Blog - Calendar Spread

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

• 93% Win in last 15 years
• Seasonal patterns correlation over 90%
• Strong support level, possible to entry around support and use a small stop-loss
• Low margin requirements

This spread combines several conditions to create good trading opportunity.

• 87% Win in last 15 years
• Historical lows - Current year is moving at historical lows
• Strong seasonal patterns correlation in seasonal window
• Narrow legs spread with expected lower volatility
• Possible to entry around support and use a small stop-loss
• Spread historically moves in a narrow range

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

• 100% Win in last 30 years
• Strong seasonal patterns correlation in trading window
• Now (at the time of entry) there is a nice role reversal pattern
• The stoploss can be placed under a local support level.
• Closer legs with expected lower volatility
• Long seasonal window - A lot of time for seasonality to kick in. Possibility to take profit earlier

This spread combines several conditions to create good trading opportunity.

• Historical lows - Current year is moving at historical lows - nice space for profit
• 87% Win in last 15 years
• Narrow legs spread with expected lower volatility
• Strong seasonal patterns correlation in seasonal window
• Spread historically moves in a narrow range
• Possible to entry around support and use a small stop-loss

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, more than 95% in seasonal window
• Long seasonal window - A lot of time for seasonality to kick in. Possibility to take profit earlier

This spread combines several conditions to create good trading opportunity.

• 93% Win in last 15 years
• Narrow legs spread with expected lower volatility
• Spread historically moves in a narrow range
• Possible to entry around support and use a small stop-loss

This spread combines several conditions to create good trading opportunity.

• 93% Win probability - Only one year in fifteen was looser
• Seasonal patterns correlation - All patterns up to 20 years have similar movement and correlation, more than 90% in seasonal window
• Strong Support level to place stop loss
• Narrow legs spread with expected lower volatility
• Historical lows - Current year is moving around historical lows with nice space for profit
• Long seasonal window - A lot of time for seasonality to kick in. Possibility to take profit earlier

This spread combines several conditions to create good trading opportunity:

• 100% Win in last 20 years
• Narrow legs spread with expected lower volatility
• Possible to use small stop-loss
• Nice support level around -0.5, consider entry here (short SL)
• Long seasonal window - A lot of time for seasonality to kick in. Possibility to take profit earlier