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Futures Spread Strategy For July, 2016 - Buy CCH17-CCU16

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

  • 93% Win in last 15 years
  • Spread moves in sideway 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
  • Very low margin requirements
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Futures Spread Strategy For June, 2016 - Buy NGJ17-NGZ16

This spread combines several conditions to create good trading opportunity.

  • 100% Win for last 20 years
  • Seasonal patterns correlation - All patterns up to 20 years have similar movement and correlation, more than 90% in seasonal window
  • RRR over 7%
  • Possible to entry at support and use a small stop-loss
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Futures Spread Strategy For May, 2016 - Buy CTH17-CTZ16

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

  • 87% Win in last 15 years
  • Historical lows - Current year is moving around historical lows with nice space for profit
  • All seasonal patterns up to 30 years have similar movement and correlation over 76%
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Continuous Data and Futures Spread Trading

Futures markets are based on individual contract. Every contract has its own life cycle. At every moment, there are certain number of contracts, which are active and have expiration dates somewhere in the future. When one contract expires, new contract is added for trading and this cycle repeats. So every contract has its own limited history of data. If we want to have a long-term continuous history, we need to join data of different contracts together. This is different for example to stocks which offer a continuous stream of prices (usually since start of trading).

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Futures Spread Strategy For April, 2016 - Buy SMN16-SMV16

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

  • 95% Win in last 20 years
  • All seasonal patterns up to 30 years have similar movement and correlation over 90%
  • 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
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Seasonality research Master Thesis

Our user Jorge Penna used SeasonAlgo in his master thesis, where he is examining seasonality in commodity markets.

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Futures Spread Strategy For March, 2016 - Buy LCZ16-LCV16

This spread combines several conditions to create good trading opportunity.

  • 87% Win for last 15 years
  • Seasonal patterns correlation - All patterns up to 20 years have similar movement and correlation, more than 80% in seasonal window
  • Strong Support level to place stop loss
  • Historical lows - Current year is moving at historical lows
  • Narrow legs spread with expected lower volatility
  • Long seasonal window - A lot of time for seasonality to kick in. Possibility to take profit earlier
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Futures Spread Strategy For February, 2016 - Buy CLV16-CLF17

This spread combines several conditions to create good trading opportunity.

  • 80% Win in last 15 years
  • High RRR
  • Seasonal patterns correlation - All patterns up to 20 years have similar movement and correlation
  • Current year is moving around historical lows with nice space for profit
  • Entry on the strong level of support
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