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30

Jake Bernsteins Seasonais Part II

------ENTRY

.....--EXIT-

PROFIT

% PROFIT

ACCUM

CONTRACT

--DATE--

PRICE-

--DATE--

-PRICE-

LOSS(-)

LOSS(-)

TOTAL

S S3 X S 3

sxasisssK :

: sxssxc

BSSXSSSS

sxxsssxs

SSSBXSS

7tOtLB

11/23/70

75.8

12/ 1/70

77.0

1 .2

1 .58

7201LB

11/22/71

102.0

12/ 1/71

103.8

1 .8

1 .76

7301LB

11/21/72

135.8

12/ 1/72

138.3

1 .84

7401 LB

11/21/73

134.3

12/ 3/73

134.7

7501LB

11/21/74

108.7

12/ 2/74

109. 1

7601 LB

11/21/75

154.3

11/25/75

146.9

-7.4

-4.80

-1.1

7701 LB

11/22/76

178.0

12/ 1/76

178.9

7801 LB

t1/21/77

196.7

12/ 1/77

202 .6

3.00

7901 LB

1 1/21/78

197.3

12/ 1/78

214.3

17.

8.62

22 7

8001 LB

t t/21/79

224.6

11/28/79

214.1

-10.5

-4. 67

12 .2

8101LB

11/21/80

189. 1

11/26/SO

180 .7

-8.4

-4.44

8201 LB

11/23/81

152.8

12/ i/ai

155 . 1

1.51

6.1.

8301 LB

11/22/82

166.3

12/ 1/82

167.3

1 .0

. 60

8401LB

11/21/83

178.2

12/ 1,83

183.0

2 .69

11.9

8501 LB

11/21/84

149.6

12/ 3/84

156.0

4.23

18.3

8601LB

11/21/85

142 .2

12/ 2/85

144.8

1 .83

20 .9

8701LB

11/21/86

168.4

12/ 1/86

185 .3

16.9

10 .04

37.3

8801 LB

11/23/87

174.4

12/ 1/87

134.2

5 .62

47.6

8901 LB

11/21/83

179.8

12/ 1/33

175.2

-4.6

-2 . 56

43.0

9001L8

11/ 1/89

135.6

12/ 1/ 9

U7.3

1 . 7

44. 7

9101LB

11/21/90

157.0

12/ 3/90

153. 1

1 . 1

45.3

920ILB

1\/ t/91

205 .7

\::/ 2."M

SiiV.O

1 . AO

49 . 1

9301 LB

I 1/23/92

2 45 .3

12/ 1/92

253.9

3.51

57.7

940ILB

1l/?2/93

3&9 . 5

12. J/73

4i:7 0

37 .

9.63

95.2

sssssxsssss

s=ssBsssxxrsss = u=:s = sss = = rsi;£.sss =

SSSSSSS3

= = = = :; = =a= = =

xsssssnacs

S X S SSBX

« POSITIVE:

» NEGATIVE. 4

» UNCH:

» TOTAL:

AVERAGE PROFIT

6.31

( 3.04X)

AVERAGE

LOSS: - 7.73 ( -4. 12X)

TRADES PROFITABLE; 83

.33 KEY

PRICE. CLOSE

Figure 4-1: Lumber Key Date Seasonal



Jake Bernsteins Seasonals Part II

Even the price of petroleum has been predictable with seasonal patterns.

nONiHLY SERSONflL CASH TENDENCY; FUELOIL Yeore 1938 - 1992

HIGH X SERSONflL UP NONTHSt JRN SEP OCT NOV DEC HIGH X SERSONflL DOVN NONTHSi HRR RPR HRY IDEAL SEflSONRL HIGHs DEC IDERL SEflSONRL LOWi JUN

-1.0

67.4

54.3

-63.8

-7S.2

-65.0

-60.5

59.4

l.t

f.7

85.7

78.8

Figure 4-2: Cash Petroleum Seasonal



Jake Bernsteins Seasonais Part II

Here is

another

seasonal

tendancy

in the

stock

market.

ENTRY:12/15 EXIT:12/30 SL: 5.OX BUY CLOSE

......ENTRY......

.......EXIT.......

PROFIT

X PROFIT

ACCUM

CONTRACT

--DATE-

-PRICE-

--DATE--

-PRICE-

LOSS(-)

LOSS(

TOTAL

s a ss s

SBKSBBKK

SSBBSSB S

S SKS SSB

BSBBSSS s

SSKSSSS

5012DJ

12/15/50

224.72

12/29/50

235.42

10.70

10.70

51 12DJ

12/17/51

265.79

12/31/51

269.23

3.44

14. 14

5212DJ

12/15/52

285.99

12/30/52

292.00

6.01

. 10

20. 15

5312DJ

12/15/53

279.52

12/30/53

280.43

21 .06

54120J

12/15/54

388.92

12/30/54

401.97

13.05

34. 1 1

5512DJ

12/15/55

480.72

12/30/55

488.40

7.68

41 .79

5612DJ

12/17/56

493.75

12/31/56

499.47

5.72

. 16

47.51

5712DJ

12/16/57

433.40

12/30/57

431.78

-1 .62

45.89

5812DJ

12/15/58

563.98

12/30/58

581.85

17.87

. 17

63.76

5912DJ

12/15/59

673.78

12/30/59

676.97

3. 19

66.95

6012DJ

12/15/60

610.76

12/30/60

615.89

5. 13

72 .08

6112DJ

12/15/61

729.40

12/29/61

731.14

1 .74

73.82

6212DJ

12/17/62

645.49

12/31/62

652.10

6.61

60.43

6312DJ

12/16/63

761.64

12/30/63

759.90

-1 .74

78.69

6412DJ

12/15/64

857.45

12/30/64

868.69

1 1 .24

69.93

6512DJ

12/15/65

958.74

12/30/65

963.69

4.95

94.88

6612DJ

12/15/66

809.18

12/30/66

785.69

-23.49

71 .39

6712DJ

12/15/67

880.61

12/29/67

905.11

24.50

95.89

6812DJ

12/16/68

976.32

12/30/68

945.11

-31.21

/64.68

6912DJ

12/15/69

784.05

12/30/69

794.68

10 .63

75.31

7012DJ

12/15/70

819.60

12/30/70

841.30

21 .70

97.01

7112DJ

12/15/71

863.80

12/30/71

889.10

25.30

2 .93

122.31

7212DJ

12/15/72

1027.20

12/29/72

1020.00

-7.20

115.11

7312DJ

12/17/73

811.10

12/31/73

850.90

39.80

154.91

7412DJ

12/16/74

586.80

12/30/74

603.30

16.50

171.41

7512DJ

12/15/75

836.60

12/30/75

852.40

15.80

187.21

7612DJ

12/15/76

983.80

12/30/76

999.10

15 .30

202.51

7712DJ

12/15/77

817.90

12/30/77

831.20

13.30

215.81

7812DJ

12/15/78

805.30

12/29/78

805.00

-.30

215.51

7912DJ

12/17/79

844.60

12/31/79

838.70

-5 .90

209.61

8012DJ

12/15/80

917 00

12/30/80

962.00

45.00

254.61

8112DJ

12/15/81

875.90

12/30/81

873.10

-2 .80

251.81

82120J

12/15/82

992.60

12/30/82

1047.40

54.80

306.61

8312DJ

12/15/83

1236.80

12/30/83

1258.60

21 .80

328.41

8412DJ

12/17/84

1176.80

12/31/84

1211.60

34.80

363.21

85120J

12/16/85

1553.10

12/30/85

1550.50

-2 . 60

360.61

86120J

12/15/86

1922.80

12/30/86

1908.60

-14.20

346.41

8712DJ

12/15/87

1941.50

12/30/87

1950.10

8.60

355.01

88120J

12/15/88

2133.00

12/30/88

2168.60

35.60

390.61

8912DJ

12/15/89

2739.60

12/29/89

2753.20

13.60

404.21

9012DJ

12/17/90

2593.3

12/31/90

2633.7

40 . 4

444.6

9112DJ

12/16/91

2919.1

12/30/91

3163.9

244.8

689.4

9212DJ

12/15/92

3284.4

12/30/92

3321 , 1

36.7

726. 1

9312DJ

12/15/93

3716.9

12/30/93

3775 9

59,0

785. 1

SSSSSSSSSS

sHH3xsaxsBKsEsxssczsBssssBszaaa=ssasss3Szsss=sassBBazzsaesscszsssasxz

POSITIVE:

34 « NEGATIVE:

10 » UNCH

» TOTAL.

AVERAGE PROFIT

25.77 ( 2.2IX) AVERAGE LOSS: X TRADES PROFITABLE: 77,27

-9.11 ( -,94X) KEY PRICE: CLOSE

Figure 4-3: Dow Jones Key Date Seasonal



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