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Yes - from Momsen's article. I tested it on each years contract separately.
Not meaningful on continuous data as Nov. isn't spot at that stage -
and it doesn't show a profit on the continuous - made me think...
> -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of Walter Lake
> Sent: Monday, 15 May 2000 11:57
> To: metastock@xxxxxxxxxxxxx
> Subject: Re: Nov. Beans Seasonal Trade
>
>
> Hi Jeff
>
> This was from Momsen's article on November old beans (SX) seasonal trade?
>
> Did you use a continuous contract or did you run your system test code on
> each year's SX contract?
>
> Best regards
>
> Walter
>
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