Futures Spread Strategy For June, 2021 - Buy LEV21-HEV21

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Futures Spread Strategy For June, 2021 - Buy LEV21-HEV21

This spread combines several conditions to create good trading opportunity.

  • 100% Win in last 15 years
  • Seasonal patterns correlation - All patterns up to 30 years have similar movement and correlation
  • The spread slowly reaches strong support - but wait for price action signal

Backtest Buy LEV21-HEV21 Entry: 2021-06-18 Exit: 2021-07-02

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 80% 15 115.73 9999 720.00 9.50 1736.00 -1192.00 1736.00 0.00 2450.00 -258.00 8680.00 8680.00 0.00 90.00
10 100% 10 0 70% 15 85.93 9999 720.00 7.99 1289.00 -1226.00 1289.00 0.00 2005.00 -251.00 12890.00 12890.00 0.00 90.00
15 100% 15 0 73% 15 90.93 9999 720.00 7.34 1364.00 -1010.67 1364.00 0.00 1966.67 -268.00 20460.00 20460.00 0.00 550.00
20 85% 17 3 80% 15 63.47 7.39 720.00 4.80 952.00 -1069.00 1295.29 -993.33 1700.50 -354.00 19040.00 22020.00 -2980.00 550.00
30 77% 23 7 73% 15 59.51 5.53 720.00 4.14 892.67 -909.63 1421.22 -844.00 1528.04 -369.19 26780.00 32688.00 -5908.00 550.00
55 64% 35 20 69% 15 25.59 1.99 720.00 1.94 383.92 -968.52 1212.67 -1066.40 1096.82 -565.28 21115.60 42443.60 -21328.00 720.00
Equity for backtest
Year Enter date Enter price Exit date Exit price Points Profit Days# Best Date Best Worst Date Worst Drawdown
2020 2020-06-18 48.225 2020-07-02 54.325 6.100 2440.00 15 2020-07-02 2440.00 2020-06-19 -90.00 -900.00
2019 2019-06-18 30.450 2019-07-02 32.300 1.850 740.00 15 2019-06-26 2640.00 2019-06-19 -720.00 -1900.00
2018 2018-06-18 42.650 2018-07-02 51.275 8.625 3450.00 15 2018-07-02 3450.00 - 0.00 -1300.00
2017 2017-06-19 44.325 2017-06-30 44.750 0.425 170.00 12 2017-06-26 1030.00 2017-06-22 -480.00 -860.00
2016 2016-06-20 36.225 2016-07-01 40.925 4.700 1880.00 12 2016-06-30 2690.00 - 0.00 -1000.00
2015 2015-06-18 85.575 2015-07-02 87.850 2.275 910.00 15 2015-06-23 2280.00 2015-06-30 -350.00 -2630.00
2014 2014-06-18 40.050 2014-07-02 40.575 0.525 210.00 15 2014-06-26 1950.00 2014-06-30 -330.00 -2280.00
2013 2013-06-18 37.650 2013-07-02 40.625 2.975 1190.00 15 2013-07-02 1190.00 - 0.00 -490.00
2012 2012-06-18 40.000 2012-07-02 40.250 0.250 100.00 15 2012-06-29 580.00 2012-06-21 -450.00 -480.00
2011 2011-06-20 28.400 2011-07-01 32.900 4.500 1800.00 12 2011-07-01 1800.00 2011-06-22 -90.00 -420.00
2010 2010-06-18 14.350 2010-07-02 17.175 2.825 1130.00 15 2010-07-02 1130.00 2010-06-23 -490.00 -490.00
2009 2009-06-18 30.975 2009-07-02 33.050 2.075 830.00 15 2009-06-29 1730.00 2009-06-19 -470.00 -900.00
2008 2008-06-18 36.600 2008-07-02 42.100 5.500 2200.00 15 2008-07-01 2360.00 2008-06-20 -550.00 -590.00
2007 2007-06-18 26.200 2007-07-02 30.425 4.225 1690.00 15 2007-06-29 1760.00 - 0.00 -170.00
2006 2006-06-19 23.225 2006-06-30 27.525 4.300 1720.00 12 2006-06-28 2470.00 - 0.00 -750.00
2005 2005-06-20 26.625 2005-07-01 24.800 -1.825 -730.00 12 2005-06-24 720.00 2005-07-01 -730.00 -1450.00
2004 2004-06-18 21.525 2004-07-02 19.250 -2.275 -910.00 15 2004-06-24 1510.00 2004-07-02 -910.00 -2420.00
2003 2003-06-18 10.600 2003-07-02 14.350 3.750 1500.00 15 2003-07-02 1500.00 - 0.00 -290.00
2002 2002-06-18 25.625 2002-07-02 25.775 0.150 60.00 15 2002-06-27 780.00 2002-06-20 -80.00 -720.00
2001 2001-06-18 18.325 2001-07-02 14.975 -3.350 -1340.00 15 - 0.00 2001-07-02 -1340.00 -1340.00
2000 2000-06-19 10.375 2000-06-30 10.300 -0.075 -30.00 12 2000-06-20 80.00 2000-06-26 -680.00 -760.00
1999 1999-06-18 12.200 1999-07-02 21.750 9.550 3820.00 15 1999-07-01 3830.00 - 0.00 -10.00
1998 1998-06-18 11.250 1998-07-02 14.375 3.125 1250.00 15 1998-06-30 1350.00 - 0.00 -200.00
1997 1997-06-18 -4.450 1997-07-02 -6.275 -1.825 -730.00 15 1997-06-27 270.00 1997-07-02 -730.00 -1000.00
1996 1996-06-18 1.784 1996-07-02 -1.158 -2.942 -1176.80 15 1996-06-28 104.80 1996-07-02 -1176.80 -1281.60
1995 1995-06-19 3.509 1995-06-30 5.702 2.193 877.20 12 1995-06-29 984.80 1995-06-21 -82.00 -234.00
1994 1994-06-20 7.907 1994-07-01 12.532 4.625 1850.00 12 1994-07-01 1850.00 - 0.00 -294.40
1993 1993-06-18 19.439 1993-07-02 16.961 -2.478 -991.20 15 1993-06-30 490.80 1993-07-02 -991.20 -1482.00
1992 1992-06-18 17.024 1992-07-02 19.637 2.613 1045.20 15 1992-07-02 1045.20 1992-06-24 -114.80 -426.00
1991 1991-06-18 12.368 1991-07-02 16.932 4.564 1825.60 15 1991-07-02 1825.60 1991-06-20 -220.80 -220.80
1990 1990-06-18 6.169 1990-07-02 2.259 -3.910 -1564.00 15 1990-06-21 164.40 1990-07-02 -1564.00 -1728.40
1989 1989-06-19 13.149 1989-06-30 14.249 1.100 440.00 12 1989-06-29 496.40 1989-06-23 -85.20 -184.40
1988 1988-06-20 7.114 1988-07-01 8.972 1.858 743.20 12 1988-07-01 743.20 1988-06-22 -586.40 -586.40
1987 1987-06-18 0.782 1987-07-02 -2.522 -3.304 -1321.60 15 1987-06-29 508.00 1987-07-02 -1321.60 -1829.60
1986 1986-06-18 -6.549 1986-07-02 -14.623 -8.074 -3229.60 15 - 0.00 1986-07-02 -3229.60 -3229.60
1985 1985-06-18 -2.336 1985-07-02 -0.407 1.929 771.60 15 1985-07-02 771.60 - 0.00 -260.00
1984 1984-06-18 -15.071 1984-07-02 -6.833 8.238 3295.20 15 1984-07-02 3295.20 1984-06-19 -66.00 -66.00
1983 1983-06-20 3.028 1983-07-01 4.845 1.817 726.80 12 1983-06-23 844.40 1983-06-22 -28.80 -605.20
1982 1982-06-18 -11.459 1982-07-02 -15.634 -4.175 -1670.00 15 - 0.00 1982-06-25 -1746.40 -1746.40
1981 1981-06-18 -7.823 1981-07-02 -5.015 2.808 1123.20 15 1981-06-30 1781.60 - 0.00 -658.40
1980 1980-06-18 14.510 1980-07-02 13.692 -0.818 -327.20 15 1980-06-19 147.60 1980-06-26 -469.60 -617.20
1979 1979-06-18 17.177 1979-07-02 18.211 1.034 413.60 15 1979-06-29 1192.00 - 0.00 -778.40
1978 1978-06-19 -4.667 1978-06-30 -7.355 -2.688 -1075.20 12 - 0.00 1978-06-26 -1982.80 -1982.80
1977 1977-06-20 -10.963 1977-07-01 -12.276 -1.313 -525.20 12 1977-06-22 893.20 1977-06-29 -1017.20 -1910.40
1976 1976-06-18 -13.557 1976-07-02 -15.847 -2.290 -916.00 15 - 0.00 1976-06-28 -1003.60 -1003.60
1975 1975-06-18 -19.783 1975-07-02 -20.649 -0.866 -346.40 15 - 0.00 1975-06-24 -1453.20 -1453.20
1974 1974-06-18 1.738 1974-07-02 -2.853 -4.591 -1836.40 15 1974-06-19 356.80 1974-06-27 -2601.20 -2958.00
1973 1973-06-18 -7.072 1973-07-02 -11.326 -4.254 -1701.60 15 1973-06-22 228.40 1973-07-02 -1701.60 -1930.00
1972 1972-06-19 -1.581 1972-06-30 -0.151 1.430 572.00 12 1972-06-21 775.20 - 0.00 -511.60
1971 1971-06-18 0.334 1971-07-02 2.626 2.292 916.80 15 1971-06-30 940.80 - 0.00 -60.80
1970 1970-06-18 1.673 1970-07-02 2.540 0.867 346.80 15 1970-07-01 441.20 1970-06-23 -36.40 -240.40
1969 1969-06-18 1.524 1969-07-02 -0.555 -2.079 -831.60 15 1969-06-19 40.00 1969-06-25 -1006.00 -1046.00
1968 1968-06-18 0.399 1968-07-02 1.269 0.870 348.00 15 1968-07-02 348.00 - 0.00 -20.00
1967 1967-06-19 -1.642 1967-06-30 -1.830 -0.188 -75.20 12 1967-06-20 165.20 1967-06-28 -115.20 -280.40
1966 1966-06-20 -1.141 1966-07-01 -0.995 0.146 58.40 12 1966-06-29 350.80 - 0.00 -292.40