Futures Spread Strategy For October, 2017 - Buy CLG18-CLF18

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

Futures Spread Strategy For October, 2017 - Buy CLG18-CLF18

This spread combines several conditions to create good trading opportunity.

  • 93% Win in last 15 years
  • High RRR 5.64
  • Seasonal patterns correlation vs spread - over 90%
  • Price action - the spread reached support and seems turn back to grow
  • Very low margin
  • Acceptable SL (under support = around $250) vs Average profit $740

Backtest Buy CLG18-CLF18 Entry: 2017-10-08 Exit: 2017-12-14

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% 68 8.85 9999 200.00 15.25 602.00 -238.00 602.00 0.00 732.00 -48.00 3010.00 3010.00 0.00 10.00
10 100% 10 0 40% 68 12.40 9999 630.00 6.42 843.00 -298.00 843.00 0.00 924.00 -144.00 8430.00 8430.00 0.00 30.00
15 100% 15 0 47% 68 10.90 9999 630.00 5.64 741.33 -322.00 741.33 0.00 860.67 -152.67 11120.00 11120.00 0.00 630.00
20 90% 18 2 50% 68 8.13 13.71 630.00 3.34 553.00 -357.00 662.78 -435.00 706.00 -211.50 11060.00 11930.00 -870.00 630.00
30 80% 24 6 47% 68 5.54 6.36 630.00 2.98 377.00 -406.00 559.17 -351.67 623.33 -209.33 11310.00 13420.00 -2110.00 630.00
34 76% 26 8 50% 68 4.67 4.41 630.00 2.65 317.65 -426.47 537.31 -396.25 591.76 -223.53 10800.00 13970.00 -3170.00 630.00
Equity for backtest
Year Enter date Enter price Exit date Exit price Points Profit Days# Best Date Best Worst Date Worst Drawdown
2017 2016-10-10 0.46 2016-12-14 1.05 0.59 590.00 66 2016-12-07 710.00 2016-10-19 -20.00 -250.00
2016 2015-10-08 0.59 2015-12-14 1.29 0.70 700.00 68 2015-12-10 1080.00 2015-10-09 -10.00 -380.00
2015 2014-10-08 -0.29 2014-12-12 0.27 0.56 560.00 66 2014-12-12 560.00 2014-10-15 -200.00 -230.00
2014 2013-10-08 -0.76 2013-12-13 0.33 1.09 1090.00 67 2013-11-14 1120.00 - 0.00 -210.00
2013 2012-10-08 0.45 2012-12-14 0.52 0.07 70.00 68 2012-11-13 190.00 2012-10-16 -10.00 -120.00
2012 2011-10-10 0.10 2011-12-14 0.19 0.09 90.00 66 2011-10-13 120.00 2011-10-25 -360.00 -480.00
2011 2010-10-08 0.54 2010-12-14 0.56 0.02 20.00 68 2010-11-17 130.00 2010-12-06 -180.00 -310.00
2010 2009-10-08 0.56 2009-12-14 2.35 1.79 1790.00 68 2009-12-14 1790.00 2009-10-19 -30.00 -220.00
2009 2008-10-08 0.11 2008-12-12 2.84 2.73 2730.00 66 2008-12-11 2750.00 - 0.00 -150.00
2008 2007-10-08 -0.51 2007-12-14 0.28 0.79 790.00 68 2007-12-14 790.00 2007-11-20 -630.00 -630.00
2007 2006-10-09 0.80 2006-12-14 0.82 0.02 20.00 67 2006-12-04 790.00 - 0.00 -790.00
2006 2005-10-10 0.38 2005-12-14 1.02 0.64 640.00 66 2005-12-14 640.00 2005-10-18 -520.00 -520.00
2005 2004-10-08 -0.65 2004-12-14 0.63 1.28 1280.00 68 2004-12-13 1470.00 2004-10-14 -50.00 -190.00
2004 2003-10-08 -0.40 2003-12-12 -0.09 0.31 310.00 66 2003-12-12 310.00 2003-10-10 -170.00 -210.00
2003 2002-10-08 -0.43 2002-12-13 0.01 0.44 440.00 67 2002-12-10 460.00 2002-10-14 -110.00 -140.00
2002 2001-10-08 0.15 2001-12-14 0.26 0.11 110.00 68 2001-12-10 270.00 2001-10-11 -110.00 -160.00
2001 2000-10-09 -0.19 2000-12-14 -0.82 -0.63 -630.00 67 - 0.00 2000-11-29 -950.00 -950.00
2000 1999-10-08 -0.20 1999-12-14 -0.44 -0.24 -240.00 68 1999-10-29 110.00 1999-11-22 -850.00 -960.00
1999 1998-10-08 0.18 1998-12-14 0.44 0.26 260.00 68 1998-12-11 340.00 1998-10-27 -30.00 -140.00
1998 1997-10-08 -0.21 1997-12-12 0.23 0.44 440.00 66 1997-12-01 490.00 - 0.00 -100.00
1997 1996-10-08 -0.68 1996-12-13 -0.48 0.20 200.00 67 1996-11-06 410.00 - 0.00 -370.00
1996 1995-10-09 -0.04 1995-12-14 -0.38 -0.34 -340.00 67 1995-10-12 10.00 1995-12-06 -360.00 -370.00
1995 1994-10-10 -0.02 1994-12-14 0.07 0.09 90.00 66 1994-12-14 90.00 1994-11-03 -200.00 -250.00
1994 1993-10-08 0.11 1993-12-14 0.39 0.28 280.00 68 1993-12-14 280.00 1993-10-13 -40.00 -60.00
1993 1992-10-08 -0.12 1992-12-14 0.11 0.23 230.00 68 1992-12-11 250.00 1992-10-16 -20.00 -60.00
1992 1991-10-08 -0.22 1991-12-13 0.00 0.22 220.00 67 1991-12-11 290.00 1991-11-04 -110.00 -110.00
1991 1990-10-08 -1.35 1990-12-14 -0.88 0.47 470.00 68 1990-11-30 3040.00 1990-11-23 -280.00 -2570.00
1990 1989-10-09 -0.18 1989-12-14 -0.31 -0.13 -130.00 67 1989-10-25 80.00 1989-12-13 -140.00 -220.00
1989 1988-10-10 0.00 1988-12-14 -0.48 -0.48 -480.00 66 1988-10-25 50.00 1988-12-13 -500.00 -550.00
1988 1987-10-08 -0.08 1987-12-14 -0.37 -0.29 -290.00 68 1987-11-18 80.00 1987-12-09 -400.00 -480.00
1987 1986-10-08 0.03 1986-12-12 0.19 0.16 160.00 66 1986-12-12 160.00 1986-11-10 -80.00 -190.00
1986 1985-10-08 -0.49 1985-12-13 -1.26 -0.77 -770.00 67 1985-12-10 790.00 1985-12-13 -770.00 -1560.00
1985 1984-10-08 -0.08 1984-12-14 0.31 0.39 390.00 68 1984-12-14 390.00 1984-11-05 -140.00 -160.00
1984 1983-10-10 -0.10 1983-12-14 -0.39 -0.29 -290.00 66 1983-11-04 80.00 1983-12-06 -330.00 -410.00