Commodity Futures Spread Strategy for March, 2014 - Buy GOX14-GOU14

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

Commodity Futures Spread Strategy for March, 2014 - Buy GOX14-GOU14

This futures spread combines several conditions to create good trading opportunity.

  • 93% Win in last 15 years
  • Seasonal patterns correlation over 90%
  • Spread moves in a narrow range
  • Possible to entry at support and use a small stop-loss
  • Historical lows - Current year is moving around historical lows with nice space for profit

Backtest Buy GOX14-GOU14 Entry: 2014-03-13 Exit: 2014-05-31

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% 80 5.44 9999 175.00 9.08 435.00 -195.00 435.00 0.00 545.00 -60.00 2175.00 2175.00 0.00 25.00
10 90% 9 1 80% 80 4.06 11.00 225.00 3.02 325.00 -302.50 446.88 -162.50 467.50 -155.00 3250.00 3575.00 -325.00 225.00
15 93% 14 1 67% 80 3.58 14.23 225.00 3.04 286.67 -271.67 385.42 -108.33 410.00 -135.00 4300.00 4625.00 -325.00 225.00
20 85% 17 3 55% 80 2.72 9.29 225.00 2.47 217.50 -245.00 348.21 -87.50 327.50 -132.50 4350.00 4875.00 -525.00 225.00
30 80% 24 6 73% 80 2.40 8.42 400.00 1.64 191.67 -359.17 310.71 -86.11 334.17 -204.17 5750.00 6525.00 -775.00 400.00
32 78% 25 7 75% 80 2.38 8.62 400.00 1.70 190.62 -382.03 313.64 -80.00 350.00 -205.47 6100.00 6900.00 -800.00 400.00
Equity for backtest
Year Enter date Enter price Exit date Exit price Points Profit Days# Best Date Best Worst Date Worst Drawdown
2013 2013-03-13 -4.25 2013-05-31 3.25 7.50 750.00 80 2013-04-30 825.00 - 0.00 -300.00
2012 2012-03-13 -4.00 2012-05-31 0.50 4.50 450.00 80 2012-05-28 450.00 2012-03-16 -25.00 -100.00
2011 2011-03-14 -0.25 2011-05-31 2.75 3.00 300.00 79 2011-05-17 475.00 2011-03-16 -100.00 -175.00
2010 2010-03-15 7.75 2010-05-31 9.50 1.75 175.00 78 2010-05-10 375.00 2010-03-16 -175.00 -200.00
2009 2009-03-13 15.00 2009-05-29 20.00 5.00 500.00 78 2009-05-27 600.00 - 0.00 -200.00
2008 2008-03-13 -5.25 2008-05-30 1.75 7.00 700.00 79 2008-05-30 700.00 2008-04-10 -225.00 -500.00
2007 2007-03-13 10.00 2007-05-31 10.00 0.00 0.00 80 2007-03-23 200.00 2007-03-30 -275.00 -475.00
2006 2006-03-13 9.50 2006-05-31 12.75 3.25 325.00 80 2006-05-19 375.00 2006-03-30 -150.00 -225.00
2005 2005-03-14 -1.25 2005-05-31 2.50 3.75 375.00 79 2005-05-16 575.00 2005-04-01 -150.00 -300.00
2004 2004-03-15 -0.25 2004-05-28 -3.50 -3.25 -325.00 75 2004-03-25 100.00 2004-05-20 -450.00 -550.00
2003 2003-03-13 -4.00 2003-05-30 -0.25 3.75 375.00 79 2003-05-08 550.00 - 0.00 -175.00
2002 2002-03-13 1.25 2002-05-31 3.50 2.25 225.00 80 2002-05-28 225.00 2002-03-20 -175.00 -175.00
2001 2001-03-13 1.50 2001-05-31 1.50 0.00 0.00 80 2001-03-15 50.00 2001-04-12 -175.00 -225.00
2000 2000-03-13 -2.50 2000-05-31 0.75 3.25 325.00 80 2000-04-10 500.00 - 0.00 -300.00
1999 1999-03-15 3.75 1999-05-28 5.00 1.25 125.00 75 1999-05-18 150.00 1999-04-22 -125.00 -175.00
1998 1998-03-13 4.75 1998-05-29 6.75 2.00 200.00 78 1998-05-22 200.00 1998-03-23 -125.00 -200.00
1997 1997-03-13 2.75 1997-05-30 3.25 0.50 50.00 79 1997-04-02 100.00 1997-03-19 -50.00 -100.00
1996 1996-03-13 2.50 1996-05-31 0.75 -1.75 -175.00 80 1996-03-14 25.00 1996-04-10 -225.00 -250.00
1995 1995-03-13 4.50 1995-05-31 4.50 0.00 0.00 80 1995-05-12 75.00 1995-04-19 -100.00 -150.00
1994 1994-03-14 5.00 1994-05-31 4.75 -0.25 -25.00 79 - 0.00 1994-04-22 -125.00 -125.00
1993 1993-03-15 5.00 1993-05-28 5.50 0.50 50.00 75 1993-04-07 50.00 1993-03-23 -150.00 -150.00
1992 1992-03-13 2.75 1992-05-29 4.00 1.25 125.00 78 1992-03-25 200.00 1992-04-08 -25.00 -225.00
1991 1991-03-13 2.75 1991-05-31 4.75 2.00 200.00 80 1991-05-20 275.00 1991-03-15 -150.00 -225.00
1990 1990-03-13 3.75 1990-05-31 5.75 2.00 200.00 80 1990-03-19 225.00 1990-04-23 -400.00 -625.00
1989 1989-03-13 2.50 1989-05-31 2.25 -0.25 -25.00 80 1989-04-11 275.00 1989-03-31 -625.00 -725.00
1988 1988-03-14 0.00 1988-05-31 3.00 3.00 300.00 79 1988-05-24 400.00 1988-04-11 -325.00 -650.00
1987 1987-03-13 0.00 1987-05-29 3.25 3.25 325.00 78 1987-05-19 425.00 1987-05-11 -400.00 -800.00
1986 1986-03-13 5.50 1986-05-30 3.50 -2.00 -200.00 79 1986-04-03 500.00 1986-05-08 -775.00 -1275.00
1985 1985-03-13 -1.00 1985-05-31 3.50 4.50 450.00 80 1985-05-03 850.00 1985-03-29 -300.00 -600.00
1984 1984-03-13 3.00 1984-05-31 2.75 -0.25 -25.00 80 1984-03-21 275.00 1984-04-17 -325.00 -600.00
1983 1983-03-14 1.00 1983-05-31 4.75 3.75 375.00 79 1983-05-13 675.00 1983-03-28 -150.00 -650.00
1982 1982-03-15 4.00 1982-05-28 3.75 -0.25 -25.00 75 1982-04-20 500.00 1982-04-02 -300.00 -800.00