Butterfly Futures Spread Strategy For September, 2017 - Buy -LHM18 2*LHN18-LHQ18

You can also browse other Free Futures Spread Trading Strategies, we publish a free trading strategy each month.

Butterfly Futures Spread Strategy For September, 2017 - Buy -LHM18 2*LHN18-LHQ18

This spread combines several conditions to create good trading opportunity.

  • Butterfly spread, better hedge
  • 95% Win in last 20 years
  • Narrow legs spread with expected lower volatility
  • Possible to entry around support of historical range
  • This spread moves historically in narrow range
This spread moves historically in narrow range, you don't have to follow only seasonality. Check the stacked chart (you need to have a subscription), as you can see you can try to enter into trade at the bottom of that range and try to speculate that the spread returns back.

Backtest Buy Buy -LHM18 2*LHN18-LHQ18 Entry: 2017-09-21 Exit: 2017-11-09

Years# Win% Win# Loss# APW% Days# APPD PF SL RRR ProfitØ DDØ WinØ LossØ BestØ WorstØ Total Profit Profit Loss SL ProfitØ
5 100% 5 0 100% 50 9.88 9999 190.00 9.03 494.00 -542.00 494.00 0.00 686.00 -76.00 2470.00 2470.00 0.00 60.00
10 100% 10 0 90% 50 6.32 9999 520.00 2.61 316.00 -608.00 316.00 0.00 542.00 -208.00 3160.00 3160.00 0.00 370.00
15 100% 15 0 87% 50 5.56 9999 520.00 2.31 278.00 -614.00 278.00 0.00 518.00 -224.67 4170.00 4170.00 0.00 490.00
20 95% 19 1 90% 50 4.39 8.98 520.00 1.79 219.50 -634.50 260.00 -550.00 475.50 -265.50 4390.00 4940.00 -550.00 490.00
30 73% 22 8 90% 50 1.62 1.78 689.20 1.13 80.85 -659.61 251.56 -388.60 390.84 -345.19 2425.60 5534.40 -3108.80 490.00
47 66% 31 16 96% 50 1.53 1.62 689.20 1.21 76.60 -725.21 304.93 -365.80 456.49 -378.77 3600.00 9452.80 -5852.80 490.00
Equity for backtest
Year Enter date Enter price Exit date Exit price Points Profit Days# Best Date Best Worst Date Worst Drawdown
2017 2016-09-21 -0.275 2016-11-09 1.175 1.450 580.00 50 2016-10-10 690.00 2016-09-26 -20.00 -610.00
2016 2015-09-21 -0.025 2015-11-09 1.050 1.075 430.00 50 2015-11-06 530.00 2015-09-29 -190.00 -320.00
2015 2014-09-22 -0.475 2014-11-07 1.525 2.000 800.00 47 2014-10-14 970.00 2014-09-23 -60.00 -610.00
2014 2013-09-23 -0.300 2013-11-08 0.525 0.825 330.00 47 2013-10-23 550.00 2013-10-01 -110.00 -560.00
2013 2012-09-21 -0.200 2012-11-09 0.625 0.825 330.00 50 2012-10-10 690.00 - 0.00 -610.00
2012 2011-09-21 0.575 2011-11-09 0.600 0.025 10.00 50 2011-09-28 270.00 2011-10-05 -280.00 -550.00
2011 2010-09-21 0.150 2010-11-09 0.425 0.275 110.00 50 2010-11-04 390.00 2010-10-21 -220.00 -600.00
2010 2009-09-21 0.100 2009-11-09 1.000 0.900 360.00 50 2009-10-09 430.00 2009-10-07 -370.00 -670.00
2009 2008-09-22 1.475 2008-11-07 1.975 0.500 200.00 47 2008-09-29 350.00 2008-10-02 -310.00 -660.00
2008 2007-09-21 1.525 2007-11-09 1.550 0.025 10.00 50 2007-10-08 550.00 2007-10-01 -520.00 -890.00
2007 2006-09-21 -0.400 2006-11-09 -0.100 0.300 120.00 50 2006-09-28 410.00 2006-10-12 -100.00 -510.00
2006 2005-09-21 -0.050 2005-11-09 0.775 0.825 330.00 50 2005-11-04 410.00 2005-10-14 -490.00 -580.00
2005 2004-09-21 -0.350 2004-11-09 0.100 0.450 180.00 50 2004-10-11 850.00 2004-10-26 -190.00 -1040.00
2004 2003-09-22 -1.475 2003-11-07 -0.925 0.550 220.00 47 2003-11-07 220.00 2003-10-01 -470.00 -550.00
2003 2002-09-23 0.075 2002-11-08 0.475 0.400 160.00 47 2002-10-07 460.00 2002-09-27 -40.00 -450.00
2002 2001-09-21 -1.275 2001-11-09 -0.550 0.725 290.00 50 2001-10-30 390.00 2001-10-01 -260.00 -500.00
2001 2000-09-21 0.700 2000-11-09 1.000 0.300 120.00 50 2000-10-13 150.00 2000-10-09 -450.00 -570.00
2000 1999-09-21 0.050 1999-11-09 0.250 0.200 80.00 50 1999-10-26 670.00 - 0.00 -650.00
1999 1998-09-21 1.225 1998-11-09 -0.150 -1.375 -550.00 50 1998-09-22 130.00 1998-10-14 -1030.00 -1160.00
1998 1997-09-22 -0.400 1997-11-07 0.300 0.700 280.00 47 1997-09-30 400.00 1997-10-21 -200.00 -600.00
1997 1996-09-23 2.950 1996-11-08 0.100 -2.850 -1140.00 47 - 0.00 1996-11-08 -1140.00 -1140.00
1996 1995-09-21 1.925 1995-11-09 1.487 -0.438 -175.20 50 - 0.00 1995-10-24 -716.40 -716.40
1995 1994-09-21 1.453 1994-11-09 0.744 -0.709 -283.60 50 1994-09-26 80.80 1994-10-06 -676.00 -756.80
1994 1993-09-21 0.711 1993-11-09 0.540 -0.171 -68.40 50 1993-11-04 134.80 1993-10-06 -432.40 -553.60
1993 1992-09-21 1.217 1992-11-09 1.384 0.167 66.80 50 1992-10-07 175.60 1992-09-30 -689.20 -837.20
1992 1991-09-23 2.230 1991-11-08 1.319 -0.911 -364.40 47 1991-10-11 188.80 1991-11-08 -364.40 -553.20
1991 1990-09-21 1.959 1990-11-09 2.838 0.879 351.60 50 1990-11-08 526.80 1990-09-26 -54.40 -460.00
1990 1989-09-21 2.534 1989-11-09 1.825 -0.709 -283.60 50 1989-09-27 121.60 1989-09-29 -392.40 -514.00
1989 1988-09-21 1.994 1988-11-09 1.385 -0.609 -243.60 50 1988-09-30 364.80 1988-10-12 -338.00 -702.80
1988 1987-09-21 1.418 1987-11-09 1.858 0.440 176.00 50 1987-10-06 622.00 1987-10-20 -242.40 -864.40
1987 1986-09-22 1.656 1986-11-07 1.114 -0.542 -216.80 47 1986-09-24 608.00 1986-11-03 -770.40 -1378.40
1986 1985-09-23 2.805 1985-11-08 1.689 -1.116 -446.40 47 1985-10-02 418.40 1985-10-29 -743.20 -1161.60
1985 1984-09-21 1.824 1984-11-09 4.763 2.939 1175.60 50 1984-10-24 1216.40 1984-10-02 -257.20 -635.20
1984 1983-09-21 2.805 1983-11-09 3.512 0.707 282.80 50 1983-10-18 688.80 - 0.00 -634.80
1983 1982-09-21 2.873 1982-11-09 2.229 -0.644 -257.60 50 1982-10-06 458.80 1982-09-22 -811.60 -1148.40
1982 1981-09-21 2.398 1981-11-09 2.094 -0.304 -121.60 50 1981-10-02 352.00 1981-10-14 -648.80 -1000.80
1981 1980-09-22 2.162 1980-11-07 2.229 0.067 26.80 47 1980-10-13 986.40 1980-10-22 -134.80 -1121.20
1980 1979-09-21 1.453 1979-11-09 2.804 1.351 540.40 50 1979-10-26 770.40 1979-09-25 -243.20 -568.00
1979 1978-09-21 3.141 1978-11-09 3.039 -0.102 -40.80 50 1978-09-22 689.20 1978-10-20 -688.80 -1378.00
1978 1977-09-21 3.006 1977-11-09 2.568 -0.438 -175.20 50 1977-10-10 162.40 1977-09-22 -418.80 -540.40
1977 1976-09-21 2.364 1976-11-09 2.028 -0.336 -134.40 50 1976-10-05 108.40 1976-10-28 -365.20 -473.60
1976 1975-09-22 4.898 1975-11-07 1.520 -3.378 -1351.20 47 1975-09-23 108.00 1975-11-06 -1486.40 -1594.40
1975 1974-09-23 2.162 1974-11-08 2.534 0.372 148.80 47 1974-11-01 783.60 1974-10-01 -284.00 -662.40
1974 1973-09-21 0.271 1973-11-09 2.297 2.026 810.40 50 1973-10-15 1094.40 1973-09-26 -0.00 -486.40
1973 1972-09-21 1.858 1972-11-09 3.042 1.184 473.60 50 1972-11-09 473.60 1972-10-11 -202.80 -445.60
1972 1971-09-21 1.148 1971-11-09 1.487 0.339 135.60 50 1971-10-26 297.20 1971-10-11 -94.40 -256.40
1971 1970-09-21 0.270 1970-11-09 1.081 0.811 324.40 50 1970-10-06 513.60 1970-10-21 -297.20 -810.80