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Strategies & Market Trends : Systems, Strategies and Resources for Trading Futures -- Ignore unavailable to you. Want to Upgrade?

To: jjs_ynot who wrote (13819)	1/26/1999 5:57:00 PM
From: Patrick Slevin	Read Replies (1) \| Respond to of 44573

It could not have been that high, the chart goes back to 1996. Unless I'm reading it wrong. I've been checking it every 2 or three days, it's pinned there. Here's an interesting stat. For the last five years, if you went Long the bond 5 days before the first trading day of February and exited on the last trading day of January you would have 100% winners averaging $367/day per contract. Same scenario for the spoo. Enter Long 5 trading days before February and exit on the 6th trading day of February 100% winners averaging $1325/day per contract. OT You are from Rochester, aren't you?