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31

Jake Bernsteins Seasonals Part II

ENTRY: 4/ 6 EXIT: 4/16 SL: 5 OX BUY CLOSE

This listing shows the strong tendancy for the

U.S. Stock Market to go higher from April 6th thru April 16th.

--ENTRY----

-......EXIT.....

PROF IT

X PROFIT

ACCUM

CONTRACT

--DATE--

-PRICE-

--DATE--

-PRICE-

LOSS

LOSS<

TOTAL

XSSX5XSX

S X S « X X

X X X s = s

xxxxsssx

SSSXXSSK

X X X X S X X

45J20J

6/45

4/16/45

6.53

4612DJ

8/46

4/16/46

9. 12

4712DJ

7/47

4/16/47

1 .95

48t20J

6/48

4/16/48

3.79

4912DJ

6/49

4/18/49

4.24

5012DJ

6/50

4/17/50

6.55

5n2DJ

6/51

4/16/51

10.57

5212DJ

7/52

4/16/52

8.67

53120J

6/53

4/16/53

11.31

5ai2DJ

6/54

4/19/54

31 1

18.83

S512DJ

6/55

4/18/55

.30 83

5612DJ

6/56

4/16/56

18.93

5712DJ

8/57

4/16/57

24.21

S812DJ

7/58

4/16/58

4.26

28.47

5912DJ

6/59

61 1

4/16/59

34.89

6012DJ

6/60

4/18/60

37.35

<>t 120J

6/61

4/17/61

54.73

62t2DJ

6/62

699.63

4/16/62

39 . 16

6312DJ

8/63

4/16/63

44.05

6/64

4/16/64

44.94

65t2DJ

6/65

4/19/65

65.80

66t2DJ

6/66

4/18/66

62.52

67t20J

6/67

4/17/67

67.86

68120J

8/68

4/16/68

90 .22

69t2DJ

7/69

4/16/69

95.93

7012DJ

6/70

4/16/70

80.63

7t120J

6/71

4/16/71

108.13

72120J

6/72

959.40

4/17/72

1 15.33

7312DJ

6/73

4/16/73

140.93

741200

8/74

4/16/74

162.13

7512DJ

7/75

4/16/75

72 .80

234.93

7612DJ

6/76

1001

4/19/76

221.33

77120J

6/77

4/18/77

249.43

7812DJ

6/78

4/17/78

295.53

79120J

6/79

4/16/79

280.23

8012DJ

7/80

4/16/80

283.23

8112DJ

6/81

4/16/81

1005

294.63

8212DJ

6/82

4/16/82

298 73

83t2DJ

6/83

1 113

4/18/83

1 183

368.43

84120J

6/84

1 132

4/16/84

1160

396.63

8512DJ

8/85

1253

4/16/85

1269

413. 13

8612DJ

7/86

1735

4/16/86

1848

525.63

8712DJ

6/87

2405

4/14/87

2253

-152

373.13

e8120J

6/88

2061

4/18/88

2008

. 10

319.53

89 120J

6/89

2292

4/17/89

2337

365.33

90I2DJ

6/90

2717,1

4/16/90

2763.1

46.0

411.3

9112DJ

8/91

2918.6

4/16/91

2986.9

68.3

479 .6

9212DJ

6/92

3275.5

4/16/92

3366.5

91.0

570.6

9312DJ

6/93

3377.8

4/16/93

3478.6

100.8

671 . 4

POSITIVE:

t NEGATIVE:

1 UNCH;

« TOTAL;

AVERAGE PROFIT:

24.66 ( 2.23X) AVERAGE LOSS: -29.01 ( -2.36X1 X TRADES PROFITABLE: 79.59 KEY PRICE: CLOSE

Figure 4-4: Dow Jones Key Date Seasonal April eth - April leth



Jake Bernsteins Seasonais Part II

This list shows how wheat prices have gone higher very often during the indicated dates.

ENTRY: 9/ 1 EXIT:10/24 8L: 5.OX BUY CLOSE

---ENTRY......

-------EXIT

PROFIT

X PROFIT

ACCUM

CONTRACT

-DATE--

-PRICE-

--DATE-

-PRICE-

LOSS(-)

LOSS<-)

TOTAL

e e

BSSSSBBB

BBSBBBB

BBBSBBBB

BBBBBSBB

BBSS

5012U

1/50

230. 1

10/24/50

222.6

-7.5

-3.26

-7.5

5112U

4/51

245.0

10/24/51

254.2

3.78

1 .8

5212U

2/52

238.3

10/24/52

236.9

-1.4

- .58

S312W

1/53

194.7

10/26/53

196.5

S412U

1/54

220.0

10/25/54

221 .0

1 .0

5512U

1/55

196.9

10/24/55

199.0

2. 1

1 .08

5612U

4/56

226.2

10/24/56

233. 1

3.04

12.1

5712W

3/57

223. 1

10/24/57

216.3

-6.9

-3.08

5812U

1/58

192.5

10/24/58

192.9

. 19

5912U

1/59

197.9

10/26/59

200.4

1 .26

6012U

1/60

192.4

10/24/60

196.7

2.27

12.5

61 12U

1/61

204.0

10/24/61

205, 1

1 . 1

13.6

6212W

4/62

216.5

10/ 5/62

205.5

-11,0

-5.08

6312W

3/63

185.2

10/24/63

2 12.9

27.6

14.91

30.2

6412U

1/64

148.5

10/26/64

151.0

1 .68

32.7

6512W

3/65

145,5

10/25/65

146.5

1 .0

33.7

6612W

1/66

195.4

9/21/66

185.4

-10.0

-5.12

23.7

6712W

1/67

151 . 1

10/24/67

153.8

1 .74

26.4

6812W

3/68

122.0

10/24/68

124.7

2.25

29. 1

69t2U

2/69

133. 1

10/24/69

136. 0

2.16

32.0

7012W

1/70

162.5

10/26/70

175.0

12.5

7.69

44.5

7 2

1/71

149.4

10/25/71

159.4

10.0

6.69

54.5

7212U

1/72

198.5

10/24/72

217.5

19 .0

9.57

73.5

7312

4/73

477.6

10/15/73

442.0

-35.6

-7.46

37.9

74t2U

3/74

428.0

10/24/74

526.5

98.5

23.01

136.4

7512W

2/75

414.9

10/23/75

392.3

-22.6

-5.45

113.7

7612U

1/76

326.8

9/20/76

309.0

-17.7

-5.43

96.0

7712

1/77

230.2

10/24/77

252.0

21 .7

9,45

117.7

7812W

1/78

333.7

10/24/78

340.4

1 .99

124.4

7912W

4/79

436.2

10/24/79

437.0

. 17

125. 1

8012W

2/80

492.5

10/24/80

538.0

45.5

9.24

170.6

81 12U

1/81

423.5

10/26/81

437.2

13.7

3.25

184.4

8212W

1/82

360.5

9/16/82

341 .7

-18.7

-5.20

165.6

8312U

1/83

405.8

9/14/83

384.2

-21.5

-5.30

144. 1

8412U

4/84

354.2

10/24/84

364.5

10.2

2 .89

154.4

8512W

3/85

286.7

10/24/85

317.7

31 .0

10.81

185.4

8612W

2/86

257.7

10/24/86

288.0

30.2

11 . 74

215.6

8712W

1/87

288.5

10/26/87

297.7

3.21

224.9

8812W

1/88

416.7

10/24/88

418,7

226.9

8912W

1/89

402.2

10/24/89

407.0

1 . 18

231 .6

9012W

4/90

274.2

10/24/90

264.7

-9.5

-3.46

222 . 1

91 12U

3/91

323.9

10/24/91

367.6

43.7

13.51

265.9

9212U

1/92

337.9

10/26/92

344.2

1 .89

272.2

9312W

1/93

313.6

10/25/93

336,4

22,7

7 . 25

295.0

9412U

1/94

381 .0

10/24/94

404 .0

23.0

6.04

319

POSITIVE: 34 AVERAGE PROFIT:

NEGATIVE: 11 » UNCH: 0 TOTAL: 45

14,13 ( 4.91X) AVERAGE LOSS: -14.77 ( -4.49X) X TRADES PROFITABLE: 75,56 KEY PRICE: CLOSE

Figure 4-5: Key Date Seasonal in Wheat



Jake Bernsteins Seasonals Part II

ENTRY:

M/18 EXIT:

4/26 SL:

1 ! 0% s

ELL CLO.iE

------ENTRY------

-------EXIT---------

PR«:)FIT

PROFIT

CONTRACT --DATE--

-PRICE-

--DATE--

-PRICE-

LOSS(-)

LOSS<-)

TOTAL

s s s s s

ssBBBsssB

X

s

S SBBSBS =

7eoTR

4/18/78

96.15625

4/26/78

95 1 2500

1 .03125

. 07

1 .03 125

7OeTR

4/18/79

89.2 1875

4/26/7C)

88 18750

1 03125

. 16

2.06250

8006TR

4/18/80

76.25000

4/22/80

77.03125

- 78125

. 02

1 .28125

81OeTR

4/20/81

64.15625

4/27/81

63.09375

1 .06250

. 66

2.34375

4/19/82

64.12500

4/26/82

64.09375

.03125

. 05

2.37500

8306TR

4/18/83

78.25000

4/26 83

77 31250

.93750

. 20

3.31250

8406TR

4/18/84

65.06250

4/26/84

65.18750

-.12500

. 19

3.18750

esoTR

4/18/85

72.06250

4/26/85

7 1 .00000

1 0i250

4.25000

8<506TR

4/18/86

103.87500

4/28/8o

09 . C.5 625

4 2 1875

. 06

8.46875

8706TR

4/20/87

92.56250

4/27/87

91.18750

1 . 37500

. 49

9.84375

8806TR

4/18/88

88.56250

4/26/88

88.53125

03 1 25

. 04

9.87500

8906TR

4/18/89

89.84375

4/26/89

89.65625

.18750

. 21

10.06250

OOeTR

4/18/90

90.18750

4/26/90

88.59375

1 59375

. 77

1 1.65625

9106TR

4/18/91

96.28125

4/26/91

96.21875

.06250

. 06

1 1 .71875

<>206TR

4/20/92

98.50000

4/28/92

98.25000

.25000

. 25

1 1 .96875

<»306TR

4/19/93

112 46875

4/26/93

111.34375

1.12500

. 00

13.09375

3S3SSSSBSS

SSSSSBBSSS

tz

POSITIVE:

14 # NEGATIVE:

2 # UNCiH: 0

TOTAL

AVERAGE PROFIT: 1.00

( 1.117.

> AVERAGE

LOSS :

. 45

<

.617.)

TRADES PROFITABLE: 87

.50 KEY PR.

CLOSE

This "no-brainer" shows a

bearish tendancy in

Treasury Bond futures between April 10th and April 26th.

Figure 4-6: Key Date Seasonal in TBond Futures



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