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 price Exit price Points Profit Drawdown
2018 16.75 22.25 5.50 275.00 -300.00
2017 16.75 22.25 5.50 275.00 -225.00
2016 14.50 18.25 3.75 187.50 -187.50
2015 9.50 14.25 4.75 237.50 -350.00
2014 13.50 24.00 10.50 525.00 -262.50
2013 13.50 14.25 0.75 37.50 -250.00
2012 19.25 24.75 5.50 275.00 -500.00
2011 11.75 40.00 28.25 1412.50 -900.00
2010 22.50 28.50 6.00 300.00 -225.00
2009 19.75 27.00 7.25 362.50 -125.00
2008 11.50 23.50 12.00 600.00 -1100.00
2007 9.00 13.25 4.25 212.50 -600.00
2006 11.50 17.00 5.50 275.00 -187.50
2005 9.00 11.00 2.00 100.00 -200.00
2004 8.00 10.50 2.50 125.00 -225.00
2003 9.50 9.00 -0.50 -25.00 -225.00
2002 10.75 8.75 -2.00 -100.00 -187.50
2001 14.00 15.25 1.25 62.50 -175.00
2000 14.75 16.50 1.75 87.50 -112.50
1999 13.50 15.50 2.00 100.00 -137.50
1998 10.50 15.25 4.75 237.50 -175.00
1997 10.50 12.00 1.50 75.00 -237.50
1996 6.00 9.75 3.75 187.50 -550.00
1995 11.25 12.25 1.00 50.00 -137.50
1994 8.00 11.25 3.25 162.50 -175.00
1993 10.25 11.50 1.25 62.50 -212.50
1992 10.50 6.50 -4.00 -200.00 -250.00
1991 11.75 9.75 -2.00 -100.00 -312.50
1990 10.00 14.50 4.50 225.00 -100.00
1989 9.00 13.00 4.00 200.00 -175.00
1988 8.00 9.25 1.25 62.50 -175.00
1987 7.00 7.50 0.50 25.00 -225.00
1986 10.75 8.25 -2.50 -125.00 -412.50
1985 10.25 6.75 -3.50 -175.00 -237.50
1984 12.75 15.00 2.25 112.50 -225.00
1983 16.25 13.75 -2.50 -125.00 -287.50
1982 17.50 22.50 5.00 250.00 -312.50
1981 20.25 25.25 5.00 250.00 -275.00
1980 17.50 18.50 1.00 50.00 -287.50
1979 11.00 11.00 0.00 0.00 -275.00
1978 6.75 4.75 -2.00 -100.00 -550.00
1977 9.50 10.13 0.63 31.50 -187.50
1976 8.75 11.75 3.00 150.00 -156.50
1975 10.00 9.00 -1.00 -50.00 -275.00
1974 1.00 10.25 9.25 462.50 -300.00
1973 2.00 -5.37 -7.37 -368.50 -525.00
1972 4.25 4.50 0.25 12.50 -112.50
1971 4.50 4.12 -0.38 -19.00 -125.00
1970 4.37 5.25 0.88 44.00 -69.00
1969 4.75 6.25 1.50 75.00 -75.00
1968 5.25 5.88 0.63 31.50 -31.50
1967 5.50 6.25 0.75 37.50 -62.00
1966 4.13 5.13 1.00 50.00 -37.50
1965 4.38 4.25 -0.13 -6.50 -62.50
1964 4.00 5.75 1.75 87.50 -68.50
1963 4.75 5.38 0.63 31.50 -75.00
1962 5.50 5.00 -0.50 -25.00 -81.50
1961 4.75 7.00 2.25 112.50 -56.50
1960 5.75 5.75 0.00 0.00 -69.00
1959 4.50 5.63 1.13 56.50 -37.00
1958 3.63 5.38 1.75 87.50 -31.50
1957 3.00 5.00 2.00 100.00 -44.00