Futures Spread Strategy For October, 2016 - Buy FCK17-FCJ17

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

Futures Spread Strategy For October, 2016 - Buy FCK17-FCJ17

This spread combines several conditions to create good trading opportunity.

  • 90% Win in last 20 years
  • This spread moves historically in narrow range, so you have ability close & re-enter during the window.
  • Historical lows - Current year is moving at historical lows
  • Strong seasonal patterns correlation in seasonal window
  • Narrow legs spread with expected lower volatility
  • Possible to entry around support and use a small stop-loss
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% 71 3.56 9999 237.50 2.91 252.50 -407.50 315.63 0.00 472.50 -162.50 1262.50 1262.50 0.00 237.50
10 100% 10 0 90% 71 4.00 9999 325.00 2.38 283.75 -430.00 315.28 0.00 458.75 -192.50 2837.50 2837.50 0.00 325.00
15 93% 14 1 73% 71 3.98 29.25 325.00 2.21 282.50 -445.00 337.50 -75.00 453.33 -205.00 4237.50 4387.50 -150.00 325.00
20 90% 18 2 65% 71 3.20 19.15 325.00 2.01 226.88 -411.88 299.22 -62.50 393.13 -195.63 4537.50 4787.50 -250.00 325.00
30 73% 22 8 73% 71 2.01 4.69 325.00 1.58 142.92 -385.83 286.84 -105.68 318.75 -202.08 4287.50 5450.00 -1162.50 325.00
41 66% 27 14 83% 71 1.17 2.43 350.00 1.26 83.23 -387.80 263.64 -125.66 273.48 -217.68 3412.50 5800.00 -2387.50 325.00
Equity for backtest
Year Enter date Enter price Exit date Exit price Points Profit Days# Best Date Best Worst Date Worst Drawdown
2016 2015-10-05 -0.300 2015-12-14 0.450 0.750 375.00 71 2015-12-09 687.50 2015-11-05 -87.50 -312.50
2015 2014-10-06 -0.225 2014-12-12 0.325 0.550 275.00 68 2014-12-09 387.50 2014-11-12 -225.00 -487.50
2014 2013-10-07 -0.025 2013-12-13 0.525 0.550 275.00 68 2013-12-12 425.00 2013-10-15 -237.50 -287.50
2013 2012-10-05 1.250 2012-12-14 1.250 0.000 0.00 71 2012-12-04 325.00 2012-10-30 -137.50 -350.00
2012 2011-10-05 0.150 2011-12-14 0.825 0.675 337.50 71 2011-12-02 537.50 2011-10-31 -125.00 -600.00
2011 2010-10-05 0.400 2010-12-14 0.600 0.200 100.00 71 2010-10-13 437.50 2010-11-22 -287.50 -725.00
2010 2009-10-05 1.075 2009-12-14 1.125 0.050 25.00 71 2009-11-11 187.50 2009-10-26 -287.50 -387.50
2009 2008-10-06 1.000 2008-12-12 1.625 0.625 312.50 68 2008-12-12 312.50 2008-10-08 -325.00 -425.00
2008 2007-10-05 0.050 2007-12-14 1.275 1.225 612.50 71 2007-10-26 687.50 2007-10-11 -12.50 -387.50
2007 2006-10-05 -0.100 2006-12-14 0.950 1.050 525.00 71 2006-12-13 600.00 2006-10-16 -200.00 -337.50
2006 2005-10-05 -0.350 2005-12-14 -0.650 -0.300 -150.00 71 2005-10-21 175.00 2005-11-30 -525.00 -700.00
2005 2004-10-05 -0.250 2004-12-14 0.075 0.325 162.50 71 2004-11-09 625.00 2004-12-08 -75.00 -700.00
2004 2003-10-06 -1.100 2003-12-12 1.200 2.300 1150.00 68 2003-12-10 1175.00 2003-11-14 -125.00 -387.50
2003 2002-10-07 0.250 2002-12-13 0.575 0.325 162.50 68 2002-12-13 162.50 2002-11-13 -125.00 -225.00
2002 2001-10-05 -0.050 2001-12-14 0.100 0.150 75.00 71 2001-12-14 75.00 2001-11-28 -300.00 -362.50
2001 2000-10-05 -0.500 2000-12-14 -0.700 -0.200 -100.00 71 2000-10-11 125.00 2000-12-11 -125.00 -250.00
2000 1999-10-05 -0.200 1999-12-14 -0.025 0.175 87.50 71 1999-11-18 212.50 - 0.00 -200.00
1999 1998-10-05 0.700 1998-12-14 0.850 0.150 75.00 71 1998-12-08 275.00 1998-11-04 -300.00 -300.00
1998 1997-10-06 0.500 1997-12-12 0.975 0.475 237.50 68 1997-10-20 325.00 1997-11-24 -100.00 -425.00
1997 1996-10-07 0.275 1996-12-13 0.275 0.000 0.00 68 1996-11-25 125.00 1996-11-11 -312.50 -387.50
1996 1995-10-05 -0.500 1995-12-14 0.000 0.500 250.00 71 1995-12-14 250.00 1995-11-20 -62.50 -287.50
1995 1994-10-05 -0.325 1994-12-14 -0.900 -0.575 -287.50 71 1994-10-19 37.50 1994-12-13 -337.50 -375.00
1994 1993-10-05 -0.950 1993-12-14 -0.350 0.600 300.00 71 1993-11-30 450.00 1993-10-15 -37.50 -187.50
1993 1992-10-05 -1.000 1992-12-14 -1.025 -0.025 -12.50 71 1992-10-06 137.50 1992-12-07 -75.00 -212.50
1992 1991-10-07 -1.275 1991-12-13 -1.050 0.225 112.50 68 1991-11-21 212.50 1991-10-23 -137.50 -237.50
1991 1990-10-05 -0.775 1990-12-14 -1.325 -0.550 -275.00 71 1990-10-29 75.00 1990-12-14 -275.00 -350.00
1990 1989-10-05 -0.825 1989-12-14 -0.925 -0.100 -50.00 71 1989-10-27 162.50 1989-10-20 -162.50 -250.00
1989 1988-10-05 -1.300 1988-12-14 -1.300 0.000 0.00 71 1988-10-27 237.50 1988-12-12 -175.00 -412.50
1988 1987-10-05 -0.700 1987-12-14 -1.100 -0.400 -200.00 71 1987-10-06 25.00 1987-11-03 -550.00 -575.00
1987 1986-10-06 -0.925 1986-12-12 -1.100 -0.175 -87.50 68 1986-10-08 112.50 1986-11-12 -337.50 -450.00
1986 1985-10-07 -1.350 1985-12-13 -1.325 0.025 12.50 68 1985-12-06 150.00 1985-11-29 -350.00 -487.50
1985 1984-10-05 -1.050 1984-12-14 -1.600 -0.550 -275.00 71 1984-10-31 137.50 1984-12-06 -500.00 -637.50
1984 1983-10-05 -0.550 1983-12-14 -0.950 -0.400 -200.00 71 1983-10-11 125.00 1983-11-28 -262.50 -387.50
1983 1982-10-05 0.100 1982-12-14 -0.400 -0.500 -250.00 71 - 0.00 1982-10-06 -287.50 -287.50
1982 1981-10-05 -0.125 1981-12-14 -0.125 0.000 0.00 71 1981-10-09 162.50 1981-11-17 -100.00 -262.50
1981 1980-10-06 -0.100 1980-12-12 0.250 0.350 175.00 68 1980-11-18 225.00 1980-10-20 -50.00 -250.00
1980 1979-10-05 -0.050 1979-12-14 0.275 0.325 162.50 71 1979-12-14 162.50 1979-10-10 -250.00 -262.50
1979 1978-10-05 -0.175 1978-12-14 -0.200 -0.025 -12.50 71 1978-11-09 400.00 1978-11-29 -200.00 -600.00
1978 1977-10-05 0.400 1977-12-14 -0.075 -0.475 -237.50 71 1977-10-11 50.00 1977-12-14 -237.50 -287.50
1977 1976-10-05 0.600 1976-12-14 0.100 -0.500 -250.00 71 1976-10-06 37.50 1976-10-14 -450.00 -487.50
1976 1975-10-06 0.100 1975-12-12 0.100 0.000 0.00 68 1975-10-14 200.00 1975-10-24 -175.00 -375.00