Sell LEJ16 – LEM16: short April 2016 Live Cattle and long Jun 2016 Live Cattle
The first live trade of the strategy was made in January 2016. The initial account size is 10 000 USD.
January 7: sold 1 ct based on 1-2-3 pattern and seasonality. The computer optimized trading window is just 14 days (December 30 – January 12) and trade entry was in the middle. SL and PT set in accordance with support and resistance levels.
January 14: exit two days after computer optimized trade exit (green vertical line) with profit of 304 USD. The support level was not broken within 3 days which was another reason to exit.
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