Futures Spread Strategy For June, 2020 - Buy GFV20-GFU20

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

Futures Spread Strategy For June, 2020 - Buy GFV20-GFU20

This spread combines several conditions to create good trading opportunity:

  • 100% Win in last 15 years
  • The spread is moving in narrow historical range, see stacked chart in platform
  • You can also speculate to buy a spread at bottom of historical range and sell on the top and vice versa
  • Low margin requirement

Backtest Buy GFV20-GFU20 Entry: 2020-06-23 (green line) Exit: 2020-07-18 (red line)

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 0 100% 26 5.77 9999 350.00 2.68 150.00 -417.50 187.50 0.00 375.00 -140.00 750.00 750.00 0.00 0.00
10 100% 10 0 90% 26 6.20 9999 350.00 2.98 161.25 -335.00 179.17 0.00 353.75 -118.75 1612.50 1612.50 0.00 125.00
15 100% 15 0 80% 26 6.51 9999 350.00 2.63 169.17 -321.67 181.25 0.00 326.67 -124.17 2537.50 2537.50 0.00 125.00
20 85% 17 3 65% 26 5.10 9.48 350.00 1.99 132.50 -306.88 185.16 -78.12 273.75 -137.50 2650.00 2962.50 -312.50 325.00
30 60% 18 12 77% 26 1.52 1.67 350.00 1.24 39.58 -286.25 185.16 -126.79 198.75 -160.83 1187.50 2962.50 -1775.00 350.00
48 56% 27 21 92% 26 0.88 1.32 525.00 1.07 22.92 -298.96 181.50 -149.46 188.28 -176.56 1100.00 4537.50 -3437.50 525.00
Equity for backtest
Year Enter date Enter price Exit date Exit price Points Profit Days# Best Date Best Worst Date Worst Drawdown
2019 2019-06-24 0.250 2019-07-18 0.250 0.000 0.00 25 2019-07-03 200.00 2019-07-09 -175.00 -375.00
2018 2018-06-25 -0.175 2018-07-18 0.075 0.250 125.00 24 2018-07-11 350.00 2018-06-29 -350.00 -437.50
2017 2017-06-23 -1.700 2017-07-18 -1.225 0.475 237.50 26 2017-07-05 625.00 - 0.00 -612.50
2016 2016-06-23 -1.675 2016-07-18 -1.025 0.650 325.00 26 2016-07-13 425.00 - 0.00 -212.50
2015 2015-06-23 -1.850 2015-07-17 -1.725 0.125 62.50 25 2015-06-26 275.00 2015-07-16 -175.00 -450.00
2014 2014-06-23 0.150 2014-07-18 0.250 0.100 50.00 26 2014-06-27 112.50 2014-07-09 -237.50 -350.00
2013 2013-06-24 1.550 2013-07-18 1.850 0.300 150.00 25 2013-07-17 175.00 2013-06-26 -50.00 -62.50
2012 2012-06-25 1.200 2012-07-18 1.850 0.650 325.00 24 2012-07-11 725.00 2012-06-27 -125.00 -400.00
2011 2011-06-23 0.175 2011-07-18 0.775 0.600 300.00 26 2011-07-13 462.50 2011-06-28 -25.00 -237.50
2010 2010-06-23 -0.250 2010-07-16 -0.175 0.075 37.50 24 2010-07-01 187.50 2010-06-29 -50.00 -212.50
2009 2009-06-23 -0.225 2009-07-17 -0.150 0.075 37.50 25 2009-07-02 287.50 2009-06-26 -87.50 -287.50
2008 2008-06-23 1.300 2008-07-18 1.775 0.475 237.50 26 2008-07-07 362.50 2008-06-25 -125.00 -425.00
2007 2007-06-25 0.050 2007-07-18 0.300 0.250 125.00 24 2007-07-12 125.00 2007-07-11 -75.00 -125.00
2006 2006-06-23 -1.475 2006-07-18 -0.500 0.975 487.50 26 2006-07-12 550.00 2006-06-27 -37.50 -287.50
2005 2005-06-23 -1.050 2005-07-18 -0.975 0.075 37.50 26 2005-07-18 37.50 2005-07-01 -350.00 -350.00
2004 2004-06-23 -2.300 2004-07-16 -1.700 0.600 300.00 24 2004-07-16 300.00 2004-07-09 -325.00 -600.00
2003 2003-06-23 0.125 2003-07-18 -0.175 -0.300 -150.00 26 2003-07-01 25.00 2003-07-18 -150.00 -175.00
2002 2002-06-24 0.100 2002-07-18 0.350 0.250 125.00 25 2002-07-18 125.00 2002-07-10 -150.00 -162.50
2001 2001-06-25 0.150 2001-07-18 0.000 -0.150 -75.00 24 2001-07-06 37.50 2001-07-10 -112.50 -150.00
2000 2000-06-23 0.825 2000-07-18 0.650 -0.175 -87.50 26 2000-07-10 87.50 2000-07-05 -150.00 -225.00
1999 1999-06-23 0.425 1999-07-16 0.250 -0.175 -87.50 24 1999-07-02 50.00 1999-07-06 -112.50 -162.50
1998 1998-06-23 0.100 1998-07-17 0.100 0.000 0.00 25 1998-07-15 112.50 1998-06-26 -162.50 -162.50
1997 1997-06-23 0.200 1997-07-18 0.050 -0.150 -75.00 26 1997-06-25 100.00 1997-07-02 -112.50 -212.50
1996 1996-06-24 0.500 1996-07-18 0.200 -0.300 -150.00 25 1996-06-25 25.00 1996-07-16 -325.00 -350.00
1995 1995-06-23 -0.350 1995-07-18 -0.575 -0.225 -112.50 26 1995-07-03 12.50 1995-07-17 -137.50 -150.00
1994 1994-06-23 0.025 1994-07-18 -0.125 -0.150 -75.00 26 1994-06-27 50.00 1994-07-07 -162.50 -212.50
1993 1993-06-23 -0.400 1993-07-16 -0.450 -0.050 -25.00 24 1993-06-24 50.00 1993-07-13 -112.50 -162.50
1992 1992-06-23 -0.750 1992-07-17 -1.000 -0.250 -125.00 25 1992-07-08 50.00 1992-07-01 -125.00 -175.00
1991 1991-06-24 0.000 1991-07-18 -1.075 -1.075 -537.50 25 - 0.00 1991-07-18 -537.50 -537.50
1990 1990-06-25 -0.450 1990-07-18 -1.000 -0.550 -275.00 24 1990-06-26 37.50 1990-07-13 -287.50 -325.00
1989 1989-06-23 -0.075 1989-07-18 0.000 0.075 37.50 26 1989-07-10 112.50 1989-07-03 -25.00 -112.50
1988 1988-06-23 1.200 1988-07-18 0.300 -0.900 -450.00 26 1988-06-27 12.50 1988-07-07 -637.50 -650.00
1987 1987-06-23 -0.025 1987-07-17 0.100 0.125 62.50 25 1987-07-16 87.50 1987-07-13 -50.00 -112.50
1986 1986-06-23 -0.175 1986-07-18 0.100 0.275 137.50 26 1986-07-14 150.00 - 0.00 -87.50
1985 1985-06-24 0.025 1985-07-18 0.725 0.700 350.00 25 1985-07-18 350.00 1985-07-02 -50.00 -87.50
1984 1984-06-25 -0.575 1984-07-18 -0.725 -0.150 -75.00 24 1984-07-05 137.50 1984-07-13 -87.50 -225.00
1983 1983-06-23 -0.350 1983-07-18 -0.675 -0.325 -162.50 26 - 0.00 1983-07-15 -250.00 -250.00
1982 1982-06-23 -0.725 1982-07-16 -0.750 -0.025 -12.50 24 1982-06-29 75.00 1982-07-15 -112.50 -187.50
1981 1981-06-23 -0.050 1981-07-17 -0.425 -0.375 -187.50 25 1981-06-30 25.00 1981-07-02 -200.00 -225.00
1980 1980-06-23 -0.025 1980-07-18 0.400 0.425 212.50 26 1980-07-18 212.50 1980-06-27 -325.00 -325.00
1979 1979-06-25 -0.450 1979-07-18 -1.175 -0.725 -362.50 24 1979-07-03 25.00 1979-07-12 -375.00 -400.00
1978 1978-06-23 -0.275 1978-07-18 -0.375 -0.100 -50.00 26 1978-07-10 212.50 1978-06-27 -62.50 -262.50
1977 1977-06-23 -0.125 1977-07-18 0.325 0.450 225.00 26 1977-07-11 287.50 1977-07-05 -37.50 -200.00
1976 1976-06-23 0.375 1976-07-16 0.300 -0.075 -37.50 24 1976-07-01 62.50 1976-07-14 -337.50 -400.00
1975 1975-06-23 -0.050 1975-07-18 0.200 0.250 125.00 26 1975-07-17 275.00 1975-07-14 -175.00 -275.00
1974 1974-06-24 -0.700 1974-07-18 -0.425 0.275 137.50 25 1974-07-05 550.00 1974-07-11 -525.00 -1075.00
1973 1973-06-25 -0.575 1973-07-18 0.000 0.575 287.50 24 1973-07-06 325.00 - 0.00 -312.50
1972 1972-06-23 -0.250 1972-07-18 -0.900 -0.650 -325.00 26 1972-07-05 175.00 1972-07-12 -400.00 -575.00