Cups Caps from Beating The Financial Futures Market

Posted by Art thoughts on March 28, 2017 in Bids and Offers
Overnight Cups Caps–1982-2005 (from the Cups/Caps Chapter–
Beating The Financial Futures Market)
NET PRFT      # TRDS          % PRFT        PRFT/TRD   MAX DD   ROA
S&P (FULL) $35,587 708 53.39% $50.26 $35,825 99.34
NASD (FULL) $18,835 294 52.72% $64.06 $40,985 45.96
RUSSELL (FULL) $26,850 425 47.29% $63.18 $22,725 118.2
DOW (FULL) $1,210 280 45.36% $4.32 $7,230 16.74
30 YR BONDS $27,250 673 53.64% $40.49 $5,313 512.9
10 YR NOTES $17,563 678 53.98% $25.90 $3,359 522.9
5 YR NOTES $16,203 601 57.90% $26.96 $1,266 1280
30 DAY FED $3,917 262 46.56% $14.95 $1,250 313.4
JAPANESE  YEN $15,763 1027 50.63% $15.35 $12,538 125.7
EURO CURR ($3,113) 338 49.41% ($9.21) $11,663 N A
SWISS FRANC $19,163 1002 51.30% $19.12 $11,450 167.4
B POUND $41,369 982 52.14% $42.13 $8,175 506
CANADIAN DOL $17,250 875 56.34% $19.71 $2,410 715.8
GOLD $12,200 889 54.11% $13.72 $2,900 420.7
SILVER $24,030 787 51.97% $30.53 $3,390 708.8
COPPER $10,320 758 51.45% $13.61 $8,075 127.8
PLATINUM $30,100 857 54.84% $35.12 $4,210 715
CRUDE OIL $29,510 683 56.66% $43.21 $4,890 603.5
HEATING OIL $3,482 753 53.65% $4.62 $24,234 14.37
NY HRBR GAS $29,510 683 56.66% $43.21 $4,890 603.5
SOYBEANS $10,350 719 47.98% $14.39 $8,625 120
WHEAT $10,031 618 55.99% $16.23 $2,563 391.4
CORN $9,375 629 55.33% $14.90 $1,400 669.6
OATS $14,356 598 58.53% $24.01 $938 1530
SOYBEAN OIL $6,510 697 53.08% $9.34 $1,752 371.6
SOYBEAN MEAL $320 668 46.71% $0.48 $9,390 3.408
LIVE CATTLE $9,480 675 53.04% $14.04 $1,160 817.2
FEEDER CATTLE $18,465 658 56.99% $28.06 $1,338 1380
LIVE HOGS $9,146 724 53.73% $12.63 $6,762 135.3
PORK BELLIES $36,840 694 54.18% $53.08 $4,290 858.7
COFFEE $37,463 680 55.74% $55.09 $11,531 324.9
COCOA $9,090 805 53.29% $11.29 $3,260 278.8
COTTON $27,945 728 53.43% $38.39 $2,750 1016
SUGAR $12,645 648 55.09% $19.51 $1,456 868.5
ORANGE JUICE $12,187 692 52.17% $17.61 $2,565 475.1
ROUGH RICE $12,400 567 48.85% $21.87 $1,020 1216

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