Futures Spread Strategy For September, 2023 - Buy ZOZ23-ZOK24

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

Futures Spread Strategy For September, 2023 - Buy ZOZ23-ZOK24

This spread combines several conditions to create good trading opportunity.

  • 90% Win for last 20 years
  • The spread is historically moving in the range and it's moving now in a low area of that range.
  • Low margin requirements

Backtest Buy ZOZ23-ZOK24 Entry: 2023-09-08 Exit: 2023-10-11

Years# Win% Win# Loss# APW% Days# APPD PF SL RRR ProfitØ DDØ WinØ LossØ BestØ WorstØ Total Profit Profit Loss SL ProfitØ
5 80% 4 1 40% 34 11.03 11.71 75.00 5.31 375.00 -280.00 683.33 -87.50 517.50 -97.50 1875.00 2050.00 -175.00 75.00
10 90% 9 1 40% 34 12.21 24.71 262.50 5.31 415.00 -292.50 540.62 -87.50 537.50 -101.25 4150.00 4325.00 -175.00 75.00
15 93% 14 1 47% 34 8.53 25.86 262.50 4.41 290.00 -261.67 348.08 -87.50 408.33 -92.50 4350.00 4525.00 -175.00 75.00
20 90% 18 2 55% 34 6.58 11.53 262.50 3.31 223.75 -287.50 288.24 -141.67 370.62 -111.88 4475.00 4900.00 -425.00 75.00
30 73% 22 8 43% 34 4.89 5.43 262.50 2.76 166.25 -250.83 305.62 -112.50 309.17 -112.08 4987.50 6112.50 -1125.00 75.00
75 55% 41 34 63% 34 1.20 1.65 262.50 1.40 40.69 -197.29 209.15 -123.34 165.01 -118.17 3051.50 7738.50 -4687.00 262.50
Equity for backtest
Year Enter date Enter price Exit date Exit price Points Profit Days# Best Date Best Worst Date Worst Drawdown
2022 2022-09-08 -7.50 2022-10-11 -5.75 1.75 87.50 34 2022-10-05 175.00 - 0.00 -112.50
2021 2021-09-08 1.25 2021-10-11 22.75 21.50 1075.00 34 2021-10-06 1125.00 2021-09-09 -12.50 -487.50
2020 2020-09-08 1.50 2020-10-09 -2.00 -3.50 -175.00 32 2020-09-22 87.50 2020-10-09 -175.00 -262.50
2019 2019-09-09 -0.50 2019-10-11 -0.50 0.00 0.00 33 2019-09-13 137.50 2019-09-26 -225.00 -362.50
2018 2018-09-10 -7.50 2018-10-11 10.25 17.75 887.50 32 2018-10-05 1062.50 2018-09-20 -75.00 -175.00
2017 2017-09-08 -8.25 2017-10-11 -1.75 6.50 325.00 34 2017-10-10 375.00 - 0.00 -125.00
2016 2016-09-08 -18.25 2016-10-11 -5.25 13.00 650.00 34 2016-10-10 650.00 2016-09-09 -75.00 -75.00
2015 2015-09-08 -3.75 2015-10-09 -1.25 2.50 125.00 32 2015-09-09 125.00 2015-10-05 -262.50 -387.50
2014 2014-09-08 21.75 2014-10-10 22.25 0.50 25.00 33 2014-09-10 375.00 2014-09-26 -187.50 -562.50
2013 2013-09-09 -8.25 2013-10-11 14.75 23.00 1150.00 33 2013-10-09 1262.50 - 0.00 -375.00
2012 2012-09-10 -2.75 2012-10-11 -1.75 1.00 50.00 32 2012-09-12 50.00 2012-09-18 -225.00 -275.00
2011 2011-09-08 -17.00 2011-10-11 -15.50 1.50 75.00 34 2011-10-11 75.00 2011-09-27 -100.00 -112.50
2010 2010-09-08 -13.25 2010-10-11 -13.00 0.25 12.50 34 2010-09-14 562.50 - 0.00 -550.00
2009 2009-09-08 -22.00 2009-10-09 -21.75 0.25 12.50 32 2009-10-09 12.50 2009-09-24 -25.00 -25.00
2008 2008-09-08 -29.50 2008-10-10 -28.50 1.00 50.00 33 2008-10-08 50.00 2008-09-16 -25.00 -37.50
2007 2007-09-10 -10.25 2007-10-11 -15.25 -5.00 -250.00 32 2007-09-21 75.00 2007-10-08 -462.50 -537.50
2006 2006-09-08 -8.25 2006-10-11 -6.50 1.75 87.50 34 2006-09-15 237.50 2006-10-03 -175.00 -412.50
2005 2005-09-08 -10.25 2005-10-11 -8.50 1.75 87.50 34 2005-10-06 250.00 2005-09-27 -100.00 -200.00
2004 2004-09-08 -11.50 2004-10-11 -10.75 0.75 37.50 34 2004-09-15 362.50 2004-10-04 -112.50 -475.00
2003 2003-09-08 -12.50 2003-10-10 -9.25 3.25 162.50 33 2003-10-01 362.50 - 0.00 -200.00
2002 2002-09-09 10.25 2002-10-11 5.75 -4.50 -225.00 33 2002-10-08 162.50 2002-09-20 -312.50 -387.50
2001 2001-09-10 -1.00 2001-10-11 22.00 23.00 1150.00 32 2001-10-09 1287.50 - 0.00 -250.00
2000 2000-09-08 -14.25 2000-10-11 -15.50 -1.25 -62.50 34 - 0.00 2000-09-20 -62.50 -62.50
1999 1999-09-08 -11.50 1999-10-11 -13.50 -2.00 -100.00 34 1999-09-13 37.50 1999-10-08 -112.50 -150.00
1998 1998-09-08 -13.00 1998-10-09 -12.00 1.00 50.00 32 1998-10-08 100.00 1998-09-29 -62.50 -87.50
1997 1997-09-08 -4.00 1997-10-10 -7.00 -3.00 -150.00 33 1997-09-17 50.00 1997-10-09 -162.50 -212.50
1996 1996-09-09 -7.25 1996-10-11 -9.00 -1.75 -87.50 33 1996-09-10 25.00 1996-09-23 -200.00 -225.00
1995 1995-09-08 -8.00 1995-10-11 -9.50 -1.50 -75.00 34 1995-09-18 100.00 1995-10-04 -112.50 -212.50
1994 1994-09-08 -7.00 1994-10-11 -6.75 0.25 12.50 34 1994-09-13 62.50 1994-09-21 -75.00 -137.50
1993 1993-09-08 -7.25 1993-10-11 -7.25 0.00 0.00 34 1993-09-21 37.50 1993-09-16 -25.00 -50.00
1992 1992-09-08 -3.50 1992-10-09 -4.25 -0.75 -37.50 32 1992-09-17 175.00 1992-10-08 -50.00 -225.00
1991 1991-09-09 -11.75 1991-10-11 -14.00 -2.25 -112.50 33 - 0.00 1991-09-30 -137.50 -137.50
1990 1990-09-10 -17.75 1990-10-11 -17.25 0.50 25.00 32 1990-10-08 62.50 1990-09-26 -25.00 -62.50
1989 1989-09-08 -14.25 1989-10-11 -17.25 -3.00 -150.00 34 - 0.00 1989-10-10 -175.00 -175.00
1988 1988-09-08 5.50 1988-10-11 0.25 -5.25 -262.50 34 - 0.00 1988-09-21 -625.00 -625.00
1987 1987-09-08 4.00 1987-10-09 1.25 -2.75 -137.50 32 1987-09-09 87.50 1987-10-01 -212.50 -300.00
1986 1986-09-08 2.75 1986-10-10 -1.50 -4.25 -212.50 33 - 0.00 1986-10-06 -337.50 -337.50
1985 1985-09-09 -4.00 1985-10-11 -14.25 -10.25 -512.50 33 1985-09-16 75.00 1985-10-10 -525.00 -600.00
1984 1984-09-10 6.25 1984-10-11 0.50 -5.75 -287.50 32 - 0.00 1984-10-05 -300.00 -300.00
1983 1983-09-08 -18.75 1983-10-11 -14.00 4.75 237.50 34 1983-10-10 237.50 1983-09-22 -37.50 -112.50
1982 1982-09-08 -9.75 1982-10-11 -20.25 -10.50 -525.00 34 - 0.00 1982-10-01 -587.50 -587.50
1981 1981-09-08 2.75 1981-10-09 10.25 7.50 375.00 32 1981-09-28 487.50 - 0.00 -187.50
1980 1980-09-08 -11.00 1980-10-10 -16.50 -5.50 -275.00 33 1980-09-17 25.00 1980-10-02 -400.00 -425.00
1979 1979-09-10 -19.50 1979-10-11 -20.75 -1.25 -62.50 32 1979-09-12 25.00 1979-09-24 -62.50 -87.50
1978 1978-09-08 -9.25 1978-10-11 -10.62 -1.37 -68.50 34 1978-09-19 87.50 1978-10-10 -150.00 -237.50
1977 1977-09-08 -8.00 1977-10-11 -10.25 -2.25 -112.50 34 - 0.00 1977-10-03 -112.50 -112.50
1976 1976-09-08 -1.00 1976-10-11 -3.50 -2.50 -125.00 34 - 0.00 1976-09-16 -400.00 -400.00
1975 1975-09-08 2.25 1975-10-10 -0.25 -2.50 -125.00 33 - 0.00 1975-09-30 -237.50 -237.50
1974 1974-09-09 -3.50 1974-10-11 -6.00 -2.50 -125.00 33 1974-09-12 100.00 1974-09-25 -237.50 -337.50
1973 1973-09-10 -7.00 1973-10-11 -6.50 0.50 25.00 32 1973-09-14 237.50 - 0.00 -212.50
1972 1972-09-08 -0.38 1972-10-11 0.25 0.63 31.50 34 1972-09-13 38.00 1972-09-20 -12.50 -50.50
1971 1971-09-08 -0.75 1971-10-11 3.62 4.37 218.50 34 1971-10-11 218.50 - 0.00 -31.50
1970 1970-09-08 0.12 1970-10-09 1.75 1.63 81.50 32 1970-09-23 163.00 - 0.00 -81.50
1969 1969-09-08 -4.13 1969-10-10 -5.75 -1.62 -81.00 33 - 0.00 1969-10-07 -93.50 -93.50
1968 1968-09-09 -0.38 1968-10-11 -0.38 0.00 0.00 33 1968-10-02 25.50 1968-09-12 -25.00 -38.00
1967 1967-09-08 -2.25 1967-10-11 0.38 2.63 131.50 34 1967-10-10 137.50 - 0.00 -18.50
1966 1966-09-08 -4.00 1966-10-11 -4.00 0.00 0.00 34 1966-09-21 68.50 1966-09-19 -12.50 -75.00
1965 1965-09-08 0.25 1965-10-11 -1.50 -1.75 -87.50 34 - 0.00 1965-10-07 -93.50 -93.50
1964 1964-09-08 -1.25 1964-10-09 -1.88 -0.63 -31.50 32 1964-09-18 50.00 1964-10-06 -44.00 -94.00
1963 1963-09-09 -1.87 1963-10-11 -2.12 -0.25 -12.50 33 1963-09-18 37.50 1963-10-01 -13.00 -50.50
1962 1962-09-10 -1.75 1962-10-11 -1.12 0.63 31.50 32 1962-10-09 31.50 1962-09-13 -25.00 -31.50
1961 1961-09-08 -3.75 1961-10-11 -6.00 -2.25 -112.50 34 1961-09-15 31.00 1961-10-10 -125.00 -156.00
1960 1960-09-08 -3.62 1960-10-11 -3.87 -0.25 -12.50 34 1960-09-13 25.00 1960-10-10 -12.50 -37.50
1959 1959-09-08 0.25 1959-10-09 1.75 1.50 75.00 32 1959-10-07 100.00 1959-09-15 -25.00 -37.50
1958 1958-09-08 -2.87 1958-10-10 -1.25 1.62 81.00 33 1958-10-09 81.00 1958-09-10 -13.00 -25.00
1957 1957-09-09 -2.00 1957-10-11 -0.63 1.37 68.50 33 1957-10-11 68.50 1957-09-26 -37.50 -44.00
1956 1956-09-10 -2.00 1956-10-11 -1.62 0.38 19.00 32 1956-10-11 19.00 1956-09-21 -50.00 -56.50
1955 1955-09-08 -3.62 1955-10-11 -3.75 -0.13 -6.50 34 - 0.00 1955-09-28 -69.00 -69.00
1954 1954-09-08 0.50 1954-10-11 0.12 -0.38 -19.00 34 1954-09-13 44.00 1954-10-08 -19.00 -63.00
1953 1953-09-08 1.62 1953-10-09 2.00 0.38 19.00 32 1953-10-08 37.50 1953-09-17 -49.50 -56.00
1952 1952-09-08 -1.50 1952-10-10 -2.62 -1.12 -56.00 33 1952-09-16 56.50 1952-10-01 -87.50 -144.00
1951 1951-09-10 -3.88 1951-10-11 -4.12 -0.24 -12.00 32 - 0.00 1951-09-25 -68.50 -68.50
1950 1950-09-08 1.50 1950-10-11 1.63 0.13 6.50 34 1950-09-22 62.50 1950-10-02 -12.50 -75.00
1949 1949-09-08 2.88 1949-10-11 4.63 1.75 87.50 34 1949-09-28 93.50 - 0.00 -37.50
1948 1948-09-08 -1.50 1948-10-11 0.75 2.25 112.50 34 1948-10-07 112.50 - 0.00 -44.00