Futures Spread Strategy For March, 2022 - Buy NGV22-NGN22

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Futures Spread Strategy For March, 2022 - Buy NGV22-NGN22

This spread combines several conditions to create good trading opportunity.

  • 90% Win for last 20 years
  • Strong patterns correlation
  • Low margin requirements
  • High RRR
  • The srpread is moving aroung historical lows

Backtest Buy NGV22-NGN22 Entry: 2022-03-06 Exit: 2022-05-25

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% 81 4.40 9999 210.00 5.73 356.00 -408.00 356.00 0.00 584.00 -102.00 1780.00 1780.00 0.00 60.00
10 90% 9 1 60% 81 4.33 8.98 210.00 4.98 351.00 -503.00 493.75 -220.00 647.00 -130.00 3510.00 3950.00 -440.00 60.00
15 93% 14 1 53% 81 5.88 17.25 210.00 6.64 476.67 -562.00 583.85 -220.00 752.00 -113.33 7150.00 7590.00 -440.00 70.00
20 90% 18 2 50% 81 8.77 25.91 900.00 5.89 710.00 -776.00 868.82 -190.00 1166.00 -198.00 14200.00 14770.00 -570.00 350.00
30 73% 22 8 47% 81 6.11 4.88 1360.00 2.32 494.67 -870.33 888.57 -424.44 969.33 -418.67 14840.00 18660.00 -3820.00 750.00
31 71% 22 9 52% 81 5.66 4.19 1360.00 2.19 458.39 -868.06 888.57 -445.00 940.32 -428.71 14210.00 18660.00 -4450.00 750.00
Equity for backtest
Year Enter date Enter price Exit date Exit price Points Profit Days# Best Date Best Worst Date Worst Drawdown
2021 2021-03-08 0.024 2021-05-25 0.035 0.011 110.00 79 2021-04-08 220.00 2021-05-17 -190.00 -410.00
2020 2020-03-06 0.094 2020-05-22 0.214 0.120 1200.00 78 2020-05-15 1710.00 2020-03-11 -60.00 -760.00
2019 2019-03-06 0.011 2019-05-24 0.036 0.025 250.00 80 2019-04-24 470.00 2019-03-14 -20.00 -220.00
2018 2018-03-06 -0.001 2018-05-25 0.007 0.008 80.00 81 2018-04-10 310.00 2018-05-15 -30.00 -340.00
2017 2017-03-06 0.033 2017-05-25 0.047 0.014 140.00 81 2017-05-18 210.00 2017-03-31 -210.00 -310.00
2016 2016-03-07 0.108 2016-05-25 0.253 0.145 1450.00 80 2016-05-25 1450.00 2016-03-08 -40.00 -570.00
2015 2015-03-06 0.030 2015-05-22 0.052 0.022 220.00 78 2015-04-27 650.00 2015-03-18 -140.00 -610.00
2014 2014-03-06 -0.042 2014-05-23 -0.042 0.000 0.00 79 2014-04-01 360.00 2014-05-20 -20.00 -380.00
2013 2013-03-06 0.064 2013-05-24 0.020 -0.044 -440.00 80 - 0.00 2013-04-10 -590.00 -590.00
2012 2012-03-06 0.112 2012-05-25 0.162 0.050 500.00 81 2012-04-12 1090.00 - 0.00 -840.00
2011 2011-03-07 0.095 2011-05-25 0.115 0.020 200.00 80 2011-05-19 380.00 2011-03-28 -120.00 -440.00
2010 2010-03-08 0.207 2010-05-25 0.233 0.026 260.00 79 2010-05-06 940.00 2010-03-10 -150.00 -850.00
2009 2009-03-06 0.234 2009-05-22 0.390 0.156 1560.00 78 2009-05-22 1560.00 - 0.00 -790.00
2008 2008-03-06 0.112 2008-05-23 0.163 0.051 510.00 79 2008-05-19 820.00 2008-03-10 -60.00 -570.00
2007 2007-03-06 0.238 2007-05-25 0.349 0.111 1110.00 81 2007-05-25 1110.00 2007-04-12 -70.00 -750.00
2006 2006-03-06 0.400 2006-05-25 0.866 0.466 4660.00 81 2006-05-16 8500.00 2006-03-16 -350.00 -4400.00
2005 2005-03-07 0.082 2005-05-25 0.153 0.071 710.00 80 2005-05-10 1000.00 2005-03-15 -420.00 -430.00
2004 2004-03-08 0.014 2004-05-25 0.001 -0.013 -130.00 79 2004-04-23 300.00 2004-03-17 -250.00 -460.00
2003 2003-03-06 -0.146 2003-05-23 0.012 0.158 1580.00 79 2003-05-02 2010.00 2003-03-07 -340.00 -900.00
2002 2002-03-06 0.097 2002-05-24 0.120 0.023 230.00 80 2002-05-24 230.00 2002-04-22 -900.00 -900.00
2001 2001-03-06 -0.007 2001-05-25 0.150 0.157 1570.00 81 2001-05-07 1580.00 2001-03-27 -230.00 -580.00
2000 2000-03-06 0.035 2000-05-25 -0.008 -0.043 -430.00 81 2000-03-08 200.00 2000-05-25 -430.00 -630.00
1999 1999-03-08 0.088 1999-05-25 0.074 -0.014 -140.00 79 1999-03-18 330.00 1999-04-26 -600.00 -930.00
1998 1998-03-06 0.062 1998-05-22 0.151 0.089 890.00 78 1998-05-21 1010.00 1998-04-09 -750.00 -780.00
1997 1997-03-06 0.031 1997-05-23 -0.011 -0.042 -420.00 79 1997-04-02 420.00 1997-05-14 -690.00 -1110.00
1996 1996-03-06 -0.023 1996-05-24 -0.053 -0.030 -300.00 80 1996-05-03 140.00 1996-03-22 -1070.00 -1170.00
1995 1995-03-06 0.126 1995-05-25 0.107 -0.019 -190.00 81 - 0.00 1995-04-19 -1060.00 -1060.00
1994 1994-03-07 0.072 1994-05-25 0.210 0.138 1380.00 80 1994-05-25 1380.00 1994-04-18 -490.00 -820.00
1993 1993-03-08 0.134 1993-05-25 0.139 0.005 50.00 79 1993-05-24 470.00 1993-04-21 -1360.00 -1360.00
1992 1992-03-06 0.232 1992-05-22 0.055 -0.177 -1770.00 78 1992-04-13 230.00 1992-05-20 -1920.00 -2150.00
1991 1991-03-06 0.148 1991-05-24 0.085 -0.063 -630.00 80 1991-03-14 70.00 1991-04-01 -730.00 -800.00