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32

Jake Bernsteins Seasonais Part II

Day Day

Betore After

HofcdaY HoidaY Hobday

Day Day

Befort After

Hoidav Hok4 Hoidav

48 8

Wasnkigions

60.9

50.0

74.1

50.0

76.7

50.0

Birthday

Good

50.0

40.2

50.0 46.5

Memorial

50.0 42

Independence

59.8 50.0

This listing shows pre-holiday behavior in he US Stock Market.

58.8 50.0

Thanksgrving

50.0

Christmas

72.1

50.0

Now rtaer*s

65.9

50.0

52.9 50.0

S2.9 50.0

Labor

57.0 50.0

68.1

AB

Figure 4-7: Art Merns Chart of Pre-Holiday Behaviorme Stock Market

(Chppaqua, N.Y.: Analysis Press, 1984), 14. Reprinted with permission.



Jake Bernsteins Seasonals Part II

Live Hog prices have gone

ENTRY:10/30 EXIT-11/27 SL:

6.0% BUY

CLOSE

higher

------CNTQV

-CVTT-

PROFIT

% PROFIT

ACCUM

~tlN 1 KY

- - - - -1 1 1 -

from

CONTRACT

--DATE-- -

PRICE-

--DATE--

PRICE-

LOSS(-)

LOSS(-)

TOTAL

October 30th to November 27th.

S===S=KS

6712LH 681£LH

10/30/67 10/30/68

19 .32 19 .00

======== =

11/27/67 11/27/63

======

19.45 20.20

========

. 13 1 .20

. 67 6.32

=======

. 13 1 .33

6912LH

10/30/69

26.55

1 1/28/69

28.92

2 .37

8.93

3.70

70 12LH

10/30/70

16.14

11/27/70

16.55

2 .54

4.11

7112LH

11/ 1/71

£1.19

1 1/29/71

22 . 25

1 .06

5 . 00

5. 17

7212LH

10/30/72

29.07

1 1/2 7/72

30 . 30

1 .23

4.23

6,40

7312LH

10/30/73

43. 50

1 1/27/73

44 . 07

1.31

6. 97

7412LH

10/30/74

40 . 19

1 1/27/74

41 .72

1 .53

3 81

8 .50

7512LH

10/30/75

52 . 20

1 1/23/75

53.45

1 . 25

2 . 39

9.75

7612LH

11/ 1/76

30 . 1 9

1 1/29/76

33. 76

3.57

1 1 .83

13 32

771£LH

10/31/77

39 . 12

1 1/28/77

41 95

2 .83

7 . 23

16. 15

7S12LH

10/30/7fe

50 17

1 1/2 7/78

53.32

3.15

6 28

1 9 . 30

7912LH

10/30/79

37 . 39

11/27/79

42 . 25

4.86

13.00

24 . 16

SO i2Lh

10/30/80

51.27

11/28/80

50 .45

- .82

- 1 . 60

2 3.34

81 12LH

10/30/81

48 . 70

1 1/20/81

45 . 17

-3.53

"7. 25

19,81

8212LH

11/ 1/82

52 .9?

1 1/29/82

56.42

3.45

6.51

2 3,26

S312LH

10/31/93

43 . 32

1 1/28/83

42 . 00

-1 .32

-3.05

2 1 .94

8ai2LH

10/30/84

48 .05

1 1 /2 7/84

52 .60

4.55

9.47

26.49

95 12LH

10/30/85

47. i 5

1 1/27/85

48. 20

1 .05

2 .23

27. 54

S6I 2L.H

10/30/86

53. 10

1 1 /i?.S/S6

55 .60

2 50

4 . 71

30 .04

8712LH

10/30/87

42 .97

1t/2 7/87

44 . 72

1 . 75

4 07

31.79

88 (SLH

10/31/88

4 1. 1.5

11 .e/m

39 .82

- 1 33

-3. 23

30 . 46

.9912LH

10/30/89

45 . 75

1 1/2 7/39

50 ,90

5.15

1 ;. 26

35 . 6 1

-i>D 12LH

10/30/9D

5 1.42

1 1/2 7/90

52 . 50

1 .08

2.10

36 . 69

9 » ISLH

10/30/9 1

4 1 . 65

11/27/91

42 07

. 42

1.01

37 . 1 1

?2!.::LH

10/30/92

42 42

1 1/2 7/92

44 . 62

2 20

5 . 19

39 , 31

>3 12LH

11/ 1/93

49. 2 2

1 1/10./93

46 17

-3 05

-6 . 20

36.26

= = = = :s:::: = :t:::::=;:

= = - £ r.

= u = = = = = =: = a

..I = s = =

r: :.- :: = .-v s s

posiriv/f-: 2 2

* NEGATIVE: 5

# UNCH- 0

# TOTAL:

WERAOe IT

2.10

\ 5.46%)

LOGO -

01 ( -4.2

f- )

TRADE?- PROFITABLE: 81

.43 KEY PRICE: CLOSE

Figure 4-8: Key Date Seasonal Live Hogs



"Ifl

Jake Bernsteins Seasonais Part II

The July/ November Soybean Spread is very popular but not too reliable.

¥

>



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