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RE: Nov. Beans Seasonal Trade

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<P><FONT face=Arial size=2>List,<BR><BR>This refers to the John Momsen seasonal 
trade from Feb. TASC.&nbsp; It gave a close signal today at 473.25 for a total 
win of 74 pts or abt. $3700/contract with no drawdown.</FONT><FONT face=Arial 
size=2>&nbsp;This is well within the historical averages for this system.&nbsp; 
I think it's one I'll be putting in my toolbag.<BR><BR><IMG align=baseline 
alt="" border=0 hspace=0 src="cid:208402923@xxxxxxxxxxxxx";><BR><BR>&gt; 
-----Original Message-----<BR>&gt; Sent: Sunday, 14 May 2000 20:00<BR>&gt; To: 
metastock@xxxxxxxxxxxxx<BR>&gt; Subject: Nov. Beans Seasonal 
Trade<BR>&gt;<BR>&gt; List,<BR>&gt;<BR>&gt; Anyone giving the Nov. Soybean 
seasonal trade described in<BR>&gt; Feb. 2000 TASC a go this 
year?<BR>&gt;<BR>&gt; My backtesting seems to confirm the authors 
analysis.<BR>&gt; I tested it on the 89-99 contracts and got 8 wins v. 2 
losses.<BR>&gt; Avg. win&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; = 60pts<BR>&gt; Largest 
win&nbsp; = 95pts<BR>&gt; Largest loss = 66pts<BR>&gt; Largest winning drawdown 
= 45pts<BR>&gt; The drawdown figure implies a $2500 money management 
stop<BR>&gt; is required.<BR>&gt;<BR>&gt; My system test code is appended if 
anyone is interested.<BR>&gt; For general amusement I'll let the list know how 
it goes this year.<BR>&gt;<BR>&gt; Jeff.<BR>&gt;<BR>&gt; 
===========================================================<BR>&gt; Enter 
Short<BR>&gt; -----------------<BR>&gt; InSeason:=(DayOfMonth()&gt;=15 AND 
Month()=5) OR Month()=6 OR Month()=7;<BR>&gt; ShortEntry:=InSeason AND 
(Ref(L,-1)&lt;=Ref(LLV(L,16),-2)-1.5);<BR>&gt; ShortEntry<BR>&gt;<BR>&gt; Exit 
Short<BR>&gt; ---------------<BR>&gt; InSeason:=(DayOfMonth()&gt;=15 AND 
Month()=5) OR Month()=6 OR Month()=7;<BR>&gt; ShortEntry:=InSeason AND 
(Ref(L,-1)&lt;=Ref(LLV(L,16),-2)-1.5);<BR>&gt; {DEFINE ENTRY PRICE, WITH EXIT 
BEING -ENTRY PRICE AND NO TRADE BEING 0}<BR>&gt; 
TrailingStop:=Ref(HHV(HIGH,11),-1)+0.25;<BR>&gt; EntryPrice:= If(PREV &lt;= 
0,<BR>&gt;&nbsp;&nbsp;&nbsp; {Trade entered today?}<BR>&gt;&nbsp;&nbsp;&nbsp; 
If(ShortEntry, OPEN, 0),<BR>&gt;&nbsp;&nbsp;&nbsp; {Trade entered before today. 
Stopped today?}<BR>&gt;&nbsp;&nbsp;&nbsp;&nbsp; If(DayOfMonth()&gt;=13 AND 
Month()&gt;=8,-PREV,<BR>&gt;&nbsp;&nbsp;&nbsp;&nbsp; If(ValueWhen(1,PREV=0,OPEN) 
&gt; TrailingStop,<BR>&gt;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; If(HIGH &gt;= 
TrailingStop,-PREV,PREV),<BR>&gt;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; If(HIGH 
&gt;= 
ValueWhen(1,PREV=0,Ref(HHV(HIGH,5),-1)+0.25),-PREV,PREV))));<BR>&gt;<BR>&gt; 
{EXIT IF ENTRY PRICE &lt; 0 (MEANING EXIT)}<BR>&gt; EntryPrice &lt; 0 
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