05 4.70 4.85 2.45 6.15 6.45 9.05 I 1.35 11.95 15.05 7.75 11.05 12.55 12.90 14.25 14.00 15.55 16.05 21.85 17.30 19.50 17.35 18.30 19.15 21.55 73.17

-3.17

Stop: 9.0

% P/L .95 .13 1.63 1.11 -1.13 .32 -9.83 -.74 5.49 -1.09 2.80 13.20 1.96 -1.53 3.09 1.79 4.75 .67 3.74 -.62 1.62 5.37 2.76 .69 -3.39 1.05 1.65 1.35

Total .7 .8 2.0 2.8 1.9 2.2 -17.2 -18.4 -11.7 -13.2 -6.6 15.7 19.6 16.8 23.5 26.8 35.3 36.7 41.9 40.9 43.1 5_2.8 59.3 60.5 54.6 56.5 59.5 62.1

% Winners: % Avg loss:

75.0 -2.6

HIGH ACCURACY KEYDATE TRADES MAY

S O Y B EAN O I L

Contract Date In 6705BO 03/14/67 6805BO 03/14/68 6905BO 03/14/69 7005BO 03/16/70 7105BO 03/15/71 7205BO 03/14/72 7305BO 03/14/73 7405BO 03/14/74 750580 03/14/75 7605BO 03/15/76 7705BO 03/14/77 7805BO 03/14/78 7905BO 03/14/79 800580 03/14/80 810580 03/16/81 8205BO 03/15/82 830580 03/14/83 8405BO 03/14/84 8505BO 03/14/85 8605BO 03/14/86 8705BO 03/16/87 880580 03/14/88 890580 03/14/89 9005BO · 03/14/90 9105BO 03/14/91 920580 03/16/92 9305BO 03/15/93 9405BO 03/14/94 Trades: Avg prof:

JUL

COPPER

Contract 6707CP 6807CP 6907CP 7007CP 7I07CP 7207CP 7307CP 7407CP 7507CP 7607CP 7707CP 7807CP 7907CP 8007CP 8I07CP 8207CP 8307CP 8407CP 8507CP 8607CP 8707CP 8807CP 8907CP 9007CP 9107CP 9207CP 9307CP 9407CP 9507CP

Trades: Avg prof:

28 .53

Date In 3/15/67 3/18/68 3/17 /69 3/16/70 3/15/71 3/15/72 3/15/73 3/15/74 3/17/75 3/15/76 3/15/77 3/15/78 3/15/79 3/17 /80 3/16/81 3/15/82 3/15/83 3/15/84 3/15/85 3/17 /86 3/16/87 3/15/88 3/15/89 3/15/90 3/15/91 3/16/92 3/15/93 3/15/94 3/15/94 29 1.75

BUY Price 10.36 9.00 8.49 10.10 12.13 11.59 13.88 25.87 26.10 16.09 26.53 25.75 26.75 22.53 24.23 18.77 17.36 29.57 29.00 17.41 15.76 20.44 23.68 21.77 21.78 20.73 20.76 28.41

Winners: Avg loss: BUY

Price 45.45 56.05 53.00 71.85 52.70 53.00 64.10 109.20 59.40 62.60 72.00 61.50 90.50 97.00 86.20 70.70 75.95 69.60 60.55 68.45 63.05 90.60 131.20 114.35 105.60 100.60 97.45 91.10 91.35

Winners: Avg loss:

Enter: Date Out 03/20/67 03/19/68 03/19/69 03/19/70 03/19/71 03/20/72 03/19/73 03/19/74 03/19/75 03/19/76 03/21/77 03/20/78 03/19/79 03/19/80 03/19/81 03/19/82 03/21/83 03/19/84 03/19/85 03/19/86 03/19/87 03/21/88 03/20/89 03/19/90 03/19/91 03/19/92 03/19/93 03/21/94 21 -.26

Date Out 3/17/67 3/19/68 3/19/69 3/19/70 3/19/71 3/17/72 3/19/73 3/19/74 3/19/75 3/19/76 3/18/77 3/17/78 3/19/79 3/19/80 3/19/81 3/19/82 3/18/83 3/19/84 3/19/85 3/19/86 3/19/87 3/18/88 3/17 /89 3/19/90 3/19/91 3/19/92 3/19/93 3/18/94 3/18/94

Exit:

Price 10.32 8.72 8.31 10.39 11.87 11.76 13.30 27.32 26.20 16.62 29.03 25.96 27.52 22.57 25.35 18.95 17.80 29.77 29.28 17.62 15.80 20.63 23.65 22.71 22.14 20.26 21.27 29.06

Losers: % Avg prof:

Enter:

22 -.79

03/14

03/15

Price 45.85 56.25 52.50 71.90 55.05 53.65 66.40 117 .50 61.70 65.00 73.40 61.10 92.00 101.90 88.80 71.10 73.50 69.95 63.20 68.30 63.55 92.80 132.10 113.20 104.85 101.50 98.40 91.35 91.20

Losers: % Avg prof:

7 2.4

Exit:

03/19

Stop:

P/L % P/L -.04 -.39 -.28 -3.11 -.18 -2.12 .29 2.87 -.26 -2.14 1.47 .17 -.58 -4.18 5.60 1.45 .38 .10 3.29 .53 2.50 9.42 .21 .82 .77 2.88 .18 .04 4.62 1.12 .18 .96 :44 2.53 .68 .20 .28 .97 .21 1.21 .25 .04 .93 .19 -.03 -.13 .94 4.32 .36 1.65 -.47 -2.27 .51 2.46 .65 2.29

% Winners: % Avg loss:

03/19

P/L .40 .20 -.50 .05 2.35 .65 2.30 8.30 2.30 2.40 1.40 -.40 1.50 4.90 2.60 .40 -2.45 .35 2.65 -.15

.50 2.20 .90 -1.15 -.75 .90 .95 .25 -.15

%

Stop:

P/L .88 .36 -.94 .07 4.46 1.23 3.59 7.60 3.87 3.83 1.94 -.65 1.66 5.05 3.02 .57 -3.23 .50 4.38 -.22 .79 2.43 .69 -1.01 -. 71 .89 .97 .27 -.16

% Winners: 7 2.23 % Avg loss:

5.0 Total -.04 -.32 -.50 -.21 -.47 -.30 -.88 .57 .67 1.20 3.70 3.91 4.68 4.72 5.84 6.02 6.46 6.66 6.94 7.15 7.19 7.38 7.35 8.29 8.65 8.18 8.69 9.34 75.0 -2.0

5.0

Total .40 .60 .IO .15 2.50 3.15 5.45 13.75 16.05 18.45 19.85 19.45 20.95 25.85 28.45 28.85 26.40 26.75 29.40 29.25 29.75 31.95 32.85 31.70 30.95 31.85 32.80 33.05 32.90

75.86 -.79

65

SEASONAL TRADER'S BIBLE JUL

LUMBER

Contract 7007LB 7107LB 7207LB 7307LB 7407LB 7507LB 7607LB 7707LB 7807LB 7907LB 8007LB 8107LB 8207LB 8307LB 8407LB 8507LB 8607LB 8707LB 8807LB 8907LB 9007LB 9107LB 9207LB 9307LB 9407LB

Date In 03/16/70 03/16/71 03/16/72 03/16/73 03/18/74 03/17/75 03/16/76 03/16/77 03/16/78 03/16/79 03/17 /80 03/16/81 03/16/82 03/16/83 03/16/84 03/18/85 03/17 /86 03/16/87 03/16/88 03/16/89 03/16/90 03/18/91 03/16/92 03/16/93 03/16/94

Trades: Avg prof:

25 9.6

SELL Price 80.0 106.6 119.0 179.0 167.5 145.0 167.5 202.9 206.8 211.5 206.3 192.0 154.1 199.4 211.8 137.4 183.8 180.2 186.5 187 .9 196.9 197.3 254.1 438.8 432.5

Trades: Avg prof:

66

Date In 3/16/67 3/18/68 3/17 /69 3/16/70 3/16/71 3/16/72 3/16/73 3/18/74 3/17/75 3/16/76 3/16/77 3/16/78 3/16/79 3/17 /80 3/16/81 3/16/82 3/16/83 3/16/84 3/18/85 3/1 7/86 3/16/87 3/16/88 3/16/89 3/16/90 3/18/91 3/16/92 3/16/93 29 1.58

Date Out 03/25/70 03/30/71 03/30/72 03/30/73 04/01/74 03/31/75 03/30/76 03/30/77 03/30/78 03/30/79 03/31/80 03/30/81 03/30/82 03/30/83 03/30/84 04/01/85 03/31/86 03/30/87 03/30/88 03/30/89 03/30/90 04/01/91 03/30/92 03/30/93 03/30/94

Winners: Avg loss:

MAY PORK BELLIES Contract 6705PB 6805PB 6905PB 7005PB 7105PB 7205PB 7305PB 7405PB 7505PB 7605PB 7705PB 7805PB 7905PB 8005PB 8105PB 8205PB 8305PB 8405PB 8505PB 8605PB 8705PB 8805PB 8905PB 9005PB 9105PB 9205PB 9305PB

Enter:

19 -4.0

BUY

Price 35.57 34.30 38.22 46.60 27.25 41.57 57.90 46.25 65.50 72.05 55.00 80.52 59.82 43.85 42.60 71.57 74.05 64.72 72.70 60.85 65.37 53.50 38.14 51.20 64.00 36.37 51.25

03/16

Enter: 03/16 Price 36.15 34.65 38.81 45.75 28.05 40.39 58.20 46.25 68.00 73.47 55.72 76.62 63.65 43.25 43.12 73.85 76.30 66.22 73.62 60.85 70.22 55.10 38.44 51.52 66.50 38.67 54.10

Winners: 21 Losers: Avg Joss: -1.71 % Avg prof:

03/30 P/L -5.7 2.2 1.1 6.0 11.9 -11.3 3.4 6.1 3.4 2.4 17.9 1.9 1.3 1.6 12.1 4.1 4.3 -.6 -.7 .4 -3.2 -2.4 12.2 55.8 34.5

Price 85.7 104.4 117.9 173.0 155.6 156.3 164.1 196.8 203.4 209.1 188.4 190.1 152.8 197.8 199.7 133.3 179.5 180.8 187.2 187 .5 200.1 199.7 241.9 383.0 398.0

Losers: % Avg prof:

Date Out 3/21/67 3/21/68 3/21/69 3/20/70 3/19/71 3/21 /72 3/21 /73 3/21 /74 3/21 /75 3/19/76 3/21 /77 3/20/78 3/21/79 3/21/80 3/20/81 3/19/82 3/21/83 3/21/84 3/21/85 3/21/86 3/20/87 3/21 /88 3/21/89 3/21 /90 3/21/91 3/20/92 3/19/93

Exit:

6 3.6

Stop:

% P/L -7.12 2.06 .92 3.35 7.10 -7.79 2.03 3.01 1.64 1.13 8.68 .99 .84 .80 5.71 2.98 2.34 -.33 -.38 .21 -1.63 -1.22 4.80 12.72 7.98

Total -5.7 -3.5 -2.4 3.6 15.5 4.2 7.6 13.7 17 .1 19.5 37.4 39.3 40.6 42.2 54.3 58.4 62.7 62.1 61.4 61.8 58.6 56.2 68.4 124.2 158.7

% Winners: % Avg loss:

76.0 -3.1

Exit: 03/21 P/L .58 .35 .59 -.85 .80 -1.18 .30 .00 2.50 1.42 .72 -3.90 3.83 -.60 .52 2.28 2.25 1.50 .92 .00 4.85 1.60 .30 .32 2.50 2.30 2.85 6 1.58

6.0

Stop: 3.50

%

P/L Total 1.63 .58 1.02 .93 1.54 1.52 -1.82 .67 2.94 1.47 -2.84 .29 .52 .59 .00 .59 3.82 3.09 1.97 4.51 1.31 5.23 -4.84 1.33 6.40 5.16 -1.37 4.56 1.22 5.08 3.19 7.36 3.04 9.61 2.32 11.11 1.27 12.03 12.03 .00 7.42 16.88 2.99 18.48 18.78 .79 .63 19.-10 3.91 21.60 6.32 23.90 5.56 26.75

% Winners: % Avg loss:

75.6 -2.44

HIGH ACCURACY KEYDATE TRADES JUL

COFFEE

Contract Date In

7307CF 7407CF 7507CF 7607CF 7707CF 7807CF 7907CF 8007CF 8107CF 8207CF 8307CF 8407CF 8507CF 8607CF 8707CF 8807CF 8907CF 9007CF 9107CF 9207CF 9307CF 9407CF

03/19/73 03/18/74 03/17/75 03/17/76 03/1 7/77 03/17/78 03/19/79 03/17 /80 03/17 /8 l 03/1 7/82 03/17 /83 03/19/84 03/18/85 03/17 /86 03/17 /8 7 03/17/88 03/17 /89 03/19/90 03/18/91 03/17 /92 03/1 7/93 03/17 /94

Trades: Avg prof:

MAY

22 3.51

COFFEE

Contract

7305CF 7405CF 7505CF 7605CF 7705CF 7805CF 7905CF 8005CF 8105CF 8205CF 8305CF 8405CF 8505CF 8605CF 8705CF 8805CF 8905CF 9005CF 9105CF 9205CF 9305CF 9405CF

Avg prof:

Date In

03/19/73 03/18/74 03/17/75 03/17/76 03/17/77 03/17/78 03/19/79 03/17/80 03/17/81 03/17/82 03/17/83 03/19/84 03/18/85 03/17/86 03/17/87 03/17/88 03/17/89 03/19/90 03/18/91 03/17/92 03/17/93 03/17/94

BUY Price

67.95 77.40 51.18 98.15 306.66 136.85 134.17 193 .11 120.98 126.00 120.75 138.26 144.20 249.16 105.33 134.57 127.72 89.88 96.30 74.75 62.50 83.45 Winners: Avg loss:

BUY Price

66.44 74.33 50.20 98.10 306.00 153.60 132.88 188.61 119.82 132.86 121.72 144.20 144.47 238.95 103.33 132.36 133.51 87.73 94.40 72.85 60.70 82.10

Trades:22 2.71 Avg loss:

Enter: Date Out

03/23/73 03/25/74 03/24/75 03/23/76 03/23/77 03/23/78 03/23/79 03/24/80 03/23/81 03/23/82 03/23/83 03/23/84 03/25/85 03/24/86 03/23/87 03/23/88 03/23/89 03/23/90 03/25/91 03/23/92 03/23/93 03/23/94

17 -3.78

03/17 Price

66.97 76.78 51.95 102.10 322.06 139.86 139.50 196.16 128.19 129.47 124.66 141.25 145.99 236.65 108.25 135.90 123.59 91.00 95.65 76.30 63.20 84.65

Losers: % Avg prof:

Enter: Date Out

Exit:

03/17 Price

62.74* 75.68 51.00 101.60 318.00 156.04 134.36 189.53 128.49 134.44 123.55 146.81 145.28 232.58 106.25 132.59 128.31 92.61 93.05 74.25 61.30 82.90

03/23

-.98 -1.60 -.83 3.12 18.52 21.53 26.86 29.91 37.12 40.59 44.50 47.49 49.28 36.77 39.69 41.02 36.89 38.01 37.36 38.91 39.61 40.81

% Winners:

77 .3 -2.2

-.98 -.62 .77 3.95 15.40 3.01 5.33 3.05 7.21 3.47 3.91 2.99 I. 79 -12.51 2.92 1.33 -4.13 1.12 -.65 1.55 .70 1.20

Exit:

Total

% Avg loss:

03/22

P/L

6.0

% P/L -1.44 -.80 1.50 4.02 5.02 2.20 3.97 1.58 5.96 2.75 3.24 2.16 1.24 -5.02 2.77 .99 -3.23 1.25 -.67 2.07 1.12 · 1.44

P/L

5 2.5

Stop:

-3.70 1.35 .80 .50 12.00 2.44 1.48 .92 8.67 1.58 1.83 2.61 .81 -6.37 2.92 .23 -5.20 4.88 -1.35 1.40 .60 .80

%

Stop: P/L

5.0 Total

-5.57 1.82 1.59 3.57 3.92 1.59 1.11 .49 7.24 1.19 1.50 1.81 .56 -2.6 2.83 .17 -3.89 5.56 -1.43 1.92 .99 .97

-3. 70 -2.35 -1.55 1. 95 13.95 16.39 17 .87 18. 79 27.46 29.04 30.87 33.48 34.29 727.92 30.84 31.07 25.87 30.75 29.40 30.80 31.40 32.20

Winners:18Losers:4% Winners: -4.16 % Avg prof: 2.2 % Avg loss:

81.8 -3.40

03/21/73 03/22/74 03/24/75 03/22/76 03/22/77 03/22/78 03/22/79 03/24/80 03/23/81 03/22/82 03/22/83 03/22/84 03/22/85 03/24/86 03/23/87 03/22/88 03/22/89 03/22/90 03/22/91 03/23/92 03/22/93 03/22/94

67

SEASONAL TRADER'S BIBLE JUN TREASURY BILLS Contract 7606TB 7706TB 7806TB 7906TB 8006TB 8106TB 8206TB 8306TB 8406TB 8506TB 8606TB 8706TB 8806TB 8906TB 9006TB 9106TB 9206TB 9306TB 9406TB

Date In 03/17/76 03/17/77 03/17/78 03/19/79 03/17/80 03/17/81 03/17 /82 03/17/83 03/19/84 03/18/85 03/17 /86 03/17/87 03/17/88 03/17 /89 03/19/90 03/18/91 03/17/92 03/17 /93 03/17 /94

Trades: Avg prof:

19 .61

APR LIVE

HOGS

Contract 6704LH 6804LH 6904LH 7004LH 7104LH 7204LH 7304LH 7404LH 7504LH 7604LH 7704LH 7804LH 7904LH 8004LH 8104LH 8204LH 8304LH 8404LH 8504LH 8604LH 8704LH 8804LH 8904LH 9004LH 9104LH 9204LH 9304LH 9404LH

Date In 03/20/67 03/18/68 03/18/69 03/18/70 03/18/71 03/20/72 03/19/73 03/18/74 03/18/75 03/18/76 03/18/77 03/20/78 03/19/79 03/18/80 03/18/81 03/18/82 03/18/83 03/19/84 03/18/85 03/18/86 03/18/87 03/18/88 03/20/89 03/19/90 03/18/91 03/18/92 03/18/93 03/18/94

Trades: Avg prof:

68

28 1.25

BUY

Price 94.11 94.66 93.23 90.53 85.34 88.94 87.38 91.47 90.03 90.69 93.75 94.50 94.32 90.67 92.18 94.32 95.67 96.95 96.11 Winners: Avg loss:

SELL Price 20.25 18.87 21.88 27.39 18.00 24.80 38.30 34.17 40.37 44.92 36.44 43.75 48.65 35.92 39.50 50.70 50.62 48.17 45.05 41.70 47.25 46.20 42.62 53.72 53.00 40.92 50.37 46.85 Winners: Avg loss:

Enter: 03/17

Date Out 04/19/76 04/18/77 04/17/78 04/17/79 04/17/80 04/20/81 04/19/82 04/18/83 04/17/84 04/17/85 04/17/86 04/20/87 04/18/88 04/17/89 04/17 /90 04/17/91 04/20/92 04/19/93 04/18/94 15 -.79

Date Out 03/30/67 04/01/68 04/01/69 03/30/70 03/30/71 03/30/72 03/30/73 04/01/74 03/31 /75 03/30/76 03/30/77 03/23/78 03/30/79 03/31/80 03/26/81 03/30/82 03/30/83 03/30/84 04/01/85 03/31/86 03/30/87 03/30/88 03/30/89 03/30/90 04/01/91 03/30/92 03/30/93 03/30/94 22 -1.79

Price 94.78 95.22 93.42 90.59 88.31 86.97 87.78 91.96 90.09 91.98 94.64 93.95 93.98 91.41 92.30 94.43 96.19 97.10 95.82

Losers: % Avg prof:

Enter:

Exit: 04/17

03/18

P/L % P/L .67 .71 .56 .59 .19 .20 .06 .07 2.97 3.48 -1.97 -2.21 .40 .46 .49 .54 .06 .07 1.29 1.42 .89 .95 -.55 -.58 -.34 -.36 .74 .82 .12 .13 .11 .12 .52 .54 .15 .15 -.29 -.30

.7

Exit:

03/30

P/L .15 -.48 .71 1.29 .50 .09 3.34 1.07 -1.20 -1.03 1.18 -4.17 2.98 6.21 -3.25 .08 1.67 -.60 1.10 1.45 .13 .85 1.75 .32 .03 1.07 .85 .60 6

3.3

Total .67 1.23 1.42 1.48 4.45 2.48 2.88 3.37 3.43 4.72 5.61 5.06 4.72 5.46 5.58 5.69 6.21 6.36 6.07

% Winners: % Avg loss:

4

Price 20.10 19.35 21.17 26.10 17.50 24.71 34.96 33.10 41.57 45.95 35.26 47.92 45.67 29.71 42.75 50.62 48.95 48.77 43.95 40.25 47.12 45.35 40.87 53.40 52.97 39.85 49.52 46.25

Losers: % Avg prof:

Stop: 4.0

78.9 -.9

Stop: 7.0

% P/L .74 -2.54 3.24 4.71 2.78 .36 8.72 3.13 -2.97 -2.29 3.24 -9.53 6.13 17.29 -8.23 .16 3.30 -1.25 2.44 3.48 .28 1.84 4.11 .60 .06 2.61 1.69 1.28

Total .15 -.33 .38 1.67 2.17 2.26 5.60 6.67 5.47 4.44 5.62 1.45 4.43 10.64 7.39 7.47 9.14 8.54 9.64 11.09 11.22 12.07 13.82 14.14 14.17 15.24 16.09 16.69

% Winners: % Avg loss:

78.6 -4.5

HIGH ACCURACY KEYDATE TRADES MAY

COFFEE

Contract 7305CF 7405CF 750-5CF 7605CF

7705CF 7805CF 7905CF 8005CF 8105CF 8205CF 8305CF 8405CF 8505CF 8605CF 8705CF 8805CF 8905CF 9005CF 9105CF 9205CF 9305CF 9405CF

Date In 03/23/73 03/25/74 03/24/75 03/23/76 03/23/77 03/23/78 03/23/79 03/24/80 03/23/81 03/23/82 03/23/83 03/23/84 03/25/85 03/24/86 03/23/87 03/23/88 03/23/89 03/23/90 03/25/91 03/23/92 03/23/93 03/23/94

Trades: Avg prof:

JUL

LIVE

Contract 6707LH 6807LH 6907LH 7007LH 7107LH 7207LH 7307LH 7407LH 7507LH 7607LH 7707LH 7807LH 7907LH 8007LH 8107LH 8207LH 8307LH 8407LH 8507LH 8607LH 8707LH 8807LH 8907LH 9007LH 9107LH 9207LH 9307LH 9407LH

22 3.15

HOGS

Date In 03/27/67 03/27/68 03/27/69 03/30/70 03/29/71 03/27/72 03/27/73 03/27/74 03/27/75 03/29/76 03/28/77 03/27/78 03/27/79 03/27/80 03/27 /81 03/29/82 03/28/83 03/27/84 03/27/85 03/27 /86 03/27/87 03/28/88 03/27 /89 03/27/90 03/27/91 03/27/92 03/29/93 03/28/94

Trades: Avg prof:

28 2.14

SELL

Enter:

Price 65.57 73.68 51.00 102.45 320.25 158.10 136.90 189.53 128.49 136.80 126.58 147.84 146.00 232.58 106.25 133.96 128.59 89.30 93.40 74.25 61.50 83.25

Date Out 04/06/73 04/08/74 04/07/75 03/31/76 04/06/77 03/28/78 04/06/79 04/07/80 04/06/81 04/06/82 04/06/83 04/06/84 04/08/85 04/07/86 04/06/87 04/06/88 04/06/89 04/04/90 04/08/91 04/06/92 04/06/93 04/06/94

Winners: Avg loss:

BUY Price 22.75 22.00 23.50 26.62 21.30 27.87 34.85 38.75 46.37 45.67 39.60 51.57 49.05 37.00 51.25 56.87 52.10 58.67 52.65 45.42 46.42 51.00 47.17 56.47 57.27 45.12 52.35 52.57

Winners: Avg loss:

17 -6.66

Price 56.00 70.80 49.15 108. 70 317 .00 172.88 136.65 186.23 124.81 133.49 120. 71 150.92 143 .11 228.62 102.04 133.92 132.09 94.99 93.25 71.80 55.75 83.05

Losers: % Avg prof:

Enter: Date Out 05/08/67 05/07/68 05/07/69 05/07170 05/07/71 05/08/72 05/07/73 04/29/74 05/07/75 05/07/76 05/09/77 05/08/78 05/07/79 04/01/80 05/07 /81 05/07/82 05/09/83 05/07 /84 05/0 l /85 04/04/86 05/07/87 05/09/88 05/08/89 05/07/90 05/07 /9 l 05/07192 05/07/93 05/09/94

21 -2.74

03/23

03/27 Price 23.70 22.57 24.10 27 .14 22.26 28.39 37.67 34.69 48.20 50.72 47.77 52.85 49.17 34.17 51.30 61.70 51.02 59.42 48.95 41.32 51.25 51.55 48.37 64.30 57.65 46.35 51.25 50.25

Losers: % Avg prof:

Exit:

5

3.3

04/06

P/L 9.57 2.88 1.85 -6.25 3.25 -14.78 .25 3.30 3.68 3 .31 5.87 -3.08 2.89 3.96 4.21 .04 -3.50 -5.69 .15 2.45 5.75 .20

% P/L 14.60 3.91 3.63 -6.10 1.01 -9.35 .18 1.74 2.86 2.42 4.64 -2.08 1.98 1.70 3.96 .03 -2.72 -6.37 .16 3.30 9.35 .24

% Winners: % Avg loss:

Exit:

7 5.0

Stop:

05/07

P/L .95 .57 .60 .52 .96 .52 2.82 -4.06 1.83 5.05 8.17 1.28 .12 -2.83 .05 4.83 -1.08 .75 -3.70 -4.10 4.83 .55 1.20 7.83 .38 1.23 -1.10 -2.32

% P/L 4.18 2.59 2.55 1.95 4.51 1.87 8.09 -10.48 3.95 11.06 20.63 2.48 .24 -7.65 .10 8.49 -2.07 1.28 -7.03 -9.03 10.40 1.08 2.54 13.87 .66 2.73 -2.10 -4.41

6.0 Total 9.57 12.45 14.30 8.05 11.30 -3.48 -3.23 .07 3.75 7.06 12.93 9.85 12.74 16.70 20.91 20.95 17.45 11.76 11.91 14.36 20.11 20.31 77.3 -5.3

Stop:

% Winners: % Avg loss:

7.0

Total .95 1.52 2.12 2.64 3.60 4.12 6.94 2.88 4.71 9.76 17.93 19.21 19.33 16.50 16.55 21.38 20.30 21.05 17.35 13.25 18.08 18.63 19.83 27.66 28.04 29.27 28.17 25.85 75.0 -6.1

69

SEASONAL TRADER'S BIBLE JUL ORANGE JUICE Contract Date In

670701 03/28/67 680701 03/28/68 690101 03/28/69 700701 03/30/70 710701 03/29/71 720701 03/28/72 730701 03/28/73 740701 03/28/74 750701 03/31/75 760701 03/29/7.6 770701 03/28/77 780701 03/28/78 790701 03/28/79 800701 03/2 8/80 810701 03/30/81 820701 03/29/82 830701 03/28/83 840701 03/28/84 850701 03/28/85 860701 03/31/86 870701 03/30/87 880701 03/28/88 890701 03/28/89 900101 03/28/90 910701 03/28/91 920101 03/30/92 930701 03/29/93 Trades:

27

Avg prof: JUL

SUGAR

Contract

6707SU 6807SU 6907SU 7007SU 7107SU 7207SU 7307SU 7407SU 7507SU 7607SU 7707SU 7807SU 7907SU 8007SU 8107SU 8207SU 8307SU 8407SU 8507SU 8607SU 8707SU 8807SU 8907SU 9007SU 9107SU 9207SU 9307SU 9407SU 9507SU

Trades: Avg prof:

70

4.35

Date In

3/29/67 3/29/68 4/ I /69 3/30/70 3/29/71 3/29/72 3/29/73 3/29/74 3/31/75 3/29/76 3/29/77 3/29/78 3/29/79 3/31/80 3/30/81 3/29/82 3/29/83 3/29/84 3/29/85 3/31/86 3/30/87 3/29/88 3/29/89 3/29/90 4/ 1/91 3/30/92 3/29/93 3/29/94 3/29/94 29 .53

BUY

Price

28.80 53.75 56.90 39.25 48.35 48.20 45.75 t!7 .80 49.50 63.25 78.75 114.80 104.30 91.00 145.35 115.10 112.50 173.75 162.20 93.70 129.55 159.65 161.60 188.70 115.65 140.65 89.10 Winners:

Enter:

Date Out

05/04/67 05/06/68 04/11/69 05/04/70 05/04/71 05/04/72 04/19/73 05/06/74 05/05/75 05/04/76 05/04/77 05/04/78 05/04/79 05/05/80 05/04/81 05/04/82 05/04/83 05/04/84 05/06/85 05/05/86 05/04/87 05/04/88 05/04/89 05/04/90 05/06/91 04/07/92 05/04/93 21

Avg loss:

-5.52

SELL

Enter:

Price

1.79 2.06 3.93 3.53 4.66 8.05 8.77 17 .5 3 24.30 14 .13 9.36 8.45 8.86 20.44 21.07 11.25 7.40 7.43 4.00 9.22 7.07 8.87 12.11 15.70 8.79 8.56 12.46 12.10 11.30

Date Out

3/31/67 4/11/68 4/14/69 4/14/70 4/14/71 4/14/72 4/13/73 4/10/74 4/14/75 4/14/76 4/11 /77 4/14/78 4/12/79 4/ 3/80 4/14/81 4/14/82 4/14/83 4/13/84 4/12/85 4/14/86 4/14/87 4/14/88 4/14/89 4/12/90 4/ 8/91 4/ 2/92 4/14/93 4/14/94 4/14/94

03/28

Exit:

6

Losers: % Avg prof:

Price

1.92 2.00 3.92 3.50 4.62 7.08 8.68 18.48 24.69 14.07 9.90 8.05 8.34 21.85 17 .91 10.57 7.28 6.70 4.04 8.36 7.01 8.67 11.86 15.55 9.31 8.99 11.03 11.23 10.94

Losers: Winners: 21 Avg loss: -.55 % Avg prof:

5.1

Exit:

% Winners: % Avg loss:

77.8 -6.2

Total

5.0

%

Total

% Winners: % Avg Joss:

72.41

P/L

8

Stop:

04/14

-.13 .06 .01 .03 .04 .97 .09 -.95 -.39 .06 -.54 .40 .52 -1.41 3.16 .68 .12 .73 -.04 .86 .06 .20 .25 .15 -.52 -.43 1.43 .87 .36 4.70

6.0

7.20 9.45 5.50 7.75 12.80 16.75 12.50 13.60 15.95 12.05 12.95 16.15 17.55 15.55 15.90 17.90 17.95 31.60 23.55 24.05 25.45 34.15 61.05 62.80 63.95 52.95 58.10

7.20 2.25 -3.95 2.25 5.05 3.95 -4.25 I.IO 2.35 -3.90 .90 3.20 1.40 -2.00 .35 2.00 .05 13.65 -8.05 .50 1.40 8.70 26.90 1.75 1.15 -11.00 5.15

36.00 56.00 52.95 41.50 53.40 52.15 41.50 48.90 51.35 59.35 79.65 118.00 105.70 89.00 145.70 117.10 112.55 187.40 154.15 94.20 130.95 168.35 188.50 190.45 116.80 129.65 94.25

Stop:

% P/L 25.00 4.19 -6.94 5.73 10.44 8.20 -9.29 2.30 4.75 -6.17 1.14 2.79 1.34 -2.20 .24 1.74 .04 7.86 -4.96 .53 1.08 5.45 16.65 .93 .99 -7.82 5.78

P/L

Price

03/29

05/04

P/L -7.26 2.91 .25 .85 .86 12.05 1.03 -5.42 -1.60 .42 -5.77 4.73 5.87 -6.90 15.00 6.04 1.62 9.83 -1.00 9.33 .85 2.25 2.06 .96 -5.92 -5.02 11.48 7.19 3.19

-.13 -.07 -.06 -.03 .01 .98 1.07 .12 -.27 -.21 -.75 ·-.35 .17 -1.24 1.92 2.60 2.72 3.45 3.41 4.27 4.33 4.53 4.78 4.93 4.41 3.98 5.41 6.28 6.64 -4.86

HIGH ACCURACY KEYDATE TRADES JUN CANADIAN DOLLAR

BUY

Contract 7706CD 7806CD 7906CD 8006CD 8I06CD 8206CD 8306CD 8406CD 8506CD 8606CD 8706CD 8806CD 8906CD 9006CD 9106CD 9206CD 9306CD 9406CD

Date Out

Date In

03/31/77 03/31 /78 04/02/79 03/31/80 03/31 /81 03/31/82 03/31/83 04/02/84 04/01/85 03/31/86 03/31/87 03/31/88 03/31/89 04/02/90 04/01/91 03/31/92 03/31/93 03/31 /94

Trades: Avg prof:

18 .54

Price

94.26 88.01 86.37 84.34 83.91 81.35 80.80 78.35 72.89 71.13 76.56 80.65 83.48 84.73 85.72 83.57 79.13 72.01

Winners: Avg loss:

JUN JAPANESE YEN Contract Date In 7706JY 7806JY 7906JY 8006JY

8I06JY 8206JY 8306JY 8406JY 8506JY

8606JY 8706JY

8806JY

8906JY 9006JY 9106JY 9206JY 9306JY 9406JY

03/31 /77 03/31/78 04/02/79 03/31/80 03/31/81 03/31/82 03/31/83 04/02/84 04/01/85 03/31/86 03/31/87 03/31/88 03/31/89 04/02/90 04/01/91 03/31/92 03/31/93 03/31/94

Trades: Avg prof:

18 .57

04/25/77 04/24/78 04/24/79 04/24/80 04/24/81 04/26/82 04/25/83 04/24/84 04/24/85 04/24/86 04/24/8 7 04/25/88 04/24/89 04/24/90 04/24/91 04/24/92 04/26/93 04/25/94

14 -.77

SELL

Price

35.96 46.16 47.63 40.37 47.94 41.06 42.06 44.87 39.85 56.56 68.93 80.87 76.32 63.13 71.46 75.30 87.04 98.21

Winners: Avg loss:

Enter: 03/31 Price

Enter: 03/31 04/11/77 04/10/78 04/09/79 04/08/80 04/08/81 04/08/82 04/08/83 04/09/84 04/08/85 04/08/86 04/08/87 04/08/88 04/10/89 04/09/90 04/08/91 04/08/92 04/08/93 04/08/94

14 -.87

Total

.96 1.02 -.48 -.55 1.31 1.52 .20 .24 -.40 -.48 .32 .39 .83 1.03 -.25 -.32 .05 .07 .72 1.01 -1.94 -2.53 .36 .45 .22 .26 .89 1.05 .49 .57 .44 .53 .21 .27 .53 .74

4

.7

P/L

36.78 46.02 47.25 39.19 47.49 40.87 42.00 44.76 39.44 55.88 68.55 80.01 76.11 63.32 72.79 75.27 88.17 95.30

.96 .48 1.79 1.99 1.59 1.91 2.74 2.49 2.54 3.26 1.32 1.68 1.90 2.79 3.28 3.72 3.93 4.46

% Winners: % Avg loss:

Exit: 04/08

Price

Losers: % Avg prof:

Stop: 9.0

P/L % P/L

95.22 87.53 87.68 84.54 83.51 81.67 81.63 78.10 72.94 71.85 74.62 81.01 83.70 85.62 86.21 84.01 79.34 72.54

Losers: % Avg prof:

Date Out

Exit: 04/24

Stop:

9.0

% P/L

Total

% Winners: % Avg loss:

77.8 -1.4

-.82 -2.28 .14 .30 .38 .80 1.18 2.92 .45 .94 .19 .46 .06 .14 .11 .25 .41 1.03 .68 1.20 .38 .55 .86 1.06 .21 .28 -.19 -.30 -1.33 -1.86 .03 .04 -1.13 -1.30 2.91 2.96

4 .9

77.8 -1.0

-.82 -.68 -.30 .88 1.33 1.52 1.58 1.69 2.10 2.78 3.16 4.02 4.23 4.04 2.71 2.74 1.61 4.52

71

SEASONAL TRADER'S BIBLE

72

APRIL KEYDATE SEASONALS

73

SEASONAL TRADER'S BIBLE JUL

LIVE

HOGS

BUY

Contract Date In 6707LH 6807LH 6907LH 7007LH 7107LH 7207LH 7307LH 7407LH 7507LH 7607LH 7707LH 7807LH 7907LH 8007LH 8107LH 8207LH 8307LH 8407LH 8507LH 8607LH 8707LH 8807LH 8907LH 9007LH 9107LH 9207LH 9307LH 9407LH

Trades: Avg prof:

SEP

28 1.09

HEATING

04/01/80 04/01/81 04/01/82 04/04/83 04/02/84 04/01/85 04/01/86 04/01/87 04/04/88 04/03/89 04/02/90 04/01/91 04/01/92 04/01/93 04/04/94

Trades: Avg prof:

74

22.30 22.10 22.70 26.80 21.60 27.21 35.96 38.50 46.42 47.07 40.76 51.17 48.82 34.17 51.42 57.62 52.80 59.72 50.75 44.27 46.12 50.75 46.07 57.82 56.72 44.92 54.12 52.67

Winners: Avg loss:

OIL

Contract Date In 8009HO 8109HO 8209HO 8309HO 8409HO 8509HO 8609HO 8709HO 8809HO 8909HO 9009HO 9109HO 9209HO 9309HO 9409HO

Price

04/03/67 04/01/68 04/01/69 04/01/70 04/01/71 04/03/72 04/02/73 04/01/74 04/01/75 04/01/76 04/01/77 04/03/78 04/02/79 04/01/80 04/01/81 04/01/82 04/04/83 04/02/84 04/01/85 04/01 /86 04/01/87 04/04/88 04/03/89 04/02/90 04/01/91 04/01/92 04/01/93 04/04/94

15 2.05

BUY Price

81.25 99.61 79.70 77.00 79.70 74.60 36.60 49.82 45.50 50.65 56.30 54.01 56.02 57.97 47.79

Winners: Avg loss:

Enter: Date Out

04/10/67 04/10/68 04/09/69 04/09/70 04/12/71 04/10/72 04/09/73 04/09/74 04/09/75 04/09/76 04/11/77 04/10/78 04/09/79 04/09/80 04/09/81 04/12/82 04/11/83 04/09/84 04/09/85 04/04/86 04/09/87 04/11/88 04/10/89 04/09/90 04/09/91 04/09/92 04/12/93 04/11/94

22 -1.03

Date Out

04/10/80 04/10/81 04/12/82 04/11/83 04/10/84 04/10/85 04/10/86 04/10/87 04/11/88 04/10/89 04/05/90 04/10/91 04/10/92 04/12/93 04/11/94

Exit:

Price

04/09 P/L

22.25 22.00 23.50 27.07

-.05 -.10

.80

.27 1.02 .73

22.62

27.94 36.07 39.92 47.32 50.47

.11

1.42 .90

3.40

44.02

3.26

.38 .98 1.40

51.55 49.80 35.57 53.67 57.67 53.15 59.47 51.10 41.32 48.82 51.22 46.32 58.72 56.85 46.70 52.77 51.22

Losers: % Avg prof:

Enter:

12 -2.18

04/01

04/01

2.25 .05 .35 -.25 .35 -2.95 2.70 .47 .25 .90 .13

% P/L

-.05 -.15 .65 .92 1.94 2.67 2.78 4.20 5.10 8.50 11.76 12.14 13.12 14.52 16.77 16.82 17.17 16.92 17.27 14.32 17.02 17.49 17.74 18.64 18.77 20.55 19.20 17.75

.09

.66

-.42 .69 -6.66

5.85 .93

.54

1.56 .23 3.96

2.7

% Winners: % Avg loss:

Exit:

04/10

6

P/L

2.45 1.07

83.70 100.68 86.68 79.80 80.00 75.80 39.69 47.76 47.26 51.20 54.00 56.88 57.40 58.09 47.79

6.98 2.80

.30 1.20 3.09 -2.06 1.76 .55 -2.30 2.87 1.38 .12 .00

2 3.3

4.0 Total

-.22 -.45 3.52 1.01 4.72 2.68 .31 3.69 1.94 7.22 8.00 .74 2.01 4.10 4.38

1.78 -1.35 -2.49 -1.45 -2.75

Price

Losers: % Avg prof:

Stop:

78.6 -2.2

Stop:

3.0

% P/L

Total

8.76 3.64 .38 1.61 8.44 -4.13 3.87 1.09

10.50 13.30 13.60 14.80 17.89 15.83 17.59 18.14 15.84 18.71

3.02 1.07

-4.09 5.31 2.46 .21 .00

% Winners: % Avg Joss:

2.45

3.52

20.09 20.21 20.21

80.0 -4.1

HIGH ACCURACY KEYDATE TRADES JUN

LIVE

Contract 6706LC 6806LC 6906LC 7006LC 7106LC 7206LC 7306LC 7406LC 7506LC 7606LC 7706LC 7806LC 7906LC 8006LC 8106LC 8206LC 8306LC 8406LC 8506LC 8606LC 8706LC 8806LC 8906LC 9006LC 9106LC 9206LC 9306LC 9406LC Trades: Avg prof:

JUL

Date In 4/ 3/67 4/ 3/68 4/ 3/69 4/ 3/70 4/ 5/71 4/ 3/72 4/ 3/73 4/ 3/74 4/ 3/75 4/ 5/76 4/ 4/77 4/ 3/78 4/ 3/79 4/ 3/80 4/ 3/81 4/ 5/82 4/ 4/83 4/ 3/84 4/ 3/85 4/ 3/86 4/ 3/87 4/ 4/88 4/ 3/89 4/ 3/90 4/ 3/91 4/ 3/92 4/ 5/93

41 4194 28 1.39

SOYBEANS

Contract 6707S 6807S 6907S 7007S 7107S 7207S 7307S 7407S 7507S 7607S 7707S 7807S 7907S 8007S 8107S 8207S 8307S 8407S 8507S 8607S 8707S 8807S 8907S 9007S 9107S 9207S 9307S 9407S Trades: Avg prof:

BUY

CATTLE

Date In 4/ 3/67 4/ 3/68 4/ 3/69 4/ 3/70 4/ 5/71 4/ 3/72 4/ 3/73 4/ 3/74 4/ 3/75 4/ 5/76 4/ 4/77 4/ 3/78 4/ 3/79 4/ 3/80 4/ 3/81 4/ 5/82 4/ 4/83 4/ 3/84 4/ 3/85 4/ 3/86 4/ 3/87 4/ 4/88 4/ 3/89 4/ 3/90 4/ 3/91 4/ 3/92 4/ 5/93 4/ 4/94

Price 25.80 26.47 29.75 31.90 32.89 33.60 42.80 45.15 41.05 45.55 41.22 49.67 71.12 62.10 67.92 67.45 69.30 68.95 65.52 55.52 64.72 69.42 71.65 73.10 78.05 74.57 76.15 74.72

Enter: Date Out 4/14/67 4/11/68 4/14/69 4/14/70 4/14/71 4/14/72 4/13/73 4/11/74 4/14/75 4/14/76 4/14/77 4/14/78 4/12/79 4/14/80 4/14/81 4/14/82 4/14/83 4/13/84 4/12/85 4/14/86 4/14/87 4/14/88 4/14/89 4/12/90 4/12/91 4/14/92 4/14/93 4/14/94

04/03 Price 25.90 26.82 29.80 30.57 33.12 34.30 42.87 47.20 42.92 48.57 44.52 52.02 76.57 65.67 69.70 67.90 70.10 67.05 64.37 57.07 64.80 69.75 71.10 73.87 76.67 73.52 76.52 72.77

Winners: Losers: 21 Avg loss: -1.33 % Avg prof:

BUY

Enter:

Price 286.1 273.9 266.1 265.9 296.5 346.7 546.6 581.5 577.0 480.2 923.0 665.0 757.0 610.0 802.0 671.5 660.0 813.5 609.5 525.8 498.2 676.5 720.2 599.5 601.2 584.6 599.0 653.6

Date Out 4/ 7/67 4/ 8/68 4/ 8/69 4/ 8/70 4/ 8/71 4/ 7/72 4/ 6/73 4/ 4/74 4/ 8/75 4/ 8/76 4/ 7/77 4/ 7/78 4/ 6/79 4/ 8/80 4/ 8/81 4/ 8/82 4/ 8/83 4/ 6/84 4/ 8/85 4/ 8/86 4/ 8/87 4/ 8/88 4/ 7/89 4/ 6/90 4/ 8/91 4/ 8/92 4/ 8/93 4/ 8/94

04/03 Price 287.4 274.6 268.1 266.1 293.7 358.2 562.9 561.5 577.5 490.6 974.0 690.0 774.6 615.3 830.2 672.0 665.5 815.7 616.7 526.8 507.6 689.0 722.0 608.5 603.6 574.2 601.6 656.6

28 Winners: 25 Losers: 9.11 Avg loss: -11.04 % Avg prof:

Exit:

4/14

P/L .10 .35 .05 -1.33 .23 .70 .07 2.05 1.87 3.02 3.30 2.35 5.45 3.57 1.78 .45 .80 -1.90 -1.15 1.55 .08 .33 -.55 .77 -1.38 -1.05 .37 -1.95

%

7 2.67 Exit:

3 1.41

4.0

P/L .39 1.32 .17 -4.17 .70 2.08 .16 4.54 4.56 6.63 8.01 4.73 7.66 5.75 2.62 .67 1.15 -2.76 -1. 76 2.79 .12 .48 -.77 1.05 -1.77 -1.41 .49 -2.61

Total .10 .45 .50 -.83 -.60 .10 .17 2.22 4.09 7.11 10.41 12.76 18.21 21.78 23.56 24.01 24.81 22.91 21.76 23.31 23.39 23.72 23.17 23.94 22.56 21.51 21.88 19.93

% Winners: % Avg loss:

75.00 -2.18

04/08

P/L 1.3 .8 2.0 .3 -2.8 11.5 16.2 -20.0 .5 10.4 51.0 25.0 17.6 5.3 28.2 .5 5.5 2.3 7.3 1.0 9.4 12.5 1.8 9.0 2.4 -10.4 2.6 3.0

Stop:

%

.

Stop: P/L .44 .27 .75 .09 -.93 3.32 2.97 -3.44 .09 2.16 5.53 3.76 2.33 .86 3.52 .07 .83 .28 1.19 .19 1.88 1.85 .24 1.50 .40 -1.77 .44 .46

% Winners: % Avg loss:

2.00 Total 1.3 2.0 4.0 4.3 1.5 13.0 29.2 9.3 9.8 20.1 71.1 96.1 113.7 119.0 147.2 147.7 153.2 155.5 162.7 163.7 173.1 185.6 187.4 196.4 198.7 188.4 191.0 194.0

88.60 -11.04

75

SEASONAL TRADER'S BIBLE MAY

COPPER

SELL

Enter:

Price 44.40 54.95 57.25 76.05 57.40 52.80 70.75 129.80 59.20 65.80 70.20 61.50 93.80 91.20 85.40 68.05 75.50 70.75 65.00 64.15 62.65 106.75 130.20 120.15 I 09.35 I 02.70 94.55 87.80

Date Out 05/01/67 04/30/68 04/15/69 04/30/70 04/30/71 05/01/72 04/30/73 04/24/74 04/30/75 04/12/76 05/02/77 05/01/78 04/30/79 04/30/80 04/30/81 04/30/82 05/02/83 04/30/84 04/30/85 04/30/86 04/30/87 05/02/88 04/10/89 04/30/90 04/30/91 04/30/92 04/30/93 05/02/94

- - - - - - - - - - - - - - - - - - - - - - - - - - - - - -04/04 - - - - - - -Exit: Contract 6705CP 6805CP 6905CP 7005CP 7105CP 7205CP 7305CP 7405CP 7505CP 7605CP 7705CP 7805CP 7905CP 8005CP 8105CP 8205CP 8305CP 8405CP 8505CP 8605CP 8705CP 8805CP 8905CP 9005CP 9105CP 9205CP 9305CP 9405CP

Date In 04/04/67 04/04/68 04/07/69 04/06/70 04/05/71 04/04/72 04/04/73 04/04/74 04/04/75 04/05/76 04/04/77 04/04/78 04/04/79 04/07/80 04/06/81 04/05/82 04/04/83 04/04/84 04/04/85 04/04/86 04/06/87 04/04/88 04/04/89 04/04/90 04/04/91 04/06/92 04/05/93 04/04/94

Price 43.00 45.75 61.45 75.50 53.40 50.10 68.50 138.30 55.70 70.20 64.60 58.70 92.60 87.90 81.15 70.70 77.60 64.45 60.95 62.25 62.30 94.20 142.35 116.90 105.90 99.85 83.70 93.00

28 4.11

SELL

JUL WHEAT Contract 6707W 6807W 6907W 7007W 7107W 7207W 7307W 7407W 7507W 7607W 7707W 7807W 7907W 8007W 8107W 8207W 8307W 8407W 8507W 8607W 8707W 8807W 8907W 9007W 9107W 9207W 9307W 9407W Trades: Avg prof:

76

Winners: Avg loss:

Date In 4/10/6 7 4/ 8/68 4/ 8/69 4/ 8/70 4/ 8/71 4/10/72 4/ 9/73 4/ 8/74 4/ 8/7 5 4/ 8/76 4/11/77 4/10/78 4/ 9/79 4/ 8/80 4/ 8/81 4/ 8/82 4/ 8/83 4/ 9/84 4/ 8/85 4/ 8/86 4/ 8/87 4/ 8/88 4/10/89 4/ 9/90 4/ 8/91 4/ 8/92 4/ 8/93 4/ 8/94 28 8.71

Price 176.5 145.1 127 .1 138.0 154.9 150.9 219.0 402.0 360.7 360.2 276.8 332.2 321.2 416.0 449.7 375.0 374.7 352.0 341.3 253.0 271.7 326.2 386.0 338.7 295.2 356.0 314.4 333.0

21 -5.60

Losers: % Avg prof:

Enter:

04/08

Date Out 4/24/67 4/24/68 4/24/69 4/24/70 4/23/71 4/24/72 4/23/73 4/24/74 4/24/75 4/23/76 4/22/77 4/24/78 4/24/79 4/24/80 4/24/81 4/23/82 4/22/83 4/24/84 4/24/85 4/24/86 4/24/87 4/22/88 4/24/89 4/24/90 4/24/91 4/24/92 4/23/93 4/22/94

Winners: 21 Avg loss: -11.05

Losers: % Avg prof:

P/L % P/L 1.40 3.15 9.20 16.74 -4.20 -7.34 .55 .72 4.00 6.97 2.70 5.11 2.25 3.18

-4.40 5.60 2.80 1.20 3.30 4.25 -2.65 -2.10 6.30 4.05 1.90 .35 12.55 -12.15 3.25 3.45 2.85 10.85 -5.20

7

5.5

Exit:

Price 166.6 139.9 128.9 142.5 152.8 147 .1 233.5 397.0 331.7 344.0 271.0 302.8 333.7 404.0 446.2 388.3 360.7 351.8 334.2 252.5 270.5 323.0 404.0 333.2 290.3 368.9 304.6 314.0

Stop:

-8.50 -6.55 3.50 5.91

-------------------------------------Trades: Avg prof:

04/30

7

Total

1.40 10.60 6.40 6.95

10.95

13.65 15.90 7.40 10.90

6.50

12.10 14.90 16.10 19.40 23.65 21.00 18.90 25.20

1.28

3.62

4.98 -3.89

-2.78 8.90 6.23 2.96 .56 11.76 -9.33 2.70 3.16 2.78

29.25 31.15 31.50 44.05 31.90

35.15 38.60 41.45

11.48 -5.92

52.30 47.10

% Winners: % Avg loss:

75.0 -6.1

04/24

P/L 9.9 5.3 -1.8 -4.5 2.1 3.8 -14.5 5.0 29.0 16.2 5.8 29.5 -12.5 12.0 3.5 -13.2 14.0 .3 7.0 .5 1.3 3.3 -18.0 5.5 5.0 -12.9 9.8 19.0 2.68

-6.69 7.98 4.55

6.0

%

Stop:

6.0

P/L 5.59 3.62 -1.38 -3.26 1.37 2.49 -6.62 1.24

Total 9.9

-3.89

73.2

15.1

13.4

8.9

11.0 14.7 .3 5.3

8.04 4.51 2.08 8.88

34.2 50.5 56.2 85.7

2.88

85.2 88.7

.78 -3.53 3.74 .07 2.05 .20 .46 1.00 -4.66 1.62 1.69 -3.62 3.10 5.71

% Winners: % Avg loss:

75.5

89.5 89.7

96.7 97.2

98.5 101.8 '83.7 89.2

94.2

81.4 91.1 110.1

74.71 -3.85

HIGH ACCURACY KEYDATE TRADES MAY FEEDER CATTLE Contract 7705FC 7805FC 7905FC 8005FC 8105FC 8205FC 8305FC 8405FC 8505FC 8605FC 8705FC 8805FC 8905FC 9005FC 9I05FC 9205FC 9305FC 9405FC

Date In 04/11/77 04/11/78 04/11/79 04/11/80 04/13/81 04/12/82 04/11/83 04/11/84 04/11/85 04/11 /86 04/13/87 04/11/88 04/11/89 04/11/90 04/11/91 04/13/92 04/12/93 04/11/94

Trades: Avg prof:

JUL

18 1.60

LUMBER

Contract 7007LB 7107LB 7207LB 7307LB 7407LB 7507LB 7607LB 7707LB 7807LB 7907LB 8007LB 8107LB 8207LB 8307LB 8407LB 8507LB 8607LB 8707LB 8807LB 8907LB 9007LB 9I07LB 9207LB 9307LB 9407LB

Date In 04/13/70 04/12/71 04/12/72 04/12/73 04/15/74 04/14/75 04/12/76 04/12/77 04/12/78 04/12179 04/14/80 04/13/81 04/12/82 04/12/83 04/12/84 04/12/85 04/14/86 04/13/87 04/12/88 04/12/89 04/12/90 04/12/91 04/13/92 04/12/93 04/12/94

Trades: Avg prof:

25 6.7

SELL

Price 43.78 53.90 90.85 70.90 72.12 66.42 68.40 66.60 67.75 58.37 69.00 78.02 77.25 82.75 88.32 77.52 84.12 80.92 Winners: Avg loss:

Enter: 04/11

Date Out 04/21/77 04/18/78 04/25/79 04/25/80 04/27/81 04/26/82 04/25/83 04/25/84 04/25/85 04/25/86 04/27 /87 04/25/88 04/25/89 04/25/90 04/25/91 04/27/92 04/26/93 04/25/94 14 -1.42

Enter:

Price 86.2 107.1 118.3 167.3 153.3 161.1 174.7 193.9 196.2 211.9 176.4 189.1 152.6 201.8 188.0 150.1 178.6 183.9 194.3 181.6 197.0 204.7 239.8 347.5 361.1

Date Out 04/22/70 04/22/71 04/24/72 04/23/73 04/22/74 04/22/75 04/22/76 04/22/77 04/24/78 04/23/79 04/22/80 04/22/81 04/22/82 04/22/83 04/23/84 04/22/85 04/22/86 04/22/87 04/22/88 04/24/89 04/23/90 04/22/91 04/22/92 04/19/93 04/22/94 19 -8.8

Price 45.23 55.60 90.30 69.45 71.42 67.85 65.82 64.72 65.02 52.50 67.55 77.35 76.00 81.42 88.05 77.47 85.22 79.35

04/12

4

2.3

Exit:

Total -1.45 -3 .15 -2.60 -1.15 -.45 -1.88 .70 2.58 5.31 11.18 12.63 13.30 14.55 15.88 16.15 16.20 15.10 16.67

% Winners: % Avg loss:

77.8 -2.5

04/22

Stop:

P/L % P/L 1.2 1.39 1.6 1.49 -1. 9 -1.61 .96 1.6 7.7 5.02 7.6 4.72 6.4 3.66 .5 .26 -5.4 -2.75 -10.2 -4.81 1.8 1.02 -7.4 -3.91 11.7 7.67 -3.0 -1.49 13.7 7.29 5.1 3.40 11.4 6.38 2.9 1.58 3.2 1.65 2.8 1.54 .41 .8 4.9 2.39 4.2 1.75 -25.2 -7 .25 38.4 10.63

Price 85.0 105.5 120.2 165.7 145.6 153.5 168.3 193.4 201.6 222.1 174.6 196.5 140.9 204.8 174.3 145.0 167.2 181.0 191.1 178.8 196.2 199.8 235.6 372.7 322.7

Losers: % Avg prof:

Stop: 3.0

% P/L -3 .31 -3.15 .61 2.05 .97 -2.15 3.77 2.82 4.03 10.06 2.10 .86 1.62 1.61 .31 .06 -1.31 1.94

P/L -1.45 -1.70 .55 1.45 .70 -1.43 2.58 1.88 2.73 5.87 1.45 .67 1.25 1.33 .27 .05 -1.10 1.57

Losers: % Avg prof:

SELL

Winners: Avg loss:

Exit: 04/25

6 3.3

% Winners: % Avg loss:

7.0 Total 1.2 2.8 .9 2.5 10.2 17.8 24.2 24.7 19.3 9.1 10.9 3.5 15.2 12.2 25.9 31.0 42.4 45.3 48.5 51.3 52.1 57.0 61.2 36.0 74.4 76.0 -3.6

77

SEASONAL TRADER'S BIBLE JUN TREASURY BONDS Contract 7806TR 7906TR 8006TR 8106TR 8206TR 8306TR 8406TR 8506TR 8606TR 8706TR 8806TR 8906TR 9006TR 9106TR 9206TR 9306TR 9406TR

Date In 04/12/78 04/12/79 04/14/80 04/13/81 04/12/82 04/12/83 04/12/84 04/12/85 04/14/86 04/13/87 04/12/88 04/12/89 04/12/90 04/12/91 04/13/92 04/12/93 04/12/94

Trades: 17 Avg prof: 1.95673 JUL

LUMBER

Contract 7007LB 7107LB 7207LB 7307LB 7407LB 7507LB 7607LB 7707LB 7807LB 7907LB 8007LB 8107LB 8207LB 8307LB 8407LB 8507LB 8607LB 8707LB 8807LB 8907LB 9007LB 9107LB 9207LB 9307LB 9407LB Trades: Avg prof:

78

Date In 4/13/70 4/13/71 4/13/72 4/13/73 4/15/74 4/14/75 4/13/76 4/13/77 4/13/78 4/16/79 4/14/80 4/13/81 4/13/82 4/13/83 4/13/84 4/15/85 4/14/86 4/13/87 4/13/88 4/13/89 4/16/90 4/15/91 4/13/92 4/13/93 4/13/94 24 7.72

Price 95.68750 89.37500 73.15625 64.15625 63.50000 77.59375 66.90625 70.71875 103.68750 93.93750 90.68750 88.25000 92.50000 96.3 7500 100.25000 111.81250 105.78125

SELL

Price 86.2 106.7 118. 7 167.9 153.3 161.1 175.4 193.6 198.0 214 .1 176.4 189. l 151.4 206.8 186.9 149.8 178.6 183.9 196.3 180.5 197.2 203.6 239.8 351.5 359.0

Exit: 05/03

Date Out Price P/L 05/03/78 95.37500 .31250 05/03/79 87.78125 1.59375 04/16/80 75.68750 -2.53125 05/04/81 60.40625 3.75000 05/03/82 62.75000 .75000 05/03/83 79.03125 -1.43750 05/03/84 64.37500 2.53125 04/18/85 72.21875 -1.50000 05/05/86 100.90625 2. 78125 05/04/87 90.50000 3.43750 05/03/88 87 .81250 2.87500 04/28/89 90.15625 -1.90625 05/03/90 89.12500 3.37500 05/03/91 96.15625 .21875 05/04/92 98.43750 1.81250 05/03/93 111.37500 .43750 05/03/94 104.21875 1.56250

Winners: 13 Avg loss:-1.84375 SELL

Enter: 04/12

Enter: Date Out 4/22/70 4/22/71 4/21 /72 4/19/73 4/22/74 4/22/75 4/22/76 4/22/77 4/21/78 4/20/79 4/22/80 4/22/81 4/22/82 4/22/83 4/19/84 4/22/85 4/22/86 4/22/87 4/22/88 4/21/89 4/20/90 4/22/91 4/22/92 4/19/93 4/22/94

Losers: % Avg prof: 04/13 Price 85.0 105.5 120.6 170.2 145.6 153.5 168.3 193.4 200.3 223. l 174.6 196.5 140.9 204.8 176.4 145.0 167.2 181.0 191.1 178.7 197.3 199.8 235.6 372.7 322.7

Winners: 17 Losers: Avg Joss: -3.41 % Avg prof:

4 2.3

% P/L .33 1.78 -3.46 5.85 1.18 -1.85 3.78 -2.12 2.68 3.66 3.17 -2.16 3.65 .23 1.81 .39 1.48

Total .31250 1.90625 -.62500 3.12500 3.87500 2.43750 4.96875 3.46875 6.25000 9.68750 12.56250 10.65625 14.03125 14.25000 16.06250 16.50000 18.06250

% Winners: % Avg loss: 04/22

Exit:

%

Stop:

76.5 -2.4 5.0

P/L 1.39 1.12 -1.60 -1.37 5.02 4.72 4.05 .10 -1.16 -4.20 1.02 -3.91 6.94 .97 5.62 3.20 6.38 1.58 2.65 1.00 -.05 1.87 1.75 -6.03 10.11

Total 1.2 2.4 .5 -1.8 5.9 13.5 20.6 20.8 18.5 9.5 11.3 3.9 14.4 16.4 26.9 31.7 43.1 46.0 51.2 53.0 52.9 56.7 60.9 39.7 76.0

% Winners: % Avg loss:

71.02 -1.56

P/L 1.2 1.2 -1.9 -2.3 7.7 7.6 7.1 .2 -2.3 -9.0 1.8 -7.4 10.5 2.0 10.5 4.8 11.4 2.9 5.2 1.8 -.1 3.8 4.2 -21.2 36.3 7 3.74

Stop: 2.0

HIGH ACCURACY KEYDATE TRADES JUL

PLATINUM

Contract 6807PL

Date In

4/16/68 4/16/69 4/16/70 4/16/71 4/17/72 4/16/73 4/16/74 4/16/75 4/19/76 4/18/77 4/17/78 4/16/79 4/16/80 4/16/81 4/16/82 4/18/83 4/16/84 4/16/85 4/16/86 4/16/87 4/18/88 4/17 /89 4/16/90 4/16/91 4/16/92 4/16/93 4/18/94

6907PL 7007PL 7107PL 7207PL 7307PL 7407PL 7507PL 7607PL 7707PL 7807PL 7907PL 8007PL 8107PL 8207PL 8307PL 8407PL 8507PL 8607PL 8707PL 8807PL 8907PL 9007PL 9107PL 9207PL 9307PL 9407PL

Trades: Avg prof: MAY

28 3.31

04/24/67 04/22/68 04/22/69 04/22/70 04/22/71 04/24/72 04/23/73 04/22/74 04/22/75 04/22/76 04/22/77 04/24/78 04/23/79 04/22/80 04/22/81 04/22/82 04/22/83 04/23/84 04/22/85 04/22/86 04/22/87 04/22/88 04/24/89 04/23/90 04/22/91 04/22/92 04/22/93 04/22/94

Trades: Avg prof:

Price

231.0 194.0 173.7 115.0 100.8 144.0 220.5 151.0 155.5 164. 7 206.5 371.3 611.4 483.3 354.3 440.9 397.8 293.1 420.5 593.8 541.8 550.7 484.8 403.1 344.1 371.4 393.6

28 5.1

Enter: Date Out 51 1/68

04/16

Exit:

Price

5/ 1/69 5/ 1/70 4/30/71 5/ I /72 5/ 1/73 4/22/74 5/ 1/75 4/30/76 4/29/77 5/ 1/78 4/26/79 5/ 1/80 5/ l /81 4/30/82 4/29/83 5/ 1/84 5/ 1/85 5/ 1/86 5/ 1/87 4/29/88 51 1/89 51 1/90

51 1191 51 1192

4/30/93 4/29/94

Price

72.1 79.7 65.4 65.2 72.0 66.5 96.0 128.8 165.7 159.0 179.2 143.3 138.6 141.9 225.0 209.7 16.3 179.0 168.3 95.7 151.0 164.5 196.2 157.7 123.6 140.0 150.6 117.4

Winners: Avg loss:

Enter: Date Out

05/01/67 04/29/68 04/29/69 04/29/70 04/29/71 05/01/72 04/30/73 04/25/74 04/29/75 04/29/76 04/29/77 05/01/78 04/30/79 04/29/80 04/29/81 04/29/82 04/29/83 04/30/84 04/29/85 04/24/86 04/24/87 04/29/88 05/01/89 04/30/90 04/29/91 04/29/92 04/29/93 04/29/94

22 -4.3

5.5

-5.5 5.6 -4.2 -22.8 65.2 3.4 32.7 12.0 2.5 21.0 14.2 -17. 7 16.7 13.4 5.1 6.3 -11.2 -18.5 -8.7

8 6.16

Stop: P/L

1.73 1.39 8.46 10.96 .69 2.78 -10.20 3.64 -3.54 3.40 -2.03 -6.14 10.66 .70 9.23 2.72 .63 7.16 3.38 -2.98 3.08 2.43 1.05 1.56 -3.25 -4.98 -2.21

% Winners: % Avg loss: 04/29

Stop:

P/L % P/L

Price

2.25 -.78 .76 1.92 6.60 -1.50 5.5 5.73 -6.8 -5.24 .90 1.5 4.3 2.67 5.3 2.93 9.8 6.81 .4 .27 .88 1.3 18.0 8.00 1.31 2.8 .6 3.68 8.0 4.47 6.8 4.01 -4.0 -4 .18 -5.8 -3 .81 5.3 3.19 11. 7 5.99 -7.5 -4.75 4.6 3.74 6.0 4.29 7.72 11.6 1.4 I. I 7

70.5 80.4 64.9 64.0 67.2 67.5 90.5 135.5 164.3 154.8 174.0 133.5 138.3 140.6 207.0 207.0 15.7 171.0 161.5 99.7 156.7 159.2 184.5 165.3 119.0 134.0 139.0 116.0

Losers: % Avg prof:

%

4.0 2.7 14.7 12.6 .7 4.0 -22.5

Exit:

04/22

05/01

P/L

227.0 191.3 159.0 102.4 100.1 140.0 243.0 145.5 161.0 159.1 210.7 394. l 546.2 479.9 321.6 428.9 395.3 272.1 406.3 611.5 525.1 537.3 479.7 396.8 355.3 389.9 402.3

Winners: Losers: 20 Avg loss: -2.48 % Avg prof: SELL

OATS

Contract Date In 67050 68050 69050 70050 71050 72050 73050 74050 75050 76050 77050 78050 79050 80050 81050 82050 83050 84050 85050 86050 87050 88050 89050 90050 91050 92050 93050 94050

SELL

1.6 -.6 .5 1.3 4.8 -1.0

6

3.6

% Winners: % Avg loss:

6.0 Total

4.0 6.7 21.4 34.0 34.7 38.7 16.2 21.7 16.2 21.8 17.6 -5.2 60.0 63.4 96.1 108.1 110.6 131.6 145.8 128. l 144.8 158.2 163.3 169.6 158.4 139.9 131.2

71.12 -4.71 3.0 Total 1.6 1.0 1.5 2.8 7.5 6.5 12.0 5.3 6.8 11.0 16.2 26.0 26.4 27.6 45.6 48.4 49.0 57.0 63.7 59.7 54.0 59.2 71.0 63.5 68. l 74.1 85.7 87.1

78.6 -3.4

79

SEASONAL TRADER'S BIBLE JUL

HEATING

Contract 8007HO 8107HO 8207HO 8307HO 8407HO 8507HO 8607HO 8707HO 8807HO 8907HO 9007HO 9107HO 9207HO 9307HO 9407HO

Date In 04/23/80 04/23/81 04/23/82 04/25/83 04/23/84 04/23/85 04/23/86 04/23/87 04/25/88 04/24/89 04/23/90 04/23/91 04/23/92 04/23/93 04/25/94

Trades: Avg prof:

JUN

S&P

Contract 8206SP 8306SP 8406SP 8506SP 8606SP 8706SP 8806SP 8906SP 9006SP 9106SP 9206SP 9306SP 9406SP

15 1.20

INDEX

Date In 04/30/82 05/02/83 04/30/84 04/30/85 04/30/86 04/30/87 05/02/88 05/01/89 04/30/90 04/30/91 04/30/92 04/30/93 05/02/94

Trades: Avg prof:

80

OIL

13 5.10

SELL Price 80.00 94.27 89.51 80.48 78.70 71.58 38.66 49.29 48.43 49.95 51.48 55.93 54.57 56.16 48.48

Winners: Avg loss:

BUY Price 117.50 163.05 161.40 180.85 234.80 289.45 261.70 311.55 332.10 375.90 414.80 438.65 452.85 Winners: Avg loss:

Enter: Date Out 04/30/80 04/30/81 04/30/82 05/02/83 04/30/84 04/30/85 04/30/86 04/30/87 05/02/88 05/01/89 04/30/90 04/30/91 04/30/92 04/30/93 05/02/94

13 -1.24

Date Out 05/13/82 05/13/83 05/14/84 05/13/85 05/13/86 05/13/87 05/11/88 05/15/89 05/14/90 05/13/91 05/13/92 05/13/93 05/09/94

10

Exit:

Price 79.25 93.23 87.78 77.28 77.18 70.64 38.57 48.92 45.60 48.80 51.35 54.63 56.77 56.44 47.95

Losers: % Avg prof:

Enter:

-7.40

04/23

04/30

Stop:

P/L % P/L .75 .94 1.04 1.10 1.73 1.93 3.20 3.98 1.52 1.93 .94 1.31 .09 .23 .75 .37 2.83 5.84 1.15 2.30 .13 .25 1.30 2.32 -2.20 -4.03 -.28 -.50 .53 1.09 2 1.8

Exit:

05/13

3

1.8

8.24

9.18 9.27

9.64

12.47

13.62 13.75 15.05

12.85

12.57.

13.10

86.7 -2.3

Stop:

% Winners: % Avg loss:

7.0

Total .75 1.79 3.52 6.72

% Winners: % Avg loss:

P/L % P/L .85 .72 2.80 1.72 -3.05 -1.89 5.10 2.82 1.70 .72 5.30 1.83 -8.30 -3.17 2.23 6.95 24.80 7.47 1.85 .49 .33 1.35 .07 .30 -10.85 -2.40

Price 118.35 165.85 158.35 185.95 236.50 294.75 253.40 318.50 356.90 377.75 416.15 438.95 442.00

Losers: % Avg prof:

04/30

2.0 Total

.85

3.65 .60 5.70 7.40 12.70

4.40 11.35

36.15

38.00

39.35 39.65

28.80 76.9 -2.5

81

SEASONAL TRADER'S BIBLE SEP BRITISH POUND Contract 7509BP 7609BP 7709BP 7809BP 7909BP 8009BP 8109BP 8209BP 8309BP 8409BP 8509BP 8609BP 8709BP 8809BP 8909BP 9009BP 9109BP 9209BP 9309BP 9409BP

Date In 05/01/75 05/03/76 05/02/77 05/01/78 05/01/79 05/01/80 05/01/81 05/03/82 05/02/83 05/01/84 05/01/85 05/01 /86 05/01/87 05/02/88 05/01/89 05/01/90 05/01/91 05/01/92 05/03/93 05/02/94

Trades: Avg prof:

20 3.97

Price 228.20 179.60 170.15 180.55 205.15 224.30 218.65 182.70 156.50 141.25 121.25 149.05 166.30 186.46 166.14 160.60 168.86 174.88 154.80 151.16 Winners: Avg loss:

SEP EURO DOLLAR Contract 8209ED 8309ED 8409ED 8509ED 8609ED 8709ED 8809ED 8909ED 9009ED 9109ED 9209ED 9309ED 9409ED

Date In 05/03/82 05/02/83 05/01/84 05/01/85 05/01/86 05/01/87 05/02/88 05/01/89 05/01/90 05/01/91 05/01/92 05/03/93 05/02/94

Trades: Avg prof:

82

13 .96

SELL

Date Out 06/03/75 06/03/76 06/03/77 06/05/78 06/04/79 06/03/80 06/03/81 06/03/82 06/03/83 06/04/84 06/03/85 06/03/86 06/03/87 06/03/88 06/05/89 06/04/90 06/03/91 06/03/92 06/03/93 06/03/94 15 -3.36

BUY

Price 85.25 90.86 87.98 90.42 93.19 92.19 91.94 89.95 90.82 93.70 95.60 96.73 94.61 Winners: Avg loss:

Enter: 05/01

Date Out 08/31/82 08/31/83 08/31/84 09/03/85 09/02/86 08/31 /87 08/31/88 08/31 /89 08/31/90 09/03/91 08/31 /92 08/31/93 08/31 /94 11 -.98

Price 227.90 168.60 169.70 179.75 207.20 225.35 202.10 179.85 155.35 141.00 127 .10 148.15 163.65 179.26 154.58 164.38 167.32 178.94 153.24 150.36

Losers: % Avg prof: Enter:

Exit: 06/03

05/01

P/L .30 11.00 .45 .80 -2.05 -1.05 16.55 2.85 1.15 .25 -5.85 .90 2.65 7.20 11.56 -3.78 1.54 -4.06 1.56 .80

% P/L .13 6.12 .26 .44 -1.00 -.47 7.57 1.56 .73 .18 -4.82 .60 1.59 3.86 6.96 -2.35 .91 -2.32 1.01 .53

Total .30 11.30 11.75 12.55 10.50 9.45 26.00 28.85 30.00 30.25 24.40 25.30 27.95 35.15 46.71 42.93 44.47 40.41 41.97 42.77

5 2.2

% Winners: % Avg loss:

75.0 -2.2

Exit:

08/31

Stop:

P/L % P/L 3.25 3.81 -1.34 -1.47 .10 .11 1.42 1.57 1.07 1.15 .52 .56 -.66 -.61 1.16 1.29 1.17 1.29 .62 .58 .94 .98 .02 .02 .34 .36

Price 88.50 89.52 88.08 91.84 94.26 92.71 91.33 91.11 91.99 94.28 96.54 96.75 94.95

Losers: % Avg prof:

Stop: 9.0

2

1.1

% Winners: % Avg loss:

7.0

Total 3.25 1.91 2.01 3.43 4.50 5.02 4.41 5.57 6.74 7.32 8.26 8.28 8.62 84.6 -1.1

HIGH ACCURACY ICEVDATE TRADES SEP

SILVER

Contract Date In 6709SV

6809SV 6909SV

7009SV 7109SV 7209SV 7309SV 7409SV 7509SV 7609SV 7709SV 7809SV 7909SV

8009SV 8109SV 8209SV 8309SV 8409SV 8509SV 8609SV 8709SV 8809SV 8909SV 9009SV 9109SV 9209SV 9309SV 9409SV

05/01/67 05/01/68 05/01/69 05/01/70 05/03/71 05/01/72 05/01/73 05/01/74 05/01/75 05/03/76 05/02/77 05/01/78 05/01/79 05/01/80 05/01/81 05/03/82 05/02/83 05/01/84 05/01/85 05/01/86 05/01/87

05/02/88 05/01/89

05/01/90 05/01/91 05/01/92 05/03/93 05/02/94

Trades: Avg prof: JUL

28 21.3

PLATINUM

CONTRACT DATE IN 6807PL 05/06/68 6907PL 7007PL 7107PL 7207PL 7307PL 7407PL 7507PL 7607PL 7707PL 7807PL 7907PL 8007PL 8107PL 8207PL 8307PL 8407PL 8507PL 8607PL 8707PL 8807PL 8907PL 9007PL 9107PL 9207PL 9307PL 9407PL

05/05/69 05/04/70 05/04/71 05/04/72 05/04/73 05/06/74

05/05115

05/04/76

05104/11

05/04/78 05/04/79 05/05/80 05/04/81 05/04/82 05/04/83 05/04/84 05/06/85 05/05/86 05/04/87 05/04/88 05/04/89

05104/90

05/06/91 05/04/92 05/04/93 05/04/94

Trades: Avg prof:

27 13.8

BUY Price

132.0 232.0 181.0 177.0 169.0 162.0 218.6 562.3 445.0 448.7 488.2 507.4 816.3 1267.0 1174.0 722.0 1242.5 933.7 633.5 522.2 836.3 651.9 585.3 518.3 404.0 405.6 434.5 538.8

Winners: Avg loss: BUY PRICE

226.5 187.5 156.5 103.7 101.3 144.0 227.5 144.9 154.5 161.0 220.6 415.9 559. l 467.4 320.3 450.6 391.5 261.1 411.8 636.5 520.8 540.3 483.4 396.0 353.1 377.3 398.8

Winners: A,·g Joss:

Enter: Date Out

Price

05/12/67 05/13/68 05/12/69 05/12/70 05/12/71 05/12/72 05/14/73 05/13/74 05/12/75 05/12/76 05/12/77 05/12/78 05/14/79 05/12/80 05/12/81 05/12/82 05/12/83 05/14/84 05/13/85 05/12/86 05/12/87 05/12/88 05/12/89 05/14/90 05/13/91 05/12/92 05/12/93 05/12/94

21 -10.9

OS/04

DATE OUT

05/29/68 05/29/69 05/26/70 06/01171 05/30/72 05/29/73 05/21/74 05/29/75 06/01/76 05/31/77 05/30/78 05/29/79 05/29/80 05/29/81 05/26/82 05/31/83 05/29/84 05/29/85 05/29/86 05/26/87 05/31/88 05/19/89 05/29/90 05/29/91 05/29/92 06/0 l /9 3 05/31 /94

1.0 13.0 -2.0 1.0 3.0 -1.0 30.1 46.0 22.8 13 .1 -2.0 8.3 45.2 22.0 -11.0 -25.9 89.4 -20.0 42.6 4.8 56.5 21.3 -14.6 2.5 3.0 8.2

Stop:

Exit:

% Winners: % Avg loss:

7S.O

OS/29 12.7 5.61 2.6 1.39 -13.5 -8.63 9.0 8.68 7.3 7.21 8.0 5.56 -23.5 -10.33 4.6 3.17 9.6 6.21 -6.8 -4.22 33.7 15.28 26.2 6.30 16.2 2.90 4.2 .90 -29.5 -9.21 1.6 .36 1.30 5 .1 4.4 1.69 3.3 .80 -63.8 -10.02 90. l 17.30 -40.1 -7 .42 16.6 3.43 .28 1.1 13. 7 3.88 14 .8 3.92 5.4 1.35

6

4.6

-1.6

Stop:

P/L % P/L

PRICE

Total

1.0 14.0 12.0 13.0 16.0 15.0 45.1 91.1 113.9 127.0 125.0 133.3 178.5 200.5 189.5 163.6 253.0 233.0 275.6 280.4 336.9 358.2 343.6 346.1 349.1 357.3 364.8 370.4

5.6

7 3.7

7.0

.76 5.60 -1.10 .56 1.78 -.62 13.77 8.18 5.12 2.92 -.41 1.64 5.54 1.74 -.94 -3.59 7.20 -2.14 6.72 .92 6.76 3.27 -2.49 .48 .74 2.02 1.73 1.04

1.5

239.2 190.1 143.0 112.7 108.6 152.0 204.0 149.5 164.1 154.2 254.3 442.1 575.3 471.6 290.8 452.2 396.6 265.5 415.1 572.7 610.9 500.2 500.0 397.1 366.8 392.1 404.2

Losers: % Avg prof:

OS/12

P/L % P/L

133.0 245.0 179.0 178.0 172.0 161.0 248.7 608.3 467.8 461.8 486.2 515.7 861.5 1289.0 1163.0 696.1 1331.9 913.7 676.1 527.0 892.8 673.2 570.7 520.8 407.0 413.8 442.0 544.4

Losers: % Avg prof:

Enter:

21 -29.S

Exit:

OS/01

% Winners: % Avg loss:

7.0

TOTAL

12.7 15.3 1.8 10.8 18.1 26.1 2.6 7.2 16.8 10.0 43.7 69.9 86. l 90.3 60.8 62.4 67.5 71.9 75.2 11.4 101.5 61.4 78.0 79.1 92.8 107.6 113 .0

77.8 -8.3

83

SEASONAL TRADER'S BIBLE JUN

GOLD

Contract 7506GC 7606GC 7706GC 7806GC 7906GC 8006GC 8106GC 8206GC 8306GC 8406GC 8506GC 8606GC 8706GC 8806GC 8906GC 9006GC 9106GC 9206GC 9306GC 9406GC

BUY

Date In 05/05/75 05/05/76 05/05/77 05/05/78 05/07/79 05/05/80 05/05/81 05/05/82 05/05/83 05/07/84 05/06/85 05/05/86 05/05/87 05/05/88 05/05/89 05/07/90 05/06/91 05/05/92 05/05/93

Enter:

Price 163.5 128.3 147.6 174.0 251.7 523.0 486.5 339.8 434.8 374.5 310.5 344.1 460.8 447.0 379.3 374.0 356.8 337.8 355.5 374.7

05/05

Date Out 05/14/75 05/14/76 05/16/77 05/15/78 05/14/79 05/14/80 05/14/81 05/14/82 05/16/83 05/14/84 05/14/85 05/14/86 05/14/87 05/16/88 05/15/89 05/14/90 05/14/91 05/14/92 05/14/93 05/16/94

Exit: Price 169.3 128.2 148.5 176.6 254.2 524.5 486.5 340.0 440.2 375.5 325.8 343.1 465.6 456.0 376.5 369.8 361.1 338.3 368.3 383.7

20 5.0

Winners: Avg loss:

JUN JAPANESE YEN Contract 7706JY 7806JY 7906JY 8006JY 8106JY 8206JY 8306JY 8406JY 8506JY 8606JY 8706JY 8806JY 8906JY 9006JY 9106JY 9206JY 9306JY 9406JY

Date In 05/06/77 05/08/78 05/07/79 05/06/80 05/06/81 05/06/82 05/06/83 05/07/84 05/06/85 05/06/86 05/06/87 05/06/88 05/08/89 05/07/90 05/06/91 05/06/92 05/06/93 05/06/94

Trades: Avg prof:

84

18 .90

15 -2.0

SELL

Price 36.10 44.68 46.51 43 .11 46.78 43.33 42.96 43.94 39.30 60.57 72.28 80.37 74.63 63.33 72.19 75.59 90.91 97.88 Winners: Avg loss:

Losers: % Avg prof:

Enter:

Date Out 05/20/77 05/22/78 05/21/79 05/20/80 05/20/81 05/20/82 05/20/83 05/21/84 05/20/85 05/20/86 05/20/87 05/20/88 05/22/89 05/21 /90 05/20/91 05/20/92 05/20/93 05/20/94 14 -1.28

4 1.6

Price 36.07 43.77 45.94 44.19 45.86 42.45 42.74 42.93 40.01 59.32 71.77 80.29 70.70 65.13 72.10 77.10 90.37 96.22

P/L .03 .91 .57 -1.08 .92 .88 .22 1.01 -. 71 1.25 .51 .08 3.93 -1.80 .09 -1.51 .54 1.66 4 1.5

18.8 19.8 35.1 34.1 38.9 47.9 45.1 40.9 45.2 45.7 58.5 67.5

% Winners: % Avg loss:

Exit: 05/20

3.0 Total 5.8 5.7 6.6 9.2 11.7 13.2 13.2 13.4

4.8 1.04 9.0 2.01 -2.8 -.74 -4.2 -1.12 4.3 1.21 .5 .15 12.8 3.60 9.0 2.40

05/06

Losers: % Avg prof:

Stop:

P/L % P/L 5.8 3.55 -.1 -.08 .9 .61 2.6 1.49 2.5 .99 1.5 .29 .0 .00 .2 .06 5.4 1.24 1.0 .27 15.3 4.93 -1.0 -.29

- - - - - - - -05105/94 -----------------------------Trades: Avg prof:

05/14

75.0 -.6

Stop: 7.0

% P/L .08 2.04 1.23 -2.51 1.97 2.03 .51 2.30 -1.81 2.06 .71 .10 5.27 -2.84 .12 -2.00 .59 1.70

Total .03 .94 1.51 .43 1.35 2.23 2.45 3.46 2.75 4.00 4.51 4.59 8.52 6.72 6.81 5.30 5.84 7.50

% Winners: % Avg loss:

77.8 -2.3

HIGH ACCURACY KEYDATE TRADES JUN

LIVE

Contract

6706LC 6806LC 6906LC 7006LC 7106LC 7206LC 7306LC 7406LC 7506LC 7606LC 7706LC 7806LC 7906LC 8006LC 8106LC 8206LC 8306LC 8406LC 8506LC 8606LC 8706LC 8806LC 8906LC 9006LC 9106LC 9206LC 9306LC 9406LC

CATTLE Date In

5/ 8/67 5/ 6/68 51 6/69 51 6170 5/ 6/71 5/ 8/72 5/ 7/73 5/ 6/74 51 6/75 51 6/76 5/ 6/77 5/ 8/78 5/ 7/79 5/ 6/80 5/ 6/81 5/ 6/82 5/ 6/83 5/ 7/84 5/ 6/85 5/ 6/86 5/ 6/87 5/ 6/88 5/ 8/89 5/ 7/90 5/ 6/91

51 6192 51 6/93 51 6194

28 .89

Trades: Avg prof: JUL

SOYBEANS

Contract

6707S 6807S 6907S 7007S 7107S 7207S 7307S 7407S 7507S 7607S 7707S 7807S 7907S 8007S 8107S 8207S 8307S 8407S 8507S 8607S 8707S 8807S 8907S 9007S 9107S 9207S 9307S 9407S

Trades: Avg prof:

Date In

5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/ 5/

8/6 7 7/68 7/69 7/70 7/71 8/72 7/73 7/74 7/75 7/76 9/77 8/78 7/79 7/80 7/81 7/82 9/83 7/84 7/85 7/86 7/87 9/88 8/89 7/90 7/91 7/92 7/93 9/94

BUY Price

26.15 26.80 31.47 30.20 32.62 35.87 45.05 41.07 47.77 45.65 44.72 55.20 74.25 63.32 68.95 71.37 66.47 66.70 60.00 56.55 68.82 72.70 72.15 75.20 76.05 73.97 76.67 67.82

Enter: Date Out

5/10/67 5/10/68 5/ 9/69 5/ 8/70 5/10/71 5/10/72 5/10/73 5/10/74 5/ 9/75 5/10/76 5/10/77 5/10/78 5/10/79 5/ 9/80 5/ 8/81 5/10/82 5/10/83 5/10/84 5/10/85 5/ 9/86 5/ 8/87 5/10/88 5/10/89 5/10/90 5/10/91 5/ 8/92 5/10/93 5/10/94

05/06 Price

BUY Price

282.5 273.4 270.7 267.6 298.0 354.5 745.6 531.0 499.2 507.6 962.0 694.0 736.6 625.8 787.2 663.3 632.0 819.0 579.8 533.0 555.2 710.7 753.2 650.8 584.0 597.9 606.0 662.6

Enter: Date Out

5/10/67 5/10/68 5/ 9/69 5/ 8/70 5/10/71 5/10/72 5/10/73 5/10/74 5/ 9/75 5/10/76 5/10/77 5/10/78 5/10/79 5/ 9/80 5/ 8/81 5/10/82 5/10/83 5/10/84 5/10/85 5/ 9/86 5/ 8/87 5/10/88 5/10/89 5/10/90 5/10/91 5/ 8/92 5/10/93 5/10/94

P/L

26.25 26.75 31.67 30.57 32.76 36.14 45.37 41.77 46.20 44.65 44.12 55.90 74.92 67.17 70.30 72.00 66.55 66.12 63.32 58.70 69.25 72.80 72.07 74.20 75.25 74.70 76.95 68.25

Winners: 20 Losers: Avg loss: % Avg prof: -.71

05/07 Price

282.6 274.0 271.2 268.7 298.4 351.2 805.6 552.2 506.0 511.6 932.0 708.0 738.6 632.5 787.5 663.7 638.7 840.7 589.7 542.3 558.6 717.0 748.5 660.5 572.2 594.2 603.6 663.0

28 Winners: Losers: 22 8.71 Avg loss: -9.29 % Avg prof:

04/22

Exit:

.10 -.05 .20 .37 .14 .27 .32 .70 -1.57 -1.00 -.60 .70 .67 3.85 1.35 .63 .08 -.58 3.32 2.15 .43 .10 -.08 -1.00 -.80 .73 .28 .43 8 1.62 Exit:

Total

.10 .05 .25 .62 .76 1.03 1.35 2.05 .48 -.52 -1.12 -.42 .25 4.10 5.45 6.08 6.16 5.58 8.90 11.05 11.48 11.58 11.50 10.50 9.70 10.43 10.71 11.14

% Winners: % Avg loss:

71.06 -1.30

%

Stop: P/L

3.00 Total

.04 .23 .18 .42 .13 -.92 8.05 4.00 1.35 .79 -3.12 2.02 .27 1.08 .03 .08 1.07 2.66 1.72 1.74 .61 .88 -.63 1.50 -2.01 -.61 -.39 .06

.1 .8 1.3 2.4 2.8 -.5 59.5 80.7 87.5 91.5 61.5 75.5 77.5 84.2 84.5 85.0 91.7 113.5 123.5 132.7 136.1 142.4 137.6 147.4 135.6 132.0 129.6 130.0

% Winners: % Avg loss:

77.67 -9.29

.1 .6 .5 1.1 .4 -3.3 60.0 21.2 6.8 4.0 -30.0 14.0 2.0 6.8 .3 .5 6.8 21.7 10.0 9.3 3.4 6.3 -4.8 9.8 -11. 7 -3.6 -2.4 .4 6

P/L

5.0

.38 -.19 .64 1.23 .43 .75 .71 1.70 -3.29 -2.19 -1.34 1.27 .90 6.08 1.96 .88 .12 -.87 5.53 3.80 .62 .14 -.11 -1.33 -1.05 .99 .37 .63

05/10

P/L

1.39

%

Stop:

85

SEASONAL TRADER'S BIBLE SEP FEEDER CATTLE Contract 7709FC 7809FC 7909FC 8009FC 8109FC 8209FC 8309FC 8409FC 8509FC 8609FC 8709FC 8809FC 8909FC 9009FC 9109FC 9209FC 9309FC 9409FC

Date In 05/09/77 05/09/78 05/09/79 05/09/80 05/11/81 05110/82 05/09/83 05/09/84 05/09/85 05/09/86 05/11/87 05/09/88 05/09/89

05/09190

05/09/91

05111192

05/10/93 05/09/94

Trades: Avg prof:

18 1.19

Price 43.10 60.40 85.90 72.95 67.70 66.95 65.80 65.00 67.60 56.90 68.87 78.20 77.95 82.80 86.02 75.22 84.37 77.57 Winners: Avg loss:

JUL PORK BELLIES Contract 6707PB 6807PB 6907PB 7007PB 7107PB 7207PB 7307PB 7407PB 7507PB 7607PB 7707PB 7807PB 7907PB 8007PB 8107PB 8207PB 8307PB 8407PB 8507PB 8607PB 8707PB 8807PB 8907PB 9007PB 9107PB 9207PB 9307PB 9407PB

Date In 05/11/67 05/13/68 05/12/69 05/11 /70 05/11/71 05/11/72 05/11/73 05/13/74 05/12/75 05/11/76 05/11/77 05/11/78 05/11 /79 05/12/80 05/11/81 05/11/82 05/11/83 05/11 /84 05/13/85 05/12/86 05/11/87 05/11/88 05/11 /89 05/11 /90 05/13/91 05/11192

05/11/93

05/11194

Trades: Avg prof:

86

28 2.21

SELL

Date Out 05/19/77 05/12/78 05/21 /79 05/19/80 05/19/81 05/19/82 05/19/83 05/18/84 05/20/85 05/19/86 05/19/87 05/19/88 05/19/89 05/21/90 05/20/91 05/19/92 05119/93 05/19/94

14 -1.16

SELL

Price 38.30 36.05 39.01 42.75 26.69 41.4 7 55.27 40.12 72.70 74.85 62.90 72.50 50.05 33.60 51.25 89.35 67.10 65.42 61.80 62.60 73.12 53.52 35.01 64.45 58.37 36.26 41.97 46.77 Winners: Avg loss:

Enter: 05/09

Date Out 05/16/67 05/21/68 05/21 /69 05/21/70 05/21/71 05/22/72 05/21/73 05/21/74 05/21/75 05/21/76 05/23/77 05/22/78 05/21 /79 05/21 /80 05/21/81 05/21 /82 05/23/83 05/21/84 05/20/85 05/21/86 05/21/87 05/23/88 05/22/89 05/18/90 05/21/91 05/21/92 05/20/93 05/23/94

21 -2.60

Price 42.25 61.62 83.72 71.75 65.40 66.00 65.50 66.35 68.60 55.35 67.20 77.20 77.62 83.85 85.45 74.77 83.85 74.75

Losers: % Avg prof:

Enter:

Exit: 05/19

05/11

P/L .85 -1.22 2.18 1.20 2.30 .95 .30 -1.35 -1.00 1.55 1.67 1.00 .33 -1.05 .57 .45 .52 2.82

% P/L 1.97 -2.02 2.54

-2.08 -1.48

1.28 .42

7.43 8.43 8.76

3.40

1.42 .46

2.72 2.42

5.76

-1.27 .66 .60

7.71

8.28 8.73

.62

9.25 12.07

3.64

Exit:

05/21

-1.28 -2.32 3.73 9.30 -1.75 -2.41 1.03 1.38 6.68 4.20 6.35 8.76 2.06

1.03 1.05 .90 4.73 4.10 .85 -4.47 1.10

1.30 -7.23 1.76

-3.92 1.72 1.76 -2.78 1.37

2.93

77.8 -1.7

Stop:

P/L % P/L -3.60 -9.40 1.75 4.85 .16 .41 1.55 3.63 .71 .19 3.87 9.33

7 4.0

.85

-.37

1.81 3.01 5.31 6.26 6.56 5.21 4.21

% Winners: % Avg loss:

4.50 -.43 .46

Total

1.64

4 1.7

Price 41.90 34.30 38.85 41.20 26.50 37.60 56.55 36.39 74.45 73.82 58.70 66.15 49.02 32.55 50.35 84.62 63.00 64.57 66.27 61.50 68.62 53.95 34.55 68.37 56.65 34.50 44.75 45.40

Losers: % Avg prof:

Stop: 2.0

3.13

1.76 5.29

6.11

6.15 -.80 1.31 -6.08 2.95 4.85 -6.62

% Winners: % Avg Joss:

6.0

Total -3.60

-1.85

-1.69

-.14 .05 3.92 2.64 6.37 4.62 5.65 9.85 16.20 17.23 18.28 19.18 23.91 28.01 28.86 24.39 25.49 29.99 29.56 30.02 26.10 27.82 29.58 26.80 28.17 15.0 -5.0

HIGH ACCURACY KEYDATE TRADES JUL

COFFEE

Contract Date In 7307CF 7407CF 7507CF 7607CF 7707CF 7807CF 7907CF 8007CF 8107CF 8207CF 8307CF 8407CF 8507CF 8607CF 8707CF 8807CF 8907CF 9007CF 9107CF 9207CF 9307CF 9407CF

05/21/73 05/20/74 05/19/75 05/19/76 05/19/77 05/19/78 05/21/79 05/19/80 05/19/81 05/19/82 05/19/83 05/21/84 05/20/85 05/19/86 05/19/87 05/19/88 05/19/89 05/21/90 05/20/91 05/19/92 05/19/93 05/19/94

Trades: Avg prof:

JUL

22 12.86

OATS 05/23/67 05/23/68 05/23/69 05/25/70 05/24/71 05/23/72 05/23/73 05/23/74 05/23/75 05/24/76 05/23/77 05/23/78 05/23/79 05/23/80 05/26/81 05/24/82 05/23/83 05/23/84 05/23/85 05/23/86 05/26/87 05/23/88 05/23/89 05/23/90 05/23/91 05/26/92 05/24/93 05/23/94

Trades: Avg prof:

Enter:

Price

Date Out

67.73 72.78 52.50 134.55 295.23 163.00 154.01 198.86 112.81 122.46 129.43 156.45 146.10 209.93 124.60 133.19 135.00 96.77 89.75 65.60 63.75 132.55

28 4.8

Price

71.2 71.0 64.6 65.2 69.2 69.4 100.0 127.2 162.2 166.5 158.5 152.5 153.6 172.6 215.7 188.7 156.0 188.7 152.2 111.5 152.0 170.7 175.0 151.6 131.0 136.6 136.4 127.4

Winners: Avg loss:

64.40 68.98 55.80 145.10 273.00 174.75 174.99 174.67

88.88

Date Out 05/31/67 05/31/68 06/02/69 06/01/70 05/25/71 05/31/72 05/25/73 05/29/74 06/02/75 05/27/76 05/31/77 05/31/78 05/31/79 06/02/80 06/01/81 06/01/82 05/31/83 05/31/84 05/31/85 06/02/86 06/01/87 05/24/88 05/31/89 05/31/90 05/31/91 06/01/92 06/01/93 05/31/94

5 9.3

Exit: Price 72.0 71.0 62.5 64.6 71.2 67.9 104.5 134.0 152.8 172.2 156.2 149.2 151.9 159.6 211.5 180.8 147.2 188.5 150.8 104.2 144.5 175.0 166.7 144.6 123.9 135.2 133.0 125.4

Losers: % Avg prof:

4.92 5.22 -6.29 -7.84 7.53 -7.21 -13.62 12.16 21.21 -8.52 3.62 6.56 4.26 19.79 16.33 .67 17.78 11.39 4.96 13.57 3.53 4.98

% Winners: % Avg loss:

Stop:

05/31 P/L

-.8 .0 2.1 .6 -2.0 1.5 -4.5 -6.8 9.5 -5.8 2.3 3.3 1.8 13.0 4.3 8.0 8.8 .3 1.5 7.3 7.5 -4.3 8.3 7.0 7.1 1.4 3.4 2.0

6 3.3

Stop:

% P/L

3.33 3.80 -3.30 -10.55 22.23 -11.75 -20.98 24.19 23.93 -10.43 4.68 10.27 6.22 41.55 20.35 .89 24.00 11.02 4.45 8.90 2.25 6.60

132.89 124.75 146.18 139.88 168.38 104.25 132.30 111.00 85.75 85.30 56.70 61.50 125.95

05/23

06/24 P/L

Price

Losers: % Avg prof:

Enter:

21 -4.0

Exit:

05/19

06/25/73 06/24/74 06/04/75 06/09/76 06/24/77 06/01/78 06/01/79 06/24/80 06/24/81 05/26/82 06/24/83 06/25/84 06/24/85 06/24/86 06/24/87 06/24/88 06/26/89 06/25/90 06/24/91 06/24/92 06/24/93 06/24/94

Winners: 17 Avg Joss: -11.40

SELL

Contract Date In 67070 68070 69070 70070 71070 72070 73070 74070 75070 76070 77070 78070 79070 80070 81070 82070 83070 84070 85070 86070 87070 88070 89070 90070 91070 92070 93070 94070

SELL

% P/L -1.05 .00 3.29 .96 -2.89 2.16 -4.50 -5.30 5.86 -3.45 1.42 2.13 1.14 7.53 1.97 4.24 5.61 .13 .99 6.50 4.93 -2.49 4.71 4.62 5.44 1.01 2.47 1.57

% Winners: % Avg loss:

6.0 Total

3.33 7.13 3.83 -6.72 15.51 3.76 -17 .22 6.97 30.90 20.47 25.15 35.42 41.64 83.19 103.54 104.43 128.43 139.45 143.90 152.80 155.05 161.65

77.3 -8.7

2.0 Total

-.8 -.8 I. 4 2.0 .0 I. 5 -3.0 -9.8 -.3 -6.0 -3.8

- .5

1. 3 14.2 18.5 26.5 35.2 35.5 37.0 44.2 51. 7 47.5 55.7 62.7 69.9 71.2 74.6 76.6

75.0 -3.3

87

SEASONAL TRADER'S BIBLE AUG

PORK

BELLIES

Contract Date In

6708PB 6808PB 6908PB 7008PB 7108PB 7208PB 7308PB 7408PB 7508PB 7608PB 7708PB 7808PB 7908PB 8008PB 8108PB 8208PB 8308PB 8408PB 8508PB 8608PB 8708PB 8808PB 8908PB 9008PB 9108PB 9208PB 9308PB 9408PB

05/23/67 05/23/68 05/23/69 05/25/70 05/24/71 05/23/72 05/23/73 05/23/74 05/23/75 05/24/76 05/23/77 05/23/78 05/23/79 05/23/80 05/26/81 05/24/82 05/23/83 05/23/84 05/23/85 05/23/86 05/26/87 05/23/88 05/23/89 05/23/90 05/23/91 05/26/92 05/24/93 05/23/94

Trades: Avg prof:

JUN

S&P

28 4.73

INDEX

Contract Date In

8206SP 8306SP 8406SP 8506SP 8606SP 8706SP 8806SP 8906SP 9006SP 9106SP 9206SP 9306SP 9406SP

05/24/82 05/23/83 05/23/84 05/23/85 05/23/86 05/26/87 05/23/88 05/23/89 05/23/90 05/23/91 05/26/92 05/24/93 05/23/94

Trades: Avg prof:

88

13

4.63

SELL

Price

43.00 34.20 38.22 36.71 25.85 35.55 56.10 35.17 74.45 72.60 56.82 65.97 46.90 32.17 53.82 81.55 60.25 65.27 66.47 61.07 66.12 53.22 34.44 64.90 54.72 32.05 41.07 44.02

Winners: Avg loss:

BUY Price 115.00 163.95 153.55 188.75 242.45 289.60 250.60 320.10 360.75 375.85 411.85 448.10 453.90 Winners: Avg loss:

Enter:

Date Out

06/22/67 06/24/68 06/23/69 06/22/70 06/22/71 06/22/72 06/22/73 06/24/74 06/23/75 06/14/76 06/22/77 06/22/78 06/22/79 06/23/80 06/22/81 06/22/82 06/22/83 06/18/84 06/24/85 06/02/86 06/02/87 06/22/88 06/22/89 06/22/90 06/24/91 06/22/92 06/22/93 06/22/94

21 -4.56

Date Out

05/26/82 05/31/83 05/31/84 05/31/85 06/02/86 06/01/87 05/31/88 05/31 /89 05/31/90 05/31/91 06/01/92 06/01/93 05/31/94

Exit:

39.80 29.90 34.07 36.05 24.50 35.42 57.12 34.44 80.82 79.80 50.90 49.32 38.07 32.75 53.02 70.25 56.70 70.57 63.80 66.72 71.90 42.15 33.60 57.67 50.77 30.60 33.12 41.35

05/23

3.20 4.30 4.15 .66 1.35 .13 -1.02 .73 -6.37 -7.20 5.92 16.65 8.83 -.58 .80 11.30 3.55 -5.30 2.67 -5.65 -5.78 11.07 .84 7.23 3.95 1.45 7.95 2.67 7

Exit:

3 1.4

% P/L

3.20 7.50 11.65 12.31 13.66 13.79 12.77 13.50 7.13 -.07 5.85 22.50 31.33 30.75 31.55 42.85 46.40 41.10 43.77 38.12 32.34 43.41 44.25 51.48 55.43 56.88 64.83 67.50 75.0 -6.9

Stop:

% P/L

8.0

Total

7.44 12.57 10.86 1.80 5.22 .37 -1.82 2.08 -8.56 -9.92 10.42 25.24 18.83 -1.80 1.49 13.86 5.89 -8.12 4.02 -9.25 -8.74 20.80 2.44 11.14 7.22 4.52 19.36 6.07

05/31

P/L -2.50 -1. 75 -2.75 .90 2.60 1.40 12.35 1.35 1.00 13.85 4.95 5.65 2.30

112.50 162.20 150.80 189.65 245.05 291.00 262.95 321.45 361.75 389.70 416.80 453.75 456.20

Stop:

% Winners: % Avg loss:

9.1

Price

Losers: % Avg prof:

06/22

P/L

Price

Losers: % Avg prof:

Enter:

10 -2.33

05/23

2.0 Total

-2.17 -1.07 -1.79 .48 1.07 .48 4.93 .42 .28 3.68 1.20 1.26 .51

-2.50 -4.25 -7.00 -6.10 -3.50 -2.10 10.25 11.60 12.60 26.45 31.40 37.05 39.35

% Winners: % Avg loss:

76.9 -1.7

HIGH ACCURACY KEYDATE TRADES AUG

LIVE CATTLE

SELL

Enter:

05/28

Exit:

6/03 %

Contract

Date In

Price

Date Out

Price

P/L

6708LC 6808LC 6908LC 7008LC 7108LC 7208LC 7308LC 7408LC 7508LC 7608LC 7708LC 7808LC 7908LC 8008LC 8108LC 8208LC 8308LC 8408LC 8508LC 8608LC 8708LC 8808LC 8908LC 9008LC 9108LC 9208LC 9308LC 9408LC

5/29/67 5/28/68 5/28/69 6/ 1/70 5/28/71 5/30/72 5/29/73 5/28/74 5/28/75 5/28/76 5/31/77 5/30/78 5129119 5/28/80 5/28/81 5/28/82 5/31/83 5/29/84 5/28/85 5/28/86 5/28/87 5/31/88 5/30/89 5/29/90 5/28/91 5/28/92 5/28/93 5/31/94

27.82 26.45 32.25 30.17 31.46 35.96 46.85 38.55 44.42 47.22 42.85 59.90 69.75 66.12 66.97 68.07 62.52 62.90 64.95 52.77 62.77 67.82 66.65 73.25 74.10 69.22 73.37 65.75

6/ 2/67 6/ 3/68 6/ 3/69 6/ 3/70 6/ 3/71 6/ 2/72 6/ 1/73 6/ 3/74 5/30/75 6/ 3/76 6/ 3/77 6/ 2/78 6/ 1/79 6/ 3/80 6/ 3/81 6/ 3/82 6/ 3/83 6/ 1/84 6/ 3/85 6/ 3/86 6/ 3/87 6/ 3/88 6/ 2/89 6/ 1/90 6/ 3/91 6/ 3/92 6/ 3/93 6/ 3/94

27.67 26.32 32.07 29.96 31.37 36.19 47.40 36.71 46.70 46.67 42.82 55.92 68.15 63.42 65.67 65.62 63.52 62.22 62.92 50.12 62.10 67.62 67.17 73.62 73.67 70.72 73.72 63.05

.15 .13 .18 .21 .09 -.23 -.55 1.84 -2.28 .55 .03 3.98 1.60 2.70 1.30 2.45 -1.00 .68 2.03 2.65 .67 .20 -.52 -.37 .43 -1.50 -.35 2.70

Trades: Avg prof:

28 1.23

DOW JONES Contract 6708D9 6808D9 6908D9 7008D9 7108D9 7208D9 7308D9 7408D9 7508D9 7608D9 7708D9 7808D9 7908D9 8008D9 8108D9 8208D9 8308D9 8408D9 8508D9 8608D9 8708D9 8808D9 8908D9 9008D9 9108D9 9208D9 9308D9 9408D9

Date In 05/29/67 05/29/68 05/29/69 05/29/70 06/01/71 05/30/72 05/29/73 05/29/74 05/29/75 06/01/76 05/31/77 05/30/78 05/29/79 05/29/80 05/29/81 06/01/82 05/31/83 05/29/84 05/29/85 05/29/86 05/29/87 05/31/88 05/30/89 05/29/90 05/29/91 05/29/92 06/01/93 05/31/94

Trades: 28 Avg prof: 21.31

Winners: Avg loss:

BUY Price 864.98 895.21 937.56 693.50 913.70 971.20 925.60 795.40 815.00 973.10 898.70 831.70 832.60 846.20 994.30 815.00 1200.00 1101.20 1303.00 1882.40 2291.60 2031.10 2475.60 2870.50 2969.60 3396.90 3552.30 3758.40

20 Losers: % Avg prof: -.85 Enter: 05/29 Date Out 06/06/67 06/06/68 06/06/69 06/08/70 06/07/71 06to6n2 06/04/73 06/06/74 06/06/75 06/07/76 06/06/77 06/06/78 06/06/79 06/06/80 06/08/81 06/07/82 06/06/83 06/06/84 06/06/85 06/06/86 06/08/87 06/06/88 06/06/89 06/06/90 06/06/91 06/08/92 06/07/93 06/06/94

Winners: 21 Avg loss:-17.24

8 2.12

Total

.54 .49 .56 .70 .29 -.64 -1.17 4.77 -5.13 1.16 .07 6.64 2.29 4.08 1.94 3.60 -1.60 1.08 3.13 5.02 1.07 .29 -.78 -.51 .58 -2.17 -.48 4.11

.15 .28 .46 .67 .76 .53 -.02 1.82 -.46 .09 .12 4.10 5.70 8.40 9.70 12.15 11.15 11.83 13.86 16.51 17.18 17.38 16.86 16.49 16.92 15.42 15.07 17.77

% Winners: % Avg loss:

71.43 -1.56

Stop: 4.0

P/L -2.27 14.92 -12.79 6.70 9.40 -19.70 -39.70 50.00 24.60 -15.00 4.40 34.80 2.90 15.30 1.30 -11.00 14.20 32.60 24.30 3.50 60.00 44.10 20.70 41.10 25.30 7.20 -20.20 IO.IO

Losers:7 % Avg prof:1.6

3.5

P/L

Exit: 06/06 Price 862.71 910.13 924.77 700.20 923.10 951.50 885.90* 845.40 839.60 958.10 903.10 866.50 835.50 861.50 995.60 804.00 1214.20 1133.80 1327.30 1885.90 2351.60 2075.20 2496.30 2911.60 2994.90 3404.10 3532.10 3768.50

Stop:

%

P/L -.26 1.67 -1.36 .97 1.03 -2.03 -4.29 6.29 3.02 -1.54 .49 4.18 .35 1.81 .13 -1.35 1.18 2.96 1.86 .19 2.62 2.17 .84 1.43 .85 .21 -.57 .27

Total - 2. 2 7 I 2. 6 5 - . 14 6. 5 6 15. 9 6 - 3. 7 4 -43.44 6. 56 3 1. 16 16. 16 2 0 . 56 5 5. 36 5 8. 2 6 7 3. 5 6 7 4. 86 6 3. 86 7 8. 0 6 110.66 134.96 138.46 198.46 242.56 263.26 304.36 329.66 336.86 316.66 326.76

%Winners: 75.0 % Avg loss: -1.6

89

SEASONAL TRADER'S BIBLE SEP CANADIAN DOLLAR Contract 7709CD 7809CD 7909CD 8009CD 8109CD 8209CD 8309CD 8409CD 8509CD 8609CD 8709CD 8809CD 8909CD 9009CD 9109CD 9209CD 9309CD 9409CD

Date In 05/31 /77 05/31/78 05/31 /79 06/02/80 06/01/81 06/01/82 05/31/83 05/31/84 05/31/85 06/02/86 06/01/87 05/31/88 05/31/89 05/31/90 05/31/91 06/01/92 06/01/93 05/31/94

Trades:

Avg prof: AUG

GOLD

Contract 7508GC 7608GC 7708GC 7808GC 7908GC 8008GC 8108GC 8208GC 8308GC 8408GC 8508GC 8608GC 8708GC 8808GC 8908GC 9008GC 9108GC 9208GC 9308GC 9408GC

Date In 06/02/75 06/01/76 05/31/77 05/31/78 05/31/79 06/02/80 06/01/81 06/01/82 05/31/83 05/31/84 05/31 /85 06/02/86 06/01/87 05/31/88 05/31/89 05/31/90 05/31/91 06/01/92 06/01/93 05/31/94

Trades:

Avg prof:

90

18 .66

20 14.5

Price 94.83 88.87 86.11 85.95 82.56 79.62 81.25 77.30 72.90 71.37 74.49 80.77 82.18 84.07 86.65 82.57 78.25 71.93

BUY

Date Out 07/06/77 07/06/78 07/06/79 07/07/80 07 /06/81 06/15/82 07/06/83 07/03/84 07/08/85 07/07/86 07/06/87 07/06/88 07/06/89 07/06/90 07/08/91 07/06/92 07/06/93 07/06/94

Winners: Avg loss:

14 -1.19

BUY

Enter:

Price 165.2 129.4 144.3 187.0 281.1 576.5 487.5 323.8 418.5 393.6 319.5 345.1 451.6 459.8 366.5 368.6 364.8 339.6 371.3 390.0

Winners:

Avg loss:

Enter: 05/31

15 -23.0

Price 94.06 88.97 86.28 87.19 83.09 77.79 81.32 75.67 73.50 72.17 75.18 82.67 83.44 85.24 86.90 82.99 77.72 71.97

Losers: % Avg prof:

05/31

Date Out 07/28/75 07/15/76 07/26/77 07/26/78 07/26/79 07/28/80 06/26/81 07/26/82 07 /26/83 07 /05/84 07 /26/85 07 /28/86 07/27/87 07 /26/88 07/26/89 07 /26/90 07 /26/91 07 /27 /92 07 /26/93 07/26/94

Exit: 07/06 P/L % P/L -.77 -.81 .10 .11 .17 .20 1.24 1.44 .53 .64 -1.83 -2.30 .07 .09 -1.63 -2.11 .60 .82 .80 1.12 .69 .93 1.90 2.35 1.26 1.53 1.17 1.39 .25 .29 .42 .51 -.53 -.68 .04 .06 4 .8

Exit:

Price 169.8 117 .5 146.7 195.0 305.6 648.0 447.0 355.5 426.7 362.0 322.0 355.1 454.2 431.7 375.0 369.6 366.3 358.1 393. I 387. I

Losers: % Avg prof:

Stop: 2.0

% Winners: % Avg Joss: 07/26

s

-.77 -.67 -.50 .74

1.27 -.56

-.49

-2.12 -1.52

-.72

-.03 1.87 3.13 4.30 4.55 4.97 4.44 4.48 77.8 -1.5 8.0

% P/L 2.78 -9.20 1.66 4.28 8.72 12.40 -8.31 9.79 1.96 -8.03 .78 2.90 .58 -6.11 2.32 .27 .41 5.45 5.87 -.74

Total 4.6 -7.3 -4.9 3.1 27.6 99.1 58.6 90.3 98.5 66.9 69.4 79.4 82.0 53.9 62.4 63.4 64.9 83.4 105.2 102.3

% Winners: % Avg loss:

75.0 -6.5

P/L 4.6 -11.9 2.4 8.0 24.5 71.5 -40.5 31.7 8.2 -31.6 2.5 10.0 2.6 -28.1 8.5 1.0 1.5 18.5 21.8 -2.9 4.0

Stop:

Total

JUNE KEVDATE SEASONALS

91

SEASONAL TRADER'S BIBLE NOV ORANGE JUICE Contract 671101 681101 691101 701101 7111 OJ 7211 OJ 731 lOJ 741 lOJ 751 lOJ 761101 7711 OJ 781101 791101 8011 OJ 8111 OJ 821 lOJ 8311 OJ 841 lOJ 8511 OJ 8611 OJ 8711 OJ 8811 OJ 8911 OJ 9011 OJ 9111 OJ 921101 931101 9411 OJ 9511 OJ

Date In 6/ 7/67 6/ 7/68 6/ 9/69 6/ 8/70 6/ 7/71 6/ 7/72 6/ 7/73 6/ 7/74 6/ 9/75 6/ 7/76 6/ 7/77 6/ 7/78 6/ 7/79 6/ 9/80 6/ 8/81 6/ 7/82 6/ 7/83 6/ 7/84 6/ 7/85 6/ 9/86 6/ 8/87 6/ 7/88 6/ 7/89 6/ 7/90 6/ 7/91 6/ 8/92 6/ 7/93 6/ 7/94 6/ 7/94

Trades: rof: Av

29 3.69

SELL

Price 39.70 51.20 47.75 37.15 63.85 49.00 44.70 51.00 56.85 58.50 90.95 102.70 98.40 87.75 142.15 118.30 112.75 176.25 140.00 99.75 123.65 159.15 163.15 183.25 117.10 117.30 113.05 98.15 106.25

Contract 7809TR 7909TR 8009TR 8109TR 8209TR 8309TR 8409TR 8509TR 8609TR 8709TR 8809TR 8909TR 9009TR 9109TR 9209TR 9309TR 9409TR Trades: Avg prof:

92

Date Out 6/23/67 6/24/68 6/24/69 6/24/70 6/24/71 6/23/72 6/22/73 6/18/74 6/24/75 6/24/76 6/ 9/77 6/13/78 6/22/79 6/24/80 6/24/81 6/11/82 6/24/83 6/22/84 6/24/85 6/11/86 6/24/87 6/17/88 6/23/89 6/22/90 6/24/91 6/24/92 6/16/93 6/24/94 6/13/94

Winners: 21 Av loss: -3.96

SEP TREASURY BONDS Date In Price 6/ 7/78 94.59375 6/ 7/79 91.37500 6/ 9/80 83.37500 6/ 8/81 66.93750 6/ 7/82 61.78125 6/ 7/83 74.43750 6/ 7/84 60.87500 6/ 7/85 76.71875 6/ 9/86 91.43750 6/ 8/87 90.37500 6/ 7/88 86.71875 6/ 7/89 95 .15625 6/ 7/90 94.03125 6/ 7/91 92.87500 6/ 8/92 99.71875 6/ 7/93 110.68750 6/ 7/94 105 .00000

Enter: 06/07

BUY

Price 39.25 40.95 45.25 36.20 62.85 46.60 44.40 53.90 56.10 53.40 95.75 106.20 93.70 87.55 139.50 121. 90 111.00 170.00 133.80 103.00 121.60 165.70 157.85 168.50 115.85 114.25 117.40 92.50 109.00

Losers: % Av rof: Enter: 06/07

Exit: 06/24 P/L .45 10.25 2.50 .95 1.00 2.40 .30 -2.90 .75 5.10 -4.80 -3.50 4.70 .20 2.65 -3.60 1.75 6.25 6.20 -3.25 2.05 -6.55 5.30 14.75 1.25 3.05 -4.35 5.65 -2.75 8 4.04

P/L 1.13 20.02 5.24 2.56 1.57 4.90 .67 -5.69 1.32 8.72 -5.28 -3.41 4.78 .23 1.86 -3.04 1.55 3.55 4.43 -3.26 1.66 -4.12 3.25 8.05 1.07 2.60 -3.85 5.76 -2.59

Total .45 10.70 13.20 14.15 15.15 17.55 17.85 14.95 15.70 20.80 16.00 12.50 17.20 17.40 20.05 16.45 18.20 24.45 30.65 27.40 29.45 22.90 28.20 42.95 44.20 47.25 42.90 48.55 45.80

% Winners: % Av loss:

72.41 -3.90

Exit: 06/13

Date Out P/L Price 6/13/78 94.25000 -.34375 6/13/79 91.81250 .43750 6/13/80 85.93750 2.56250 .09375 6/12/81 67 .03125 6/11/82 62.12500 .34375 1.06250 6/13/83 75.50000 .62500 6/13/84 61.50000 6/13/85 76.93750 .21875 6/13/86 94.81250 3.37500 2.00000 6/12/87 92.37500 6/13/88 87.65625 .93750 6/13/89 96.03125 .87500 6/13/90 94.50000 .46875 -.37500 6/13/91 92.50000 -.12500 6/12/92 99.59375 1.25000 6/11/93 111.93750 6/13/94 104.00000 -1.00000

Winners: 17 13 Losers: 1.10 Avg loss: -.52 % Avg prof:

%

4 1.27

Stop: 2.5

Stop: 1.50

%

P/L Tota -.36 -.34375 .09375 .48 3.07 2.65625 .14 2.75000 .56 3.09375 1.4 3 4.15625 1.03 4.78125 .29 5.00000 3.69 8.37500 2.21 10.37500 1.08 11.31250 .92 12.18750 .50 12.65625 -.40 12.28125 -.13 12.15625 1.13 13.40625 -.95 12.40625

% Winners: % Avg loss:

76.47 --.518

HIGH ACCURACY KEVDATE TRADES SEP TREASURY BONDS Contract 7809TR 7909TR 8009TR 8109TR 8209TR 8309TR 8409TR 8509TR 8609TR 8709TR 8809TR 8909TR 9009TR 9109TR 9209TR 9309TR 9409TR

Date In

Winners: 13 Avg Joss: -.95313

OCT SOYBEAN MEAL Date In 06/15/67 06/17/68 06/16/69 06/15170 06/15/71 06/15/72 06/15/73 06/17/74 06/16/75 06/15/76 06/15/77 06/15/78 06/15/79 06/16/80 06/15/81 06/15/82 06/15/83 06/15/84 06/17/85 06/16/86 06/15/87 06/15/88 06/15/89 06/15/90 06/17/91 06/15/92 06/15/93 06/15/94

Trades: Avg prof:

28 5.2

Enter: 06/14

Exit: 06/24

P/L % P/L Date Out Price 1.40625 1.49 06/26/78 93.09375 .31250 06/25/79 91.25000 .34 2.06250 2.40 06/24/80 83.93750 06/24/81 65.46875 2.62500 3.85 06/24/82 59.31250 1.50000 2.47 06/24/83 73.93750 1.28125 1.70 06/25/84 60.34375 1.50000 2.43 2.59375 3.31 06/24/85 75.65625 06/24/86 98.25000 -1.81250 -1.88 06/24/87 92.15625 .43750 .47 1.00000 1.12 06/24/88 88.56250 -.37500 -.39 06/26/89 96.87500 1.93750 2.05 06/25/90 92.78125 .37 06/24/91 92.65625 .34375 -.43750 -.44 06/24/92 100.15625 06/24/93 113.00000 -1.18750 -1.06 06/24/94 102.43750 2.25000 2.15

Price

06/14/78 94.50000 06/14/79 91.56250 06/16/80 86.00000 06/15/81 68.09375 06/14/82 60.81250 06/14/83 75.21875 06/14/84 61.84375 06/14/85 78.25000 06/16/86 96.43750 06/15/87 92.59375 06/14/88 89.56250 06/14/89 96.50000 06/14/90 94.71875 06/14/91 93.00000 06/15/92 99.71875 06/14/93 111.81250 06/14/94 104.68750

17 Trades: Avg prof: 1.48077

Contract 6710SM 6810SM 6910SM 7010SM 71 lOSM 7210SM 7310SM 74 lOSM 7510SM 7610SM 7710SM 7810SM 7910SM 8010SM 81 lOSM 8210SM 83 lOSM 8410SM 8510SM 8610SM 8710SM 8810SM 8910SM 9010SM 91 lOSM 9210SM 9310SM 9410SM

SELL

BUY

Price 71.8 74.5 70.2 73.8 81.1 95.9 233.5 114.1 127.5 197.3 197.2 169.2 223.5 181.2 217.9 186.3 175.1 181.2 129.3 142.7 193.2 289.0 191.5 177.0 172.0 198.1 184.8 205.0 Winners: Avg loss:

Losers: % Avg prof:

Enter: 06/15

Date Out 06/23/67 06/24/68 06/23/69 06/23/70 06/23/71 06/23/72 06/25/73 06/24/74 06/23/75 06/18/76 06/17/77 06/23/78 06/25/79 06/23/80 06/23/81 06/23/82 06/23/83 06/25/84 06/24/85 06/23/86 06/18/87 06/23/88 06/23/89 06125190 06/24/91 06/23/92 06/23/93 06/21/94 21 -7.8

4 1.9

Losers: % Avg prof:

P/L

76.5 -.9

Stop: 5.0

% P/L .14 -.94 .57 3.25 .25 .83 16.27 11. 74 .94 -5.63 -5.17 2.01 .13 1.27 -3.63 -.05 2.86 1.55 1.08 .56 -6.06 3.67 2.72 2.99 .64 .50 7.25 -6.15

Total .1 -.6 -.2 2.2 2.4 3.2 41.2 54.6 55.8 44.7 34.5 37.9 38.2 40.5 32.6 32.5 37.5 40.3 41.7 42.5 30.8 41.4 46.6 51.9 53.0 54.0 67.4 54.8

% Winners: % Avg loss:

75.0 -3.9

.1 -.7 .4 2.4 .2 .8 38.0 13.4 1.2 -11.1 -10.2 3.4 .3 2.3 -7.9 -.1 5.0 2.8 1.4 .8 -11. 7 10.6 5.2 5.3 1.1 1.0 13.4 -12.6 7 2.9

Total

1.40625 1.71875 3.78125 6.40625 7.90625 9.18750 10.68750 13.28125 11.46875 11.90625 12.90625 12.53125 14.46875 14.81250 14.37500 13.18750 15.43750

% Winners: % Avg loss:

Exit: 06/23

Price 71.9 73.8 70.6 76.2 81.3 96.7 271.5 127.5 128.7 186.2 187 .0 172.6 223.8 183.5 210.0 186.2 180.1 184.0 130.7 143.5 181.5 299.6 196.7 182.3 173.1 199.1 198.2 192.4

Stop: 2.0

93

SEASONAL TRADER'S BIBLE NOV

SOYBEANS

Contract 6711S 6811S 6911S 7011S 7111S 721 lS 731 lS 7411S 7511S 7611S 771 lS 781 lS 7911S 8011S 8111S 821 lS 8311S 841 lS 851 lS 861 lS 871 lS 8811S 891 lS 9011S 9111 S 9211S 9311S 9411S

Date In 6/19/67 6/17/68 6/1 7/69 6/17/70 6/17/71 6/19/72 6/18/73 6/17/74 6/17/75 6/17/76 6/17 /77 6/19/78 6/18/79 6/17 /80 6/17/81 6/17/82 6/17/83 6/18/84 6/17 /85 6/17 /86 6/17 /87 6/17/88 6/19/89 6/18/90 6/17/91 6/17/92 6/17 /93 6/17 /94

Trades: Avg prof:

JUL

Date In 06/17/70 06/17/71 06/19/72 06/18/73 06/17/74 06/17/75 06/17/76 06/17/77 06/19/78 06/18/79 06/17/80 06/17/81 06/17/82 06/17/83 06/18/84 06/17 /85 06/17 /86 06/17/87 06/17/88 06/19/89 06/18/90 06/17/91 06/17/92 06/17 /93 06/17/94

Trades: Avg prof:

94

Price 275.0 259.2 235.0 269.5 317 .1 317 .3 612.6 550.6 501.8 635.7 666.3 617.3 798.0 662.9 752.5 631.0 612.5 730.5 563.7 505.2 604.2 954.5 669.5 614.5 573.2 618.6 599.0 695.0

Enter: Date Out 6/23/67 6/24/68 6/24/69 6/24/70 6/24/71 6/23/72 6/22/73 6/24/74 6/24/75 6/24/76 6/24/77 6/23/78 6/22/79 6/24/80 6/24/81 6/24/82 6/24/83 6/22/84 6/24/85 6/24/86 6/19/87 6/24/88 6/22/89 6/22/90 6/24/91 6/24/92 6/24/93 6/20/94

06/17

25 8.4

SELL Price 74.2 105.7 124.6 147.8 144.4 143.4 148.0 180.6 207.6 227.3 188.7 185.7 139.5 234.1 138.7 151.3 169.6 197.8 194.5 184.3 204.2 235.7 239.8 275.7 373.3 Winners: Avg loss:

Enter: Date Out 06/29/70 06/23/71 06/27/72 06/27/73 06/27/74 06/27/75 06/25/76 06/27/77 06/27/78 06/27/79 06/20/80 06/29/81 06/28/82 06/27/83 06/27/84 06/27/85 06/27/86 06/29/87 06/27/88 06/27/89 06/27/90 06/27 /91 06/29/92 06/28/93 06/27/94 19 -8.1

Exit:

Price 275.4 256.2 235.4 278.6 317.5 318.7 665.0 582.0 507.5 668.5 704.6 635.2 819.0 679.6 746.5 643.7 623.5 745.0 568.5 500.5 582.5 992.0 637.5 619.0 576.0 613.6 630.0 665.0

Winners: Losers: 28 21 16.52 Avg loss: 17.72 % Avg prof:

LUMBER

Contract 7007LB 7I07LB 7207LB 7307LB 7407LB 7507LB 7607LB 7707LB 7807LB 7907LB 8007LB 8107LB 8207LB 8307LB 8407LB 8507LB 8607LB 8707LB 8807LB 8907LB 9007LB 9107LB 9207LB 9307LB 9407LB

BUY

06/17

P/L .4 -3.0 .4 9.1 .4 1.5 52.4 31.4 5.8 32.7 38.4 18.0 21.0 16.7 -6.0 12.7 11.0 14.5 4.8 -4.8 -21.7 37.5 -32.0 4.5 2.8 -5.0 31.0 -30.0 7 2.65

Exit:

Price 73.7 112.2 128.5 143.7 136.0 142.2 157.9 188.0 206.6 236.6 200.2 170.3 13 7. I 217.7 125.8 142.5 164.0 194.9 193.9 182.6 203.5 231.7 238.3 238.8 339.5

Losers: % Avg prof:

06/24 %

3.S

P/L .14 -1.16 .16 3.39 .12 .47 8.55 5.70 1.15 5.15 5.76 2.92 2.63 2.53 -.80 2.02 1.80 1.98 .84 -.94 -3.60 3.93 -4.78 .73 .48 -.81 5.18 -4.32

Total .4 -2.6 -2.3 6.9 7.3 8.8 61.1 92.5 98.2 131.0 169.4 187.4 208.4 225.1 219.1 231.9 242.9 257.4 262.1 257.4 235.6 273.1 241.1 245.6 248.4 243.4 274.4 244.4

% Winners: % Avg loss:

72.41 -16.82

06/27 P/L .5 -6.5 -3.9 4.1 8.4 1.2 -9.9 -7.4 1.0 -9.3 -11.5 15.4 2.4 16.4 12.9 8.8 5.6 2.9 .6 1.7 .7 4.0 1.5 36.9 33.8

6 3.9

Stop:

Stop:

% P/L .67 -6.15 -3.13 2.77 5.82 .84 -6.69 -4.10 .48 -4.09 -6.09 8.29 1.72 7.01 9.30 5.82 3.30 1.47 .31 .92 .34 1.70 .63 13.38 9.05

% Winners: % Avg loss:

6.0 Total .5 -6.0 -9.9 -5.8 2.6 3.8 -6.1 -13.5 -12.5 -21.8 -33.3 -17 .9 -15.5 .9 13.8 22.6 28.2 31.1 31.7 _33.4 34.1 38.1 39.6 76.5 110.3 76.0 -5.0

HIGH ACCURACY KEYDATE TRADES SEP

CORN

Contract 6709C 6809C 6909C 7009C 7109C 7209C 7309C 7409C 7509C 7609C 7709C 7809C 7909C 8009C 8109C 8209C 8309C 8409C 8509C 8609C 8709C 8809C 8909C 9009C 9109C 9209C 9309C 9409C

SELL

Date In 06/20/67 06/20/68 06/20/69 06/22/70 06/21/71 06/20/72 06/20/73 06/20/74 06/20/75 06/21/76 06/20/77 06/20/78 06/20/79 06/20/80 06/22/81 06/21/82 06/20/83 06/20/84 06/20/85 06/20/86 06/22/87 06/20/88 06/20/89 06/20/90 06/20/91 06/22/92 06/21/93 06/20/94

Trades: Avg prof:

28 7.5

Price 132.1 115.4 126.9 132.1 153.6 123.1 216.6 271.9 272.9 293.5 234.6 259.1 304.2 287.0 350.5 269.7 292.0 331.7 256.5 197.2 188.5 332.5 255.8 282.2 238.0 252.2 224.4 267.0 Winners: Avg loss:

NOV FEEDER CATTLE Contract 771 lFC 781 lFC 791 lFC 801 lFC 811 lFC 821 lFC 831 lFC 8411 FC 8511 FC 861 lFC 871 lFC 881 lFC 891 lFC 9011FC 911 lFC 921 lFC 931 lFC 941 lFC 9511FC Trades: Avg prof:

Date In 6/22/77 6/22/78 6/22/79 6/23/80 6/22/81 6/22/82 6/22/83 6/22/84 6/24/85 6/23/86 6/22/87 6/22/88 6/22/89 6/22/90 6/24/91 6/22/92 6/22/93 6/22/94 12/13/94

Price 42.20 55.00 74.80 76.50 67.92 63.20 63.37 65.60 66.00 58.00 71.12 75.07 81.42 83.57 85.92 76.90 85.65 73.60 698.0

Enter:

06/20

Date Out 06/29/67 07/01/68 06/30/69 06/29/70 06/29/71 06/29/72 06/29/73 07/01/74 06/30/75 06/29/76 06/29/77 06/29/78 06/29/79 06/30/80 06/29/81 06/29/82 06/29/83 06/29/84 07/01/85 06/30/86 06/29/87 06/29/88 06/29/89 06/29/90 07/01/91 06/29/92 06/29/93 06/29/94 21 -7.9

BUY

Exit:

Price 131.1 113.4 125.5 137.2 152.6 121.9 199.9 299.2 249.0 288.0 231.0 249.0 299.6 290.7 333.2 267.3 300.0 328.5 252.8 184.0 184.5 327.5 251.0 289.5 229.2 255.6 224.6 243.0

Losers: % Avg prof:

Enter: 06/22

Date Out 7/ 1/77 7/ 3/78 7/ 3/79 7/ 3/80 7/ 2/81 11 2/82 7/ 1/83 7/ 3/84 7/ 3/85 7/ 3/86 7/ 2/87 7/ l /88 7/ 3/89 11 3190 11 3/91 11 2192 7/ 2/93 7/ 1/94 12/30/94

Price 42.72 61.92 77.65 77.25 64.55 63.70 63.10 66.77 67.17 61.00 71.90 76.20 80.57 82.30 86.62 77.75 86.20 75.37 710.5

18 Winners: 14 Losers: 2.34 Avg loss: -1.44 % Avg prof:

06/29

Stop:

P/L % P/L 1.0 .76 2.0 1.73 1.4 1.08 -5.1 -3.88 1.0 .65 1.3 1.02 16.7 7.73 -27.4 -10.07 23.9 8.75 5.5 1.87 3.6 1.55 10.1 3.91 4.6 1.52 -3.8 -1.31 17.2 4.92 2.5 .93 -8.0 -2.74 3.3 .98 3.8 1.46 13.2 6.72 4.0 2.12 5.0 1.50 4.8 1.86 -7.3 -2.57 8.8 3.68 -3.4 -1.34 -.3 -.11 24.0 8.99 7 3.0

% Winners: % Avg loss:

9.0 Total 1.0 3.0 4.4 -.8 .3 1.5 18.2 -9.1 14.7 20.2 23.9 34.0 38.6 34.9 52.1 54.6 46.6 49.9 53.6 66.9 70.9 75.9 80.6 73.4 82.1 78.7 78.5 102.5 75.0 -3.1

Exit: 07/03

Stop: 4.0

%

Total .52 7.44 10.29 11.04 7.67 8.17 7.90 9.07 10.24 13.24 14.02 15.15 14.30 13.03 13.73 14.58 15.13 16.90 29.4

% Winners: % Avg loss:

78.95 -1.73

P/L .52 6.92 2.85 .75 -3.37 .50 -.27 1.17 1.17 3.00 .78 1.13 -.85 -1.27 .70 .85 .55 1.77 12.5 4 2.81

P/L 1.23 12.58 3.81 .98 -4.96 .79 -.43 1.78 1.77 5.17 1.10 1.51 -1.04 -1.52 .81 1.11 .64 2.40 1.79

95

SEASONAL TRADER'S BIBLE AUG

LIVE

Contract 6708LH 6808LH 6908LH 7008LH 7108LH 7208LH 7308LH 7408LH 7508LH 7608LH 7708LH 7808LH 7908LH 8008LH 8108LH 8208LH 8308LH 8408LH 8508LH 8608LH 8708LH 8808LH 8908LH 9008LH 9108LH 9208LH 9308LH 9408LH

Date In 6/22/67 6/24/68 6/23/69 6/22/70 6/22/71 6/22/72 6/22/73 6/24/74 6/23/75 6/22/76 6/22/77 6/22/78 6/22/79 6/23/80 6/22/81 6/22/82 6/22/83 6/22/84 6/24/85 6/23/86 6/22/87 6/22/88 6/22/89 6/22/90 6/24/91 6/22/92 6/22/93 6/22/94

Trades: Avg prof: OCT

LIVE

Contract 6710LH 6810LH 6910LH 7010LH 711 OLH 7210LH 73 lOLH 7410LH 7510LH 7610LH 7710LH 7810LH 7910LH 8010LH 81 lOLH 8210LH 8310LH 8410LH 8510LH 8610LH 8710LH 8810LH 8910LH 9010LH 91 lOLH 9210LH 9310LH 94 lOLH

96

HOGS

28

.92

Trades: Avg prof:

Price 23.80 21.80 23.90 23.51 22.44 28.00 40.35 30.07 54.40 46.67 41.37 43.70 36.60 39.44 54.42 58.25 44.25 56.75 47.60 51.05 53.57 45.30 48.07 57.95 51.87 44.07 45.62 46.70

28 1.66

Enter: Date Out 6/23/67 6/25/68 6/25/69 6/25/70 6/25/71 6/23/72 6/25/73 6/25/74 6/25/75 6/25/76 6/24/77 6/23/78 6/25/79 6/25/80 6/25/81 6/25/82 6/24/83 6/25/84 6/25/85 6/25/86 6/25/87 6/24/88 6/23/89 6/25/90 6/25/91 6/25/92 6/25/93 6/24/94

06/22

SELL Price 21.60 19.45 22.60 20.75 20.35 27.30 41.22 31.12 48.85 44.90 39.19 42.97 34.07 39.69 53.22 57.35 40.85 54.30 44.85 47.95 45.82 43.80 44.35 52.15 46.07 39.89 40.47 42.95 Winners: Avg loss:

Enter: Date Out 07/17/67 07/17/68 07/17/69 07/17/70 07/19/71 07/17/72 07/02/73 06/27/74 07/17/75 07/19/76 07 /18/77 07/17/78 07 /09/79 07/17/80 07 /17 /8 l 07/19/82 07 /18/83 07 / l 7/84 07/17/85 06/27/86 07/17/87 07 /18/88 07/17/89 07/17/90 07 / l 7/91 07/17/92 07/02/93 07 /18/94 22 -2.80

P/L

.21

-.46

4.48 1.23 -4.99 1.25 3.22 4.99 -1.53 4.89 3.94 3.43 -2.13

-.83 2.28 1.63

1.50

-.78 .31 .83

.79

1.53

1.00 .75 -1.50 .72 3.00

1.72

1.69 -2.64 1.51 5.88 1.49 -2.49 .58 1.04

.80

-1.13 .28 .60 -.27 .03 .20 -.70

-.52 .07

.44 -1.50

% Winners: % Avg loss:

8 2.22 Exit:

07/17

.84

4.13

.79 2.89 -3.25 -7.88 -3.00 -9.64 .55 1.13 5.05 11.25 2.32 5.92

1.80 4.19 -2.50 -7.34 .07 .18

2.97 .65 2.39 3.23 2.13 -3.00 .75 2.95 4.55 -2.22 1.82 .43 -2.83 1.80 6 4.0

Total

.05 -.05 1.02 1.31 .19 .54 1.84 3.34 2.51 4.79 6.42 7.92 7.14 7.45 8.28 9.28 10.03 8.53 9.25 12.25 13.05 11.92 12.20 12.80 12.53 12.56 12.76 12.06 71.43 -2.03

Stop:

P/L % P/L .50 2.31 .45 2.31 .05 .22 .36 1.73

Price 21.10 19.00 22.55 20.39 19.51 26.51 44.47 34.12 48.30 39.85 36.87 41.17 36.57 39.62 50.25 56.70 38.46 51.07 42.72 50.95 45.07 40.85 39.80 54.37 44.25 39.46 43.30 41.15

3.5

Stop:

%

P/L .05 -.10 1.07 .29 -1.12 .35 1.30 1.50

06/25

Losers: % Avg prof:

06/25

Exit:

Price 23.85 21.70 24.97 23.80 21.32 28.35 41.65 31.57 53.57 48.95 43.00 45.20 35.82 39.75 55.25 59.25 45.00 55.25 48.32 54.05 54.37 44.17 48.35 58.55 51.60 44.10 45.82 46.00

Winners: 20 Losers: Avg loss: -.80 % Avg prof:

HOGS

Date In 06/26/67 06/25/68 06/25/69 06/25/70 06/25/71 06/26/72 06/25/73 06/25/74 06/25/75 06/25/76 06/27/77 06/26/78 06/25/79 06/25/80 06/25/81 06/25/82 06/27/83 06/25/84 06/25/85 06/25/86 06/25/87 06/27/88 06/26/89 06/25/90 06/25/91 06/25/92 06/25/93 06/27/94

BUY

6.0 Total

.50 .95 1.00 1.36 2.20 2.99 -.26 -3.26 -2.71 2.34 4.66 6.46 3.96

4.03 7.00 7.65 10.04 13.27 15.40

5.58 1.13 5.85 5.95 4.75 -6.26 1.64 6.74 10.26 -4.26 3.95

20.25

-6.99 4.19

19.65

1.08

% Winners: % Avg loss:

12.40 B.15

16.10 20.65

18.43

20.68 17.85

78.6 -7.1

HIGH ACCURACY KEYDATE TRADES OCT HEATING OIL Contract 8010HO 8110HO 8210HO 8310HO 8410HO 8510HO 8610HO 8710HO 8810HO 8910HO 9010HO 91 lOHO 9210HO 9310HO 94IOHO

Date In

15 1.43

DOW JONES Contract

670809

6808D9 6908D9 700809 710809 720809 730809 740809 750809 760809

770809

780809

790809

800809 810809 820809 8308D9 840809 850809 860809 870809 880809 890809

9008D9 910809 920809 930809 9408D9

Price

06/26/80 06/26/81 06/28/82 06/27/83 06/26/84 06/26/85 06/26/86 06/26/87 06/27/88 06/26/89 06/26/90 06/26/91 06/26/92 06/28/93 06/27/94

Trades: Avg prof:

Date In

Tracles: 28 Avg prof: 27.88

81.00 94.99 91.00

84.40

79.74 69.68 39.91 54.67 44.78 51.47 51.46 56.84 64.42 54.84 51.54

Winners: Avg loss:

BUY

06/27/67 06/27/68 06/27/69 06/29/70 06/28/71 06/27/72 06/27/73 06/27/74 06/27/75 06/28/76 06/27/77 06/27/78 06/27/79 06/27/80 06/29/81 06/28/82 06/27/83 06/27/84 06/27/85 06/27/86 06/29/87 06/27/88 06/27/89 06/27/90 06/27/91 06/29/92 06/28/93 06/27/94

SELL

Enter: 06/26

Date Out

07/08/80 07 /08/81 07/08/82 07/08/83 07/09/84 07/08/85 07/08/86 07/08/87 07/08/88 07/10/89 07/09/90 06/28/91 07/08/92 07/08/93 07/08/94

13 -1.15

Enter: 06/27 Price

869.39 898.76 869.76 682.90 873.10 935.30 884.60 803.70 873.10 997.40 924.10 817 .30 840.50 881.80 984.60 811.90 1229.50 1116.70 1332.20 1885.30 2446.90 2108.50 2526.40 2862.10 2934.90 3319.90 3530.20 3685.50

Winners: 20 Avg loss:-33.15%

Date Out

07/17/67 07/15/68 07/15/69 07 /15/70 07 /15/71 07 /17/72 07/16/73 07/08/74 07/15/75 07/15/76 07/15/77 07/17/78 07/16/79 07/15/80 07/15/81 07/15/82 07/15/83 07/16/84 07/15/85 07/14/86 07/15/87 07/15/88 07/17/89 07/16/90 07/15/91 07/15/92 07/15/93 07/15/94

Exit: 07/08

Price

P/L % P/L .70 .86

80.30 94.84 89.36

% Winners: % Avg loss:

2 2.6

Stop:

Exit: 07/15 Price

841.13

711.70

888.90

915.00 897.60 770.60* 881.80 997.50 906.00 839.00 834.90 901.50 954.10 827.30 1192.30 1116.80 1335.50 1793.50* 2483.70 2129.50 25'i3.50 2999.70 2990.60 3345.40 3550.90 3753.80

Losers: 8% Avg prof:1.7%

.70 .85 2.49 3.01 4.13 5.06 9.87 8.92 9.01 10.38 10.69 9.34 12.56 15.42 16.23

.16 1.80 .62 1.40 1.33 4.81 12.05 -.95 -1.74 .09 .20 1.37 2.66 .31 .60 -1.35 -2.38 3.22 5.00 2.86 5.22 .81 1.57

83.88

882.74 923.72

Total

.15 1.64 .52 1.12 .93

78.62 68.75 35.10 55.62 44.69 50.10 51.15 58.19 61.20 51.98 50.73

Losers: % Avg prof:

Stop: 2.0

P/L

13.35 24.96 -28.63 28.80 15.80 -20.30 13.00 -33.10 8.70 .10

-18.10

21.70 -5.60 19.70 -30.50 15.40 -37.20

.IO

3.30 -91.80 36.80 21.00 27.10 137.60 55.70 25.50 20.70 68.30

%

P/L

1.54 2.78 -3.29 4.22

1.81

-2.17 1.47 -4.12 1.00 .01 -1.96 2.66 -.67 2.23 -3.10 1.90 -3.03 .01 .25 -4.87 1.50 1.00 1.07 4.81 1.90 .77 .59 1.85

86.7 -2.1 4.0 Total

13.35 3 8. 3 I 9. 6 8 3 8. 4 8 54. 28 3 3. 9 8 46. 9 8 13.88 22. 5 8 22.6 8 4. 5 8 2 6 . 28 20.6 8 40. 3 8 9. 8 8 2 5 . 28 -11.92 -11.82 - 8. 5 2 -100.32 -63.52 -42.52 -15.42 122.18 177.88 203.38 224.08 292.38

Winners: 71.4 Avg loss: -2.9

97

SEASONAL TRADER'S BIBLE

98

JULY KEYDATE SEASONALS

99

SEASONAL TRADER'S BIBLE DEC

COFFEE

Contract 7312CF 7412CF 7512CF 7612CF 7712CF 7812CF 7912CF 8012CF 81 l 2CF 8212CF 8312CF 8412CF 8512CF 8612CF 8712CF 8812CF 8912CF 9012CF 9 l 12CF 9212CF 9312CF 9412CF

Date In 7/ 2/73 7/ 1/74 7/ 1/75 7/ 1/76 7/ 1/77 7/ 3/78 7/ 2/79 7/ 1/80 7/ 1/81 7/ 1/82 7/ 1/83 7/ 2/84 7/ 1/85 7/ 1/86 7/ 1/87 7/ 1/88 7/ 3/89 7/ 2/90 7/ 1/91 7/ 1/92 7/ 1/93 7/ 1/94

Trades: Avg prof: SEP

100

SELL

Date In 07/03/67 07/03/68 07/03/69 07 /06/70 07/06/71 07/03/72 07/03/73 07/03/74 07/03/75 07 /06/76 07/05/77 07/03/78 07/03/79 07/03/80 07 /06/81 07/06/82 07/05/83 07 /03/84 07 /03/85 07 /03/86 07/06/87 07/05/88 07/03/89 07/03/90 07 /03/91 07/06/92 07/06/93 07/05/94

Trades: Avg prof:

Price 69.00 71.45 55.22 148.90 204.82 132.50 216.00 180.91 92.33 125.70 125.83 142.78 143.57 175.81 108.56 132.82 99.50 90.05 90.20 62.10 64.65 168.20

07/01

Enter: Date Out 7/ 5/73 7/ 5/74 7/ 3/75 7/ 6/76 7/ 6/77 7/ 6/78 7/ 6/79 7/ 3/80 7/ 6/81 7/ 6/82 7/ 6/83 7/ 6/84 7/ 3/85 7/ 2/86 7/ 6/87 7/ 6/88 7/ 6/89 7/ 6/90 7/ 3/91 7/ 6/92 7/ 2/93 7/ 5/94

28 23.7

Price 130.2 112.1 125.8 133.5 14 7.0 126.0 214.6 300.2 257.6 304.8 229.2 247.5 312.9 302.8 355.5 261.7 300.2 320.5 251.8 182.7 177.5 351.0 262.7 290.3 229.2 244.0 249.4 230.4 Winners: Avg loss:

Enter:

Price 71.60 72.10 54.20 145.25 200.97 124.80 214.33 168.91 89.37 118.02 125.10 141.48 141.19 171.81 102.57 133.62 95.73 90.85 89.80 62.05 67.10 177.20

07/03

Date Out 08/07/67 08/07/68 08/07/69 08/07 /70 08/09/71 08/07/72 07 /16/73 07/15/74 07/11/75 08/09/76 08/08/77 08/07/78 08/07/79 07/14/80 08/07 /81 08/09/82 07/20/83 08/07/84 08/07/85 08/07/86 08/07/87 08/08/88 08/07/89 08/07/90 07 /23/91 08/07/92 08/09/93 08/08/94

21 -16.8

%

P/L -2.60 -.65 1.02 3.65 3.85 7.70 1.67 12.00 2.96 7.68 .73 1.30 2.38 4.00 5.99 -.80 3.77 -.80 .40 .05 -2.45 -9.00

6 2.67 Exit:

7 9.7

Stop:

2.0

P/L -3.77 -.91 1.85 2.45 1.88 5.81 .77 6.63 3.21 6.11 .58 .91 1.66 2.28 5.52 -.60 3.79 -.89 .44 .08 -3.79 -5.35

Total -2.60 -3.25 -2.23 1.42 5.27 12.97 14.64 26.64 29.60 37.28 38.01 39.31 41.69 45.69 51.68 50.88 54.65 53.85 54.25 54.30 51.85 42.85

% Winners: % Avg loss:

72.02 -2.01

08/07 P/L 8.5 7.1 3.5 .3 21.6 -3.3 -16.6 -20.6 -16.4 28.7 33.4 33.5 35.0 -19.5 29.0 22.0 -23.5 22.7 23.5 20.7 25.0 54.5 38.0 36.2 -17 .6 31.7 12.7 10.4

Price 121.7 105.0 122.2 133.2 125.4 129.2 231.2 320.9 274.0 276.0 195.9 214.0 277.9 322.2 326.5 239.7 323.7 297.7 228.2 162.0 152.5 296.5 224.7 254.0 246.9 212.2 236.6 220.0

Losers: % Avg prof:

07/06

Exit:

22 Winners: 16 Losers: 3.66 Avg loss: -2.72 % Avg prof:

CORN

Contract 6709C 6809C 6909C 7009C 7109C 7209C 7309C 7409C 7509C 7609C 7709C 7809C 7909C 8009C 8109C 8209C 8309C 8409C 8509C 8609C 8709C 8809C 8909C 9009C 9109C 9209C 9309C 9409C

SELL

Stop:

5.0

% P/L 6.53 6.35 2.78 .19 14.71 -2.58 -7.75 -6.87 -6.36 9.43 14.56 13.54 11.19 -6.44 8.16 8.40 -7.83 7.10 9.33 11.35 14.08 15.53 14.46 12.49 -7.69 13.01 5.11 4.50

Total 8.5 15.6 19.1 19.4 41.0 37.7 21.1 .5 -15.9 12.9 46.2 79.7 114.7 95.2 124.2 146.2 122.7 145.5 169.0 189.7 214.7 269.2 307.2 343.5 325.9 357.6 370.4 380.8

% Winners: % Avg loss:

75.0 -6.5

HIGH ACCURACY KEYDATE TRADES AUG

BUY

GOLD

Contract 7508GC 7608GC 7708GC 7808GC 7908GC 8008GC 8108GC 8208GC 8308GC 8408GC 8508GC 8608GC 8708GC 8808GC 8908GC 9008GC 9108GC 9208GC 9308GC 9408GC

Date In 7/ 3/75 7/ 6/76 7/ 5/77 7/ 3/78 7/ 3/79 7/ 3/80 7/ 6/81 7/ 6/82 7/ 5/83 7/ 3/84 7/ 3/85 7/ 7/86 7/ 6/87 7/ 5/88 7/ 3/89 7/ 3/90 7/ 3/91 7/ 6/92 7/ 6/93 7/ 5/94

Trades: Avg prof:

21 4.07

Price 166.4 124.2 140.9 184.8 285.8 676.0 404.0 311.5 416.0 372.3 311.3 345.8 450.3 440.3 381.1 364.1 371.6 347.5 393.1 386.9

Date In 07/05/67 07/03/68 07/03/69 07/06/70 07/06/71 07/05/72 07/03/73 07/03/74 07/03/75 07/06/76 07/05/77 07/03/78 07 /03/79 07 /03/80 07/06/81 07/06/82 07/05/83 07 /03/84 07 /03/85 07 /07 /86 07/06/87 07/05/88 07/05/89 07/03/90 07/03/91 07 /06/92 07 /06/93

Trades: Avg prof:

27 2.59

07 /03

Date Out 7/ 8/75 7/ 8/76 7/ 8/77 7/ 7/78 7/ 6/79 7/ 8/80 7/ 8/81 7/ 8/82 7/ 8/83 7/ 5/84 7/ 8/85 7/ 8/86 7/ 8/87 7/ 8/88 7/ 7/89 7/ 6/90 7/ 8/91 7/ 8/92 7/ 8/93 7/ 8/94

Exit:

Price 166.7 123.7 142.5 186.5 290.8 678.5 407.0 324.6 430.3 362.0 316.6 351.1 446.8 441.0 385.6 362.8 372.l 348.3 395.6 385. l

Winners: 15 Losers: Avg loss: -3.27 % Avg prof:

NOV ORANGE JUICE Contract 671 lOJ 681 lOJ 691 lOJ 701 lOJ 711 lOJ 721 lOJ 731101 741 lOJ 751 lOJ 761 lOJ 771 lOJ 781 lOJ 7911 OJ 8011 OJ 811 lOJ 821 lOJ 831101 8411 OJ 8511 OJ 8611 OJ 871 lOJ 881101 891 lOJ 901 lOJ 911 lOJ 9211 OJ 9311 OJ

Enter:

BUY

Price 38.25 41.00 44.00 37.80 62.60 46.55 44.65 51.90 57.10 53.50 94.90 108.10 94.20 87.95 127.40 123.60 113.75 166.25 134.50 105.95 122.25 175.80 156.50 168.15 116.40 114.50 129.50 Winners: Avg loss:

Enter:

Date Out 07/19/67 07/19/68 07/22/69 07/20/70 07/13/71 07/19/72 07 /19/73 07/19/74 07/21/75 07/19/76 07/19/77 07/19/78 07/19/79 07/21/80 07 /20/81 07/19/82 07 /19/83 07 /19/84 07 /19/85 07/14/86 07/20/87 07/19/88 07/17/89 07/19/90 07/19/91 07/20/92 07/16/93 21 -4.85

07/03

P/L .3

%

Total .3 -.2 1.4 3.1 8.1 10.6 13.6 26.7 41.0 30.7 36.0 41.3 37.8 38.5 43.0 41.7 42.2 43.0 45.5 43.7

% Winners: % Avg loss:

71.43 -3.27

-.5

.7

4.5 -1. 3 .5 .8 2.5 -1.8 6 1.22

Exit: 07/19

Stop: 4.0

% P/L 1.70 7.80 3.41 1.06 -4.31 2.26 12.65 4.62 6.13 1.31 6.01 8.14 4.03 .97 2.35 1.78 1.19 .36 -1.97 -5.14 2.25 1.73 -4.35 .36 2.32 -2.10 -7.03

Total .65 3.85 5.35 5.75 3.05 4.10 9.75 12.15 15.65 16.35 22.05 30.85 34.65 35.50 38.50 40.70 42.05 42.65 40.00 34.55 37.30 40.35 33.55 34.15 36.85 34.45 25.35

% Winners: % Avg loss:

77 .8 -4.1

P/L .65 3.20 1.50 .40 -2.70 1.05 5.65 2.40 3.50 .70 5.70 8.80 3.80 .85 3.00 2.20 1.35 .60 -2.65 -5.45 2.75 3.05 -6.80 .60 2.70 -2.40 -9.10 6 3.4

1.5

P/L .18 -.40 1.14 .92 1.75 .37 .74 4.21 3.44 -2.77 1.70 1.53 -.78 .16 1.18 -.36 .13 .23 .64 -.47

1.6 1.7 5.0 2.5 3.0 13.1 14.3 -10.3 5.3 5.3 -3.5

Price 38.90 44.20 45.50 38.20 59.90 47.60 50.30 54.30 60.60 54.20 100.60 116.90 98.00 88.80 130.40 125.80 115.10 166.85 131.85 100.50 125.00 178.85 149.70 168.75 119.10 112.10 120.40

Losers: % Avg prof:

Stop:

07/08

101

SEASONAL TRADER'S BIBLE BUY

OCT HEATING OIL Contract 80IOHO 81 IOHO 8210HO 83 IOHO 84IOHO 85IOHO 8610HO 87IOHO 88IOHO 8910HO 90IOHO 91 IOHO 92IOHO 93 lOHO 9410HO

Date In 07/07/80 07 /06/81 07/06/82 07/06/83 07/06/84 07/08/85 07/07/86 07/06/87 07/06/88 07/06/89 07/06/90 07 /08/91 07/06/92 07/06/93 07/06/94

Trades: Avg prof:

15 2.27

DOW JONES Contract 6708D9 6808D9 6908D9 7008D9 7108D9 7208D9 7308D9 7408D9 7508D9 7608D9 7708D9 7808D9 7908D9 8008D9 8108D9 8208D9 8308D9 8408D9 8508D9 8608D9 8708D9 8808D9 8908D9 9008D9 9108D9 9208D9 9308D9 9408D9

Winners: Avg loss: BUY

Date In 07/07/67 07/08/68 07/07/69 07/07/70 07/07/71 07/07/72 07/09/73 07/08/74 07/07/75 07/07/76 07/07/77 07/07/78 07/09/79 07/07/80 07/07/81 07/07/82 07/07/83 07/09/84 07/08/85 07/07/86 07 /07/87 07/07/88 07/07/89 07/09/90 07 /08/91 07/07/92 07/07/93 07/07/94

Trades: 28 Avg prof: 30.25

102

Price 80.10 95.20 90.14 82.17 79.34 68.75 34.89 55.57 43.88 50.94 50.62 59.46 62.18 53.28 50.69

Enter: 07/06 Date Out 07/21/80 07/20/81 07/20/82 07/20/83 07/20/84 07/22/85 07/21/86 07/20/87 07/20/88 07/20/89 07/20/90 07/22/91 07/20/92 07/20/93 07/20/94 12 -1.85

Price 869.05 912.62 883.21 669.40 895.90 938.10 877.30 770.60 861.10 991.20 909.50 812.50 853.00 898.20 954.10 799.70 1210.40 1134.10 1328.40 1839.00 2449.80 2122.70 2487.90 2914.10 2962.00 3295.20 3475.70 3688.40

Date Out 07/17/67 07/16/68 07/10/69 07/16/70 07/16/71 07/17/72 07/16/73 07/16/74 07 /16/75 07/16/76 07 /18/77 07/17/78 07/16/79 07/16/80 07/16/81 07/16/82 07 /18/83 07/16/84 07/16/85 07/16/86 07/16/87 07 /18/88 07/17/89 07/16/90 07/16/91 07/16/92 07/16/93 07/18/94

Winners: 20 Avg loss: -23.93

Price 80.60 98.78 88.57 85.47 76.77 69.81 37.14 58.08 45.77 53.20 57.77 61.35 62.39 51.88 51.28

Losers: % Avg prof:

Enter: 07/07

Exit: 07/20 P/L % P/L .50 .62 3.58 3.76 -1.57 -1.74 3.30 4.02 -2.57 -3.24 1.06 1.54 2.25 6.45 2.51 4.52 1.89 4.31 2.26 4.44 7 .15 14.12 1.89 3.18 .21 .34 -1.40 -2.63 .59 1.16 3 4.0

Losers: 8 % Avg prof: 1.9

Total .50 4.08 2.51 5.81 3.24 4.30 6.55 9.06 10.95 13.21 20.36 22.25 22.46 21.06 21.65

% Winners: % Avg loss:

80.0 -2.S

Stop:

4.0

Exit: 07/16 Price 882.74 921.20 847.79* 723.40 888.50 915.00 897.60 776.00 872.10 993.20 910.60 839.00 834.90 904.40 955.50 828.70 1189.90 1116.80 1347.90 1774.20 2497.00 2117.90 2553.50 2999.70 2983.90 3361.60 3528.30 3755.40

Stop: 8.0

P/L 13.69 8.58 -35.42 54.00 -7.40 -23.10 20.30 05.40 11.00 2.00 I.IO 26.50 -18.10 6.20 1.40 29.00 -20.50 -17 .30 19.50 -64.80 47.20 -4.80 65.60 85.60 21.90 66.40 52.60 67.00

%

P/L 1.58 .94 -4.01 8.07 -.83 -2.46 2.31 .70 1.28 .20 .12 3.26 -2.12 .69 .15 3.63 -1.69 -1.53 1.47 -3.52 1.93 -.23 2.64 2.94 .74 2.02 1.51 1.82

Total 13.69 22.27 -13.15 40.85 33.45 10.35 30.65 36.05 47.05 49.05 50.15 76.65 58.55 64.75 66.15 95.15 74.65 57.35 76.85 12.05 59.25 54.45 120.05 205.65 227 .55 293.95 346.55 413.55

% Winners: 71.4 % Avg loss: -2.0

HIGH ACCURACY KEYDATE TRADES SEP

Contract 6709CO 6809CO 6909CO 7009CO 7109CO 7209CO 7309CO 7409CO

7509CO 7609CO 7709CO 7809CO 7909CO 8009CO 8109CO 8209CO 8309CO 8409CO 8509CO 8609CO 8709CO 8809CO

8909CO 9009CO 9109CO 9209CO 9309CO 9409CO

Date In 7/10/67 7/ 8/68 7/ 8/69 7/ 8/70 7/ 8/71 7/10/72 7/ 9/73 7/ 8/74 7/ 8/75 7/ 8/76 7/ 8/77 7/10/78 7/ 9/79 7/ 8/80 7/ 8/81 7/ 8/82 7/ 8/83 7/ 9/84 7/ 8/85 7/ 8/86 7/ 8/87 7/ 8/88 7/10/89 1/ 9190 7/ 8/91 7/ 8/92 7/ 8/93 7/ 8/94

28 1.21

Trades: Avg prof: SEP

BUY

COCOA

COCOA

Contract 6709CO 6809CO 6909CO 7009CO 7109CO 7209CO 7309CO 7409CO 7509CO 7609CO 7709CO 7809CO 7909CO 8009CO 8109CO 8209CO 8309CO 8409CO 8509CO 8609CO 8709CO 8809CO 8909CO 9009CO 9109CO 9209CO 9309CO 9409CO Trades: Avg prof:

Date Out 7/12/67 7/12/68 7/11/69 7/10/70 7/12/71 7/12/72 7/12/73 7/12/74 7/11/75 7/12/76 7/12/77 7/12/78 7/12/79 7/11/80 7/10/81 7/12/82 7/12/83 7/12/84 7/12/85 7/11/86 7/10/87 7/12/88 7/12/89 7/11/90 7/12/91 7/10/92 7/12/93 7/12/94

07/08 Price 24.36 26.46 42.60 25.45 25.48 28.62 75.00 76.40 52.95 91.00 209.25 139.95 139.00 105.00 18.64 15.19 19.50 22.25 20.80 18.55 20.89 16.53 12.02 12.09 9.54 10.26 9.54 14.23

Winners: Losers: 21 Avg loss: -1.49 % Avg prof:

BUY

Date In 7/10/67 7/ 8/68 11 8/69 7/ 8/70 7/ 8/71 7/10/72 7/ 9/73 7/ 8/74 7/ 8/75 7/ 8/76 7/ 8/77 7/10/78 7/ 9/79 7/ 8/80 7/ 8/81 7/ 8/82 7/ 8/83 7/ 9/84 7/ 8/85 7/ 8/86 7/ 8/87 7/ 8/88 7/10/89 7/ 9/90 7/ 8/91 7/ 8/92 7/ 8/93 7/ 8/94

28 3.88

Price 23.38 25.90 42.10 25.28 25.02 28.11 70.35 72.60 49.59 97.75 197 .25 139.20 138.25 103.50 18.48 14.75 21.05 21.80 21.64 18.48 20.16 16.07 12.24 12.94 9.18 10.36 9.63 13.89

Enter:

Price 23.38 25.90 42.10 25.28 25.02 28.11 70.35 72.60 49.59 97.75 197.25 139.20 138.25 103.50 18.48 14.75 21.05 21.80 21.64 18.48 20.16 16.07 12.24 12.94 9.18 10.36 9.63 13.89

Enter: Date Out 7/20/67 7/19/68 7/18/69 7/20/70 7/20/71 7/20/72 7/20/73 7/19/74 7/18/75 7/12/76 7/20/77 7/20/78 7/20/79 7/18/80 7/ 9/81 7/15/82 7/11/83 7/20/84 7/12/85 7/18/86 7/20/87 7/18/88 7/20/89 7/10/90 7/19/91 7/14/92 7/20/93 7/20/94

07/08 Price 24.57 27.21 43.35 27.42 25.65 28.45 80.90 83.75 56.30 91.00 220.95 147.45 138.30 107 .50 17.76 13.95 20.28 21.82 20.80 19.87 20.92 15.52 13.08 12.45 9.75 9.84 9.78 14.89

Winners: Losers: 21 Avg loss: -1.43 % Avg prof:

Exit:

07/12

P/L .98 .56 .50 .17 .46 .51 4.65 3.80 3.36 -6.75 12.00 .75 .75 1.50 .16 .44 -1.55 .45 -.84 .07 .73 .46 -.22 -.85 .36 -.10 -.09 .34 7 2.48 Exit:

8 6.47

4.5

P/L 4.19 2.16 1.19 .67 1.84 1.81 6.61 5.23 6.78 -6.91 6.08 .54 .54 1.45 .87 2.98 -7.36 2.06 -3.88 .38 3.62 2.86 -1.80 -6.57 3.92 -.97 -.93 2.45

Total .98 1.54 2.04 2.21 2.67 3.18 7.83 11.63 14.99 8.24 20.24 20.99 21.74 23.24 23.40 23.84 22.29 22.74 21.90 21.97 22.70 23.16 22.94 22.09 22.45 22.35 22.26 22.60

% Winners: % Avg loss:

74.01 -4.06

%

07/20

P/L 1.19 1.31 1.25 2.14 .63 .34 10.55 11.15 6.71 -6.75 23.70 8.25 .05 4.00 -.72 -.80 -.77 .02 -.84 1.39 .76 -.55 .84 -.49 .57 -.52 .15 1.00

Stop:

%

Stop: P/L 5.09 5.06 2.97 8.47 2.52 1.21 15.00 15.36 13.53 -6.91 12.02 5.93 .04 3.86 -3.90 -5.42 -3.66 .09 -3.88 7.52 3.77 -3.42 6.86 -3.79 6.21 -5.02 1.56 7.20

% Winners: % Avg loss:

3.0 Total 1.19 2.50 3.75 5.89 6.52 6.86 17.41 28.56 35.27 28.52 52.22 60.47 60.52 64.52 63.80 63.00 62.23 62.25 61.41 62.80 63.56 63.01 63.85 63.36 63.93 63.41 63.56 64.56

73.8 -4.5

103

SEASONAL TRADER'S BIBLE NOV

LUMBER

Contract 701 lLB 7111 LB 7211 LB 7311LB 741 lLB 751 lLB 7611 LB 7711 LB 7811 LB 7911 LB 801 lLB 8111 LB 8211 LB 831 lLB 841 lLB 8511 LB 861 lLB 871 lLB 881 lLB 8911 LB 901 lLB 9111 LB 921 lLB 931 lLB 9411 LB

Date In

07/09/70 07 /09/71 07/10/72 07/09/73 07/09/74 07/09/75 07/09/76 07/11/77 07/10/78 07/09/79 07/09/80 07 /09/81 07/09/82 07/11/83 07/09/84 07/09/85 07/09/86 07/09/87 07/11/88 07 /10/89 07 /09/90 07 /09/91 07/09/92 07/09/93 07/11/94

Trades: Avg prof:

OCT

LIVE

Contract 6710LH 6810LH 6910LH 7010LH 71 lOLH 721 OLH 7310LH 7410LH 7510LH 7610LH 771 OLH 78 lOLH 7910LH 8010LH 811 OLH 8210LH 8310LH 84 lOLH 8510LH 8610LH 8710LH 8810LH 8910LH 9010LH 911 OLH 9210LH 93 lOLH 94 lOLH

HOGS

Date In

07/14/67 07/15/68 07 /14/69 07 /14/70 07/14/71 07/14/72 07/16/73 07/15/74 07/14/75 07/14/76 07/15/77 07/14/78 07 /16/79 07 /14/80 07/14/81 07 /14/82 07/14/83 07 /16/84 07 /15/85 07 /14/86 07/14/87 07/14/88 07 /14/89 07 /16/90 07/15/91 07 /14/92 07 /14/93 07 /14/94

Trades: Avg prof:

104

25 3.1

28 .68

SELL

Enter:

Price 78.5 103.9 110.5 114.4 124.5 155.8 157 .6 181.1 190.2 208.4 209. l 185.5 144.7 207.3 142.0 151. 7 158.0 178.0 189.4 183.5 199.6 208.3 216.3 265.2 350.0

Date Out 07/14/70 07 /14/71 07/14/72 07/16/73 07/15/74 07/14/75 07/14/76 07 /15/77 07/14/78 07/16/79 07 /14/80 07/14/81 07/14/82 07/14/83 07 /16/84 07/15/85 07/14/86 07 /14/87 07/14/88 07 /14/89 07/16/90 07/15/91 07 /14/92 07/14/93 07/14/94

Winners: Avg loss:

SELL Price 21.00 19.50 22.85 20.57 19.80 26.64 48.32 36.32 48.37 41.55 36.67 41.37 34.67 42.05 50.07 56.90 38.64 51.52 42.27 52.67 44.55 40.87 39.71 54.50 44.07 38.37 43.55 42.05 Winners: Avg loss:

20 -6.4

Date Out 07/19/67 07/19/68 07/22/69 07/20/70 07/19/71 07 /19/72 07/19/73 07/17/74 07/21/75 07/19/76 07/19/77 07/19/78 07/19/79 07/21/80 07 /20/81 07/19/82 07/19/83 07/19/84 07/19/85 07/16/86 07/20/87 07 /19/88 07/19/89 07/19/90 07/19/91 07/20/92 07 /19/93 07 /19/94

07/14

P/L .5 -2.7 2.5 -5.9 2.2 1.7 3.6 .2 4.9 -2.2 4.1 -8.4 .4 1.5 10.6 1.2 2.4 1.8 5.2 .l 4.0 2.3 6.7 5.5 -12.8

Stop:

8.0

% P/L .64 -2.60 2.26 -5.16 1.77 1.09 2.28 .11 2.58 -1.06 1.96 -4.53 .28 .72 7.46 .79 1.52 1.01 2.75 .05 2.00 1.10 3.10 2.07 -3.66

Total .5 -2.2 .3 -5.6 -3.4 -1.7 1.9 2.1 7.0 4.8 8.9 .5 .9 2.4 13.0 14.2 16.6 18.4 23.6 23.7 27.7 30.0 36.7 42.2 29.4

1.8

% Winners: % Avg loss:

80.0 -3.4

Exit:

07/19

5

Price

P/L .35 1.00 .53 .13 .29 .22 -1.45 -1.55 -.68 1.70 .17 .66 .82 1.68 .40 .20 .47 .57 .97 -2.28 -1.80 .55 -.34 2.50 .02 -.89 .15 .85

20.65 18.50 22.32

20.44 19.51

26.42 49.77 37.87 49.05 39.85 36.50 40.71

33.85

40.37 49.67 56.70 38.17 50.95 41.30 54.95 46.35

40.32

40.05 52.00 44.05 39.26 43.40 41.20

Losers: % Avg prof:

07/14

Exit:

Price 78.0 106.6 108.0 120.3 122.3 154. l 154.0 180.9 185.3 210.6 205.0 193.9 144.3 205.8 131.4 150.5 155.6 176.2 184.2 183.4 195.6 206.0 209.6 259.7 362.8

Losers: % Avg prof:

Enter:

21 -1.28

07/09

7

1.8

Stop:

% P/L 1.67 5.13 2.32 .63 1.46 .83 -3.00 -4.27 -1.41 4.09 .46 1.60 2.37 4.00 .80 .35 1.22 1.11 2.29 -4.33 -4.04 1.35 -.86 4.59 .05 -2.32 .34 2.02

% Winners: % Avg loss:

3.0 Total .35 1.35 1.88 2.01 2.30 2.52 1.07 -.48 -1.16 .54 .71 1.37 2.19 3.87 4.27 4.47 4.94 5.51 6.48 4.20 2.40 2.95 2.61 5.11 5.13 4.24 4.39 5.24

75.0 -2.9

HIGH ACCURACY KEYDATE TRADES NOV

SOYBEANS

Contract Date In 671 lS 07/14/67 6811S 07/15/68 691 lS 07/14/69 7011S 07/14/70 7111S 07 /14/71 721 lS 07/14/72 7311S 07/16/73 7411S 07/15/74 751 lS 07/14/75 7611S 07/14/76 771 lS 07/14/77 7811S 07/14/78 7911S 07/16/79 801 lS 07/14/80 811 lS 07/14/81 8211S 07/14/82 831 lS 07/14/83 8411S 07/16/84 851 lS 07/15/85 8611S 07/14/86 8711S 07/14/87 8811S 07/14/88 8911S 07/14/89 9011S 07/16/90 9111S 07/15/91 9211S 07/14/92 9311S 07 /14/93 9411S 07/14/94 Trades: Avg prof:

28 34.0

Date In 07/14/67 07/15/68 07 /14/69 07/14/70 07/14/71 07 /14/72 07 /16/73 07/15/74 07/14/75 07 /14/76 07 /14/77 07/14/78 07 /16/79 07 /14/80 07/14/81 07/14/82 07/14/83 07 /16/84 07/15/85 07 /14/86 07/14/87 07/14/88 07 /14/89 07/16/90 07/15/91 07 /14/92 07/14/93 07 /14/94

Trades: Av rof:

28 8.9

Date Out 08/02/67 08/02/68 08/04/69 08/03/70 08/02/71 08/02/72 07/19/73 07/16/74 07/24/75 08/02/76 08/02/77 08/02/78 08/02/79 08/04/80 08/03/81 08/02/82 07/19/83 08/02/84 08/02/85 07 /16/86 08/03/87 08/02/88 08/02/89 08/02/90 07/23/91 08/03/92 07/19/93 08/02/94

Price 269.9 257.1 238.1 294.7 337.2 321.7 715.0 659.0 552.0 747.0 627.6 612.5 756.0 804.2 771.7 625.2 660.7 636.2 577.8 489.0 531.5 951.0 658.5 618.5 534.6 577.2 711.0 579.0 Winners: Avg loss:

SEP SOYBEAN MEAL Contract 6709SM 6809SM 6909SM 7009SM 7109SM 7209SM 7309SM 7409SM 7509SM 7609SM 7709SM 7809SM 7909SM 8009SM 8109SM 8209SM 8309SM 8409SM 8509SM 8609SM 8709SM 8809SM 8909SM 9009SM 9109SM 9209SM 9309SM 9409S M

Enter:

SELL

21 -31.2

SELL

Price 72.7 78.7 73.6 82.7 85.5 102.4 264.0 143.5 131.2 214.0 174.8 169.1 205.0 215.7 212.3 181.4 186.7 171.8 135.7 141.3 162.7 268.6 208.0 176. l 164.4 177 .1 222.6 181.9 Winners: Av loss:

Exit:

Price 267.7 253.4 234.9 284.5 323.0 320.5 769.0 679.0 574.5 600.0 546.6 595.0 712.2 791.6 740.0 613.0 695.5 633.7 526.0 516.5 510.7 848.5 573.0 595.0 569.6 550.2 736.0 560.0

Losers: % Avg prof: Enter: 07/14

Date Out 08/07/67 08/06/68 08/06/69 08/06/70 08/06/71 08/07/72 07 /18/73 07/19/74 08/06/75 08/06/76 08/08/77 08/07/78 08/06/79 08/06/80 08/06/81 08/06/82 07/22/83 08/06/84 08/06/85 08/06/86 08/06/87 08/08/88 08/07 /89 08/06/90 07 /29/91 08/06/92 08/06/93 08/08/94 21 -13.0

07/14

7 5.2

3.0

Total 2.1 5.9 9.1 19.4 33.6 34.9 -19.1 -39.1 -61.6 85.4 166.4 183.9 227.6 240.3 272.0 284.2 249.5 252.0 303.8 276.2 297.0 399.5 485.0 508.5 473.5 500.5 475.5 494.5

% Winners: % Avg loss:

75.0 -5.1

Exit: 08/06 P/L .6 1.5 .1 2.4 2.2 -3.9 -30.0 -15.2 -5.4 33.4 26.1 10.3 16.1 .5 7.4 11.1 -18.8 11.1 9.1 -2.0 8.0 .6 23.6 3.1 -15.8 6.2 5.7 8.6 7 5.0

Stop:

% P/L .79 1.46 1.36 3.48 4.23 .39 -7.55 -3.03 -4.08 19.68 12.91 2.86 5.79 1.57 4.11 1.96 -5.26 .39 8.96 -5.62 3.90 10.78 12.98 3.80 -6.55 4.68 -3.52 3.28

P/L 2.1 3.8 3.3 10.2 14.2 1.3 -54.0 -20.0 -22.5 14 7.0 81.0 17.5 43.7 12.6 31.7 12.2 -34.7 2.5 51.7 -27.5 20.7 102.5 85.5 23.5 -35.0 27.0 -25.0 19.0

Price 72.1 77.2 73.5 80.3 83.3 106.3 294.0 158.7 136.6 180.6 148.7 158.8 188.9 215.2 204.9 170.3 205.5 160.7 126.6 143.3 154.7 268.0 184.4 173.0 180.2 170.9 216.9 173.3

Losers: % Av rof:

08/02

Stop: 9.0

% P/L .83 1.91 .14 2.90 2.57 -3.81 -11.36 -10.59 -4.12 15.61 14.93 6.09 7.85 .23 3.49 6.12 -10.07 6.46 6.71 -1.42 4.92 .22 11.35 1.76 -9.61 3.50 2.56 4.73

Total .6 2.1 2.2 4.6 6.8 2.9 -27 .1 -42.3 -47.7 -14.3 11.8 22.1 38.2 38.7 46.1 57.2 38.4 49.5 58.6 56.6 64.6 65.2 88.8 91.9 76. l 82.3 88.0 96.6

% Winners: % Av loss:

75.0 -7.3

105

SEASONAL TRADER'S BIBLE SEP

SOYBEANS

Contract 6709S 6809S 6909S 7009S 7109S 7209S 7309S 7409S 7509S 7609S 7709S 7809S 7909S 8009S 8109S 8209S 8309S 8409S 8509S 8609S 8709S 8809S 8909S 9009S 9109S 9209S 9309S 9409S

SELL

Date In 07/17/67 07 /16/68 07/16/69 07 /16/70 07/16/71 07/17/72 07/16/73 07/16/74 07/16/75 07/16/76 07/18/77 07/17/78 07/16/79 07/16/80 07/16/81 07/16/82 07 /18/83 07/16/84 07/16/85 07/16/86 07/16/87 07/18/88 07/17/89 07/16/90 07 /16/91 07/16/92 07/16/93 07/18/94

Trades: Avg prof:

28 24.1

Price 272.0 258.7 247.0 294.7 347.5 332.2 760.0 681.5 565.5 703.5 593.5 613.5 763.0 803.5 752.5 621.0 660.0 661.0 561.2 516.7 513. 7 941.5 639.5 606.2 544.2 565.6 726.6 591.4

Winners: Avg loss:

SEP CANADIAN DOLLAR CONTRACT DATE IN 7709CD 07/18/77 7809CD 07/17/78 7909CD 07/17/79 8009CD 07/17/80 8109CD 07/17/81 8209CD 07/19/82 8309CD 07 /18/83 8409CD 07/17/84 8509CD 07/17/85 8609CD 07 /17 /86 8709CD 07/17/87 8809CD 07/18/88 8909CD 07/17/89 9009CD 07/17/90 9109CD 07/17/91 9209CD 07/17/92 9309CD 07/19/93 9409CD 07118/94

PRICE 94.20 89.03 85.98 86.65 82.83 79.21 81.20 75.09 73.99 72.51 75.64 82.66 83.52 85.87 86.72 83.80 78.08 72.47

Enter:

07/16

Date Out 07/25/67 07/25/68 07/25/69 07/27/70 07 /26/71 07/25/72 07/17/73 07/18/74 07/25/75 07 /26/76 07/19/77 07/25/78 07 /25/79 07/25/80 07/27 /81 07/26/82 07/20/83 07/25/84 07/25/85 07/25/86 07/20/87 07/25/88 07/25/89 07/25/90 07 /23/91 07/27/92 07 /26/93 07/25/94 21

-29.8

SELL

Exit:

Price 270.4 257.5 245.0 292.0 333.2 331.5 800.0 716.5 592.3 646.0 618.5 605.8 744.0 728.5 735.0 613.3 706.7 624.0 535.7 505.2 530.8 805.0 612.0 588.3 562.6 555.2 711.0 574.6

Losers: % Avg prof:

P/L 1.6 1.3 2.0 2.8 14.2 .8 -40.0 -35.0 -26.7 57.5 -25.0 7.8 19.0 75.0 17.5 7.8 -46.7 37.0 25.5 11.5 -17.0 136.5 27.5 18.0 -18.4 10.4 15.6 16.7 7

3.5

Trades: Avg prof:

106

18 .44

Winners: Avg loss:

14 -.38

Losers: % Avg prof:

4

.s

3.0

% P/L .60 .48 .81 .93 4.10 .23 -5.26 -5.14 -4.73 8.17 -4.21 1.26 2.49 9.33 2.33 1.25 -7.08 5.60 4.54 2.23 -3.31 14.50 4.30 2.97 -3.38 1.83 2.15 2.83

Total 1.6 2.9 4.9 7.6 21.9 22.6 -17.4 -52.4 -79.1 -21.6 -46.6 -38.9 -19.9 55.1 72.6 80.4 33.6 70.6 96.1 107.6 90.6 227.1 254.6 272.6 254.2 264.6 280.2 297.0

% Winners: % Avg loss:

75.0 -4.7

Stop: 1.0

P/L % P/L .21 .22 .04 .04 .46 .54 .60 .69 1.47 1.77 .46 .58 .04 .05 -.93 -1.24 .13 .18 .62 .86 .97 1.28 .75 .91 -.26 -.31 -.25 -.29 .27 .31 -.10 -.12 .06 .08 .05 .07

PRICE 93.99 88.99 85.52 86.05 81.36 78.75 81.16 76.02 73.86 71.89 74.67 81.91 83.78 86.12 86.45 83.90 78.02 72.42

--------------------------------------

Stop:

Exit: 07/25

Enter: 07/17

DATE OUT 07/25/77 07/25/78 07/25/79 07/25/80 07/27/81 07 /26/82 07/25/83 07/25/84 07/25/85 07 /25/86 07/27/87 07 /25/88 07 /25/89 07/25/90 07 /25/91 07/27/92 07/26/93 07 /25/94

07/25

% Winners: % Avg Joss:

TOTAL .21 .25 . 71 1.31 2.78 3.24 3.28 2.35 2.48 3.10 4.07 4.82 4.56 4.31 4.58 4.48 4.54 4.59 77.8 -.5

HIGH ACCURACY KEVDATE TRADES OCT

LIVE

Contract

6710LH 6810LH 6910LH

7010LH

71 lOLH 7210LH 7310LH 7410LH

7510LH 7610LH

7710LH 7810LH 7910LH

8010LH

8110LH

82IOLH

8310LH 8410LH 8510LH 8610LH 8710LH 8810LH 8910LH

9010LH 91 lOLH 9210LH 9310LH 9410LH Trades: Avg prof:

SEP

S&P

HOGS

Date In

7/19/67 7/19/68 7/22/69 7/20/70 7/19/71 7/19/72 7/19/73 7/19/74 7/21/75 7/19/76 7/19/77 7/19/78 1119119

7/21/80 7/20/81 7/19/82 7/19/83 7/19/84 7/19/85 7/21/86 7/20/87 7/19/88 7/19/89 7/19/90 7119/91 7/20/92 7/19/93 7/19/94 28 2.21

INDEX

BUY Price

20.65 18.50 22.32 20.44 19.51 26.42 49.77 39.05 49.05 39.85 36.50 40.71 33.85 40.37 49.67 56.70 38.17 50.95 41.30 54.07 46.35 40.32 40.05 52.00 44.05 39.26 43.40 41.20

BUY

Price

8209SP 07/21/82

113.15 171.00 150.50 195.45 236.35 309.90 267.15 337.95 357.80 385.15 413.15 44 7.60 453.30

Trades: Avg prof:

13 5.03

Date Out

07/19

Winners: Avg loss:

Date Out

07 /27 /82 07/28/83 07/30/84 07/29/85 07/30/86 07/30/87

08/01/88

07/31/89 07/30/90 07 /30/91 07 /30/92 07/30/93 08/01/94 10

%

-.65 .30 1.40 -1.19 -.84 .33 2.10 -2.75 5.15 .52 1.67 4.96 2.11 4.65 1.98 4.27 5.80 -4.10 -3.66 2.33 3.90 .05 .59 -3.45 .72 .91 2.37 -1.88 8 5.28

07/21

Exit:

110.60 165.65 151.75 189.75 237.70 319.70 272.65 348.30 358.25 388.10 423.60 448.00 461.10 3 1.5

Stop: P/L

8.0 Total

-3.15 1.62 6.27 -5.82 -4.31 1.25 4.22 -7.04 10.50 1.30 4.58 12.18 6.23 11.52 3.99 7.53 15.20 -8.05 -8.86 4.31 8.41 .12 1.47 -6.63 1.63 2.32 5.46 -4.56

-.65 -.35 1.05 -.14 -.98 -.65 1.45 -1.30 3.85 4.37 6.04 11.00 13.11 17.76 19.74 24.01 29.81 25.71 22.05 24.38 28.28 28.33 28.92 25.47 26.19 27.10 29.47 27.59

% Winners: % Avg Joss:

71.16 -2.81

07/30

Stop:

2.0

% P/L

Total

-2.55 -2.25 -5.35 -3 .13 1.25 .83 -5.70 -2.92 1.35 .57 9.80 3.16 5.50 2.06 10.35 3.06 .45 .13 2.95 .77 10.45 2.53 .40 .09 7.80 1.72

-2.55 -7.90 -6.65 -12.35 -11.00 -1.20 4.30 14.65 15.10 18.05 28.50 28.90 36.70

P/L

Price

Losers: % Avg prof:

08/22

P/L

20.00 18.80 23.72 19.25 18.67 26.75 51.87 36.30 54.20 40.37 38.17 45.67 35.96 45.02 51.65 60.97 43.97 46.85 37.64 56.40 50.25 40.37 40.64 48.55 44.77 40.17 45.77 39.32

Enter:

-4.53

Exit:

Price

8/22/67 8/22/68 8/22/69 8/21/70 8/20/71 8/22/72 8/22/73 8/22/74 8/22/75 8/20/76 8/22/77 8/22/78 8/22/79 8/22/80 8/21/81 8/20/82 8/22/83 8/22/84 8/ 9/85 8/22/86 8/21/87 8/22/88 8/22/89 8/22/90 8/22/91 8/21/92 8/20/93 8/22/94

Losers: Winners: 20 % Avg prof: Avg loss: -2.31

Contract Date In

8309SP 07/21/83 8409SP 07 /23/84 8509SP 07/22/85 8609SP 07/21/86 8709SP 07/21/87 8809SP 07/21/88 8909SP 07/21/89 9009SP 07/23/90 9109SP 07 /22/91 9209SP 07 /21/92 9309SP 07/21/93 9409SP 07/21/94

Enter:

% Winners: % Avg loss:

76.9 -2.8

107

SEASONAL TRADER'S BIBLE NOV

CRUDE LIGHT

Contract Date In

831 lCL 841 lCL 851 lCL 8611 CL 871 lCL 881 lCL 8911 CL 901 lCL 9111 CL 921 lCL 9311 CL 9411 CL

07/25/83 07/23/84 07/23/85 07/23/86 07/23/87 07/25/88 07/24/89 07/23/90 07 /23/91 07 /23/92 07/23/93 07/25/94

31.39 28.53 25.96 11.05 20.80 16.16 18.30 21.10 21.19 21.73 18.21 18.86

Winners: Avg Joss:

PLATINUM

SELL

Contract Date In

6810PL 6910PL 7010PL 71 lOPL 7210PL 73 lOPL 7410PL 7510PL 7610PL 7710PL 78 lOPL 7910PL 8010PL 8110PL 8210PL 83 lOPL 84 lOPL 85 lOPL 8610PL 87 lOPL 88 lOPL 8910PL 9010PL 9110PL 9210PL 9310PL 9410PL

07/25/68 07/25/69 07/27/70 07 /26/71 07 /25/72 07/25/73 07/25/74 07/25/75 07/26/76 07/25/77 07 /25/78 07/25/79 07 /25/80 07/27/81 07/26/82 07/25/83 07 /25/84 07 /25/85 07 /25/86 07/27/87 07/25/88 07 /25/89 07 /25/90 07 /25/91 07/27/92 07 /26/93 07 /25/94

Trades: Avg prof:

108

Price

1.00

Trades: Avg prof:

OCT

12

BUY

27 14.4

Price

275.0 159.7 140.0 114. 3 145.8 184.5 220.0 177.4 166.5 154.8 257.6 407.1 683.4 401.6 307. l 451.9 339.3 274.0 447.3 595.4 542.4 496.6 485.8 368.3 378.5 408.6 421.1

Winners: Avg Joss:

Enter: Date Out

08/04/83 08/06/84 08/05/85 08/04/86 08/04/87 08/03/88 08/04/89 08/06/90 08/05/91 08/04/92 08/04/93 08/04/94 9

-.62

Date Out

08/08/68 08/08/69 08/10/70 08/09/71 08/08/72 08/08/73 08/08/74 08/08/75 08/09/76 08/08/77 08/08/78 08/08/79 08/08/80 08/10/81 08/09/82 08/08/83 08/08/84 07/31/85 08/0 l /86 08/03/87 08/08/88 08/08/89 08/08/90 08/08/91 08/10/92 08/09/93 08/08/94

Exit:

4.0

Total

5.2

% Winners: % Avg loss:

75.0 -3.4

Exit:

08/08

.68 .91 .43 1.41 .48 -.69 -.64 4.25 .13 -.54 .12 .55

3

P/L

Price

6 4.6

.68 1.59 2.02 3.43 3.91 3.22 2.58 6.83 6.96 6.42 6.54 7.09

2.17 3.19 1.66 12.76 2.31 -4.27 -3.50 20.14 .61 -2.49 .66 2.92

Stop:

% P/L

5.0 Total

3.67 1.69 .64 -1.84 -.14 8.94 15.91 5.02 8.83 3.04 -4.85 5.67 5.05 .50 13.77 4.62 .59 -5.04 -5.50 -6.58 4.15 1.59 .76 4.75 2.17 2.77 2.92

10.1 12.8 13.7 11.6 11.4 27.9 62.9 71.8 86.5 91.2 78.7 101.8 136.3 138.3 180.6 201.5 203.5 189.7 165.1 125.9 148.4 156.3 160.0 177.5 185.7 197.0 209.3

% Winners: % Avg Joss:

77.8 -4.0

10.1 2.7 .9 -2.1 -.2 16.5 35.0 8.9 14.7 4.7 -12.5 23.1 34.5 2.0 42.3 20.9 2.0 -13 .8 -24.6 -39.2 22.5 7.9 3.7 17 .5 8.2 11.3 12.3

264.9 157.0 139.1 116.4 146.0 168.0 185.0 168.5 151.8 150. l 270.1 384.0 648.9 399.6 264.8 431.0 337.3 287.8 471.9 634.6 519.9 488.7 482.1 350.8 370.3 397.3 408.8

Losers: % Avg prof:

Stop:

% P/L

32.07 29.44 26.39 12.46 21.28 15.47 17 .66 25.35 21.32 21.19 18.33 19.41

07/25

08/04

P/L

Price

Losers: % Avg prof:

Enter:

21 -15.4

07/23

HIGH ACCURACY KEYDATE TRADES OCT

COTTON

Contract 7010NY 71 lONY 7210NY 73IONY 7410NY 7510NY 7610NY 7710NY 78IONY 7910NY 8010NY 8110NY 8210NY 8310NY 8410NY 8510NY 8610NY 8710NY 8810NY 8910NY 9010NY 9110NY 9210NY 9310NY 9410NY

Date In 07/27/70 07 /26/71 07/26/72 07/26/73 07/26/74 07/28/75 07/26/76 07/26/77 07 /26/78 07 /26/79 07/28/80 07 /27 /81 07/26/82 07/26/83 07/26/84 07/26/85 07/28/86 07 /27 /87 07/26/88 07/26/89 07/26/90 07 /26/91 07 /27 /92 07/26/93 07/26/94

Trades: Avg prof:

25 4.17

SELL

Enter:

Price 25.98 30.01 30.38 64.95 57.25 50.55 78.50 57.07 59.91 65.35 83.16 76.47 69.21 79.82 66.97 60.23 30.96 77.10 57.38 74.94 77.70 69.15 62.07 60.17 73.45

Date Out 09/25/70 08/09/71 09/25/72 08/09/73 09/25/74 09/19/75 09/27 /76 09/26/77 08/25/78 09/25/79 08/01/80 09/25/81 09/27/82 09/26/83 09/25/84 09/25/85 08/11/86 09/25/87 09/26/88 09/25/89 09/25/90 09/25/91 09/25/92 09/27 /93 09/26/94

Winners: Avg loss:

NOV ORANGE JUICE Contract 671 lOJ 681101 691 lOJ 701 lOJ 711 lOJ 721 lOJ 731 lOJ 741 lOJ 751 lOJ 761 lOJ 771 lOJ 781 iOJ 791 lOJ 801101 8111 OJ 821 lOJ 831 lOJ 841 lOJ 8511 OJ 8611 OJ 871 lOJ 881 lOJ 891101 901101 9111 OJ 9211 OJ 931 IOJ Trades: Avg prof:

Date In 7/27/67 7/29/68 7/28/69 7/27/70 7/27 /71 7/27/72 7/27 /73 7/29/74 7/28/75 7/27/76 7/27/77 7/27 /78 7/27 /79 7/28/80 7/27 /81 7/27 /82 7/27/83 7/27 /84 7/29/85 7/28/86 7/27 /87 7/27 /88 7/27 /89 7/27/90 7/29/91 7/27 /92 7/27 /93

27 3.57

Price 38.25 45.35 44.30 38.70 57.40 49.40 49.65 55.00 60.95 55.10 106.35 107.30 98.75 88.75 132.50 124.20 115 .40 166.70 127.80 102.90 123.95 178.95 146.50 164.95 118.60 112.85 117.15

19 -3.61

BUY

07/26 Price 25.77 32.53 29.01 69.30 47.90 53.65 77.00 51.89 63.95 65.05 88.75 62.30 62.55 74.35 64.22 60.02 33.00 74.90 51.85 73.15 74.00 62.91 56.61 58.20 68.26

Losers: % Avg prof:

Enter: 07/27

Date Out 8/ 3/67 8/13/68 8/13/69 8/13/70 8/13/71 8/11 /72 8/13/73 8/13/74 8/13/75 8/10/76 8/12/77 8/11/78 8/13/79 8/13/80 8/13/81 8/13/82 8/12/83 8/13/84 8/13/85 8/13/86 8/13/8 7 8/12/88 8/11/89 8/10/90 8/13/91 8/11 /92 8/13/93

Price 34.85 55.70 43.75 38.45 61.40 48.90 51.70 55.55 62.40 52.30 116.25 112.55 103.90 91.60 132.60 127.35 116.10 172.80 130.30 104.25 125.50 183.05 145.95 168.90 115.10 104.15 119.85

Winners: 19 Losers: Avg loss: -2.53 % Avg prof:

09/25

Exit:

P/L .21 -2.52 1.37 -4.35 9.35 -3.10 1.50 5.18 -4.04 .30 -5.59 14.17 6.66 5.47 2.75 .21 -2.04 2.20 5.53 1.79 3.70 6.24 5.46 1.97 5.19 6

6.3

Stop:

% P/L .81 -8.40 4.51 -6. 70 16.33 -6.13 1.91 9.08 -6.74 .46 -6.72 18.53 9.62 6.85 4.11 .35 -6.59 2.85 9.64 2.39 4.76 9.02 8.80 3.27 7.07

Total .21 -2.31 -.94 -5.29 4.06 .96 2.46 7.64 3.60 3.90 -1.69 12.48 19.14 24.61 27.36 27.57 25.53 27.73 33.26 35.05 38.75 44.99 50.45 52.42 57.61

% Winners: % Avg loss:

76.0 -6.9

Exit: 08/13 P/L -3.40 10.35 -.55 -.25 4.00 -.50 2.05 .55 1.45 -2.80 9.90 5.25 5.15 2.85 .10 3.15 .70 6.10 2.50 1.35 1.55 4.10 -.55 3.95 -3.50 -8.70 2.70

8 4.12

6.0

%

Stop: 5.0

P/L -8.89 22.82 -1.24 -.65 6.97 -1.01 4.13 1.00 2.38 -5.08 9.31 4.89 5.22 3.21 .08 2.54 .61 3.66 1.96 I. 31 1.25 2.29 -.38 2.39 -2.95 -7.71 2.30

Total -3.40 6.95 6.40 6.15 10.15 9.65 11.70 12.25 13.70 10.90 20.80 26.05 31.20 34.05 34.15 37.30 38.00 44.10 46.60 47.95 49.50 53.60 53.05 57.00 53.50 44.80 47.50

% Winners: % Avg loss:

70.37 -2.53

109

SEASONAL TRADER'S BIBLE NOV F E E D E R C A T T L E Contract 771 lFC 781 lFC 7911 FC 801 lFC 811 lFC 821 lFC 8311 FC 8411 FC 8511 FC 8611 FC 871 lFC 8811 FC 891 lFC 901 lFC 911 lFC 921 lFC 931 lFC 9411 FC Trades: Avg prof:

110

Date In

8/ 1/77 7/31/78 7/30/79 7/30/80 7/30/81 7/30/82 8/ 1/83 7/30/84 7/30/85 7/30/86 7/30/87 8/ 1/88 7/31/89 7/30/90 7/30/91 7/30/92 7/30/93 8/ 1/94

Price

40.57 64.70 72.62 77.22 64.97 66.67 62.90 66.90 59.35 63.10 72.90 79.30 83.42 87 .12 85.77 82.17 86.52 78.97

BUY

Enter: 07/30

Date Out

8/ 8/ 8/ 8/ 8/ 8/ 8/ 8/ 8/ 8/ 8/ 8/ 8/ 8/ 8/ 8/ 8/ 8/

5/77 7/78 7/79 7/80 7/81 6/82 5/83 7/84 7/85 7/86 7/87 5/88 7/89 7/90 7/91 7/92 6/93 5/94

Price 40.85 64.15 73.57 76.15 65.55 67.62 63.62 67.82 64.20 63.75 75.75 80.95 84.05 87.10 82.40 83.92 87.72 80.10

Winners: 18 14 Losers: % Avg prof: 2.02 Avg loss: -1.25

Exit:

08/07

P/L

%

.28 -.55 .95 -1.07 .58 .95 .72 .92 4.85 .65 2.85 1.65 .63 -.02 -3.37 1.75 1.20 1.13 4 1.74

Stop: 4.0 P/L

.69 -.85 1.31 -1.39 .89 1.42 1.14 1.38 8.17 1.03 3.91 2.08 .76 -.02 -3.93 2.13 1.39 1.43

% Winners: % Avg loss:

Total .28

-.27 .68 -.39 .19 1.14 1.86 2.78 7.63 8.28 11.13 12.78 13.41 13.39 10.02 11.77 12.97 14.10 74.2 -1.55

AUGUST KEYDATE SEASONALS

111

SEASONAL TRADER'S BIBLE DEC BRITISH POUND Contract 7512BP 7612BP 7712BP 7812BP 7912BP 8012BP 8112BP 8212BP 8312BP 8412BP 85 l 2BP 8612BP 87 l 2BP 8812BP 89 l 2BP 9012BP 9 l l 2BP 9212BP 9312BP 94 l 2BP

Date In 08/01/75 08/02/76 08/01/77 08/01/78 08/01/79 08/01/80 08/03/81 08/02/82 08/01/83 08/01/84 08/01/85 08/01 /86 08/03/87 08/01/88 08/01/89 08/0 l /90 08/01/91 08/03/92 08/02/93 08/0 l /94

Trades: Avg prof: DEC

Price 210.80 174.15 172.25 191.05 222.90 229.65 183.55 176.40 151.10 130.70 136.05 145.60 156.70 170.10 163.26 181.08 164.58 187.74 149.18 153.22 Winners: Avg loss:

EURO DOLLAR

Contract 82 l 2ED 8312ED 8412ED 8512ED 86 l 2ED 8712ED 8812ED 8912ED 9012ED 9112ED 92 l 2ED 9312ED 9412ED

Date In 08/02/82 08/01/83 08/01/84 08/01/85 08/01/86 08/03/87 08/01/88 08/01/89 08/0 l /90 08/01/91 08/03/92 08/02/93 08/01/94

Trades: Avg prof:

112

20

2.71

13 1.14

BUY

Date Out 08/22/75 08/23/76 08/22/77 08/22/78 08/22/79 08/22/80 08/24/81 08/23/82 08/22/83 08/22/84 08/22/85 08/22/86 08/24/87 08/22/88 08/14/89 08/22/90 08/22/91 08/24/92 08/23/93 08/22/94 15 -3.31

BUY

Price 86.18 88.73 87.56 91.21 93.54 92.17 91.20 92.26 92.27 93.39 96.14 96.18 94.27 Winners: Avg loss:

Enter: 08/01 Price 207.90 174.20 173.45 191.40 221.90 233.70 187.55 175.10 153.40 132.35 138.40 146.15 161.55 167.06 154.94 188.74 166.72 195.04 149.22 155.42

Losers: % Avg prof: Enter: 08/01

Date Out 11/04/82 11/04/83 11/05/84 11/04/85 11/04/86 11/04/87 11/04/88 11/06/89 11/05/90 11/04/91 11/04/92 11/04/93 11/04/94 10 -.45

Exit: 08/22 P/L % P/L -2.90 -1.38 .05 .03 1.20 .70 .35 .18 -1.00 -.45 4.05 1.76 4.00 2.18 -1.30 -.74 2.30 1.52 1.65 1.26 2.35 1.73 .38 .55 4.85 3.10 -3.04 -1.79 -8.32 -5.10 7.66 4.23 2.14 1.30 7.30 3.89 .04 .03 2.20 1.44

Total -2.90 -2.85 -1.65 -1.30 -2.30 1.75 5.75 4.45 6.75 8.40 10.75 11.30 16.15 13.11 4.79 12.45 14.59 21.89 21.93 24.13

5 1.6

% Winners: % Avg loss:

Exit:

11/04

Price 90.39 89.75 90.15 92.02 94.10 92.50 91.21 91.44 92.11 94.82 96.34 96.43 93.90

Losers: % Avg prof:

Stop: 5.0

Stop:

P/L % P/L 4.21 4.89 1.02 1.15 2.59 2.96 .89 .81 .60 .56 .36 .33 .01 .01 -.82 -.89 -.16 -.17 1.53 1.43 .20 .21 .25 .26 -.37 -.39

3 1.3

75.0 -1.9

% Winners: % Avg loss:

5.0

Total 4.21 5.23 7.82 8.63 9.19 9.52 9.53 8.71 8.55 9.98 10.18 10.43 10.06 76.9 -.5

HIGH ACCURACY KEYDATE TRADES OCT PLATINUM Contract 6810PL 6910PL 7010PL 71 lOPL 7210PL 731 OPL 7410PL 7510PL 76 lOPL 771 OPL 7810PL 7910PL 8010PL 8110PL 821 OPL 8310PL 841 OPL 8510PL 8610PL 8710PL 8810PL 8910PL 9010PL 91 lOPL 92 lOPL 931 OPL 94 lOPL

SELL

Date In 08/01/68 08/01/69 08/03/70 08/02/71 08/01/72 08/01 /73 08/01/74 08/01/75 08/02/76 08/01 /77 08/01/78 08/01/79 08/01/80 08/03/81 08/02/82 08/01/83 08/01 /84 08/01/85 08/01/86 08/03/87 08/01/88 08/01/89 08/01/90 08/01/91 08/03/92 08/02/93 08/01 /94

Trades: Avg prof:

27 9.2

Price 261.5 161.0 140.5 116.7 147.0 179.0 206.5 172.5 159.5 149.9 265.6 388.6 643.2 388.6 296.6 448.6 345.1 279.6 471.9 634.6 533. l 504.7 492.2 364.3 378.3 423.l 427.1 Winners: Avg loss:

DEC SWISS FRANC Contract 7512SF 76 l 2SF 7712SF 7812SF 7912SF 8012SF 81 l 2SF 8212SF 8312SF 8412SF 8512SF 8612SF 8712SF 8812SF 8912SF 9012SF 9112SF 9212SF 9312SF 9412SF

Date In 08/01/75 08/02/76 08/01/77 08/01/78 08/01/79 08/01/80 08/03/81 08/02/82 08/01/83 08/01/84 08/0 l /85 08/0 l /86 08/03/87 08/01/88 08/01/89 08i01/90 08/01/91 08/03/92 08/02/93 08/01/94

Trades: Avg prof:

20 2.60

BUY

Price 37.35 40.97 41.99 59.40 62.36 61.08 47.01 49.95 47.49 41.72 43.66 60.35 65.23 65.21 63.35 73.57 64.76 74.59 66.68 75.37

Winners: Avg loss:

Enter: Date Out 08/06/68 08/06/69 08/06/70 08/06/71 08/07/72 08/06/73 08/06/74 08/06/75 08/06/76 08/08/77 08/07/78 08/06/79 08/06/80 08/06/81 08/06/82 08/08/83 08/06/84 08/06/85 08/06/86 08/06/87 08/08/88 08/07/89 08/06/90 08/06/91 08/06/92 08/06/93 08/08/94

08/01 Price 257.5 159.0 140.0 114.1 144.5 168.0 196.0 171.0 157.0 150.1 267.3 377.8 654.5 399.6 275.1 431.0 340.5 278.8 482.2 622.3 519.9 484.6 490.4 358.l 376.5 387.5 408.8

22 Losers: -6.9 % Avg prof: Enter: Date Out 10/16/75 10/18/76 10/17/77 10/16/78 10/16/79 10/16/80 10/16/81 08/06/82 10/17/83 09/17 /84 09/06/85 10/16/86 10/16/87 10/17/88 08/11/89 10/16/90 10/16/91 10/16/92 10/18/93 10/17/94 15 -1.87

Exit:

08/01

P/L 4.0 2.0 .5 2.6 2.5 11.0 10.5 1.5 2.5 -.2 -1.7 10.8 -11.3 -11.0 21.5 17.6 4.6 .8 -10.3 12.3 13.2 20.1 1.8 6.2 1.8 35.6 18.3 5 2.7 Exit:

5 4.5

Stop:

3.0

% P/L 1.53 1.24 .36 2.23 1.70 6.15 5.08 .87 1.57 -.13 -.64 2.78 -1.76 -2.83 7.25 3.92 1.33 .29 -2.18 1.94 2.48 3.98 .37 1.70 .48 8.41 4.28

Total 4.0 6.0 6.5 9.1 11.6 22.6 33.1 34.6 37.1 36.9 35.2 46.0 34.7 23.7 45.2 62.8 67.4 68.2 57.9 70.2 83.4 103.5 105.3 111.5 113 .3 148.9 167.2

% Winners: % Avg loss:

81.5 -1.5

10/16

Stop: 4.0

% P/L 2.06 .02 6.22 13.72 -.63 .21 14.59 -4.06 1.35 -4.29 -4.05 2.67 3.80 1.29 -5.30 6.63 2.98 1.01 3.54 6.69

Total .77 .78 3.39 11.54 11.15 11.28 18.14 16.11 16.75 14.96 13.19 14.80 17.28 18.12 14.76 19.64 21.57 22.32 24.68 29.72

% Winners: % Avg loss:

75.0 -3.7

P/L .77 .01 2.61 8.15 -.39 .13 6.86 -2.03 .64 -1.79 -1.77 1.61 2.48 .84 -3.36 4.88 1.93 .75 2.36 5.04

Price 38.12 40.98 44.60 67.55 61.97 61.21 53.87 47.92 48.13 39.93 41.89 61.96 67.71 66.05 59.99 78.45 66.69 75.34 69.04 80.41

Losers: % Avg prof:

08/06

113

Jake Bernstein's Seasonal Trader's Bible - The Best of the Best in Seasonal Trades - Jake Bernstein (1996).pdf - PDFCOFFEE.COM (2024)

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