Futures Spread Strategy For February, 2023 - Buy HGF24-HGN23

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Futures Spread Strategy For February, 2023 - Buy HGF24-HGN23

This spread combines several conditions to create good trading opportunity.

  • 100% Win in last 15 years
  • Strong seasonal patterns correlation in seasonal window
  • Low margin requirements
  • The resistance has been broken and now it seems like role reversal.

Backtest Buy HGF24-HGN23 Entry: 2023-02-13 Exit: 2023-06-05

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 40% 113 5.95 9999 312.50 6.28 672.50 -455.00 840.63 0.00 847.50 -135.00 3362.50 3362.50 0.00 312.50
10 100% 10 0 60% 113 4.09 9999 575.00 3.88 462.50 -490.00 513.89 0.00 650.00 -167.50 4625.00 4625.00 0.00 312.50
15 100% 15 0 33% 113 5.63 9999 862.50 3.06 636.67 -561.67 682.14 0.00 786.67 -256.67 9550.00 9550.00 0.00 787.50
20 85% 17 3 80% 113 2.37 2.19 1162.50 0.92 268.13 -1029.38 656.67 -897.50 672.50 -730.00 5362.50 9850.00 -4487.50 1162.50
30 70% 21 9 83% 113 1.05 1.50 2137.50 0.72 118.33 -1003.33 589.58 -588.54 532.08 -742.92 3550.00 10612.50 -7062.50 2137.50
57 65% 37 20 93% 113 0.20 1.09 2200.00 0.68 22.37 -882.68 489.02 -619.27 453.07 -665.57 1275.00 16137.50 -14862.50 2200.00
Equity for backtest
Year Enter date Enter price Exit date Exit price Points Profit Days# Best Date Best Worst Date Worst Drawdown
2022 2022-02-14 -3.60 2022-06-03 2.50 6.10 1525.00 110 2022-04-26 1575.00 2022-03-04 -312.50 -900.00
2021 2021-02-16 -3.70 2021-06-04 1.35 5.05 1262.50 109 2021-06-03 1337.50 2021-02-19 -12.50 -350.00
2020 2020-02-13 2.25 2020-06-05 3.20 0.95 237.50 114 2020-05-27 350.00 2020-03-20 -187.50 -325.00
2019 2019-02-13 1.10 2019-06-05 1.10 0.00 0.00 113 2019-05-01 450.00 2019-02-22 -112.50 -512.50
2018 2018-02-13 3.70 2018-06-05 5.05 1.35 337.50 113 2018-05-07 525.00 2018-02-15 -50.00 -187.50
2017 2017-02-13 2.10 2017-06-05 3.45 1.35 337.50 113 2017-04-13 487.50 2017-03-01 -0.00 -262.50
2016 2016-02-16 0.85 2016-06-03 1.55 0.70 175.00 109 2016-05-10 300.00 2016-03-04 -225.00 -250.00
2015 2015-02-13 0.50 2015-06-05 1.70 1.20 300.00 113 2015-04-22 337.50 2015-03-20 -200.00 -487.50
2014 2014-02-13 -0.55 2014-06-05 0.00 0.55 137.50 113 2014-03-26 562.50 2014-05-27 -575.00 -1137.50
2013 2013-02-13 2.75 2013-06-05 4.00 1.25 312.50 113 2013-04-01 575.00 - 0.00 -487.50
2012 2012-02-13 2.00 2012-06-05 2.60 0.60 150.00 114 2012-04-16 212.50 2012-04-30 -525.00 -737.50
2011 2011-02-14 -3.05 2011-06-03 4.45 7.50 1875.00 110 2011-06-01 1912.50 - 0.00 -287.50
2010 2010-02-16 0.50 2010-06-04 4.85 4.35 1087.50 109 2010-06-04 1087.50 - 0.00 -237.50
2009 2009-02-13 1.95 2009-06-05 2.10 0.15 37.50 113 2009-02-23 162.50 2009-04-24 -862.50 -1025.00
2008 2008-02-13 -9.30 2008-06-05 -2.20 7.10 1775.00 114 2008-06-02 1925.00 2008-02-21 -787.50 -1237.50
2007 2007-02-13 -5.15 2007-06-05 -8.90 -3.75 -937.50 113 2007-02-21 112.50 2007-04-11 -2775.00 -2887.50
2006 2006-02-13 -10.85 2006-06-05 -16.20 -5.35 -1337.50 113 2006-04-07 800.00 2006-05-11 -4537.50 -5337.50
2005 2005-02-14 -8.50 2005-06-03 -17.35 -8.85 -2212.50 110 2005-05-04 350.00 2005-06-03 -2212.50 -2562.50
2004 2004-02-13 -5.75 2004-06-04 -4.55 1.20 300.00 113 2004-06-04 300.00 2004-04-19 -1162.50 -1262.50
2003 2003-02-13 0.85 2003-06-05 0.85 0.00 0.00 113 2003-04-03 87.50 2003-02-24 -62.50 -112.50
2002 2002-02-13 1.30 2002-06-05 1.25 -0.05 -12.50 113 2002-04-12 50.00 2002-05-09 -50.00 -100.00
2001 2001-02-13 0.00 2001-06-05 2.05 2.05 512.50 113 2001-06-04 537.50 - 0.00 -162.50
2000 2000-02-14 1.35 2000-06-05 0.80 -0.55 -137.50 113 2000-02-28 137.50 2000-05-08 -375.00 -512.50
1999 1999-02-16 2.10 1999-06-04 2.60 0.50 125.00 109 1999-06-04 125.00 1999-05-06 -150.00 -162.50
1998 1998-02-13 2.20 1998-06-05 1.35 -0.85 -212.50 113 1998-02-24 100.00 1998-04-28 -1050.00 -1150.00
1997 1997-02-13 -4.55 1997-06-05 -9.50 -4.95 -1237.50 113 1997-04-07 150.00 1997-05-28 -1962.50 -2112.50
1996 1996-02-13 -3.95 1996-06-05 -3.45 0.50 125.00 114 1996-04-03 137.50 1996-05-08 -2137.50 -2275.00
1995 1995-02-13 -7.55 1995-06-05 -9.25 -1.70 -425.00 113 1995-05-10 975.00 1995-03-28 -625.00 -1400.00
1994 1994-02-14 0.85 1994-06-03 -1.35 -2.20 -550.00 110 1994-03-01 0.00 1994-05-18 -1275.00 -1275.00
1993 1993-02-16 1.10 1993-06-04 1.10 0.00 0.00 109 1993-04-07 300.00 1993-06-03 -62.50 -362.50
1992 1992-02-13 -0.70 1992-06-05 -0.70 0.00 0.00 114 1992-04-13 262.50 1992-02-28 -187.50 -287.50
1991 1991-02-13 -3.60 1991-06-05 -3.70 -0.10 -25.00 113 1991-05-13 575.00 1991-02-28 -137.50 -600.00
1990 1990-02-13 -2.75 1990-06-05 -10.25 -7.50 -1875.00 113 - 0.00 1990-05-10 -2437.50 -2437.50
1989 1989-02-13 -3.80 1989-06-05 2.55 6.35 1587.50 113 1989-06-05 1587.50 1989-04-14 -2200.00 -2275.00
1988 1988-02-16 -8.50 1988-06-03 -15.45 -6.95 -1737.50 109 1988-03-01 1375.00 1988-06-03 -1737.50 -3112.50
1987 1987-02-13 1.25 1987-06-05 -2.20 -3.45 -862.50 113 - 0.00 1987-06-04 -925.00 -925.00
1986 1986-02-13 0.85 1986-06-05 0.45 -0.40 -100.00 113 1986-04-07 150.00 1986-06-05 -100.00 -250.00
1985 1985-02-13 1.90 1985-06-05 2.15 0.25 62.50 113 1985-05-31 75.00 1985-04-12 -337.50 -337.50
1984 1984-02-13 4.05 1984-06-05 4.20 0.15 37.50 114 1984-05-23 37.50 1984-03-14 -50.00 -50.00
1983 1983-02-14 3.30 1983-06-03 4.15 0.85 212.50 110 1983-06-02 212.50 1983-03-04 -75.00 -137.50
1982 1982-02-16 5.55 1982-06-04 4.95 -0.60 -150.00 109 1982-02-17 37.50 1982-06-01 -200.00 -237.50
1981 1981-02-13 6.95 1981-06-05 6.90 -0.05 -12.50 113 1981-05-12 300.00 1981-03-26 -237.50 -337.50
1980 1980-02-13 2.20 1980-06-05 4.20 2.00 500.00 114 1980-03-04 1275.00 - 0.00 -1025.00
1979 1979-02-13 -0.55 1979-06-05 2.40 2.95 737.50 113 1979-05-25 1187.50 1979-04-10 -125.00 -562.50
1978 1978-02-13 2.80 1978-06-05 3.30 0.50 125.00 113 1978-06-05 125.00 1978-02-15 -0.00 -50.00
1977 1977-02-14 2.40 1977-06-03 2.60 0.20 50.00 110 1977-04-27 125.00 1977-03-14 -25.00 -100.00
1976 1976-02-13 2.60 1976-06-04 3.00 0.40 100.00 113 1976-06-02 100.00 1976-04-14 -275.00 -275.00
1975 1975-02-13 3.10 1975-06-05 3.40 0.30 75.00 113 1975-04-24 125.00 1975-02-20 -25.00 -100.00
1974 1974-02-13 -5.80 1974-06-05 -7.80 -2.00 -500.00 113 - 0.00 1974-03-29 -1500.00 -1500.00
1973 1973-02-13 0.50 1973-06-05 -2.85 -3.35 -837.50 113 1973-02-28 37.50 1973-04-10 -975.00 -1012.50
1972 1972-02-14 1.25 1972-06-05 1.60 0.35 87.50 113 1972-06-02 87.50 1972-03-02 -87.50 -87.50
1971 1971-02-16 0.75 1971-06-04 1.50 0.75 187.50 109 1971-06-04 187.50 1971-03-31 -350.00 -350.00
1970 1970-02-13 -3.75 1970-06-05 -2.55 1.20 300.00 113 1970-06-02 312.50 1970-03-17 -312.50 -425.00
1969 1969-02-13 -2.35 1969-06-05 -5.05 -2.70 -675.00 113 1969-02-28 87.50 1969-04-28 -900.00 -987.50
1968 1968-02-13 -6.45 1968-06-05 -1.70 4.75 1187.50 114 1968-06-03 1187.50 1968-02-26 -1012.50 -1012.50
1967 1967-02-14 -2.80 1967-06-05 -1.70 1.10 275.00 112 1967-05-04 387.50 - 0.00 -275.00
1966 1966-02-14 -5.40 1966-06-03 -9.50 -4.10 -1025.00 110 1966-02-24 25.00 1966-05-24 -1437.50 -1462.50