Centre county Pennsylvania, USA | The chart below shows percent returns in grain and oilseed market long futures positions for the period from April 28 2017 to July 11 2017. It is what it is, no guessing, forecasting, predicting, charting, or human psychology. Just reported market price.
If anyone cares to check accuracy of that chart, the Buy-To-Open (BTO) dates are shown for each position. End-Of-Day (EOD) market closing prices were used for those dates. All positions are still open as shown on the chart, so the -percent return is unrealized. It represents what the return would be if all positions were sold to close (STC) at End-Of-Day closing price on July 11 2017, shown as last price on the chart.
LONG FUTURES POSITIONS, date: 2017-07-11
AMACD span = 2, sense_buy = 60, sense_sell = 20
Futures___Last price_____BTO date_______STC_date____Days in position*___Return percent**
CN2017 ___ 392.0 _____ 2017-06-27 ___ ___OPEN __________ 8 _____________ 9.2
CZ2017 ___ 413.0 _____ 2017-06-26 ___ ___OPEN __________ 9 _____________ 9.1
SN2017 ___ 1025.75 _____ 2017-06-26 ___ ___OPEN __________ 9 _____________ 13.1
SX2017 ___ 1041.0 _____ 2017-06-26 ___ ___OPEN __________ 9 _____________ 13.9
WN2017 ___ 533.25 _____ 2017-05-18 ___ ___OPEN __________ 34 _____________ 25.2
WZ2017 ___ 574.5 _____ 2017-05-18 ___ ___OPEN __________ 33 _____________ 24.4
KWN2017 ___ 542.0 _____ 2017-06-02 ___ ___OPEN __________ 23 _____________ 25.2
KWZ2017 ___ 581.5 _____ 2017-05-18 ___ ___OPEN __________ 34 _____________ 24.1
OZ2017 ___ 292.25 _____ 2017-04-11 ___ ___OPEN __________ 61 _____________ 34.1
RRX2017 ___ 12.22 _____ 2017-04-28 ___ ___OPEN __________ 45 _____________ 22.9
* number of market days in long position while open
**unrealized for open positions, realized for closed positions, negative return is loss |
Long Futures returns from April 28 to July 11 2017
