Futures Spread Strategy For November, 2023 - Buy HOG24-HOF24

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Futures Spread Strategy For November, 2023 - Buy HOG24-HOF24

This futures spread combines several conditions to create good trading opportunity.

  • 90% Win in last 20 years, 100% Win in last 15 years
  • Low margin requirements
  • Reversed head and shoulders pattern
  • Strong seasonal patterns correlation over 89%

Backtest Buy HOG24-HOF24 Entry: 2023-11-20 Exit: 2023-12-07

Years# Win% Win# Loss# APW% Days# APPD PF SL RRR ProfitØ DDØ WinØ LossØ BestØ WorstØ Total Profit Profit Loss SL ProfitØ
5 80% 4 1 20% 18 40.79 438.00 33.60 16.33 734.16 -196.56 919.80 -8.40 795.48 -48.72 3670.80 3679.20 -8.40 0.00
10 90% 9 1 10% 18 24.15 518.50 193.20 9.64 434.70 -181.44 483.93 -8.40 518.28 -53.76 4347.00 4355.40 -8.40 0.00
15 93% 14 1 27% 18 22.96 739.00 193.20 11.69 413.28 -167.44 443.40 -8.40 481.32 -41.16 6199.20 6207.60 -8.40 21.00
20 95% 19 1 30% 18 25.32 1086.00 336.00 8.59 455.70 -163.17 480.13 -8.40 508.41 -59.22 9114.00 9122.40 -8.40 126.00
30 87% 26 4 37% 18 19.82 60.26 336.00 5.58 356.72 -178.22 418.55 -45.15 427.14 -76.58 10701.60 10882.20 -180.60 126.00
44 73% 32 12 39% 18 14.67 10.60 336.00 4.26 264.03 -200.17 400.84 -100.80 372.56 -87.53 11617.20 12826.80 -1209.60 336.00
Equity for backtest
Year Enter date Enter price Exit date Exit price Points Profit Days# Best Date Best Worst Date Worst Drawdown
2023 2022-11-21 -0.0944 2022-12-07 -0.0140 0.0804 3376.80 17 2022-12-07 3376.80 - 0.00 -457.80
2022 2021-11-22 -0.0068 2021-12-07 -0.0070 -0.0002 -8.40 16 2021-11-26 130.20 2021-12-02 -197.40 -327.60
2021 2020-11-20 0.0069 2020-12-07 0.0073 0.0004 16.80 18 2020-12-01 92.40 2020-12-03 -12.60 -105.00
2020 2019-11-20 -0.0043 2019-12-06 -0.0007 0.0036 151.20 17 2019-12-05 184.80 2019-11-21 -33.60 -33.60
2019 2018-11-20 -0.0116 2018-12-07 -0.0084 0.0032 134.40 18 2018-11-29 193.20 - 0.00 -58.80
2018 2017-11-20 -0.0026 2017-12-07 0.0001 0.0027 113.40 18 2017-12-06 205.80 - 0.00 -92.40
2017 2016-11-21 0.0123 2016-12-07 0.0167 0.0044 184.80 17 2016-12-05 231.00 2016-12-01 -8.40 -155.40
2016 2015-11-20 0.0227 2015-12-07 0.0252 0.0025 105.00 18 2015-12-02 348.60 2015-11-25 -58.80 -243.60
2015 2014-11-20 -0.0117 2014-12-05 -0.0085 0.0032 134.40 16 2014-12-03 281.40 2014-11-26 -193.20 -281.40
2014 2013-11-20 -0.0025 2013-12-06 0.0008 0.0033 138.60 17 2013-12-06 138.60 2013-11-27 -33.60 -58.80
2013 2012-11-20 -0.0001 2012-12-07 0.0087 0.0088 369.60 18 2012-12-04 424.20 2012-11-21 -42.00 -168.00
2012 2011-11-21 0.0007 2011-12-07 0.0103 0.0096 403.20 17 2011-12-01 470.40 - 0.00 -142.80
2011 2010-11-22 0.0096 2010-12-07 0.0184 0.0088 369.60 16 2010-12-07 369.60 2010-11-24 -12.60 -130.20
2010 2009-11-20 0.0295 2009-12-07 0.0311 0.0016 67.20 18 2009-11-27 130.20 2009-11-23 -4.20 -130.20
2009 2008-11-20 0.0160 2008-12-05 0.0313 0.0153 642.60 16 2008-12-05 642.60 2008-11-21 -21.00 -126.00
2008 2007-11-20 -0.0165 2007-12-07 -0.0025 0.0140 588.00 18 2007-12-07 588.00 2007-11-27 -105.00 -105.00
2007 2006-11-20 0.0340 2006-12-07 0.0406 0.0066 277.20 18 2006-12-07 277.20 2006-11-29 -336.00 -336.00
2006 2005-11-21 0.0320 2005-12-07 0.0493 0.0173 726.60 17 2005-12-07 726.60 2005-11-22 -126.00 -180.60
2005 2004-11-22 -0.0200 2004-12-07 0.0071 0.0271 1138.20 16 2004-12-07 1138.20 - 0.00 -33.60
2004 2003-11-20 -0.0035 2003-12-05 0.0009 0.0044 184.80 16 2003-12-01 218.40 - 0.00 -96.60
2003 2002-11-20 -0.0100 2002-12-06 0.0010 0.0110 462.00 17 2002-12-06 462.00 2002-11-22 -63.00 -63.00
2002 2001-11-20 0.0045 2001-12-07 0.0142 0.0097 407.40 18 2001-12-07 407.40 - 0.00 -42.00
2001 2000-11-20 -0.0500 2000-12-07 -0.0509 -0.0009 -37.80 18 2000-12-01 621.60 2000-12-04 -533.40 -1155.00
2000 1999-11-22 -0.0115 1999-12-07 -0.0057 0.0058 243.60 16 1999-12-07 243.60 1999-11-24 -126.00 -168.00
1999 1998-11-20 0.0110 1998-12-07 0.0132 0.0022 92.40 18 1998-12-04 117.60 1998-11-23 -42.00 -63.00
1998 1997-11-20 0.0015 1997-12-05 0.0058 0.0043 180.60 16 1997-12-01 247.80 - 0.00 -67.20
1997 1996-11-20 -0.0205 1996-12-06 -0.0173 0.0032 134.40 17 1996-12-06 134.40 1996-12-03 -151.20 -193.20
1996 1995-11-20 -0.0060 1995-12-07 -0.0087 -0.0027 -113.40 18 1995-11-30 121.80 1995-12-07 -113.40 -235.20
1995 1994-11-21 0.0070 1994-12-07 0.0065 -0.0005 -21.00 17 1994-12-02 50.40 1994-11-28 -84.00 -84.00
1994 1993-11-22 0.0030 1993-12-07 0.0087 0.0057 239.40 16 1993-12-07 239.40 - 0.00 -12.60
1993 1992-11-20 0.0075 1992-12-07 0.0064 -0.0011 -46.20 18 1992-12-03 25.20 1992-11-25 -84.00 -84.00
1992 1991-11-20 -0.0084 1991-12-06 0.0093 0.0177 743.40 17 1991-12-06 743.40 - 0.00 -0.00
1991 1990-11-20 -0.0275 1990-12-07 -0.0293 -0.0018 -75.60 18 1990-12-05 638.40 1990-12-06 -252.00 -890.40
1990 1989-11-20 -0.0115 1989-12-07 -0.0192 -0.0077 -323.40 18 - 0.00 1989-12-07 -323.40 -323.40
1989 1988-11-21 -0.0125 1988-12-07 -0.0068 0.0057 239.40 17 1988-12-07 239.40 1988-11-22 -0.00 -193.20
1988 1987-11-20 -0.0066 1987-12-07 -0.0128 -0.0062 -260.40 18 - 0.00 1987-12-03 -306.60 -306.60
1987 1986-11-20 0.0080 1986-12-05 0.0062 -0.0018 -75.60 16 1986-11-21 37.80 1986-11-25 -138.60 -176.40
1986 1985-11-20 -0.0068 1985-12-06 -0.0071 -0.0003 -12.60 17 1985-11-21 92.40 1985-12-04 -79.80 -172.20
1985 1984-11-20 -0.0024 1984-12-07 0.0002 0.0026 109.20 18 1984-12-04 256.20 - 0.00 -168.00
1984 1983-11-21 -0.0113 1983-12-07 -0.0081 0.0032 134.40 17 1983-12-02 214.20 - 0.00 -117.60
1983 1982-11-22 -0.0119 1982-12-07 -0.0068 0.0051 214.20 16 1982-12-07 214.20 1982-11-30 -117.60 -163.80
1982 1981-11-20 0.0049 1981-12-07 0.0009 -0.0040 -168.00 18 1981-11-25 75.60 1981-12-07 -168.00 -243.60
1981 1980-11-20 0.0291 1980-12-05 0.0275 -0.0016 -67.20 16 1980-12-01 180.60 1980-12-03 -84.00 -264.60
1980 1979-11-20 0.0345 1979-12-07 0.0465 0.0120 504.00 18 1979-11-30 861.00 - 0.00 -357.00