Commodity futures spread strategy for March, 2015 - Buy WZ15-WU15

This spread combines several conditions to create good trading opportunity.

  • 90% Win in last 20 years
  • Narrow legs spread with expected lower volatility
  • Seasonal patterns correlation - All patterns up to 30 years have similar movement and correlation, more than 95% in seasonal window
  • Long seasonal window - A lot of time for seasonality to kick in. Possibility to take profit earlier