Futures Spread Strategy For February, 2020 - Buy NGU20-NGM20

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

Futures Spread Strategy For February, 2020 - Buy NGU20-NGM20

This spread combines several conditions to create good trading opportunity.

  • 90% Win for last 20 years
  • All patterns has similar movement and correlation in seasonal window
  • Correlation of seasonal patterns in trading window is over 90%
  • Low margin requirements
  • High RRR

Backtest BUY NGU20-NGM20 Entry: 2020-02-01 Exit: 2020-04-30

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% 89 7.17 9999 200.00 21.35 638.00 -422.00 638.00 0.00 982.00 -46.00 3190.00 3190.00 0.00 0.00
10 90% 9 1 60% 89 6.49 29.90 330.00 7.11 578.00 -459.00 664.44 -200.00 889.00 -125.00 5780.00 5980.00 -200.00 160.00
15 93% 14 1 40% 89 11.07 74.90 560.00 8.33 985.33 -514.67 1070.00 -200.00 1243.33 -149.33 14780.00 14980.00 -200.00 160.00
20 90% 18 2 50% 89 10.83 24.51 2070.00 4.19 964.00 -617.50 1116.67 -410.00 1212.50 -289.50 19280.00 20100.00 -820.00 2070.00
29 72% 21 8 55% 89 7.09 5.39 2070.00 2.31 630.69 -787.24 1069.52 -521.25 998.28 -432.07 18290.00 22460.00 -4170.00 2070.00
Equity for backtest
Year Enter date Enter price Exit date Exit price Points Profit Days# Best Date Best Worst Date Worst Drawdown
2019 2019-02-01 0.024 2019-04-30 0.062 0.038 380.00 89 2019-04-17 660.00 - 0.00 -350.00
2018 2018-02-01 0.024 2018-04-30 0.027 0.003 30.00 89 2018-04-05 500.00 2018-04-26 -30.00 -530.00
2017 2017-02-01 0.027 2017-04-28 0.088 0.061 610.00 87 2017-04-25 820.00 - 0.00 -440.00
2016 2016-02-01 0.080 2016-04-29 0.279 0.199 1990.00 89 2016-04-28 2460.00 - 0.00 -470.00
2015 2015-02-02 0.059 2015-04-30 0.077 0.018 180.00 88 2015-04-23 470.00 2015-02-20 -200.00 -320.00
2014 2014-02-03 -0.005 2014-04-30 -0.002 0.003 30.00 87 2014-04-16 240.00 2014-02-20 -330.00 -430.00
2013 2013-02-01 0.091 2013-04-30 0.071 -0.020 -200.00 89 2013-02-04 30.00 2013-04-18 -460.00 -490.00
2012 2012-02-01 0.103 2012-04-30 0.224 0.121 1210.00 90 2012-04-11 1690.00 - 0.00 -650.00
2011 2011-02-01 0.079 2011-04-29 0.111 0.032 320.00 88 2011-04-12 780.00 2011-02-02 -70.00 -460.00
2010 2010-02-01 0.172 2010-04-30 0.295 0.123 1230.00 89 2010-04-29 1240.00 2010-02-19 -160.00 -450.00
2009 2009-02-02 0.268 2009-04-30 0.344 0.076 760.00 88 2009-04-24 970.00 2009-03-03 -220.00 -300.00
2008 2008-02-01 0.167 2008-04-30 0.222 0.055 550.00 90 2008-04-22 870.00 2008-03-06 -560.00 -640.00
2007 2007-02-01 0.224 2007-04-30 0.328 0.104 1040.00 89 2007-04-20 1270.00 2007-02-22 -110.00 -610.00
2006 2006-02-01 0.230 2006-04-28 0.743 0.513 5130.00 87 2006-04-28 5130.00 2006-02-03 -100.00 -1000.00
2005 2005-02-01 0.071 2005-04-29 0.223 0.152 1520.00 88 2005-04-29 1520.00 - 0.00 -580.00
2004 2004-02-02 0.010 2004-04-30 0.117 0.107 1070.00 89 2004-04-30 1070.00 2004-02-13 -380.00 -410.00
2003 2003-02-03 -0.123 2003-04-30 0.105 0.228 2280.00 87 2003-04-30 2280.00 2003-02-24 -2070.00 -2320.00
2002 2002-02-01 0.115 2002-04-30 0.053 -0.062 -620.00 89 2002-02-15 200.00 2002-04-22 -730.00 -930.00
2001 2001-02-01 -0.010 2001-04-30 0.165 0.175 1750.00 89 2001-04-30 1750.00 2001-02-13 -210.00 -510.00
2000 2000-02-01 0.017 2000-04-28 0.019 0.002 20.00 88 2000-03-20 300.00 2000-04-17 -160.00 -460.00
1999 1999-02-01 0.090 1999-04-30 0.047 -0.043 -430.00 89 1999-02-26 480.00 1999-04-26 -690.00 -1170.00
1998 1998-02-02 0.015 1998-04-30 0.096 0.081 810.00 88 1998-04-30 810.00 1998-04-08 -270.00 -740.00
1997 1997-02-03 0.033 1997-04-30 0.028 -0.005 -50.00 87 1997-02-24 470.00 1997-03-14 -290.00 -760.00
1996 1996-02-01 -0.075 1996-04-30 -0.051 0.024 240.00 90 1996-04-24 520.00 1996-03-21 -1250.00 -1540.00
1995 1995-02-01 0.087 1995-04-28 0.061 -0.026 -260.00 87 1995-02-21 230.00 1995-04-19 -870.00 -1100.00
1994 1994-02-01 -0.045 1994-04-29 0.086 0.131 1310.00 88 1994-04-29 1310.00 - 0.00 -920.00
1993 1993-02-01 0.085 1993-04-30 -0.051 -0.136 -1360.00 89 1993-02-02 210.00 1993-04-22 -1800.00 -2010.00
1992 1992-02-03 0.070 1992-04-30 0.002 -0.068 -680.00 88 1992-02-18 450.00 1992-04-22 -1000.00 -1450.00
1991 1991-02-01 0.077 1991-04-30 0.020 -0.057 -570.00 89 1991-02-21 220.00 1991-04-30 -570.00 -790.00