Futures Spread Strategy For July, 2018 - Buy -CLH19+CLJ19+CLK19-CLM19

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

Futures Spread Strategy For July, 2018 - Buy -CLH19+CLJ19+CLK19-CLM19

This spread combines several conditions to create good trading opportunity.

  • Butterfly spread, better hedge
  • 100% Win in last 15 years
  • Narrow legs spread with expected lower volatility
  • The spread is around bottom of range
  • This spread moves historically in narrow range

Backtest Buy Buy -CLH19+CLJ19+CLK19-CLM19 Entry: 2018-07-06 Exit: 2018-12-28

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 60% 176 1.80 9999 100.00 12.87 316.00 -168.00 316.00 0.00 412.00 -32.00 1580.00 1580.00 0.00 100.00
10 100% 10 0 70% 176 1.53 9999 160.00 8.10 270.00 -210.00 270.00 0.00 413.00 -51.00 2700.00 2700.00 0.00 160.00
15 100% 15 0 60% 176 1.28 9999 230.00 6.23 225.33 -192.00 225.33 0.00 340.67 -54.67 3380.00 3380.00 0.00 160.00
20 85% 17 3 70% 176 0.85 6.96 230.00 3.38 149.00 -193.00 204.71 -166.67 269.00 -79.50 2980.00 3480.00 -500.00 160.00
30 70% 21 9 70% 176 0.45 2.90 230.00 2.14 79.67 -180.00 173.81 -140.00 198.67 -93.00 2390.00 3650.00 -1260.00 160.00
Equity for backtest
Year Enter date Enter price Exit date Exit price Points Profit Days# Best Date Best Worst Date Worst Drawdown
2018 2017-07-06 0.01 2017-12-28 0.16 0.15 150.00 176 2017-11-09 210.00 - 0.00 -140.00
2017 2016-07-06 0.03 2016-12-28 0.32 0.29 290.00 176 2016-12-02 380.00 - 0.00 -100.00
2016 2015-07-06 -0.03 2015-12-28 0.20 0.23 230.00 176 2015-11-23 420.00 2015-07-07 -10.00 -240.00
2015 2014-07-07 -0.15 2014-12-26 -0.08 0.07 70.00 173 2014-12-17 210.00 2014-10-15 -50.00 -220.00
2014 2013-07-08 -0.27 2013-12-27 0.57 0.84 840.00 173 2013-12-27 840.00 2013-09-06 -100.00 -140.00
2013 2012-07-06 0.12 2012-12-28 0.17 0.05 50.00 176 2012-09-20 170.00 2012-07-30 -40.00 -160.00
2012 2011-07-06 0.01 2011-12-28 0.24 0.23 230.00 176 2011-12-07 300.00 2011-10-10 -80.00 -140.00
2011 2010-07-06 0.02 2010-12-28 0.30 0.28 280.00 176 2010-12-20 320.00 2010-07-22 -20.00 -110.00
2010 2009-07-06 0.01 2009-12-28 0.20 0.19 190.00 176 2009-12-11 480.00 2009-09-17 -50.00 -420.00
2009 2008-07-07 0.05 2008-12-26 0.42 0.37 370.00 173 2008-12-15 800.00 2008-10-07 -160.00 -430.00
2008 2007-07-06 0.00 2007-12-28 0.01 0.01 10.00 176 2007-12-14 140.00 2007-11-23 -230.00 -230.00
2007 2006-07-06 0.08 2006-12-28 0.27 0.19 190.00 176 2006-12-21 240.00 - 0.00 -140.00
2006 2005-07-06 -0.00 2005-12-28 0.13 0.13 130.00 176 2005-12-07 190.00 - 0.00 -170.00
2005 2004-07-06 -0.05 2004-12-28 0.21 0.26 260.00 176 2004-12-28 260.00 2004-08-11 -20.00 -160.00
2004 2003-07-07 -0.13 2003-12-24 -0.04 0.09 90.00 171 2003-12-05 150.00 2003-08-01 -60.00 -80.00
2003 2002-07-08 -0.01 2002-12-27 -0.27 -0.26 -260.00 173 2002-11-26 40.00 2002-12-27 -260.00 -300.00
2002 2001-07-06 0.00 2001-12-28 0.07 0.07 70.00 176 2001-10-15 90.00 2001-09-24 -50.00 -90.00
2001 2000-07-06 -0.02 2000-12-28 -0.12 -0.10 -100.00 176 2000-10-06 60.00 2000-11-15 -240.00 -300.00
2000 1999-07-06 -0.01 1999-12-28 -0.15 -0.14 -140.00 176 1999-07-29 10.00 1999-12-15 -210.00 -220.00
1999 1998-07-06 0.01 1998-12-28 0.04 0.03 30.00 176 1998-12-02 70.00 1998-09-10 -10.00 -70.00
1998 1997-07-07 0.01 1997-12-26 0.04 0.03 30.00 173 1997-12-15 100.00 1997-10-03 -40.00 -80.00
1997 1996-07-08 -0.06 1996-12-27 -0.07 -0.01 -10.00 173 1996-11-06 80.00 1996-12-05 -60.00 -140.00
1996 1995-07-06 -0.01 1995-12-28 -0.16 -0.15 -150.00 176 1995-10-05 20.00 1995-12-27 -170.00 -190.00
1995 1994-07-06 -0.04 1994-12-28 -0.01 0.03 30.00 176 1994-12-13 80.00 1994-07-25 -30.00 -50.00
1994 1993-07-06 0.00 1993-12-28 0.04 0.04 40.00 176 1993-09-17 50.00 1993-07-07 -0.00 -50.00
1993 1992-07-06 -0.02 1992-12-28 0.05 0.07 70.00 176 1992-12-09 80.00 1992-09-28 -20.00 -40.00
1992 1991-07-08 -0.05 1991-12-27 -0.06 -0.01 -10.00 173 1991-12-24 120.00 1991-10-17 -70.00 -130.00
1991 1990-07-06 0.02 1990-12-28 -0.28 -0.30 -300.00 176 1990-07-09 0.00 1990-10-22 -450.00 -450.00
1990 1989-07-06 -0.02 1989-12-28 -0.09 -0.07 -70.00 176 1989-07-24 30.00 1989-12-19 -140.00 -170.00
1989 1988-07-06 -0.00 1988-12-28 -0.22 -0.22 -220.00 176 1988-07-11 20.00 1988-12-28 -220.00 -240.00