While I will be posting much more in this area in the future here is a little application I created that some of you who utilize seasonal analysis within their technical analysis may enjoy. http://www.aarontrade.com/Commodity_Futures_Trading_Strategy_Grid.pdfNote: You will need Adobe Reader to view this application. You can download Adobe reader for free at: http://www.adobe.comAlthough I'm not a huge fan of applying seasonal analysis to markets such as financials or stock indexes I do use it regularly in markets such as grains, softs etc. Note: Going back some years ago, not to many thought, there was one company touting energy seasonals and options. Beware of seasonal strategies that only use limited data. When creating the Seasonal Strategy Grid I applied a considerable amount of weight in my algorithm to cash markets. Some futures markets have only been around for 20 - 30 years. However, you can access cash market data for these markets and they ALL contain an amount of observations which are considerably larger that the futures markets themselves. |