Proprietary Models

Rose Commodity Group has developed proprietary models that are used to help deliver powerful information on the ag commodity markets to you, which will help you to better manage and market your farm ag commodity business.

Modeling Objectives and Methods

Development of a unique, proprietary futures price model and associated trading system based on statistical probability for implementation with multiple commodities that do:

  • Allow for the maximum incorporation of pertinent information
  • Are compatible with methods employed by both fundamental and statistical traders, as well as for those with either hedging or speculative interest.
  • Transform the inherent lagging nature of most technical information into information of  a leading nature
  • Provide profitable directional returns (daily and weekly basis).
  • Allow for profitable daily and weekly range trading opportunities.

Basic Test Portfolio

For simplicity, the following two charts show daily and weekly cumulative gains from our basic directional strategy for a balanced portfolio of one contract each:

  • ICE Cotton
  • CME Corn
  • CME Soybeans
  • CME Wheat

Individual Commodity Results

The following charts show cumulative gross gains from our models:

  • Daily
  • Weekly
  • Indices on technical indicators

Evolution of Modeling Method

Although the degree of success has thus far been varied for different agricultural commodities, initial studies suggest that profitable results can be achieved for:

  • Metals
  • Energies
  • Livestock
  • Other softs