The results shown below are for trading Lean Hogs, and show the trade signals as they appear as the data is entered into the software. The Price chart covers the period of about the last 100 days; while the trade results shown on the lower chart cover the past 18 months. The results are shown for ‘initiating’ and ‘add’ trades of two contract at each signal, held until the trade is closed/reversed at a trade in the opposite direction. For purposes here, it is assumed that the trade is made at the midpoint of the days range, and does not include commissions and fees.
The Trade Results chart shows the individual trade results, and the accumulated profits, for the 18-month period ending December 30, 2011. The data at the right shows entry and exit points for about the last 30 trades.
