This spread combines several conditions to create good trading opportunity.
- This seasonal strategy had 2 losses for last 15 years
- Seasonal patterns correlation - All patterns up to 20 years have similar movement and correlation, more than 90% in seasonal window
- Historical lows - Current year is moving at historical lows (except 2011, it was a extrem year where the spread reached -10 level
- Possible to entry at support and use a small stop-loss
- Low margin requirements