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John and RT,
I have gotten some seasonal info from Moore Research(MR) and it can be
good info. A few years ago a friend of mine traded the Lean Hogs seasonal
trades from MR and quickly made a $15,000 profit . Using them as a filter
as discussed isn't to bad either.
What I find objectionable about seasonal trading is that after 10 or 15
years of data are averaged, one exceptional year can skew the results. If
one year trends strongly in relation to the others it should be
de-emphasized in my opinion.
Best regards,
Brent
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> From: John Cappello <jvc689@xxxxxxx>
> To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
> Subject: Technical-Seasonal Trading
> Date: Tuesday, February 03, 1998 5:07 AM
>
> To those with interest:
>
> Many of you know my interest in Mechanical Trading.I also wanted to share
something else with you.
>
> Most mechanical systems utilize technical analysis tools.In an effort to
improve performance I have seen some possible viable results on an
experimental basis by using seasonal trends to verify the technical move.In
other words take the trade if there is an 80% chance that the seasonal
trend is up or down in that particular market.
>
> Your comments and observations are welcome.
>
> Mechanically yours,
> John
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