Futures Spread Strategy For January, 2019 - Buy WZ19-WU19

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

Futures Spread Strategy For January, 2019 - Buy WZ19-WU19

This spread combines several conditions to create good trading opportunity.

  • 90% Win in last 20 years
  • Narrow legs spread with expected lower volatility
  • Seasonal patterns correlation - All patterns up to 30 years have similar movement and correlation over 92% in seasonal window
  • Long seasonal window - A lot of time for seasonality to kick in. Possibility to take profit earlier

Backtest Buy WZ19-WU19 Entry: 2019-01-03 Exit: 2019-06-12

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% 161 1.86 9999 237.50 4.91 300.00 -265.00 300.00 0.00 392.50 -80.00 1500.00 1500.00 0.00 237.50
10 100% 10 0 40% 161 2.41 9999 237.50 6.65 388.75 -332.50 388.75 0.00 565.00 -85.00 3887.50 3887.50 0.00 237.50
15 100% 15 0 67% 161 2.15 9999 700.00 3.41 346.67 -375.83 346.67 0.00 485.83 -142.50 5200.00 5200.00 0.00 700.00
20 90% 18 2 55% 161 1.65 43.60 700.00 3.17 266.25 -323.75 302.78 -62.50 395.62 -125.00 5325.00 5450.00 -125.00 700.00
30 87% 26 4 57% 161 1.29 15.65 700.00 2.69 207.50 -293.33 255.77 -106.25 325.42 -120.83 6225.00 6650.00 -425.00 700.00
62 79% 49 13 53% 161 0.74 6.18 700.00 1.89 118.56 -234.59 186.60 -94.60 217.04 -115.03 7351.00 8770.00 -1419.00 700.00
Equity for backtest
Year Enter date Enter price Exit date Exit price Points Profit Days# Best Date Best Worst Date Worst Drawdown
2018 2018-01-03 16.75 2018-06-12 22.25 5.50 275.00 161 2018-04-23 387.50 - 0.00 -300.00
2017 2017-01-03 16.75 2017-06-12 22.25 5.50 275.00 161 2017-04-21 350.00 2017-01-05 -87.50 -225.00
2016 2016-01-04 14.50 2016-06-10 18.25 3.75 187.50 159 2016-06-07 212.50 2016-01-13 -75.00 -187.50
2015 2015-01-05 9.50 2015-06-12 14.25 4.75 237.50 159 2015-04-30 450.00 - 0.00 -350.00
2014 2014-01-03 13.50 2014-06-12 24.00 10.50 525.00 161 2014-06-11 562.50 2014-03-19 -237.50 -262.50
2013 2013-01-03 13.50 2013-06-12 14.25 0.75 37.50 161 2013-05-08 200.00 2013-03-27 -137.50 -250.00
2012 2012-01-03 19.25 2012-06-12 24.75 5.50 275.00 162 2012-06-04 362.50 2012-03-05 -225.00 -500.00
2011 2011-01-03 11.75 2011-06-10 40.00 28.25 1412.50 159 2011-05-13 2312.50 2011-01-26 -37.50 -900.00
2010 2010-01-04 22.50 2010-06-11 28.50 6.00 300.00 159 2010-05-24 450.00 2010-01-07 -25.00 -225.00
2009 2009-01-05 19.75 2009-06-12 27.00 7.25 362.50 159 2009-06-12 362.50 2009-01-07 -25.00 -125.00
2008 2008-01-03 11.50 2008-06-12 23.50 12.00 600.00 162 2008-06-09 600.00 2008-02-28 -700.00 -1100.00
2007 2007-01-03 9.00 2007-06-12 13.25 4.25 212.50 161 2007-04-02 337.50 2007-04-26 -262.50 -600.00
2006 2006-01-03 11.50 2006-06-12 17.00 5.50 275.00 161 2006-05-17 412.50 2006-02-09 -62.50 -187.50
2005 2005-01-03 9.00 2005-06-10 11.00 2.00 100.00 159 2005-06-09 112.50 2005-03-18 -162.50 -200.00
2004 2004-01-05 8.00 2004-06-10 10.50 2.50 125.00 158 2004-04-23 175.00 2004-01-13 -100.00 -225.00
2003 2003-01-03 9.50 2003-06-12 9.00 -0.50 -25.00 161 2003-03-28 150.00 2003-06-10 -75.00 -225.00
2002 2002-01-03 10.75 2002-06-12 8.75 -2.00 -100.00 161 2002-04-26 87.50 2002-06-12 -100.00 -187.50
2001 2001-01-03 14.00 2001-06-12 15.25 1.25 62.50 161 2001-01-25 150.00 2001-01-12 -37.50 -175.00
2000 2000-01-03 14.75 2000-06-12 16.50 1.75 87.50 162 2000-06-07 87.50 2000-02-18 -75.00 -112.50
1999 1999-01-04 13.50 1999-06-11 15.50 2.00 100.00 159 1999-04-09 150.00 1999-02-08 -75.00 -137.50
1998 1998-01-05 10.50 1998-06-12 15.25 4.75 237.50 159 1998-06-04 287.50 1998-01-22 -50.00 -175.00
1997 1997-01-03 10.50 1997-06-12 12.00 1.50 75.00 161 1997-05-22 100.00 1997-01-17 -150.00 -237.50
1996 1996-01-03 6.00 1996-06-12 9.75 3.75 187.50 162 1996-03-05 287.50 1996-04-24 -262.50 -550.00
1995 1995-01-03 11.25 1995-06-12 12.25 1.00 50.00 161 1995-04-19 125.00 1995-01-09 -100.00 -137.50
1994 1994-01-03 8.00 1994-06-10 11.25 3.25 162.50 159 1994-06-03 212.50 1994-01-11 -50.00 -175.00
1993 1993-01-04 10.25 1993-06-11 11.50 1.25 62.50 159 1993-06-03 112.50 1993-01-28 -175.00 -212.50
1992 1992-01-03 10.50 1992-06-12 6.50 -4.00 -200.00 162 1992-02-14 37.50 1992-05-01 -212.50 -250.00
1991 1991-01-03 11.75 1991-06-12 9.75 -2.00 -100.00 161 1991-04-03 200.00 1991-06-11 -112.50 -312.50
1990 1990-01-03 10.00 1990-06-12 14.50 4.50 225.00 161 1990-06-11 225.00 - 0.00 -100.00
1989 1989-01-03 9.00 1989-06-12 13.00 4.00 200.00 161 1989-06-05 262.50 1989-01-17 -12.50 -175.00
1988 1988-01-04 8.00 1988-06-10 9.25 1.25 62.50 159 1988-02-25 200.00 - 0.00 -175.00
1987 1987-01-05 7.00 1987-06-12 7.50 0.50 25.00 159 1987-05-26 87.50 1987-05-12 -162.50 -225.00
1986 1986-01-03 10.75 1986-06-12 8.25 -2.50 -125.00 161 1986-02-05 137.50 1986-04-23 -275.00 -412.50
1985 1985-01-03 10.25 1985-06-12 6.75 -3.50 -175.00 161 1985-04-17 62.50 1985-06-12 -175.00 -237.50
1984 1984-01-03 12.75 1984-06-12 15.00 2.25 112.50 162 1984-05-25 175.00 1984-02-17 -100.00 -225.00
1983 1983-01-03 16.25 1983-06-10 13.75 -2.50 -125.00 159 1983-01-27 87.50 1983-03-18 -200.00 -287.50
1982 1982-01-04 17.50 1982-06-11 22.50 5.00 250.00 159 1982-02-05 262.50 1982-01-12 -62.50 -312.50
1981 1981-01-05 20.25 1981-06-12 25.25 5.00 250.00 159 1981-05-08 362.50 1981-01-08 -262.50 -275.00
1980 1980-01-03 17.50 1980-06-12 18.50 1.00 50.00 162 1980-03-31 150.00 1980-03-26 -187.50 -287.50
1979 1979-01-03 11.00 1979-06-12 11.00 0.00 0.00 161 1979-04-24 75.00 1979-06-08 -200.00 -275.00
1978 1978-01-03 6.75 1978-06-12 4.75 -2.00 -100.00 161 1978-01-16 212.50 1978-03-10 -337.50 -550.00
1977 1977-01-03 9.50 1977-06-10 10.13 0.63 31.50 159 1977-04-18 75.00 1977-05-10 -112.50 -187.50
1976 1976-01-05 8.75 1976-06-11 11.75 3.00 150.00 159 1976-04-14 219.00 1976-01-12 -62.50 -156.50
1975 1975-01-03 10.00 1975-06-12 9.00 -1.00 -50.00 161 1975-01-09 50.00 1975-02-19 -225.00 -275.00
1974 1974-01-03 1.00 1974-06-12 10.25 9.25 462.50 161 1974-05-29 525.00 1974-03-12 -100.00 -300.00
1973 1973-01-03 2.00 1973-06-12 -5.37 -7.37 -368.50 161 1973-01-18 37.50 1973-06-05 -487.50 -525.00
1972 1972-01-05 4.25 1972-06-12 4.50 0.25 12.50 160 1972-04-10 50.00 1972-03-22 -62.50 -112.50
1971 1971-01-04 4.50 1971-06-11 4.12 -0.38 -19.00 159 1971-01-11 62.50 1971-05-27 -62.50 -125.00
1970 1970-01-05 4.37 1970-06-12 5.25 0.88 44.00 159 1970-02-18 50.50 1970-02-09 -37.00 -69.00
1969 1969-01-03 4.75 1969-06-12 6.25 1.50 75.00 161 1969-02-10 75.00 1969-01-06 -6.00 -75.00
1968 1968-01-03 5.25 1968-06-12 5.88 0.63 31.50 162 1968-04-29 50.00 1968-01-26 -25.00 -31.50
1967 1967-01-03 5.50 1967-06-12 6.25 0.75 37.50 161 1967-06-07 37.50 1967-01-19 -50.00 -62.00
1966 1966-01-03 4.13 1966-06-10 5.13 1.00 50.00 159 1966-05-31 75.00 1966-01-06 -0.50 -37.50
1965 1965-01-05 4.38 1965-06-11 4.25 -0.13 -6.50 158 1965-03-19 31.00 1965-06-08 -31.50 -62.50
1964 1964-01-03 4.00 1964-06-12 5.75 1.75 87.50 162 1964-05-08 100.00 1964-01-23 -25.00 -68.50
1963 1963-01-03 4.75 1963-06-12 5.38 0.63 31.50 161 1963-06-06 44.00 1963-05-22 -62.50 -75.00
1962 1962-01-03 5.50 1962-06-12 5.00 -0.50 -25.00 161 - 0.00 1962-05-07 -81.50 -81.50
1961 1961-01-03 4.75 1961-06-12 7.00 2.25 112.50 161 1961-06-12 112.50 1961-01-04 -6.50 -56.50
1960 1960-01-04 5.75 1960-06-10 5.75 0.00 0.00 159 - 0.00 1960-02-24 -69.00 -69.00
1959 1959-01-05 4.50 1959-06-12 5.63 1.13 56.50 159 1959-06-08 62.50 1959-01-09 -18.50 -37.00
1958 1958-01-03 3.63 1958-06-12 5.38 1.75 87.50 161 1958-06-11 112.00 - 0.00 -31.50
1957 1957-01-03 3.00 1957-06-12 5.00 2.00 100.00 161 1957-06-06 112.50 1957-01-14 -19.00 -44.00