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Seasonals Trading System Performance Q1 2011

As promised, here’s a look at the performance of the trading system I’ve been running based on seasonal patterns in the forex market as outlined in my Opportunities in Forex Calendar Trading Patterns research report. Unfortunately, I didn’t keep track of daily open equity values specifically, so I only have actual numbers where closed-trade equity is concerned. Aside from the month of January, the figures don’t diverge too much. Below is a chart of that based on a 100 starting point. I’ll start tracking the open equity moving forward.

Unfortunately, the system was on the wrong side of the big euro rally in January, which was counter to the dominant seasonal pattern. Those positions started rolling off in early February. As you can see, things have gone much better since then.

By John

Author of The Essentials of Trading